#region License Information /* HeuristicLab * Copyright (C) 2002-2008 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.Core; using HeuristicLab.Data; using System; using HeuristicLab.Common; using System.Linq; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; using HeuristicLab.Problems.DataAnalysis.Symbolic; using System.Collections.Generic; using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding; using HeuristicLab.Problems.DataAnalysis.Regression.Symbolic; using HeuristicLab.Problems.DataAnalysis.MultiVariate.Regression.Symbolic.Interfaces; using HeuristicLab.Parameters; namespace HeuristicLab.Problems.DataAnalysis.MultiVariate.Regression.Symbolic.Evaluators { [Item("PartialDerivativeEvaluator", "Evaluator for implict equation modelling")] [StorableClass] public class PartialDerivativeEvaluator : SingleObjectiveSymbolicVectorRegressionEvaluator { public PartialDerivativeEvaluator(bool deserializing) : base(deserializing) { } public PartialDerivativeEvaluator() : base() { } public override double Evaluate(SymbolicExpressionTree tree, ISymbolicExpressionTreeInterpreter interpreter, MultiVariateDataAnalysisProblemData problemData, IEnumerable targetVariables, IEnumerable rows, DoubleArray lowerEstimationBound, DoubleArray upperEstimationBound) { Dataset dataset = problemData.Dataset; IEnumerable estimatedValues = interpreter.GetSymbolicExpressionTreeValues(tree, dataset, rows); var sortedNames = targetVariables.OrderBy(x => x); var pairs = from v1 in sortedNames from v2 in sortedNames.Skip(1) where v1.CompareTo(v2) < 0 select new { x = v1, y = v2 }; double meanErrorSum = 0; foreach (var pair in pairs) { double errorSum = 0; string variableX = pair.x; string variableY = pair.y; var dFdX = new SymbolicExpressionTree(PartialSymbolicDifferential.Apply((SymbolicExpressionTreeNode)tree.Root.Clone(), variableX, variableY)); IEnumerable estimatedDfDx = interpreter.GetSymbolicExpressionTreeValues(dFdX, dataset, rows).ToList(); var dFdY = new SymbolicExpressionTree(PartialSymbolicDifferential.Apply((SymbolicExpressionTreeNode)tree.Root.Clone(), variableY, variableX)); IEnumerable estimatedDfDy = interpreter.GetSymbolicExpressionTreeValues(dFdY, dataset, rows).ToList(); List rowsList = rows.ToList(); int n = rowsList.Count; int x = dataset.GetVariableIndex(variableX); int y = dataset.GetVariableIndex(variableY); var estimatedDfDxEnumerator = estimatedDfDx.GetEnumerator(); var estimatedDfDyEnumerator = estimatedDfDy.GetEnumerator(); var rowsEnumerator = rows.GetEnumerator(); // skip 1 estimatedDfDxEnumerator.MoveNext(); estimatedDfDyEnumerator.MoveNext(); rowsEnumerator.MoveNext(); for (int i = 1; i < n - 1; i++) { // evaluate next estimatedDfDxEnumerator.MoveNext(); estimatedDfDyEnumerator.MoveNext(); rowsEnumerator.MoveNext(); double dFdXValue = estimatedDfDxEnumerator.Current; double dFdYValue = estimatedDfDyEnumerator.Current; double dXdY = GetLocalDifferential(dataset, rowsEnumerator.Current, x, y); if ((dFdXValue.IsAlmost(0.0) && dFdYValue.IsAlmost(0.0))) { errorSum += Math.Log(1 + Math.Abs(dXdY)); } else if (dFdXValue.IsAlmost(0.0) || double.IsInfinity(dFdXValue) || double.IsNaN(dFdXValue) || double.IsInfinity(dFdYValue) || double.IsNaN(dFdYValue)) { errorSum += 1000000; } else { double error = dXdY - dFdYValue / dFdXValue; errorSum += Math.Log(1 + Math.Abs(error)); // errorSum += error * error; } } meanErrorSum += errorSum / n; } meanErrorSum /= pairs.Count(); return meanErrorSum; } private double GetLocalDifferential(Dataset dataset, int i, int varX, int varY) { return (dataset[i + 1, varX] - dataset[i - 1, varX]) / (dataset[i + 1, varY] - dataset[i - 1, varY]); } } }