| 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 HeuristicLab.Analysis;
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| 24 | using HeuristicLab.Common;
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| 25 | using HeuristicLab.Core;
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| 26 | using HeuristicLab.Data;
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| 27 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
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| 28 | using HeuristicLab.Operators;
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| 29 | using HeuristicLab.Optimization;
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| 30 | using HeuristicLab.Optimization.Operators;
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| 31 | using HeuristicLab.Parameters;
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| 32 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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| 33 | using HeuristicLab.Problems.DataAnalysis.Symbolic;
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| 34 |
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| 35 | namespace HeuristicLab.Problems.DataAnalysis.Regression.Symbolic.Analyzers {
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| 36 | /// <summary>
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| 37 | /// An operator that analyzes the validation best scaled symbolic regression solution.
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| 38 | /// </summary>
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| 39 | [Item("ValidationBestScaledSymbolicRegressionSolutionAnalyzer", "An operator that analyzes the validation best scaled symbolic regression solution.")]
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| 40 | [StorableClass]
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| 41 | public sealed class ValidationBestScaledSymbolicRegressionSolutionAnalyzer : AlgorithmOperator, ISymbolicRegressionAnalyzer {
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| 42 | private const string SymbolicExpressionTreeParameterName = "SymbolicExpressionTree";
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| 43 | private const string ScaledSymbolicExpressionTreeParameterName = "ScaledSymbolicExpressionTree";
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| 44 | private const string SymbolicExpressionTreeInterpreterParameterName = "SymbolicExpressionTreeInterpreter";
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| 45 | private const string ProblemDataParameterName = "ProblemData";
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| 46 | private const string TrainingSamplesStartParameterName = "TrainingSamplesStart";
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| 47 | private const string TrainingSamplesEndParameterName = "TrainingSamplesEnd";
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| 48 | private const string ValidationSamplesStartParameterName = "ValidationSamplesStart";
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| 49 | private const string ValidationSamplesEndParameterName = "ValidationSamplesEnd";
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| 50 | private const string TestSamplesStartParameterName = "TestSamplesStart";
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| 51 | private const string TestSamplesEndParameterName = "TestSamplesEnd";
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| 52 | private const string QualityParameterName = "Quality";
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| 53 | private const string ScaledQualityParameterName = "ScaledQuality";
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| 54 | private const string UpperEstimationLimitParameterName = "UpperEstimationLimit";
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| 55 | private const string LowerEstimationLimitParameterName = "LowerEstimationLimit";
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| 56 | private const string AlphaParameterName = "Alpha";
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| 57 | private const string BetaParameterName = "Beta";
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| 58 | private const string BestSolutionParameterName = "Best solution (validation)";
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| 59 | private const string BestSolutionQualityParameterName = "Best solution quality (validation)";
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| 60 | private const string CurrentBestValidationQualityParameterName = "Current best validation quality";
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| 61 | private const string ResultsParameterName = "Results";
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| 62 | private const string BestKnownQualityParameterName = "BestKnownQuality";
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| 63 |
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| 64 | public ScopeTreeLookupParameter<SymbolicExpressionTree> SymbolicExpressionTreeParameter {
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| 65 | get { return (ScopeTreeLookupParameter<SymbolicExpressionTree>)Parameters[SymbolicExpressionTreeParameterName]; }
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| 66 | }
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| 67 | public ScopeTreeLookupParameter<DoubleValue> QualityParameter {
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| 68 | get { return (ScopeTreeLookupParameter<DoubleValue>)Parameters[QualityParameterName]; }
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| 69 | }
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| 70 | public IValueLookupParameter<ISymbolicExpressionTreeInterpreter> SymbolicExpressionTreeInterpreterParameter {
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| 71 | get { return (IValueLookupParameter<ISymbolicExpressionTreeInterpreter>)Parameters[SymbolicExpressionTreeInterpreterParameterName]; }
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| 72 | }
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| 73 | public IValueLookupParameter<DataAnalysisProblemData> ProblemDataParameter {
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| 74 | get { return (IValueLookupParameter<DataAnalysisProblemData>)Parameters[ProblemDataParameterName]; }
