#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 System; using System.Collections.Generic; using System.Linq; using HeuristicLab.Analysis; using HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding; using HeuristicLab.Operators; using HeuristicLab.Optimization; using HeuristicLab.Parameters; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; using HeuristicLab.Problems.DataAnalysis.Evaluators; using HeuristicLab.Problems.DataAnalysis.Symbolic; namespace HeuristicLab.Problems.DataAnalysis.Regression.Symbolic.Analyzers { /// /// "An operator for analyzing the quality of symbolic regression solutions symbolic expression tree encoding." /// [Item("SymbolicRegressionModelQualityAnalyzer", "An operator for analyzing the quality of symbolic regression solutions symbolic expression tree encoding.")] [StorableClass] public sealed class SymbolicRegressionModelQualityAnalyzer : SingleSuccessorOperator, ISymbolicRegressionAnalyzer { private const string SymbolicExpressionTreeInterpreterParameterName = "SymbolicExpressionTreeInterpreter"; private const string SymbolicExpressionTreeParameterName = "SymbolicExpressionTree"; private const string ProblemDataParameterName = "ProblemData"; private const string ResultsParameterName = "Results"; private const string TrainingMeanSquaredErrorQualityParameterName = "Mean squared error (training)"; private const string MinTrainingMeanSquaredErrorQualityParameterName = "Min mean squared error (training)"; private const string MaxTrainingMeanSquaredErrorQualityParameterName = "Max mean squared error (training)"; private const string AverageTrainingMeanSquaredErrorQualityParameterName = "Average mean squared error (training)"; private const string BestTrainingMeanSquaredErrorQualityParameterName = "Best mean squared error (training)"; private const string TrainingAverageRelativeErrorQualityParameterName = "Average relative error (training)"; private const string MinTrainingAverageRelativeErrorQualityParameterName = "Min average relative error (training)"; private const string MaxTrainingAverageRelativeErrorQualityParameterName = "Max average relative error (training)"; private const string AverageTrainingAverageRelativeErrorQualityParameterName = "Average average relative error (training)"; private const string BestTrainingAverageRelativeErrorQualityParameterName = "Best average relative error (training)"; private const string TrainingRSquaredQualityParameterName = "Rē (training)"; private const string MinTrainingRSquaredQualityParameterName = "Min Rē (training)"; private const string MaxTrainingRSquaredQualityParameterName = "Max Rē (training)"; private const string AverageTrainingRSquaredQualityParameterName = "Average Rē (training)"; private const string BestTrainingRSquaredQualityParameterName = "Best Rē (training)"; private const string TestMeanSquaredErrorQualityParameterName = "Mean squared error (test)"; private const string MinTestMeanSquaredErrorQualityParameterName = "Min mean squared error (test)"; private const string MaxTestMeanSquaredErrorQualityParameterName = "Max mean squared error (test)"; private const string AverageTestMeanSquaredErrorQualityParameterName = "Average mean squared error (test)"; private const string BestTestMeanSquaredErrorQualityParameterName = "Best mean squared error (test)"; private const string TestAverageRelativeErrorQualityParameterName = "Average relative error (test)"; private const string MinTestAverageRelativeErrorQualityParameterName = "Min average relative error (test)"; private const string MaxTestAverageRelativeErrorQualityParameterName = "Max average relative error (test)"; private const string AverageTestAverageRelativeErrorQualityParameterName = "Average average relative error (test)"; private const string BestTestAverageRelativeErrorQualityParameterName = "Best average relative error (test)"; private const string TestRSquaredQualityParameterName = "Rē (test)"; private const string MinTestRSquaredQualityParameterName = "Min Rē (test)"; private const string MaxTestRSquaredQualityParameterName = "Max Rē (test)"; private const string AverageTestRSquaredQualityParameterName = "Average Rē (test)"; private const string BestTestRSquaredQualityParameterName = "Best Rē (test)"; private const string RSquaredValuesParameterName = "Rē"; private const string MeanSquaredErrorValuesParameterName = "Mean squared