#region License Information
/* HeuristicLab
* Copyright (C) 2002-2011 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 HeuristicLab.Analysis;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
using HeuristicLab.Optimization;
using HeuristicLab.Parameters;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Problems.DataAnalysis.Symbolic;
namespace HeuristicLab.Problems.DataAnalysis.Regression.Symbolic.Analyzers {
///
/// An operator that analyzes the validation best scaled symbolic regression solution.
///
[Item("FixedValidationBestScaledSymbolicRegressionSolutionAnalyzer", "An operator that analyzes the validation best scaled symbolic regression solution.")]
[StorableClass]
public sealed class FixedValidationBestScaledSymbolicRegressionSolutionAnalyzer : SymbolicRegressionValidationAnalyzer, ISymbolicRegressionAnalyzer {
private const string ApplyLinearScalingParameterName = "ApplyLinearScaling";
private const string MaximizationParameterName = "Maximization";
private const string CalculateSolutionComplexityParameterName = "CalculateSolutionComplexity";
private const string BestSolutionParameterName = "Best solution (validation)";
private const string BestSolutionQualityParameterName = "Best solution quality (validation)";
private const string BestSolutionLengthParameterName = "Best solution length (validation)";
private const string BestSolutionHeightParameterName = "Best solution height (validiation)";
private const string CurrentBestValidationQualityParameterName = "Current best validation quality";
private const string BestSolutionQualityValuesParameterName = "Validation Quality";
private const string ResultsParameterName = "Results";
private const string VariableFrequenciesParameterName = "VariableFrequencies";
private const string BestKnownQualityParameterName = "BestKnownQuality";
private const string GenerationsParameterName = "Generations";
#region parameter properties
public ILookupParameter MaximizationParameter {
get { return (ILookupParameter)Parameters[MaximizationParameterName]; }
}
public IValueParameter CalculateSolutionComplexityParameter {
get { return (IValueParameter)Parameters[CalculateSolutionComplexityParameterName]; }
}
public ILookupParameter BestSolutionParameter {
get { return (ILookupParameter)Parameters[BestSolutionParameterName]; }
}
public ILookupParameter GenerationsParameter {
get { return (ILookupParameter)Parameters[GenerationsParameterName]; }
}
public ILookupParameter BestSolutionQualityParameter {
get { return (ILookupParameter)Parameters[BestSolutionQualityParameterName]; }
}
public ILookupParameter BestSolutionLengthParameter {
get { return (ILookupParameter)Parameters[BestSolutionLengthParameterName]; }
}
public ILookupParameter BestSolutionHeightParameter {
get { return (ILookupParameter)Parameters[BestSolutionHeightParameterName]; }
}
public ILookupParameter ResultsParameter {
get { return (ILookupParameter)Parameters[ResultsParameterName]; }
}
public ILookupParameter BestKnownQualityParameter {
get { return (ILookupParameter)Parameters[BestKnownQualityParameterName]; }
}
public ILookupParameter VariableFrequenciesParameter {
get { return (ILookupParameter)Parameters[VariableFrequenciesParameterName]; }
}
public IValueLookupParameter ApplyLinearScalingParameter {
get { return (IValueLookupParameter)Parameters[ApplyLinearScalingParameterName]; }
}
#endregion
#region properties
public BoolValue Maximization {
get { return MaximizationParameter.ActualValue; }
}
public BoolValue CalculateSolutionComplexity {
get { return CalculateSolutionComplexityParameter.Value; }
set { CalculateSolutionComplexityParameter.Value = value; }
}
public ResultCollection Results {
get { return ResultsParameter.ActualValue; }
}
public DataTable VariableFrequencies {
get { return VariableFrequenciesParameter.ActualValue; }
}
public IntValue Generations {
get { return GenerationsParameter.ActualValue; }
}
public DoubleValue BestSolutionQuality {
get { return BestSolutionQualityParameter.ActualValue; }
