#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 System.Collections.Generic; using HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Operators; using HeuristicLab.Optimization; using HeuristicLab.Parameters; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; using HeuristicLab.Problems.DataAnalysis.Evaluators; namespace HeuristicLab.Problems.DataAnalysis.Regression.Symbolic.Analyzers { [StorableClass] public abstract class RegressionSolutionAnalyzer : SingleSuccessorOperator { private const string ProblemDataParameterName = "ProblemData"; private const string QualityParameterName = "Quality"; private const string UpperEstimationLimitParameterName = "UpperEstimationLimit"; private const string LowerEstimationLimitParameterName = "LowerEstimationLimit"; private const string BestSolutionQualityParameterName = "BestSolutionQuality"; private const string GenerationsParameterName = "Generations"; private const string ResultsParameterName = "Results"; private const string BestSolutionResultName = "Best solution (on validation set)"; private const string BestSolutionTrainingRSquared = "Best solution Rē (training)"; private const string BestSolutionTestRSquared = "Best solution Rē (test)"; private const string BestSolutionTrainingMse = "Best solution mean squared error (training)"; private const string BestSolutionTestMse = "Best solution mean squared error (test)"; private const string BestSolutionTrainingRelativeError = "Best solution average relative error (training)"; private const string BestSolutionTestRelativeError = "Best solution average relative error (test)"; private const string BestSolutionGeneration = "Best solution generation"; #region parameter properties public IValueLookupParameter ProblemDataParameter { get { return (IValueLookupParameter)Parameters[ProblemDataParameterName]; } } public ScopeTreeLookupParameter QualityParameter { get { return (ScopeTreeLookupParameter)Parameters[QualityParameterName]; } } public IValueLookupParameter UpperEstimationLimitParameter { get { return (IValueLookupParameter)Parameters[UpperEstimationLimitParameterName]; } } public IValueLookupParameter LowerEstimationLimitParameter { get { return (IValueLookupParameter)Parameters[LowerEstimationLimitParameterName]; } } public ILookupParameter BestSolutionQualityParameter { get { return (ILookupParameter)Parameters[BestSolutionQualityParameterName]; } } public ILookupParameter ResultsParameter { get { return (ILookupParameter)Parameters[ResultsParameterName]; } } public ILookupParameter GenerationsParameter { get { return (ILookupParameter)Parameters[GenerationsParameterName]; } } #endregion #region properties public DoubleValue UpperEstimationLimit { get { return UpperEstimationLimitParameter.ActualValue; } } public DoubleValue LowerEstimationLimit { get { return LowerEstimationLimitParameter.ActualValue; } } public ItemArray Quality { get { return QualityParameter.ActualValue; } } public ResultCollection Results { get { return ResultsParameter.ActualValue; } } public DataAnalysisProblemData ProblemData { get { return ProblemDataParameter.ActualValue; } } #endregion [StorableConstructor] protected RegressionSolutionAnalyzer(bool deserializing) : base(deserializing) { } protected RegressionSolutionAnalyzer(RegressionSolutionAnalyzer original, Cloner cloner) : base(original, cloner) { } public RegressionSolutionAnalyzer() : base() { Parameters.Add(new ValueLookupParameter(ProblemDataParameterName, "The problem data for which the symbolic expression tree is a solution.")); Parameters.Add(new ValueLookupParameter(UpperEstimationLimitParameterName, "The upper estimation limit that was set for the evaluation of the symbolic expression trees.")); Parameters.Add(new ValueLookupParameter(LowerEstimationLimitParameterName, "The lower estimation limit that was set for the evaluation of the symbolic expression trees.")); Parameters.Add(new ScopeTreeLookupParameter(QualityParameterName, "The qualities of the symbolic regression trees which should be analyzed.")); Parameters.Add(new LookupParameter(BestSolutionQualityParameterName, "The quality of the best regression solution.")); Parameters.Add(new LookupParameter(GenerationsParameterName, "The number of generations calculated so far.")); Parameters.Add(new LookupParameter(ResultsParameterName, "The