error"; private const string RelativeErrorValuesParameterName = "Average relative error"; private const string UpperEstimationLimitParameterName = "UpperEstimationLimit"; private const string LowerEstimationLimitParameterName = "LowerEstimationLimit"; #region parameter properties public ScopeTreeLookupParameter SymbolicExpressionTreeParameter { get { return (ScopeTreeLookupParameter)Parameters[SymbolicExpressionTreeParameterName]; } } public IValueLookupParameter SymbolicExpressionTreeInterpreterParameter { get { return (IValueLookupParameter)Parameters[SymbolicExpressionTreeInterpreterParameterName]; } } public IValueLookupParameter ProblemDataParameter { get { return (IValueLookupParameter)Parameters[ProblemDataParameterName]; } } public IValueLookupParameter UpperEstimationLimitParameter { get { return (IValueLookupParameter)Parameters[UpperEstimationLimitParameterName]; } } public IValueLookupParameter LowerEstimationLimitParameter { get { return (IValueLookupParameter)Parameters[LowerEstimationLimitParameterName]; } } public ILookupParameter ResultsParameter { get { return (ILookupParameter)Parameters[ResultsParameterName]; } } #endregion #region properties public DoubleValue UpperEstimationLimit { get { return UpperEstimationLimitParameter.ActualValue; } } public DoubleValue LowerEstimationLimit { get { return LowerEstimationLimitParameter.ActualValue; } } #endregion [StorableConstructor] private SymbolicRegressionModelQualityAnalyzer(bool deserializing) : base(deserializing) { } private SymbolicRegressionModelQualityAnalyzer(SymbolicRegressionModelQualityAnalyzer original, Cloner cloner) : base(original, cloner) { } public SymbolicRegressionModelQualityAnalyzer() : base() { Parameters.Add(new ScopeTreeLookupParameter(SymbolicExpressionTreeParameterName, "The symbolic expression trees to analyze.")); Parameters.Add(new ValueLookupParameter(SymbolicExpressionTreeInterpreterParameterName, "The interpreter that should be used to calculate the output values of the symbolic expression tree.")); Parameters.Add(new ValueLookupParameter(ProblemDataParameterName, "The problem data containing the input varaibles for the symbolic regression problem.")); Parameters.Add(new ValueLookupParameter(UpperEstimationLimitParameterName, "The upper limit that should be used as cut off value for the output values of symbolic expression trees.")); Parameters.Add(new ValueLookupParameter(LowerEstimationLimitParameterName, "The lower limit that should be used as cut off value for the output values of symbolic expression trees.")); Parameters.Add(new ValueLookupParameter(MeanSquaredErrorValuesParameterName, "The data table to collect mean squared error values.")); Parameters.Add(new ValueLookupParameter(RSquaredValuesParameterName, "The data table to collect Rē correlation coefficient values.")); Parameters.Add(new ValueLookupParameter(RelativeErrorValuesParameterName, "The data table to collect relative error values.")); Parameters.Add(new LookupParameter(ResultsParameterName, "The result collection where the best symbolic regression solution should be stored.")); } public override IDeepCloneable Clone(Cloner cloner) { return new SymbolicRegressionModelQualityAnalyzer(this, cloner); } public override IOperation Apply() { double upperEstimationLimit = UpperEstimationLimit != null ? UpperEstimationLimit.Value : double.PositiveInfinity; double lowerEstimationLimit = LowerEstimationLimit != null ? LowerEstimationLimit.Value : double.NegativeInfinity; Analyze(SymbolicExpressionTreeParameter.ActualValue, SymbolicExpressionTreeInterpreterParameter.ActualValue, upperEstimationLimit, lowerEstimationLimit, ProblemDataParameter.ActualValue, ResultsParameter.ActualValue); return base.Apply(); } public static void Analyze(IEnumerable trees, ISymbolicExpressionTreeInterpreter interpreter, double upperEstimationLimit, double lowerEstimationLimit, DataAnalysisProblemData problemData, ResultCollection results) { int targetVariableIndex = problemData.Dataset.GetVariableIndex(problemData.TargetVariable.Value); IEnumerable originalTrainingValues = problemData.Dataset.GetEnumeratedVariableValues(targetVariableIndex, problemData.TrainingIndizes); IEnumerable originalTestValues = problemData.Dataset.GetEnumeratedVariableValues(targetVariableIndex, problemData.TestIndizes); List trainingMse = new List(); List trainingR2 = new List(); List