#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 System.Linq; using HeuristicLab.Analysis; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding; using HeuristicLab.Operators; using HeuristicLab.Optimization; using HeuristicLab.Parameters; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; using HeuristicLab.Problems.DataAnalysis.Evaluators; using HeuristicLab.Problems.DataAnalysis.Symbolic; using System; namespace HeuristicLab.Problems.DataAnalysis.Regression.Symbolic.Analyzers { /// /// An operator that analyzes the validation best scaled symbolic regression solution. /// [Item("FixedValidationBestScaledSymbolicRegressionSolutionAnalyzer", "An operator that analyzes the validation best scaled symbolic regression solution.")] [StorableClass] public sealed class FixedValidationBestScaledSymbolicRegressionSolutionAnalyzer : SingleSuccessorOperator, ISymbolicRegressionAnalyzer { private const string RandomParameterName = "Random"; private const string SymbolicExpressionTreeParameterName = "SymbolicExpressionTree"; private const string SymbolicExpressionTreeInterpreterParameterName = "SymbolicExpressionTreeInterpreter"; private const string ProblemDataParameterName = "ProblemData"; private const string ValidationSamplesStartParameterName = "SamplesStart"; private const string ValidationSamplesEndParameterName = "SamplesEnd"; // private const string QualityParameterName = "Quality"; private const string UpperEstimationLimitParameterName = "UpperEstimationLimit"; private const string LowerEstimationLimitParameterName = "LowerEstimationLimit"; private const string EvaluatorParameterName = "Evaluator"; private const string MaximizationParameterName = "Maximization"; private const string BestSolutionParameterName = "Best solution (validation)"; private const string BestSolutionQualityParameterName = "Best solution quality (validation)"; private const string CurrentBestValidationQualityParameterName = "Current best validation quality"; private const string BestSolutionQualityValuesParameterName = "Validation Quality"; private const string ResultsParameterName = "Results"; private const string VariableFrequenciesParameterName = "VariableFrequencies"; private const string BestKnownQualityParameterName = "BestKnownQuality"; private const string GenerationsParameterName = "Generations"; private const string RelativeNumberOfEvaluatedSamplesParameterName = "RelativeNumberOfEvaluatedSamples"; private const string TrainingMeanSquaredErrorQualityParameterName = "Mean squared error (training)"; private const string MinTrainingMeanSquaredErrorQualityParameterName = "Min mean squared error (training)"; private const string MaxTrainingMeanSquaredErrorQualityParameterName = "Max mean squared error (training)"; private const string AverageTrainingMeanSquaredErrorQualityParameterName = "Average mean squared error (training)"; private const string BestTrainingMeanSquaredErrorQualityParameterName = "Best mean squared error (training)"; private const string TrainingAverageRelativeErrorQualityParameterName = "Average relative error (training)"; private const string MinTrainingAverageRelativeErrorQualityParameterName = "Min average relative error (training)"; private const string MaxTrainingAverageRelativeErrorQualityParameterName = "Max average relative error (training)"; private const string AverageTrainingAverageRelativeErrorQualityParameterName = "Average average relative error (training)"; private const string BestTrainingAverageRelativeErrorQualityParameterName = "Best average relative error (training)"; private const string TrainingRSquaredQualityParameterName = "Rē (training)"; private const string MinTrainingRSquaredQualityParameterName = "Min Rē (training)"; private const string MaxTrainingRSquaredQualityParameterName = "Max Rē (training)"; private const string AverageTrainingRSquaredQualityParameterName = "Average Rē (training)"; private const string BestTrainingRSquaredQualityParameterName = "Best Rē (training)"; private const string TestMeanSquaredErrorQualityParameterName = "Mean squared error (test)"; private const string MinTestMeanSquaredErrorQualityParameterName = "Min mean squared error (test)"; private const string MaxTestMeanSquaredErrorQualityParameterName = "Max mean squared error (test)"; private const string AverageTestMeanSquaredErrorQualityParameterName = "Average mean squared error (test)"; private const string BestTestMeanSquaredErrorQualityParameterName = "Best mean squared error (test)"; private const string TestAverageRelativeErrorQualityParameterName = "Average relative error (test)"; private const string MinTestAverageRelativeErrorQualityParameterName = "Min average relative error (test)"; private const string MaxTestAverageRelativeErrorQualityParameterName = "Max average relative error (test)"; private const string AverageTestAverageRelativeErrorQualityParameterName = "Average average relative error (test)"; private const string BestTestAverageRelativeErrorQualityParameterName = "Best average relative error (test)"; private const string TestRSquaredQualityParameterName = "Rē (test)"; private const string MinTestRSquaredQualityParameterName = "Min Rē (test)"; private const string MaxTestRSquaredQualityParameterName = "Max Rē (test)"; private const string AverageTestRSquaredQualityParameterName = "Average Rē (test)"; private const string BestTestRSquaredQualityParameterName = "Best Rē (test)"; private const string RSquaredValuesParameterName = "Rē"; private const string MeanSquaredErrorValuesParameterName = "Mean squared error"; private const string RelativeErrorValuesParameterName = "Average relative error"; #region parameter properties public ILookupParameter RandomParameter { get { return (ILookupParameter)Parameters[RandomParameterName]; } } public ScopeTreeLookupParameter SymbolicExpressionTreeParameter { get { return (ScopeTreeLookupParameter)Parameters[SymbolicExpressionTreeParameterName]; } } public IValueLookupParameter SymbolicExpressionTreeInterpreterParameter { get { return (IValueLookupParameter)Parameters[SymbolicExpressionTreeInterpreterParameterName]; } } public ILookupParameter EvaluatorParameter { get { return (ILookupParameter)Parameters[EvaluatorParameterName]; } } public ILookupParameter MaximizationParameter { get { return (ILookupParameter)Parameters[MaximizationParameterName]; } } public IValueLookupParameter ProblemDataParameter { get { return (IValueLookupParameter)Parameters[ProblemDataParameterName]; } } public IValueLookupParameter ValidationSamplesStartParameter { get { return (IValueLookupParameter)Parameters[ValidationSamplesStartParameterName]; } } public IValueLookupParameter ValidationSamplesEndParameter { get { return (IValueLookupParameter)Parameters[ValidationSamplesEndParameterName]; } } public IValueParameter RelativeNumberOfEvaluatedSamplesParameter { get { return (IValueParameter)Parameters[RelativeNumberOfEvaluatedSamplesParameterName]; } } public IValueLookupParameter UpperEstimationLimitParameter { get { return (IValueLookupParameter)Parameters[UpperEstimationLimitParameterName]; } } public IValueLookupParameter LowerEstimationLimitParameter { get { return (IValueLookupParameter)Parameters[LowerEstimationLimitParameterName]; } } public ILookupParameter BestSolutionParameter { get { return (ILookupParameter)Parameters[BestSolutionParameterName]; } } public ILookupParameter GenerationsParameter { get { return (ILookupParameter)Parameters[GenerationsParameterName]; } } public ILookupParameter BestSolutionQualityParameter { get { return (ILookupParameter)Parameters[BestSolutionQualityParameterName]; } } public ILookupParameter ResultsParameter { get { return (ILookupParameter)Parameters[ResultsParameterName]; } } public ILookupParameter BestKnownQualityParameter { get { return (ILookupParameter)Parameters[BestKnownQualityParameterName]; } } public ILookupParameter CurrentBestValidationQualityParameter { get { return (ILookupParameter)Parameters[CurrentBestValidationQualityParameterName]; } } public ILookupParameter VariableFrequenciesParameter { get { return (ILookupParameter)Parameters[VariableFrequenciesParameterName]; } } #endregion #region properties public IRandom Random { get { return RandomParameter.ActualValue; } } public ItemArray SymbolicExpressionTree { get { return SymbolicExpressionTreeParameter.ActualValue; } } public ISymbolicExpressionTreeInterpreter SymbolicExpressionTreeInterpreter { get { return SymbolicExpressionTreeInterpreterParameter.ActualValue; } } public ISymbolicRegressionEvaluator