1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2010 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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4 | *
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5 | * This file is part of HeuristicLab.
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6 | *
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7 | * HeuristicLab is free software: you can redistribute it and/or modify
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8 | * it under the terms of the GNU General Public License as published by
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9 | * the Free Software Foundation, either version 3 of the License, or
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10 | * (at your option) any later version.
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11 | *
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12 | * HeuristicLab is distributed in the hope that it will be useful,
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13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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15 | * GNU General Public License for more details.
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16 | *
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17 | * You should have received a copy of the GNU General Public License
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18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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19 | */
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20 | #endregion
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21 |
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22 | using System;
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23 | using System.Collections.Generic;
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24 | using System.Linq;
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25 | using HeuristicLab.Common;
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26 | using HeuristicLab.Core;
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27 | using HeuristicLab.Data;
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28 | using HeuristicLab.Optimization;
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29 | using HeuristicLab.Parameters;
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30 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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31 | using HeuristicLab.PluginInfrastructure;
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32 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
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33 | using HeuristicLab.Problems.DataAnalysis.Symbolic;
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34 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding.ArchitectureManipulators;
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35 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding.Manipulators;
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36 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding.Crossovers;
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37 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding.Creators;
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38 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding.Interfaces;
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39 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding.Analyzers;
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40 | using HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis.Symbolic.Evaluators;
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41 | using HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis.Symbolic.Analyzers;
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42 | using HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis.Symbolic.Interfaces;
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43 |
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44 | namespace HeuristicLab.Problems.DataAnalysis.MultiVariate.TimeSeriesPrognosis.Symbolic {
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45 | [Item("Symbolic Time Series Prognosis Problem", "Represents a symbolic time series prognosis problem.")]
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46 | [Creatable("Problems")]
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47 | [StorableClass]
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48 | public class SingleObjectiveSymbolicTimeSeriesPrognosisProblem : SymbolicTimeSeriesPrognosisProblem, ISingleObjectiveProblem {
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49 |
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50 | #region Parameter Properties
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51 | public ValueParameter<ISingleObjectiveSymbolicTimeSeriesPrognosisEvaluator> EvaluatorParameter {
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52 | get { return (ValueParameter<ISingleObjectiveSymbolicTimeSeriesPrognosisEvaluator>)Parameters["Evaluator"]; }
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53 | }
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54 | IParameter IProblem.EvaluatorParameter {
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55 | get { return EvaluatorParameter; }
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56 | }
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57 | public ValueParameter<BoolValue> MaximizationParameter {
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58 | get { return (ValueParameter<BoolValue>)Parameters["Maximization"]; }
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59 | }
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60 | IParameter ISingleObjectiveProblem.MaximizationParameter {
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61 | get { return MaximizationParameter; }
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62 | }
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63 | public OptionalValueParameter<DoubleValue> BestKnownQualityParameter {
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64 | get { return (OptionalValueParameter<DoubleValue>)Parameters["BestKnownQuality"]; }
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65 | }
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66 | IParameter ISingleObjectiveProblem.BestKnownQualityParameter {
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67 | get { return BestKnownQualityParameter; }
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68 | }
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69 |
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70 | #endregion
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71 |
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72 | #region Properties
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73 | public ISingleObjectiveSymbolicTimeSeriesPrognosisEvaluator Evaluator {
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74 | get { return EvaluatorParameter.Value; }
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75 | }
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76 | ISingleObjectiveEvaluator ISingleObjectiveProblem.Evaluator {
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77 | get { return Evaluator; }
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78 | }
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79 | IEvaluator IProblem.Evaluator {
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80 | get { return Evaluator; }
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81 | }
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82 | public DoubleValue BestKnownQuality {
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83 | get { return BestKnownQualityParameter.Value; }
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84 | }
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85 | #endregion
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86 |
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87 | [StorableConstructor]
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88 | protected SingleObjectiveSymbolicTimeSeriesPrognosisProblem(bool deserializing) : base(deserializing) { }
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89 | protected SingleObjectiveSymbolicTimeSeriesPrognosisProblem(SingleObjectiveSymbolicTimeSeriesPrognosisProblem original, Cloner cloner)
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90 | : base(original, cloner) {
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91 | AttachEventHandlers();
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92 | }
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93 | public SingleObjectiveSymbolicTimeSeriesPrognosisProblem()