trainingRelErr = new List(); List testMse = new List(); List testR2 = new List(); List testRelErr = new List(); OnlineMeanSquaredErrorEvaluator mseEvaluator = new OnlineMeanSquaredErrorEvaluator(); OnlineMeanAbsolutePercentageErrorEvaluator relErrEvaluator = new OnlineMeanAbsolutePercentageErrorEvaluator(); OnlinePearsonsRSquaredEvaluator r2Evaluator = new OnlinePearsonsRSquaredEvaluator(); foreach (var tree in trees) { #region training var estimatedTrainingValues = interpreter.GetSymbolicExpressionTreeValues(tree, problemData.Dataset, problemData.TrainingIndizes); mseEvaluator.Reset(); r2Evaluator.Reset(); relErrEvaluator.Reset(); var estimatedEnumerator = estimatedTrainingValues.GetEnumerator(); var originalEnumerator = originalTrainingValues.GetEnumerator(); while (estimatedEnumerator.MoveNext() & originalEnumerator.MoveNext()) { double estimated = estimatedEnumerator.Current; if (double.IsNaN(estimated)) estimated = upperEstimationLimit; else estimated = Math.Min(upperEstimationLimit, Math.Max(lowerEstimationLimit, estimated)); mseEvaluator.Add(originalEnumerator.Current, estimated); r2Evaluator.Add(originalEnumerator.Current, estimated); relErrEvaluator.Add(originalEnumerator.Current, estimated); } if (estimatedEnumerator.MoveNext() || originalEnumerator.MoveNext()) { throw new InvalidOperationException("Number of elements in estimated and original enumeration doesn't match."); } trainingMse.Add(mseEvaluator.MeanSquaredError); trainingR2.Add(r2Evaluator.RSquared); trainingRelErr.Add(relErrEvaluator.MeanAbsolutePercentageError); #endregion #region test var estimatedTestValues = interpreter.GetSymbolicExpressionTreeValues(tree, problemData.Dataset, problemData.TestIndizes); mseEvaluator.Reset(); r2Evaluator.Reset(); relErrEvaluator.Reset(); estimatedEnumerator = estimatedTestValues.GetEnumerator(); originalEnumerator = originalTestValues.GetEnumerator(); while (estimatedEnumerator.MoveNext() & originalEnumerator.MoveNext()) { double estimated = estimatedEnumerator.Current; if (double.IsNaN(estimated)) estimated = upperEstimationLimit; else estimated = Math.Min(upperEstimationLimit, Math.Max(lowerEstimationLimit, estimated)); mseEvaluator.Add(originalEnumerator.Current, estimated); r2Evaluator.Add(originalEnumerator.Current, estimated); relErrEvaluator.Add(originalEnumerator.Current, estimated); } if (estimatedEnumerator.MoveNext() || originalEnumerator.MoveNext()) { throw new InvalidOperationException("Number of elements in estimated and original enumeration doesn't match."); } testMse.Add(mseEvaluator.MeanSquaredError); testR2.Add(r2Evaluator.RSquared); testRelErr.Add(relErrEvaluator.MeanAbsolutePercentageError); #endregion } AddResultTableValues(results, MeanSquaredErrorValuesParameterName, "mean squared error (training)", trainingMse.Min(), trainingMse.Average(), trainingMse.Max()); AddResultTableValues(results, MeanSquaredErrorValuesParameterName, "mean squared error (test)", testMse.Min(), testMse.Average(), testMse.Max()); AddResultTableValues(results, RelativeErrorValuesParameterName, "mean relative error (training)", trainingRelErr.Min(), trainingRelErr.Average(), trainingRelErr.Max()); AddResultTableValues(results, RelativeErrorValuesParameterName, "mean relative error (test)", testRelErr.Min(), testRelErr.Average(), testRelErr.Max()); AddResultTableValues(results, RSquaredValuesParameterName, "Pearson's Rē (training)", trainingR2.Min(), trainingR2.Average(), trainingR2.Max()); AddResultTableValues(results, RSquaredValuesParameterName, "Pearson's Rē (test)", testR2.Min(), testR2.Average(), testR2.Max()); } private static void AddResultTableValues(ResultCollection results, string tableName, string valueName, double minValue, double avgValue, double maxValue) { if (!results.ContainsKey(tableName)) { results.Add(new Result(tableName, new DataTable(tableName))); } DataTable table = (DataTable)results[tableName].Value; AddValue(table, minValue, "Min. " + valueName, string.Empty); AddValue(table, avgValue, "Avg. " + valueName, string.Empty); AddValue(table, maxValue, "Max. " + valueName, string.Empty); } 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); } } private static void SetResultValue(ResultCollection results, string name, double value) { if (results.ContainsKey(name)) results[name].Value = new DoubleValue(value); else results.Add(new Result(name, new DoubleValue(value))); } } }