Evaluator { get { return EvaluatorParameter.ActualValue; } } public BoolValue Maximization { get { return MaximizationParameter.ActualValue; } } public DataAnalysisProblemData ProblemData { get { return ProblemDataParameter.ActualValue; } } public IntValue ValidiationSamplesStart { get { return ValidationSamplesStartParameter.ActualValue; } } public IntValue ValidationSamplesEnd { get { return ValidationSamplesEndParameter.ActualValue; } } public PercentValue RelativeNumberOfEvaluatedSamples { get { return RelativeNumberOfEvaluatedSamplesParameter.Value; } } public DoubleValue UpperEstimationLimit { get { return UpperEstimationLimitParameter.ActualValue; } } public DoubleValue LowerEstimationLimit { get { return LowerEstimationLimitParameter.ActualValue; } } public ResultCollection Results { get { return ResultsParameter.ActualValue; } } public DataTable VariableFrequencies { get { return VariableFrequenciesParameter.ActualValue; } } public IntValue Generations { get { return GenerationsParameter.ActualValue; } } public DoubleValue BestSolutionQuality { get { return BestSolutionQualityParameter.ActualValue; } } #endregion public FixedValidationBestScaledSymbolicRegressionSolutionAnalyzer() : base() { Parameters.Add(new LookupParameter(RandomParameterName, "The random generator to use.")); Parameters.Add(new LookupParameter(EvaluatorParameterName, "The evaluator which should be used to evaluate the solution on the validation set.")); Parameters.Add(new ScopeTreeLookupParameter(SymbolicExpressionTreeParameterName, "The symbolic expression trees to analyze.")); Parameters.Add(new LookupParameter(MaximizationParameterName, "The direction of optimization.")); Parameters.Add(new ValueLookupParameter(SymbolicExpressionTreeInterpreterParameterName, "The interpreter that should be used for the analysis of symbolic expression trees.")); Parameters.Add(new ValueLookupParameter(ProblemDataParameterName, "The problem data for which the symbolic expression tree is a solution.")); Parameters.Add(new ValueLookupParameter(ValidationSamplesStartParameterName, "The first index of the validation partition of the data set.")); Parameters.Add(new ValueLookupParameter(ValidationSamplesEndParameterName, "The last index of the validation partition of the data set.")); Parameters.Add(new ValueParameter(RelativeNumberOfEvaluatedSamplesParameterName, "The relative number of samples of the dataset partition, which should be randomly chosen for evaluation between the start and end index.", new PercentValue(1))); 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 LookupParameter(BestSolutionParameterName, "The best symbolic regression solution.")); Parameters.Add(new LookupParameter(GenerationsParameterName, "The number of generations calculated so far.")); Parameters.Add(new LookupParameter(BestSolutionQualityParameterName, "The quality of the best symbolic regression solution.")); Parameters.Add(new LookupParameter(ResultsParameterName, "The result collection where the best symbolic regression solution should be stored.")); Parameters.Add(new LookupParameter(BestKnownQualityParameterName, "The best known (validation) quality achieved on the data set.")); Parameters.Add(new LookupParameter(CurrentBestValidationQualityParameterName, "The quality of the best solution (on the validation set) of the current generation.")); Parameters.Add(new LookupParameter(VariableFrequenciesParameterName, "The variable frequencies table to use for the calculation of variable impacts")); } [StorableConstructor] private FixedValidationBestScaledSymbolicRegressionSolutionAnalyzer(bool deserializing) : base() { } [StorableHook(HookType.AfterDeserialization)] private void AfterDeserialization() { #region compatibility remove before releasing 3.3.1 if (!Parameters.ContainsKey(EvaluatorParameterName)) { Parameters.Add(new LookupParameter(EvaluatorParameterName, "The evaluator which should be used to evaluate the solution on the validation set.")); } if (!Parameters.ContainsKey(MaximizationParameterName)) { Parameters.Add(new LookupParameter(MaximizationParameterName, "The direction of optimization.")); } #endregion } public override IOperation Apply() { var trees = SymbolicExpressionTree; string targetVariable = ProblemData.TargetVariable.Value; // select