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| 75 | }
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| 76 | public IValueLookupParameter<IntValue> TrainingSamplesStartParameter {
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| 77 | get { return (IValueLookupParameter<IntValue>)Parameters[TrainingSamplesStartParameterName]; }
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| 78 | }
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| 79 | public IValueLookupParameter<IntValue> TrainingSamplesEndParameter {
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| 80 | get { return (IValueLookupParameter<IntValue>)Parameters[TrainingSamplesEndParameterName]; }
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| 81 | }
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| 82 | public IValueLookupParameter<IntValue> ValidationSamplesStartParameter {
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| 83 | get { return (IValueLookupParameter<IntValue>)Parameters[ValidationSamplesStartParameterName]; }
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| 84 | }
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| 85 | public IValueLookupParameter<IntValue> ValidationSamplesEndParameter {
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| 86 | get { return (IValueLookupParameter<IntValue>)Parameters[ValidationSamplesEndParameterName]; }
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| 87 | }
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| 88 | public IValueLookupParameter<IntValue> TestSamplesStartParameter {
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| 89 | get { return (IValueLookupParameter<IntValue>)Parameters[TestSamplesStartParameterName]; }
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| 90 | }
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| 91 | public IValueLookupParameter<IntValue> TestSamplesEndParameter {
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| 92 | get { return (IValueLookupParameter<IntValue>)Parameters[TestSamplesEndParameterName]; }
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| 93 | }
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| 94 | public IValueLookupParameter<DoubleValue> UpperEstimationLimitParameter {
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| 95 | get { return (IValueLookupParameter<DoubleValue>)Parameters[UpperEstimationLimitParameterName]; }
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| 96 | }
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| 97 | public IValueLookupParameter<DoubleValue> LowerEstimationLimitParameter {
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| 98 | get { return (IValueLookupParameter<DoubleValue>)Parameters[LowerEstimationLimitParameterName]; }
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| 99 | }
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| 100 | public ILookupParameter<SymbolicRegressionSolution> BestSolutionParameter {
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| 101 | get { return (ILookupParameter<SymbolicRegressionSolution>)Parameters[BestSolutionParameterName]; }
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| 102 | }
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| 103 | public ILookupParameter<DoubleValue> BestSolutionQualityParameter {
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| 104 | get { return (ILookupParameter<DoubleValue>)Parameters[BestSolutionQualityParameterName]; }
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| 105 | }
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| 106 | public ILookupParameter<ResultCollection> ResultsParameter {
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| 107 | get { return (ILookupParameter<ResultCollection>)Parameters[ResultsParameterName]; }
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| 108 | }
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| 109 | public ILookupParameter<DoubleValue> BestKnownQualityParameter {
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| 110 | get { return (ILookupParameter<DoubleValue>)Parameters[BestKnownQualityParameterName]; }
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| 111 | }
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| 112 |
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| 113 | [Storable]
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| 114 | private UniformSubScopesProcessor subScopesProcessor;
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| 115 | [Storable]
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| 116 | private SymbolicRegressionSolutionLinearScaler linearScaler;
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| 117 | [Storable]
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| 118 | private SymbolicRegressionModelQualityAnalyzer modelQualityAnalyzer;
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| 119 | [Storable]
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| 120 | private SymbolicRegressionMeanSquaredErrorEvaluator validationMseEvaluator;
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| 121 | [Storable]
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| 122 | private BestSymbolicRegressionSolutionAnalyzer bestSolutionAnalyzer;
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| 123 | [Storable]
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| 124 | private UniformSubScopesProcessor cleaningSubScopesProcessor;
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| 125 | [Storable]
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| 126 | private Assigner removeScaledExpressionTreeAssigner;
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| 127 | [Storable]
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| 128 | private BestQualityMemorizer bestKnownQualityMemorizer;
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| 129 | [Storable]
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| 130 | private BestAverageWorstQualityCalculator bestAvgWorstValidationQualityCalculator;
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| 131 | [Storable]
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| 132 | private DataTableValuesCollector validationValuesCollector;
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| 133 | [Storable]