}
public IntValue BestSolutionLength {
get { return BestSolutionLengthParameter.ActualValue; }
set { BestSolutionLengthParameter.ActualValue = value; }
}
public IntValue BestSolutionHeight {
get { return BestSolutionHeightParameter.ActualValue; }
set { BestSolutionHeightParameter.ActualValue = value; }
}
public BoolValue ApplyLinearScaling {
get { return ApplyLinearScalingParameter.ActualValue; }
set { ApplyLinearScalingParameter.ActualValue = value; }
}
#endregion
[StorableConstructor]
private FixedValidationBestScaledSymbolicRegressionSolutionAnalyzer(bool deserializing) : base(deserializing) { }
private FixedValidationBestScaledSymbolicRegressionSolutionAnalyzer(FixedValidationBestScaledSymbolicRegressionSolutionAnalyzer original, Cloner cloner) : base(original, cloner) { }
public FixedValidationBestScaledSymbolicRegressionSolutionAnalyzer()
: base() {
Parameters.Add(new ValueLookupParameter(ApplyLinearScalingParameterName, "The switch determines if the best solution should be linearly scaled on the whole training set.", new BoolValue(true)));
Parameters.Add(new LookupParameter(MaximizationParameterName, "The direction of optimization."));
Parameters.Add(new ValueParameter(CalculateSolutionComplexityParameterName, "Determines if the length and height of the validation best solution should be calculated.", new BoolValue(true)));
Parameters.Add(new LookupParameter(BestSolutionParameterName, "The best symbolic regression solution."));
Parameters.Add(new LookupParameter(GenerationsParameterName, "The number of generations calculated so far."));
Parameters.Add(new LookupParameter(BestSolutionQualityParameterName, "The quality of the best symbolic regression solution."));
Parameters.Add(new LookupParameter(BestSolutionLengthParameterName, "The length of the best symbolic regression solution."));
Parameters.Add(new LookupParameter(BestSolutionHeightParameterName, "The height of the best symbolic regression solution."));
Parameters.Add(new LookupParameter(ResultsParameterName, "The result collection where the best symbolic regression solution should be stored."));
Parameters.Add(new LookupParameter(BestKnownQualityParameterName, "The best known (validation) quality achieved on the data set."));
Parameters.Add(new LookupParameter(VariableFrequenciesParameterName, "The variable frequencies table to use for the calculation of variable impacts"));
}
public override IDeepCloneable Clone(Cloner cloner) {
return new FixedValidationBestScaledSymbolicRegressionSolutionAnalyzer(this, cloner);
}
[StorableHook(HookType.AfterDeserialization)]
private void AfterDeserialization() {
#region compatibility remove before releasing 3.4
if (!Parameters.ContainsKey("Evaluator")) {
Parameters.Add(new LookupParameter("Evaluator", "The evaluator which should be used to evaluate the solution on the validation set."));
}
if (!Parameters.ContainsKey(MaximizationParameterName)) {
Parameters.Add(new LookupParameter(MaximizationParameterName, "The direction of optimization."));
}
if (!Parameters.ContainsKey(CalculateSolutionComplexityParameterName)) {
Parameters.Add(new ValueParameter(CalculateSolutionComplexityParameterName, "Determines if the length and height of the validation best solution should be calculated.", new BoolValue(false)));
}
if (!Parameters.ContainsKey(BestSolutionLengthParameterName)) {
Parameters.Add(new LookupParameter(BestSolutionLengthParameterName, "The length of the best symbolic regression solution."));
}
if (!Parameters.ContainsKey(BestSolutionHeightParameterName)) {
Parameters.Add(new LookupParameter(BestSolutionHeightParameterName, "The height of the best symbolic regression solution."));
}
if (!Parameters.ContainsKey(ApplyLinearScalingParameterName)) {
Parameters.Add(new ValueLookupParameter(ApplyLinearScalingParameterName, "The switch determines if the best solution should be linearly scaled on the whole training set.", new BoolValue(true)));
}
#endregion
}
protected override void Analyze(SymbolicExpressionTree[] trees, double[] validationQuality) {