a random subset of rows in the validation set int validationStart = ValidiationSamplesStart.Value; int validationEnd = ValidationSamplesEnd.Value; int seed = Random.Next(); int count = (int)((validationEnd - validationStart) * RelativeNumberOfEvaluatedSamples.Value); if (count == 0) count = 1; IEnumerable rows = RandomEnumerable.SampleRandomNumbers(seed, validationStart, validationEnd, count); double upperEstimationLimit = UpperEstimationLimit != null ? UpperEstimationLimit.Value : double.PositiveInfinity; double lowerEstimationLimit = LowerEstimationLimit != null ? LowerEstimationLimit.Value : double.NegativeInfinity; double bestQuality = Maximization.Value ? double.NegativeInfinity : double.PositiveInfinity; SymbolicExpressionTree bestTree = null; foreach (var tree in trees) { double quality = Evaluator.Evaluate(SymbolicExpressionTreeInterpreter, tree, lowerEstimationLimit, upperEstimationLimit, ProblemData.Dataset, targetVariable, rows); if ((Maximization.Value && quality > bestQuality) || (!Maximization.Value && quality < bestQuality)) { bestQuality = quality; bestTree = tree; } } // if the best validation tree is better than the current best solution => update bool newBest = BestSolutionQuality == null || (Maximization.Value && bestQuality > BestSolutionQuality.Value) || (!Maximization.Value && bestQuality < BestSolutionQuality.Value); if (newBest) { // calculate scaling parameters and only for the best tree using the full training set double alpha, beta; int trainingStart = ProblemData.TrainingSamplesStart.Value; int trainingEnd = ProblemData.TrainingSamplesEnd.Value; IEnumerable trainingRows = Enumerable.Range(trainingStart, trainingEnd - trainingStart); IEnumerable originalValues = ProblemData.Dataset.GetEnumeratedVariableValues(targetVariable, trainingRows); IEnumerable estimatedValues = SymbolicExpressionTreeInterpreter.GetSymbolicExpressionTreeValues(bestTree, ProblemData.Dataset, trainingRows); SymbolicRegressionScaledMeanSquaredErrorEvaluator.CalculateScalingParameters(originalValues, estimatedValues, out beta, out alpha); // scale tree for solution var scaledTree = SymbolicRegressionSolutionLinearScaler.Scale(bestTree, alpha, beta); var model = new SymbolicRegressionModel((ISymbolicExpressionTreeInterpreter)SymbolicExpressionTreeInterpreter.Clone(), scaledTree); var solution = new SymbolicRegressionSolution(ProblemData, model, lowerEstimationLimit, upperEstimationLimit); solution.Name = BestSolutionParameterName; solution.Description = "Best solution on validation partition found over the whole run."; BestSolutionParameter.ActualValue = solution; BestSolutionQualityParameter.ActualValue = new DoubleValue(bestQuality); BestSymbolicRegressionSolutionAnalyzer.UpdateBestSolutionResults(solution, ProblemData, Results, Generations, VariableFrequencies); } CurrentBestValidationQualityParameter.ActualValue = new DoubleValue(bestQuality); if (!Results.ContainsKey(BestSolutionQualityValuesParameterName)) { Results.Add(new Result(BestSolutionQualityValuesParameterName, new DataTable(BestSolutionQualityValuesParameterName, BestSolutionQualityValuesParameterName))); Results.Add(new Result(BestSolutionQualityParameterName, new DoubleValue())); Results.Add(new Result(CurrentBestValidationQualityParameterName, new DoubleValue())); } Results[BestSolutionQualityParameterName].Value = new DoubleValue(BestSolutionQualityParameter.ActualValue.Value); Results[CurrentBestValidationQualityParameterName].Value = new DoubleValue(bestQuality); DataTable validationValues = (DataTable)Results[BestSolutionQualityValuesParameterName].Value; AddValue(validationValues, BestSolutionQualityParameter.ActualValue.Value, BestSolutionQualityParameterName, BestSolutionQualityParameterName); AddValue(validationValues, bestQuality, CurrentBestValidationQualityParameterName, CurrentBestValidationQualityParameterName); return base.Apply(); } [StorableHook(HookType.AfterDeserialization)] private void Initialize() { } private static void AddValue(DataTable table, double data, string name, string description) { DataRow row; table.Rows.TryGetValue(name, out row); if (row == null) { row = new DataRow(name, description); row.Values.Add(data); table.Rows.Add(row); } else { row.Values.Add(data); } } } }