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| 134 | private ResultsCollector resultsCollector;
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| 135 |
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| 136 | public ValidationBestScaledSymbolicRegressionSolutionAnalyzer()
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| 137 | : base() {
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| 138 | Parameters.Add(new ScopeTreeLookupParameter<SymbolicExpressionTree>(SymbolicExpressionTreeParameterName, "The symbolic expression trees to analyze."));
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| 139 | Parameters.Add(new ScopeTreeLookupParameter<DoubleValue>(QualityParameterName, "The quality of the symbolic expression trees to analyze."));
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| 140 | Parameters.Add(new ValueLookupParameter<ISymbolicExpressionTreeInterpreter>(SymbolicExpressionTreeInterpreterParameterName, "The interpreter that should be used for the analysis of symbolic expression trees."));
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| 141 | Parameters.Add(new ValueLookupParameter<DataAnalysisProblemData>(ProblemDataParameterName, "The problem data for which the symbolic expression tree is a solution."));
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| 142 | Parameters.Add(new ValueLookupParameter<IntValue>(TrainingSamplesStartParameterName, "The first index of the training partition of the data set."));
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| 143 | Parameters.Add(new ValueLookupParameter<IntValue>(TrainingSamplesEndParameterName, "The last index of the training partition of the data set."));
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| 144 | Parameters.Add(new ValueLookupParameter<IntValue>(ValidationSamplesStartParameterName, "The first index of the validation partition of the data set."));
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| 145 | Parameters.Add(new ValueLookupParameter<IntValue>(ValidationSamplesEndParameterName, "The last index of the validation partition of the data set."));
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| 146 | Parameters.Add(new ValueLookupParameter<IntValue>(TestSamplesStartParameterName, "The first index of the test partition of the data set."));
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| 147 | Parameters.Add(new ValueLookupParameter<IntValue>(TestSamplesEndParameterName, "The last index of the test partition of the data set."));
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| 148 | Parameters.Add(new ValueLookupParameter<DoubleValue>(UpperEstimationLimitParameterName, "The upper estimation limit that was set for the evaluation of the symbolic expression trees."));
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| 149 | Parameters.Add(new ValueLookupParameter<DoubleValue>(LowerEstimationLimitParameterName, "The lower estimation limit that was set for the evaluation of the symbolic expression trees."));
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| 150 | Parameters.Add(new LookupParameter<SymbolicRegressionSolution>(BestSolutionParameterName, "The best symbolic regression solution."));
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| 151 | Parameters.Add(new LookupParameter<DoubleValue>(BestSolutionQualityParameterName, "The quality of the best symbolic regression solution."));
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| 152 | Parameters.Add(new LookupParameter<ResultCollection>(ResultsParameterName, "The result collection where the best symbolic regression solution should be stored."));
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| 153 | Parameters.Add(new LookupParameter<DoubleValue>(BestKnownQualityParameterName, "The best known (validation) quality achieved on the data set."));
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| 154 |
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| 155 | #region operator initialization
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| 156 | subScopesProcessor = new UniformSubScopesProcessor();
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| 157 | linearScaler = new SymbolicRegressionSolutionLinearScaler();
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| 158 | modelQualityAnalyzer = new SymbolicRegressionModelQualityAnalyzer();
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| 159 | validationMseEvaluator = new SymbolicRegressionMeanSquaredErrorEvaluator();
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| 160 | bestSolutionAnalyzer = new BestSymbolicRegressionSolutionAnalyzer();
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| 161 | cleaningSubScopesProcessor = new UniformSubScopesProcessor();
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| 162 | removeScaledExpressionTreeAssigner = new Assigner();
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| 163 | bestKnownQualityMemorizer = new BestQualityMemorizer();
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| 164 | bestAvgWorstValidationQualityCalculator = new BestAverageWorstQualityCalculator();
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| 165 | validationValuesCollector = new DataTableValuesCollector();
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| 166 | resultsCollector = new ResultsCollector();
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| 167 | #endregion
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| 168 |
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| 169 | #region parameter wiring
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| 170 | subScopesProcessor.Depth.Value = SymbolicExpressionTreeParameter.Depth;
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| 171 |
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| 172 | linearScaler.AlphaParameter.ActualName = AlphaParameterName;
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| 173 | linearScaler.BetaParameter.ActualName = BetaParameterName;
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| 174 | linearScaler.SymbolicExpressionTreeParameter.ActualName = SymbolicExpressionTreeParameter.Name;
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| 175 | linearScaler.ScaledSymbolicExpressionTreeParameter.ActualName = ScaledSymbolicExpressionTreeParameterName;