double bestQuality = Maximization.Value ? double.NegativeInfinity : double.PositiveInfinity;
SymbolicExpressionTree bestTree = null;
for (int i = 0; i < trees.Length; i++) {
double quality = validationQuality[i];
if ((Maximization.Value && quality > bestQuality) ||
(!Maximization.Value && quality < bestQuality)) {
bestQuality = quality;
bestTree = trees[i];
}
}
// if the best validation tree is better than the current best solution => update
bool newBest =
BestSolutionQuality == null ||
(Maximization.Value && bestQuality > BestSolutionQuality.Value) ||
(!Maximization.Value && bestQuality < BestSolutionQuality.Value);
if (newBest) {
double upperEstimationLimit = UpperEstimationLimit != null ? UpperEstimationLimit.Value : double.PositiveInfinity;
double lowerEstimationLimit = LowerEstimationLimit != null ? LowerEstimationLimit.Value : double.NegativeInfinity;
string targetVariable = ProblemData.TargetVariable.Value;
if (ApplyLinearScaling.Value) {
// calculate scaling parameters and only for the best tree using the full training set
double alpha, beta;
SymbolicRegressionScaledMeanSquaredErrorEvaluator.Calculate(SymbolicExpressionTreeInterpreter, bestTree,
lowerEstimationLimit, upperEstimationLimit,
ProblemData.Dataset, targetVariable,
ProblemData.TrainingIndizes, out beta, out alpha);
// scale tree for solution
bestTree = SymbolicRegressionSolutionLinearScaler.Scale(bestTree, alpha, beta);
}
var model = new SymbolicRegressionModel((ISymbolicExpressionTreeInterpreter)SymbolicExpressionTreeInterpreter.Clone(),
bestTree);
var solution = new SymbolicRegressionSolution((DataAnalysisProblemData)ProblemData.Clone(), model, lowerEstimationLimit, upperEstimationLimit);
solution.Name = BestSolutionParameterName;
solution.Description = "Best solution on validation partition found over the whole run.";
BestSolutionParameter.ActualValue = solution;
BestSolutionQualityParameter.ActualValue = new DoubleValue(bestQuality);
if (CalculateSolutionComplexity.Value) {
BestSolutionLength = new IntValue(solution.Model.SymbolicExpressionTree.Size);
BestSolutionHeight = new IntValue(solution.Model.SymbolicExpressionTree.Height);
if (!Results.ContainsKey(BestSolutionLengthParameterName)) {
Results.Add(new Result(BestSolutionLengthParameterName, "Length of the best solution on the validation set", new IntValue()));
Results.Add(new Result(BestSolutionHeightParameterName, "Height of the best solution on the validation set", new IntValue()));
}
Results[BestSolutionLengthParameterName].Value = BestSolutionLength;
Results[BestSolutionHeightParameterName].Value = BestSolutionHeight;
}
BestSymbolicRegressionSolutionAnalyzer.UpdateBestSolutionResults(solution, ProblemData, Results, Generations, VariableFrequencies);
}
if (!Results.ContainsKey(BestSolutionQualityValuesParameterName)) {
Results.Add(new Result(BestSolutionQualityValuesParameterName, new DataTable(BestSolutionQualityValuesParameterName, BestSolutionQualityValuesParameterName)));
Results.Add(new Result(BestSolutionQualityParameterName, new DoubleValue()));
Results.Add(new Result(CurrentBestValidationQualityParameterName, new DoubleValue()));
}
Results[BestSolutionQualityParameterName].Value = new DoubleValue(BestSolutionQualityParameter.ActualValue.Value);
Results[CurrentBestValidationQualityParameterName].Value = new DoubleValue(bestQuality);
DataTable validationValues = (DataTable)Results[BestSolutionQualityValuesParameterName].Value;
AddValue(validationValues, BestSolutionQualityParameter.ActualValue.Value, BestSolutionQualityParameterName, BestSolutionQualityParameterName);
AddValue(validationValues, bestQuality, CurrentBestValidationQualityParameterName, CurrentBestValidationQualityParameterName);
}
private static void AddValue(DataTable table, double data, string name, string description) {
DataRow row;
table.Rows.TryGetValue(name, out row);
if (row == null) {
row = new DataRow(name, description);
row.Values.Add(data);
table.Rows.Add(row);
} else {
row.Values.Add(data);
}
}
}
}