#region License Information
/* HeuristicLab
* Copyright (C) 2002-2011 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.Encodings.SymbolicExpressionTreeEncoding;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Regression {
///
/// Represents a symbolic regression model
///
[StorableClass]
[Item(Name = "SymbolicRegressionModel", Description = "Represents a symbolic regression model.")]
public class SymbolicRegressionModel : SymbolicDataAnalysisModel, ISymbolicRegressionModel {
[Storable]
private double lowerEstimationLimit;
[Storable]
private double upperEstimationLimit;
[StorableConstructor]
protected SymbolicRegressionModel(bool deserializing) : base(deserializing) { }
protected SymbolicRegressionModel(SymbolicRegressionModel original, Cloner cloner)
: base(original, cloner) {
this.lowerEstimationLimit = original.lowerEstimationLimit;
this.upperEstimationLimit = original.upperEstimationLimit;
}
public SymbolicRegressionModel(ISymbolicExpressionTree tree, ISymbolicDataAnalysisExpressionTreeInterpreter interpreter,
double lowerEstimationLimit = double.MinValue, double upperEstimationLimit = double.MaxValue)
: base(tree, interpreter) {
this.lowerEstimationLimit = lowerEstimationLimit;
this.upperEstimationLimit = upperEstimationLimit;
}
public override IDeepCloneable Clone(Cloner cloner) {
return new SymbolicRegressionModel(this, cloner);
}
public IEnumerable GetEstimatedValues(Dataset dataset, IEnumerable rows) {
return Interpreter.GetSymbolicExpressionTreeValues(SymbolicExpressionTree, dataset, rows)
.LimitToRange(lowerEstimationLimit, upperEstimationLimit);
}
public static void Scale(SymbolicRegressionModel model, IRegressionProblemData problemData) {
var dataset = problemData.Dataset;
var targetVariable = problemData.TargetVariable;
var rows = problemData.TrainingIndizes;
var estimatedValues = model.Interpreter.GetSymbolicExpressionTreeValues(model.SymbolicExpressionTree, dataset, rows);
var targetValues = dataset.GetEnumeratedVariableValues(targetVariable, rows);
double alpha;
double beta;
OnlineCalculatorError errorState;
OnlineLinearScalingParameterCalculator.Calculate(estimatedValues, targetValues, out alpha, out beta, out errorState);
if (errorState != OnlineCalculatorError.None) return;
ConstantTreeNode alphaTreeNode = null;
ConstantTreeNode betaTreeNode = null;
// check if model has been scaled previously by analyzing the structure of the tree
var startNode = model.SymbolicExpressionTree.Root.GetSubtree(0);
if (startNode.GetSubtree(0).Symbol is Addition) {
var addNode = startNode.GetSubtree(0);
if (addNode.SubtreeCount == 2 && addNode.GetSubtree(0).Symbol is Multiplication && addNode.GetSubtree(1).Symbol is Constant) {
alphaTreeNode = addNode.GetSubtree(1) as ConstantTreeNode;
var mulNode = addNode.GetSubtree(0);
if (mulNode.SubtreeCount == 2 && mulNode.GetSubtree(1).Symbol is Constant) {
betaTreeNode = mulNode.GetSubtree(1) as ConstantTreeNode;
}
}
}
// if tree structure matches the structure necessary for linear scaling then reuse the existing tree nodes
if (alphaTreeNode != null && betaTreeNode != null) {
betaTreeNode.Value *= beta;
alphaTreeNode.Value *= beta;
alphaTreeNode.Value += alpha;
} else {
var mainBranch = startNode.GetSubtree(0);
startNode.RemoveSubtree(0);
var scaledMainBranch = MakeSum(MakeProduct(mainBranch, beta), alpha);
startNode.AddSubtree(scaledMainBranch);
}
}
private static ISymbolicExpressionTreeNode MakeSum(ISymbolicExpressionTreeNode treeNode, double alpha) {
if (alpha.IsAlmost(0.0)) {
return treeNode;
} else {
var addition = new Addition();
var node = addition.CreateTreeNode();
var alphaConst = MakeConstant(alpha);
node.AddSubtree(treeNode);
node.AddSubtree(alphaConst);
return node;
}
}
private static ISymbolicExpressionTreeNode MakeProduct(ISymbolicExpressionTreeNode treeNode, double beta) {
if (beta.IsAlmost(1.0)) {
return treeNode;
} else {
var multipliciation = new Multiplication();
var node = multipliciation.CreateTreeNode();
var betaConst = MakeConstant(beta);
node.AddSubtree(treeNode);
node.AddSubtree(betaConst);
return node;
}
}
private static ISymbolicExpressionTreeNode MakeConstant(double c) {
var node = (ConstantTreeNode)(new Constant()).CreateTreeNode();
node.Value = c;
return node;
}
}
}