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| 176 |
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| 177 | modelQualityAnalyzer.ProblemDataParameter.ActualName = ProblemDataParameter.Name;
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| 178 | modelQualityAnalyzer.SymbolicExpressionTreeParameter.ActualName = ScaledSymbolicExpressionTreeParameterName;
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| 179 | modelQualityAnalyzer.SymbolicExpressionTreeParameter.Depth = SymbolicExpressionTreeParameter.Depth;
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| 180 | modelQualityAnalyzer.UpperEstimationLimitParameter.ActualName = UpperEstimationLimitParameter.Name;
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| 181 | modelQualityAnalyzer.LowerEstimationLimitParameter.ActualName = LowerEstimationLimitParameter.Name;
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| 182 | modelQualityAnalyzer.SymbolicExpressionTreeInterpreterParameter.ActualName = SymbolicExpressionTreeInterpreterParameter.Name;
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| 183 |
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| 184 | validationMseEvaluator.LowerEstimationLimitParameter.ActualName = LowerEstimationLimitParameter.Name;
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| 185 | validationMseEvaluator.UpperEstimationLimitParameter.ActualName = UpperEstimationLimitParameter.Name;
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| 186 | validationMseEvaluator.SymbolicExpressionTreeParameter.ActualName = ScaledSymbolicExpressionTreeParameterName;
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| 187 | validationMseEvaluator.SymbolicExpressionTreeInterpreterParameter.ActualName = SymbolicExpressionTreeInterpreterParameter.Name;
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| 188 | validationMseEvaluator.QualityParameter.ActualName = ScaledQualityParameterName;
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| 189 | validationMseEvaluator.RegressionProblemDataParameter.ActualName = ProblemDataParameter.Name;
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| 190 | validationMseEvaluator.SamplesStartParameter.ActualName = ValidationSamplesStartParameter.Name;
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| 191 | validationMseEvaluator.SamplesEndParameter.ActualName = ValidationSamplesEndParameter.Name;
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| 192 |
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| 193 | bestSolutionAnalyzer.BestSolutionParameter.ActualName = BestSolutionParameter.Name;
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| 194 | bestSolutionAnalyzer.BestSolutionQualityParameter.ActualName = BestSolutionQualityParameter.Name;
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| 195 | bestSolutionAnalyzer.LowerEstimationLimitParameter.ActualName = LowerEstimationLimitParameter.Name;
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| 196 | bestSolutionAnalyzer.ProblemDataParameter.ActualName = ProblemDataParameter.Name;
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| 197 | bestSolutionAnalyzer.QualityParameter.ActualName = ScaledQualityParameterName;
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| 198 | bestSolutionAnalyzer.ResultsParameter.ActualName = ResultsParameter.Name;
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| 199 | bestSolutionAnalyzer.SymbolicExpressionTreeInterpreterParameter.ActualName = SymbolicExpressionTreeInterpreterParameter.Name;
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| 200 | bestSolutionAnalyzer.SymbolicExpressionTreeParameter.ActualName = ScaledSymbolicExpressionTreeParameterName;
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| 201 | bestSolutionAnalyzer.SymbolicExpressionTreeParameter.Depth = SymbolicExpressionTreeParameter.Depth;
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| 202 | bestSolutionAnalyzer.UpperEstimationLimitParameter.ActualName = UpperEstimationLimitParameter.Name;
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| 203 |
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| 204 | cleaningSubScopesProcessor.Depth.Value = SymbolicExpressionTreeParameter.Depth;
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| 205 |
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| 206 | removeScaledExpressionTreeAssigner.LeftSideParameter.ActualName = ScaledSymbolicExpressionTreeParameterName;
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| 207 | removeScaledExpressionTreeAssigner.RightSideParameter.Value = new SymbolicExpressionTree();
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| 208 |
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| 209 | bestAvgWorstValidationQualityCalculator.AverageQualityParameter.ActualName = "Current average validation quality";
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| 210 | bestAvgWorstValidationQualityCalculator.BestQualityParameter.ActualName = CurrentBestValidationQualityParameterName;
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| 211 | bestAvgWorstValidationQualityCalculator.MaximizationParameter.Value = new BoolValue(false);
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| 212 | bestAvgWorstValidationQualityCalculator.QualityParameter.ActualName = ScaledQualityParameterName;
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| 213 | bestAvgWorstValidationQualityCalculator.QualityParameter.Depth = SymbolicExpressionTreeParameter.Depth;
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| 214 | bestAvgWorstValidationQualityCalculator.WorstQualityParameter.ActualName = "Current worst validation quality";
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| 215 |
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| 216 | bestKnownQualityMemorizer.BestQualityParameter.ActualName = BestKnownQualityParameterName;
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| 217 | bestKnownQualityMemorizer.MaximizationParameter.Value = new BoolValue(false);
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| 218 | bestKnownQualityMemorizer.QualityParameter.ActualName = QualityParameter.Name;
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| 219 | bestKnownQualityMemorizer.QualityParameter.Depth = QualityParameter.Depth;