result collection where the best symbolic regression solution should be stored.")); } [StorableHook(HookType.AfterDeserialization)] private void AfterDeserialization() { // backwards compatibility if (!Parameters.ContainsKey(GenerationsParameterName)) { Parameters.Add(new LookupParameter(GenerationsParameterName, "The number of generations calculated so far.")); } } public override IOperation Apply() { DoubleValue prevBestSolutionQuality = BestSolutionQualityParameter.ActualValue; var bestSolution = UpdateBestSolution(); if (prevBestSolutionQuality == null || prevBestSolutionQuality.Value > BestSolutionQualityParameter.ActualValue.Value) { RegressionSolutionAnalyzer.UpdateBestSolutionResults(bestSolution, ProblemData, Results, GenerationsParameter.ActualValue); } return base.Apply(); } public static void UpdateBestSolutionResults(DataAnalysisSolution solution, DataAnalysisProblemData problemData, ResultCollection results, IntValue generation) { #region update R2,MSE, Rel Error IEnumerable trainingValues = problemData.Dataset.GetEnumeratedVariableValues(problemData.TargetVariable.Value, problemData.TrainingIndizes); IEnumerable testValues = problemData.Dataset.GetEnumeratedVariableValues(problemData.TargetVariable.Value, problemData.TestIndizes); OnlineMeanSquaredErrorEvaluator mseEvaluator = new OnlineMeanSquaredErrorEvaluator(); OnlineMeanAbsolutePercentageErrorEvaluator relErrorEvaluator = new OnlineMeanAbsolutePercentageErrorEvaluator(); OnlinePearsonsRSquaredEvaluator r2Evaluator = new OnlinePearsonsRSquaredEvaluator(); #region training var originalEnumerator = trainingValues.GetEnumerator(); var estimatedEnumerator = solution.EstimatedTrainingValues.GetEnumerator(); while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) { mseEvaluator.Add(originalEnumerator.Current, estimatedEnumerator.Current); r2Evaluator.Add(originalEnumerator.Current, estimatedEnumerator.Current); relErrorEvaluator.Add(originalEnumerator.Current, estimatedEnumerator.Current); } double trainingR2 = r2Evaluator.RSquared; double trainingMse = mseEvaluator.MeanSquaredError; double trainingRelError = relErrorEvaluator.MeanAbsolutePercentageError; #endregion mseEvaluator.Reset(); relErrorEvaluator.Reset(); r2Evaluator.Reset(); #region test originalEnumerator = testValues.GetEnumerator(); estimatedEnumerator = solution.EstimatedTestValues.GetEnumerator(); while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) { mseEvaluator.Add(originalEnumerator.Current, estimatedEnumerator.Current); r2Evaluator.Add(originalEnumerator.Current, estimatedEnumerator.Current); relErrorEvaluator.Add(originalEnumerator.Current, estimatedEnumerator.Current); } double testR2 = r2Evaluator.RSquared; double testMse = mseEvaluator.MeanSquaredError; double testRelError = relErrorEvaluator.MeanAbsolutePercentageError; #endregion if (results.ContainsKey(BestSolutionResultName)) { results[BestSolutionResultName].Value = solution; results[BestSolutionTrainingRSquared].Value = new DoubleValue(trainingR2); results[BestSolutionTestRSquared].Value = new DoubleValue(testR2); results[BestSolutionTrainingMse].Value = new DoubleValue(trainingMse); results[BestSolutionTestMse].Value = new DoubleValue(testMse); results[BestSolutionTrainingRelativeError].Value = new DoubleValue(trainingRelError); results[BestSolutionTestRelativeError].Value = new DoubleValue(testRelError); if (generation != null) // this check is needed because linear regression solutions do not have a generations parameter results[BestSolutionGeneration].Value = new IntValue(generation.Value); } else { results.Add(new Result(BestSolutionResultName, solution)); results.Add(new Result(BestSolutionTrainingRSquared, new DoubleValue(trainingR2))); results.Add(new Result(BestSolutionTestRSquared, new DoubleValue(testR2))); results.Add(new Result(BestSolutionTrainingMse, new DoubleValue(trainingMse))); results.Add(new Result(BestSolutionTestMse, new DoubleValue(testMse))); results.Add(new Result(BestSolutionTrainingRelativeError, new DoubleValue(trainingRelError))); results.Add(new Result(BestSolutionTestRelativeError, new DoubleValue(testRelError))); if (generation != null) results.Add(new Result(BestSolutionGeneration, new IntValue(generation.Value))); } #endregion } protected abstract DataAnalysisSolution UpdateBestSolution(); } }