#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)));
}
}
}