#region License Information
/* HeuristicLab
* Copyright (C) 2002-2008 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.Collections.Generic;
using System.Linq;
using System.Text;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Operators;
using HeuristicLab.Functions;
using HeuristicLab.DataAnalysis;
namespace HeuristicLab.StructureIdentification {
public class EarlyStoppingMeanSquaredErrorEvaluator : MeanSquaredErrorEvaluator {
public override string Description {
get {
return @"Evaluates 'FunctionTree' for all samples of the dataset and calculates the mean-squared-error
for the estimated values vs. the real values of 'TargetVariable'.
This operator stops the computation as soon as an upper limit for the mean-squared-error is reached.";
}
}
public EarlyStoppingMeanSquaredErrorEvaluator()
: base() {
AddVariableInfo(new VariableInfo("QualityLimit", "The upper limit of the MSE which is used as early stopping criterion.", typeof(DoubleData), VariableKind.In));
}
// evaluates the function-tree for the given target-variable and the whole dataset and returns the MSE
public override double Evaluate(IScope scope, IFunctionTree functionTree, int targetVariable, Dataset dataset) {
double qualityLimit = GetVariableValue("QualityLimit", scope, false).Data;
bool useEstimatedValues = GetVariableValue("UseEstimatedTargetValue", scope, false).Data;
int trainingStart = GetVariableValue("TrainingSamplesStart", scope, true).Data;
int trainingEnd = GetVariableValue("TrainingSamplesEnd", scope, true).Data;
int rows = trainingEnd-trainingStart;
if(useEstimatedValues && backupValues == null) {
backupValues = new double[rows];
for(int i = trainingStart; i < trainingEnd; i++) {
backupValues[i-trainingStart] = dataset.GetValue(i, targetVariable);
}
}
double errorsSquaredSum = 0;
double targetMean = dataset.GetMean(targetVariable, trainingStart, trainingEnd);
functionTree.PrepareEvaluation(dataset);
for(int sample = trainingStart; sample < trainingEnd; sample++) {
double estimated = functionTree.Evaluate(sample);
double original = dataset.GetValue(sample, targetVariable);
if(double.IsNaN(estimated) || double.IsInfinity(estimated)) {
estimated = targetMean + maximumPunishment;
} else if(estimated > targetMean + maximumPunishment) {
estimated = targetMean + maximumPunishment;
} else if(estimated < targetMean - maximumPunishment) {
estimated = targetMean - maximumPunishment;
}
double error = estimated - original;
errorsSquaredSum += error * error;
// check the limit and stop as soon as we hit the limit
if(errorsSquaredSum / rows >= qualityLimit) {
scope.GetVariableValue("TotalEvaluatedNodes", true).Data = totalEvaluatedNodes + treeSize * (sample-trainingStart + 1);
if(useEstimatedValues) RestoreDataset(dataset, targetVariable, trainingStart, sample);
return errorsSquaredSum / (sample-trainingStart + 1); // return estimated MSE (when the remaining errors are on average the same)
}
if(useEstimatedValues) {
dataset.SetValue(sample, targetVariable, estimated);
}
}
if(useEstimatedValues) RestoreDataset(dataset, targetVariable, trainingStart, trainingEnd);
errorsSquaredSum /= rows;
if(double.IsNaN(errorsSquaredSum) || double.IsInfinity(errorsSquaredSum)) {
errorsSquaredSum = double.MaxValue;
}
scope.GetVariableValue("TotalEvaluatedNodes", true).Data = totalEvaluatedNodes + treeSize * rows;
return errorsSquaredSum;
}
private void RestoreDataset(Dataset dataset, int targetVariable, int from, int to) {
for(int i = from; i < to; i++) {
dataset.SetValue(i, targetVariable, backupValues[i-from]);
}
}
}
}