#region License Information
/* HeuristicLab
* Copyright (C) 2002-2010 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.Optimization;
using HeuristicLab.Core;
using HeuristicLab.Common;
using HeuristicLab.Encodings.BinaryVectorEncoding;
using HeuristicLab.Operators;
using HeuristicLab.Parameters;
using HeuristicLab.Data;
using HeuristicLab.Problems.DataAnalysis.Regression.LinearRegression;
using System.Linq;
using System.Collections.Generic;
using HeuristicLab.Problems.DataAnalysis.Regression.Symbolic;
using HeuristicLab.Problems.DataAnalysis.Evaluators;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
namespace HeuristicLab.Problems.DataAnalysis.FeatureSelection {
public class LinearRegressionFeatureSelectionEvaluator : SingleSuccessorOperator, IFeatureSelectionEvaluator {
#region parameter properties
public ILookupParameter DataAnalysisProblemDataParameter {
get { return (ILookupParameter)Parameters["DataAnalysisProblemData"]; }
}
public ILookupParameter SolutionParameter {
get { return (ILookupParameter)Parameters["FeatureArray"]; }
}
public ILookupParameter QualitiesParameter {
get { return (ILookupParameter)Parameters["Qualities"]; }
}
#endregion
#region properties
public DataAnalysisProblemData DataAnalysisProblemData {
get { return DataAnalysisProblemDataParameter.ActualValue; }
}
public BinaryVector FeatureArray {
get { return SolutionParameter.ActualValue; }
}
#endregion
[StorableConstructor]
protected LinearRegressionFeatureSelectionEvaluator(bool deserializing) : base(deserializing) { }
protected LinearRegressionFeatureSelectionEvaluator(LinearRegressionFeatureSelectionEvaluator original, Cloner cloner)
: base(original, cloner) {
}
public LinearRegressionFeatureSelectionEvaluator()
: base() {
Parameters.Add(new LookupParameter("DataAnalysisProblemData", "The data for the data analysis problem."));
Parameters.Add(new LookupParameter("FeatureArray", "The binary array of features to use for linear regression."));
Parameters.Add(new LookupParameter("Qualities", "The qualities of the linear regression solution (MSE, size)."));
}
public override IDeepCloneable Clone(Cloner cloner) {
return new LinearRegressionFeatureSelectionEvaluator(this, cloner);
}
public override IOperation Apply() {
var dataset = DataAnalysisProblemData.Dataset;
string targetVariable = DataAnalysisProblemData.TargetVariable.Value;
int start = DataAnalysisProblemData.TrainingSamplesStart.Value;
int end = DataAnalysisProblemData.TrainingSamplesEnd.Value;
List allowedInputVariables = new List();
int c = 0;
foreach (var indexedItem in DataAnalysisProblemData.InputVariables.CheckedItems) {
if (FeatureArray[c]) {
allowedInputVariables.Add(indexedItem.Value.Value);
}
c++;
}
int featureCount;
double mse;
if (allowedInputVariables.Count > 0) {
double rmsError, cvRmsError;
var tree = LinearRegressionSolutionCreator.CreateSymbolicExpressionTree(dataset, targetVariable, allowedInputVariables, start, end, out rmsError, out cvRmsError);
featureCount = allowedInputVariables.Count;
mse = cvRmsError * cvRmsError;
} else {
featureCount = 0;
// when zero features are selected the linear regression should produce a constant (the mean)
// the mse is then the variance of the target variable values
mse = dataset.GetEnumeratedVariableValues(targetVariable, start, end).Variance();
}
DoubleArray qualities = new DoubleArray(2);
qualities[0] = featureCount;
qualities[1] = mse;
QualitiesParameter.ActualValue = qualities;
return base.Apply();
}
}
}