#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 TheilInequalityCoefficientEvaluator : GPEvaluatorBase { public override string Description { get { return @"Evaluates 'FunctionTree' for all samples of 'Dataset' and calculates the 'Theil inequality coefficient (scale invariant)' of estimated values vs. real values of 'TargetVariable'."; } } public TheilInequalityCoefficientEvaluator() : base() { } public override double Evaluate(IScope scope, IFunctionTree functionTree, int targetVariable, Dataset dataset) { int trainingStart = GetVariableValue("TrainingSamplesStart", scope, true).Data; int trainingEnd = GetVariableValue("TrainingSamplesEnd", scope, true).Data; double errorsSquaredSum = 0.0; double estimatedSquaredSum = 0.0; double originalSquaredSum = 0.0; functionTree.PrepareEvaluation(dataset); for(int sample = trainingStart; sample < trainingEnd; sample++) { double prevValue = dataset.GetValue(sample - 1, targetVariable); double estimatedChange = functionTree.Evaluate(sample) - prevValue; double originalChange = dataset.GetValue(sample, targetVariable) - prevValue; if(!double.IsNaN(originalChange) && !double.IsInfinity(originalChange)) { if(double.IsNaN(estimatedChange) || double.IsInfinity(estimatedChange)) estimatedChange = maximumPunishment; else if(estimatedChange > maximumPunishment) estimatedChange = maximumPunishment; else if(estimatedChange < -maximumPunishment) estimatedChange = - maximumPunishment; double error = estimatedChange - originalChange; errorsSquaredSum += error * error; estimatedSquaredSum += estimatedChange * estimatedChange; originalSquaredSum += originalChange * originalChange; } } int nSamples = trainingEnd - trainingStart; double quality = Math.Sqrt(errorsSquaredSum / nSamples) / (Math.Sqrt(estimatedSquaredSum/nSamples) + Math.Sqrt(originalSquaredSum/nSamples)); if(double.IsNaN(quality) || double.IsInfinity(quality)) quality = double.MaxValue; return quality; } } }