#region License Information /* HeuristicLab * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL) * * This file is part of HeuristicLab. * * HeuristicLab is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * HeuristicLab is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with HeuristicLab. If not, see . */ #endregion using System; using System.Linq; using HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Parameters; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; using HeuristicLab.Problems.Instances; namespace HeuristicLab.Problems.DataAnalysis.Symbolic.TimeSeriesPrognosis { [Item("Symbolic Time-Series Prognosis Problem (single objective)", "Represents a single objective symbolic time-series prognosis problem.")] [StorableClass] [Creatable("Problems")] public class SymbolicTimeSeriesPrognosisSingleObjectiveProblem : SymbolicDataAnalysisSingleObjectiveProblem, ITimeSeriesPrognosisProblem { private const double PunishmentFactor = 10; private const int InitialMaximumTreeDepth = 8; private const int InitialMaximumTreeLength = 25; private const string EstimationLimitsParameterName = "EstimationLimits"; private const string EstimationLimitsParameterDescription = "The limits for the estimated value that can be returned by the symbolic regression model."; #region parameter properties public IFixedValueParameter EstimationLimitsParameter { get { return (IFixedValueParameter)Parameters[EstimationLimitsParameterName]; } } #endregion #region properties public DoubleLimit EstimationLimits { get { return EstimationLimitsParameter.Value; } } #endregion [StorableConstructor] protected SymbolicTimeSeriesPrognosisSingleObjectiveProblem(bool deserializing) : base(deserializing) { } protected SymbolicTimeSeriesPrognosisSingleObjectiveProblem(SymbolicTimeSeriesPrognosisSingleObjectiveProblem original, Cloner cloner) : base(original, cloner) { } public override IDeepCloneable Clone(Cloner cloner) { return new SymbolicTimeSeriesPrognosisSingleObjectiveProblem(this, cloner); } public SymbolicTimeSeriesPrognosisSingleObjectiveProblem() : base(new TimeSeriesPrognosisProblemData(), new SymbolicTimeSeriesPrognosisSingleObjectiveMeanSquaredErrorEvaluator(), new SymbolicDataAnalysisExpressionTreeCreator()) { Parameters.Add(new FixedValueParameter(EstimationLimitsParameterName, EstimationLimitsParameterDescription)); EstimationLimitsParameter.Hidden = true; Maximization.Value = false; MaximumSymbolicExpressionTreeDepth.Value = InitialMaximumTreeDepth; MaximumSymbolicExpressionTreeLength.Value = InitialMaximumTreeLength; var interpeter = new SymbolicTimeSeriesPrognosisExpressionTreeInterpreter(); interpeter.TargetVariable = ProblemData.TargetVariable; SymbolicExpressionTreeInterpreter = interpeter; SymbolicExpressionTreeGrammarParameter.ValueChanged += (o, e) => ConfigureGrammarSymbols(); ConfigureGrammarSymbols(); InitializeOperators(); UpdateEstimationLimits(); } private void ConfigureGrammarSymbols() { var grammar = SymbolicExpressionTreeGrammar as TypeCoherentExpressionGrammar; if (grammar != null) grammar.ConfigureAsDefaultTimeSeriesPrognosisGrammar(); UpdateGrammar(); } protected override void UpdateGrammar() { base.UpdateGrammar(); foreach (var autoregressiveSymbol in SymbolicExpressionTreeGrammar.Symbols.OfType()) { if (!autoregressiveSymbol.Fixed) autoregressiveSymbol.VariableNames = ProblemData.TargetVariable.ToEnumerable(); } } private void InitializeOperators() { Operators.Add(new SymbolicTimeSeriesPrognosisSingleObjectiveTrainingBestSolutionAnalyzer()); Operators.Add(new SymbolicTimeSeriesPrognosisSingleObjectiveValidationBestSolutionAnalyzer()); Operators.Add(new SymbolicTimeSeriesPrognosisSingleObjectiveOverfittingAnalyzer()); ParameterizeOperators(); } private void UpdateEstimationLimits() { if (ProblemData.TrainingIndices.Any()) { var targetValues = ProblemData.Dataset.GetDoubleValues(ProblemData.TargetVariable, ProblemData.TrainingIndices).ToList(); var mean = targetValues.Average(); var range = targetValues.Max() - targetValues.Min(); EstimationLimits.Upper = mean + PunishmentFactor * range; EstimationLimits.Lower = mean - PunishmentFactor * range; } else { EstimationLimits.Upper = double.MaxValue; EstimationLimits.Lower = double.MinValue; } } protected override void OnProblemDataChanged() { base.OnProblemDataChanged(); var interpreter = SymbolicExpressionTreeInterpreter as ISymbolicTimeSeriesPrognosisExpressionTreeInterpreter; if (interpreter != null) { interpreter.TargetVariable = ProblemData.TargetVariable; } UpdateEstimationLimits(); } protected override void ParameterizeOperators() { base.ParameterizeOperators(); if (Parameters.ContainsKey(EstimationLimitsParameterName)) { var operators = Parameters.OfType().Select(p => p.Value).OfType().Union(Operators); foreach (var op in operators.OfType()) { op.EstimationLimitsParameter.ActualName = EstimationLimitsParameter.Name; } foreach (var op in operators.OfType()) { op.MaximizationParameter.ActualName = MaximizationParameter.Name; op.ProblemDataParameter.ActualName = ProblemDataParameter.Name; op.QualityParameter.ActualName = Evaluator.QualityParameter.ActualName; op.SymbolicDataAnalysisTreeInterpreterParameter.ActualName = SymbolicExpressionTreeInterpreterParameter.Name; op.SymbolicExpressionTreeParameter.ActualName = SolutionCreator.SymbolicExpressionTreeParameter.ActualName; } } } public override void Load(ITimeSeriesPrognosisProblemData data) { base.Load(data); this.ProblemData.TrainingPartition.Start = Math.Min(10, this.ProblemData.TrainingPartition.End); } } }