#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.Common;
using HeuristicLab.Data;
using HeuristicLab.Optimization;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
namespace HeuristicLab.Problems.DataAnalysis {
///
/// Abstract base class for regression data analysis solutions
///
[StorableClass]
public abstract class RegressionSolution : DataAnalysisSolution, IRegressionSolution {
private const string TrainingMeanSquaredErrorResultName = "Mean squared error (training)";
private const string TestMeanSquaredErrorResultName = "Mean squared error (test)";
private const string TrainingSquaredCorrelationResultName = "Pearson's Rē (training)";
private const string TestSquaredCorrelationResultName = "Pearson's Rē (test)";
private const string TrainingRelativeErrorResultName = "Average relative error (training)";
private const string TestRelativeErrorResultName = "Average relative error (test)";
public new IRegressionModel Model {
get { return (IRegressionModel)base.Model; }
protected set { base.Model = value; }
}
public new IRegressionProblemData ProblemData {
get { return (IRegressionProblemData)base.ProblemData; }
protected set { base.ProblemData = value; }
}
public double TrainingMeanSquaredError {
get { return ((DoubleValue)this[TrainingMeanSquaredErrorResultName].Value).Value; }
private set { ((DoubleValue)this[TrainingMeanSquaredErrorResultName].Value).Value = value; }
}
public double TestMeanSquaredError {
get { return ((DoubleValue)this[TestMeanSquaredErrorResultName].Value).Value; }
private set { ((DoubleValue)this[TestMeanSquaredErrorResultName].Value).Value = value; }
}
public double TrainingRSquared {
get { return ((DoubleValue)this[TrainingSquaredCorrelationResultName].Value).Value; }
private set { ((DoubleValue)this[TrainingSquaredCorrelationResultName].Value).Value = value; }
}
public double TestRSquared {
get { return ((DoubleValue)this[TestSquaredCorrelationResultName].Value).Value; }
private set { ((DoubleValue)this[TestSquaredCorrelationResultName].Value).Value = value; }
}
public double TrainingRelativeError {
get { return ((DoubleValue)this[TrainingRelativeErrorResultName].Value).Value; }
private set { ((DoubleValue)this[TrainingRelativeErrorResultName].Value).Value = value; }
}
public double TestRelativeError {
get { return ((DoubleValue)this[TestRelativeErrorResultName].Value).Value; }
private set { ((DoubleValue)this[TestRelativeErrorResultName].Value).Value = value; }
}
[StorableConstructor]
protected RegressionSolution(bool deserializing) : base(deserializing) { }
protected RegressionSolution(RegressionSolution original, Cloner cloner)
: base(original, cloner) {
}
public RegressionSolution(IRegressionModel model, IRegressionProblemData problemData)
: base(model, problemData) {
Add(new Result(TrainingMeanSquaredErrorResultName, "Mean of squared errors of the model on the training partition", new DoubleValue()));
Add(new Result(TestMeanSquaredErrorResultName, "Mean of squared errors of the model on the test partition", new DoubleValue()));
Add(new Result(TrainingSquaredCorrelationResultName, "Squared Pearson's correlation coefficient of the model output and the actual values on the training partition", new DoubleValue()));
Add(new Result(TestSquaredCorrelationResultName, "Squared Pearson's correlation coefficient of the model output and the actual values on the test partition", new DoubleValue()));
Add(new Result(TrainingRelativeErrorResultName, "Average of the relative errors of the model output and the actual values on the training partition", new PercentValue()));
Add(new Result(TestRelativeErrorResultName, "Average of the relative errors of the model output and the actual values on the test partition", new PercentValue()));
RecalculateResults();
}
protected override void OnProblemDataChanged(EventArgs e) {
base.OnProblemDataChanged(e);
RecalculateResults();
}
protected override void OnModelChanged(EventArgs e) {
base.OnModelChanged(e);
RecalculateResults();
}
protected void RecalculateResults() {
double[] estimatedTrainingValues = EstimatedTrainingValues.ToArray(); // cache values
IEnumerable originalTrainingValues = ProblemData.Dataset.GetEnumeratedVariableValues(ProblemData.TargetVariable, ProblemData.TrainingIndizes);
double[] estimatedTestValues = EstimatedTestValues.ToArray(); // cache values
IEnumerable originalTestValues = ProblemData.Dataset.GetEnumeratedVariableValues(ProblemData.TargetVariable, ProblemData.TestIndizes);
double trainingMSE = OnlineMeanSquaredErrorEvaluator.Calculate(estimatedTrainingValues, originalTrainingValues);
double testMSE = OnlineMeanSquaredErrorEvaluator.Calculate(estimatedTestValues, originalTestValues);
double trainingR2 = OnlinePearsonsRSquaredEvaluator.Calculate(estimatedTrainingValues, originalTrainingValues);
double testR2 = OnlinePearsonsRSquaredEvaluator.Calculate(estimatedTestValues, originalTestValues);
double trainingRelError = OnlineMeanAbsolutePercentageErrorEvaluator.Calculate(estimatedTrainingValues, originalTrainingValues);
double testRelError = OnlineMeanAbsolutePercentageErrorEvaluator.Calculate(estimatedTestValues, originalTestValues);
TrainingMeanSquaredError = trainingMSE;
TestMeanSquaredError = testMSE;
TrainingRSquared = trainingR2;
TestRSquared = testR2;
TrainingRelativeError = trainingRelError;
TestRelativeError = testRelError;
}
public virtual IEnumerable EstimatedValues {
get {
return GetEstimatedValues(Enumerable.Range(0, ProblemData.Dataset.Rows));
}
}
public virtual IEnumerable EstimatedTrainingValues {
get {
return GetEstimatedValues(ProblemData.TrainingIndizes);
}
}
public virtual IEnumerable EstimatedTestValues {
get {
return GetEstimatedValues(ProblemData.TestIndizes);
}
}
public virtual IEnumerable GetEstimatedValues(IEnumerable rows) {
return Model.GetEstimatedValues(ProblemData.Dataset, rows);
}
}
}