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94 | : base() {
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95 | var evaluator = new SymbolicTimeSeriesPrognosisScaledNormalizedMseEvaluator();
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96 | Parameters.Add(new ValueParameter<BoolValue>("Maximization", "Set to false as the error of the time series prognosis model should be minimized.", (BoolValue)new BoolValue(false).AsReadOnly()));
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97 | Parameters.Add(new ValueParameter<ISingleObjectiveSymbolicTimeSeriesPrognosisEvaluator>("Evaluator", "The operator which should be used to evaluate symbolic time series prognosis solutions.", evaluator));
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98 | Parameters.Add(new OptionalValueParameter<DoubleValue>("BestKnownQuality", "The minimal error value that reached by symbolic time series prognosis solutions for the problem."));
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99 | evaluator.QualityParameter.ActualName = "TrainingMeanSquaredError";
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100 |
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101 | ParameterizeEvaluator();
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102 |
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103 | InitializeOperators();
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104 | AttachEventHandlers();
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105 | }
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106 |
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107 | [StorableHook(HookType.AfterDeserialization)]
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108 | private void AfterDeserialization() {
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109 | AttachEventHandlers();
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110 | }
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111 |
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112 | public override IDeepCloneable Clone(Cloner cloner) {
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113 | return new SingleObjectiveSymbolicTimeSeriesPrognosisProblem(this, cloner);
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114 | }
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115 |
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116 | #region event handling
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117 | protected override void OnMultiVariateDataAnalysisProblemChanged(EventArgs e) {
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118 | base.OnMultiVariateDataAnalysisProblemChanged(e);
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119 | BestKnownQualityParameter.Value = null;
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120 | // paritions could be changed
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121 | ParameterizeEvaluator();
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122 | ParameterizeAnalyzers();
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123 | }
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124 |
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125 | protected override void OnSolutionParameterNameChanged(EventArgs e) {
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126 | ParameterizeEvaluator();
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127 | ParameterizeAnalyzers();
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128 | }
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129 |
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130 | protected virtual void OnEvaluatorChanged(EventArgs e) {
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131 | ParameterizeEvaluator();
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132 | ParameterizeAnalyzers();
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133 | RaiseEvaluatorChanged(e);
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134 | }
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135 | #endregion
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136 |
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137 | #region Helpers
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138 | private void AttachEventHandlers() {
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139 | }
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140 |
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141 | private void InitializeOperators() {
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142 | AddOperator(new ValidationBestScaledSymbolicTimeSeriesPrognosisSolutionAnalyzer());
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143 | ParameterizeAnalyzers();
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144 | }
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145 |
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146 | private void ParameterizeEvaluator() {
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147 | Evaluator.TimeSeriesPrognosisModelParameter.ActualName = SolutionCreator.SymbolicExpressionTreeParameter.ActualName;
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148 | Evaluator.TimeSeriesExpressionInterpreterParameter.ActualName = SymbolicExpressionTreeInterpreterParameter.Name;
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149 | Evaluator.ProblemDataParameter.ActualName = MultiVariateDataAnalysisProblemDataParameter.Name;
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150 | Evaluator.PredictionHorizonParameter.ActualName = PredictionHorizonParameter.Name;
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151 | Evaluator.SamplesStartParameter.Value = TrainingSamplesStart;
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152 | Evaluator.SamplesEndParameter.Value = TrainingSamplesEnd;
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153 | }
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154 |
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155 | private void ParameterizeAnalyzers() {
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156 | foreach (var analyzer in Analyzers) {
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157 | var bestValidationSolutionAnalyzer = analyzer as ValidationBestScaledSymbolicTimeSeriesPrognosisSolutionAnalyzer;
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158 | if (bestValidationSolutionAnalyzer != null) {
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159 | bestValidationSolutionAnalyzer.ProblemDataParameter.ActualName = MultiVariateDataAnalysisProblemDataParameter.Name;
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160 | bestValidationSolutionAnalyzer.SymbolicExpressionTreeInterpreterParameter.ActualName = SymbolicExpressionTreeInterpreterParameter.Name;
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161 | bestValidationSolutionAnalyzer.SymbolicExpressionTreeParameter.ActualName = SolutionCreator.SymbolicExpressionTreeParameter.ActualName;
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162 | bestValidationSolutionAnalyzer.ValidationSamplesStartParameter.Value = ValidationSamplesStart;
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163 | bestValidationSolutionAnalyzer.ValidationSamplesEndParameter.Value = ValidationSamplesEnd;
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164 | bestValidationSolutionAnalyzer.BestKnownQualityParameter.ActualName = BestKnownQualityParameter.Name;
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165 | bestValidationSolutionAnalyzer.PredictionHorizonParameter.ActualName = PredictionHorizonParameter.Name;
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166 | bestValidationSolutionAnalyzer.UpperEstimationLimitParameter.ActualName = UpperEstimationLimitParameter.Name;
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167 | bestValidationSolutionAnalyzer.LowerEstimationLimitParameter.ActualName = LowerEstimationLimitParameter.Name;
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168 | }
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169 | }
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170 | foreach (ISymbolicExpressionTreeAnalyzer analyzer in Operators.OfType<ISymbolicExpressionTreeAnalyzer>()) {
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171 | analyzer.SymbolicExpressionTreeParameter.ActualName = SolutionCreator.SymbolicExpressionTreeParameter.ActualName;
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172 | }
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173 | }
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174 | #endregion
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175 | }
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176 | }
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