#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 System; using System.Collections.Generic; using System.Linq; using System.Text; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Operators; using HeuristicLab.Functions; using HeuristicLab.DataAnalysis; namespace HeuristicLab.StructureIdentification { public class EarlyStoppingMeanSquaredErrorEvaluator : MeanSquaredErrorEvaluator { public override string Description { get { return @"Evaluates 'FunctionTree' for all samples of the dataset and calculates the mean-squared-error for the estimated values vs. the real values of 'TargetVariable'. This operator stops the computation as soon as an upper limit for the mean-squared-error is reached."; } } public EarlyStoppingMeanSquaredErrorEvaluator() : base() { AddVariableInfo(new VariableInfo("QualityLimit", "The upper limit of the MSE which is used as early stopping criterion.", typeof(DoubleData), VariableKind.In)); } public override double Evaluate(IScope scope, IFunctionTree functionTree, int targetVariable, Dataset dataset) { double qualityLimit = GetVariableValue("QualityLimit", scope, false).Data; double errorsSquaredSum = 0; double targetMean = dataset.GetMean(targetVariable); for(int sample = 0; sample < dataset.Rows; sample++) { double estimated = functionTree.Evaluate(dataset, sample); double original = dataset.GetValue(sample, targetVariable); if(double.IsNaN(estimated) || double.IsInfinity(estimated)) { estimated = targetMean + maximumPunishment; } else if(estimated > targetMean + maximumPunishment) { estimated = targetMean + maximumPunishment; } else if(estimated < targetMean - maximumPunishment) { estimated = targetMean - maximumPunishment; } double error = estimated - original; errorsSquaredSum += error * error; // check the limit and stop as soon as we hit the limit if(errorsSquaredSum / dataset.Rows >= qualityLimit) return errorsSquaredSum / (sample+1); // return estimated MSE (when the remaining errors are on average the same) } errorsSquaredSum /= dataset.Rows; if(double.IsNaN(errorsSquaredSum) || double.IsInfinity(errorsSquaredSum)) { errorsSquaredSum = double.MaxValue; } return errorsSquaredSum; } } }