1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2011 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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4 | *
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5 | * This file is part of HeuristicLab.
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6 | *
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7 | * HeuristicLab is free software: you can redistribute it and/or modify
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8 | * it under the terms of the GNU General Public License as published by
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9 | * the Free Software Foundation, either version 3 of the License, or
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10 | * (at your option) any later version.
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11 | *
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12 | * HeuristicLab is distributed in the hope that it will be useful,
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13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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15 | * GNU General Public License for more details.
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16 | *
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17 | * You should have received a copy of the GNU General Public License
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18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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19 | */
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20 | #endregion
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21 |
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22 | using System.Linq;
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23 | using HeuristicLab.Common;
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24 | using HeuristicLab.Core;
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25 | using HeuristicLab.Data;
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26 | using HeuristicLab.Parameters;
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27 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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28 |
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29 | namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Regression {
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30 | [Item("Symbolic Regression Problem (multi objective)", "Represents a multi objective symbolic regression problem.")]
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31 | [StorableClass]
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32 | [Creatable("Problems")]
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33 | public class SymbolicRegressionMultiObjectiveProblem : SymbolicDataAnalysisMultiObjectiveProblem<IRegressionProblemData, ISymbolicRegressionMultiObjectiveEvaluator, ISymbolicDataAnalysisSolutionCreator> {
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34 | private const double PunishmentFactor = 10;
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35 | private const int InitialMaximumTreeDepth = 8;
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36 | private const int InitialMaximumTreeLength = 25;
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37 | private const string LowerEstimationLimitParameterName = "LowerEstimationLimit";
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38 | private const string UpperEstimationLimitParameterName = "UpperEstimationLimit";
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39 | private const string LowerEstimationLimitParameterDescription = "The lower limit for the estimated value that can be returned by the symbolic regression model.";
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40 | private const string UpperEstimationLimitParameterDescription = "The upper limit for the estimated value that can be returned by the symbolic regression model.";
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41 |
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42 | #region parameter properties
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43 | public IFixedValueParameter<DoubleValue> LowerEstimationLimitParameter {
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44 | get { return (IFixedValueParameter<DoubleValue>)Parameters[LowerEstimationLimitParameterName]; }
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45 | }
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46 | public IFixedValueParameter<DoubleValue> UpperEstimationLimitParameter {
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47 | get { return (IFixedValueParameter<DoubleValue>)Parameters[UpperEstimationLimitParameterName]; }
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48 | }
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49 | #endregion
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50 | #region properties
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51 | public DoubleValue LowerEstimationLimit {
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52 | get { return LowerEstimationLimitParameter.Value; }
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53 | }
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54 | public DoubleValue UpperEstimationLimit {
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55 | get { return UpperEstimationLimitParameter.Value; }
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56 | }
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57 | #endregion
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58 | [StorableConstructor]
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59 | protected SymbolicRegressionMultiObjectiveProblem(bool deserializing) : base(deserializing) { }
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60 | protected SymbolicRegressionMultiObjectiveProblem(SymbolicRegressionMultiObjectiveProblem original, Cloner cloner) : base(original, cloner) { }
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61 | public override IDeepCloneable Clone(Cloner cloner) { return new SymbolicRegressionMultiObjectiveProblem(this, cloner); }
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62 |
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63 | public SymbolicRegressionMultiObjectiveProblem()
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64 | : base(new RegressionProblemData(), new SymbolicRegressionMultiObjectivePearsonRSquaredTreeSizeEvaluator(), new SymbolicDataAnalysisExpressionTreeCreator()) {
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65 | Parameters.Add(new FixedValueParameter<DoubleValue>(LowerEstimationLimitParameterName, LowerEstimationLimitParameterDescription, new DoubleValue()));
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66 | Parameters.Add(new FixedValueParameter<DoubleValue>(UpperEstimationLimitParameterName, UpperEstimationLimitParameterDescription, new DoubleValue()));
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67 |
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68 | Maximization = new BoolArray(new bool[] { false, false });
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69 | MaximumSymbolicExpressionTreeDepth.Value = InitialMaximumTreeDepth;
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70 | MaximumSymbolicExpressionTreeLength.Value = InitialMaximumTreeLength;
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71 |
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72 | InitializeOperators();
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73 | UpdateEstimationLimits();
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74 | }
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75 |
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76 | private void InitializeOperators() {
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77 | Operators.Add(new SymbolicRegressionMultiObjectiveTrainingBestSolutionAnalyzer());
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78 | Operators.Add(new SymbolicRegressionMultiObjectiveValidationBestSolutionAnalyzer());
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79 | ParameterizeOperators();
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80 | }
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81 |
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82 | private void UpdateEstimationLimits() {
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83 | if (ProblemData.TrainingPartitionStart.Value < ProblemData.TrainingPartitionEnd.Value) {
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84 | var targetValues = ProblemData.Dataset.GetVariableValues(ProblemData.TargetVariable, ProblemData.TrainingPartitionStart.Value, ProblemData.TrainingPartitionEnd.Value);
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85 | var mean = targetValues.Average();
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86 | var range = targetValues.Max() - targetValues.Min();
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87 | UpperEstimationLimit.Value = mean + PunishmentFactor * range;
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88 | LowerEstimationLimit.Value = mean - PunishmentFactor * range;
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89 | }
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90 | }
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91 |
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92 | protected override void OnProblemDataChanged() {
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93 | base.OnProblemDataChanged();
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94 | UpdateEstimationLimits();
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95 | }
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96 |
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97 | protected override void ParameterizeOperators() {
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98 | base.ParameterizeOperators();
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99 | var operators = Parameters.OfType<IValueParameter>().Select(p => p.Value).OfType<IOperator>().Union(Operators);
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100 | foreach (var op in operators.OfType<ISymbolicDataAnalysisBoundedEvaluator<IRegressionProblemData>>()) {
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101 | op.LowerEstimationLimitParameter.ActualName = LowerEstimationLimitParameterName;
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102 | op.UpperEstimationLimitParameter.ActualName = UpperEstimationLimitParameterName;
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103 | }
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104 | }
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105 |
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106 | public override void ImportProblemDataFromFile(string fileName) {
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107 | RegressionProblemData problemData = RegressionProblemData.ImportFromFile(fileName);
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108 | ProblemData = problemData;
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109 | }
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110 | }
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111 | }
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