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| 220 |
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| 221 | validationValuesCollector.DataTableParameter.ActualName = "Validation quality";
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| 222 | validationValuesCollector.CollectedValues.Add(new LookupParameter<DoubleValue>(CurrentBestValidationQualityParameterName, null, CurrentBestValidationQualityParameterName));
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| 223 | validationValuesCollector.CollectedValues.Add(new LookupParameter<DoubleValue>(BestSolutionQualityParameter.Name, null, BestSolutionQualityParameter.Name));
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| 224 |
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| 225 | resultsCollector.CollectedValues.Add(new LookupParameter<DoubleValue>(CurrentBestValidationQualityParameterName, null, CurrentBestValidationQualityParameterName));
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| 226 | resultsCollector.CollectedValues.Add(new LookupParameter<DoubleValue>(BestSolutionQualityParameter.Name, null, BestSolutionQualityParameter.Name));
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| 227 | resultsCollector.CollectedValues.Add(new LookupParameter<DataTable>("Validation quality"));
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| 228 | resultsCollector.ResultsParameter.ActualName = ResultsParameter.Name;
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| 229 | #endregion
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| 230 |
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| 231 | #region operator graph
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| 232 | OperatorGraph.InitialOperator = subScopesProcessor;
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| 233 | subScopesProcessor.Operator = linearScaler;
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| 234 | linearScaler.Successor = validationMseEvaluator;
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| 235 | validationMseEvaluator.Successor = null;
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| 236 | subScopesProcessor.Successor = modelQualityAnalyzer;
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| 237 | modelQualityAnalyzer.Successor = bestSolutionAnalyzer;
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| 238 | bestSolutionAnalyzer.Successor = cleaningSubScopesProcessor;
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| 239 | cleaningSubScopesProcessor.Operator = removeScaledExpressionTreeAssigner;
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| 240 | cleaningSubScopesProcessor.Successor = bestAvgWorstValidationQualityCalculator;
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| 241 | bestAvgWorstValidationQualityCalculator.Successor = bestKnownQualityMemorizer;
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| 242 | bestKnownQualityMemorizer.Successor = validationValuesCollector;
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| 243 | validationValuesCollector.Successor = resultsCollector;
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| 244 | resultsCollector.Successor = null;
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| 245 | #endregion
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| 246 |
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| 247 | Initialize();
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| 248 | }
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| 249 |
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| 250 | [StorableConstructor]
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| 251 | private ValidationBestScaledSymbolicRegressionSolutionAnalyzer(bool deserializing) : base() { }
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| 252 |
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| 253 | [StorableHook(HookType.AfterDeserialization)]
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| 254 | private void Initialize() {
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| 255 | SymbolicExpressionTreeParameter.DepthChanged += new EventHandler(SymbolicExpressionTreeParameter_DepthChanged);
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| 256 | }
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| 257 |
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| 258 | public override IDeepCloneable Clone(Cloner cloner) {
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| 259 | ValidationBestScaledSymbolicRegressionSolutionAnalyzer clone = (ValidationBestScaledSymbolicRegressionSolutionAnalyzer)base.Clone(cloner);
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| 260 | clone.Initialize();
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| 261 | return clone;
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| 262 | }
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| 263 |
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| 264 | private void SymbolicExpressionTreeParameter_DepthChanged(object sender, EventArgs e) {
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| 265 | subScopesProcessor.Depth.Value = SymbolicExpressionTreeParameter.Depth;
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| 266 | cleaningSubScopesProcessor.Depth.Value = SymbolicExpressionTreeParameter.Depth;
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| 267 | bestSolutionAnalyzer.SymbolicExpressionTreeParameter.Depth = SymbolicExpressionTreeParameter.Depth;
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| 268 | bestSolutionAnalyzer.QualityParameter.Depth = SymbolicExpressionTreeParameter.Depth;
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| 269 | bestAvgWorstValidationQualityCalculator.QualityParameter.Depth = SymbolicExpressionTreeParameter.Depth;
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| 270 | bestKnownQualityMemorizer.QualityParameter.Depth = SymbolicExpressionTreeParameter.Depth;
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| 271 | modelQualityAnalyzer.SymbolicExpressionTreeParameter.Depth = SymbolicExpressionTreeParameter.Depth;
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| 272 | }
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| 273 | }
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| 274 | }
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