#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;
}
}
}