source: branches/GrammaticalEvolution/HeuristicLab.Problems.GrammaticalEvolution/Symbolic/GESymbolicRegressionSingleObjectivePearsonRSquaredEvaluator.cs @ 10189

#region License Information
/* HeuristicLab
 * Copyright (C) 2002-2013 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 <http://www.gnu.org/licenses/>.
 */
#endregion

using System.Collections.Generic;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Problems.DataAnalysis;
using HeuristicLab.Problems.DataAnalysis.Symbolic;

namespace HeuristicLab.Problems.GrammaticalEvolution {
  [Item("Pearson R² Evaluator", "Calculates the square of the pearson correlation coefficient (also known as coefficient of determination) of a symbolic regression solution.")]
  [StorableClass]
  public class GESymbolicRegressionSingleObjectivePearsonRSquaredEvaluator : GESymbolicRegressionSingleObjectiveEvaluator {
    [StorableConstructor]
    protected GESymbolicRegressionSingleObjectivePearsonRSquaredEvaluator(bool deserializing) : base(deserializing) { }
    protected GESymbolicRegressionSingleObjectivePearsonRSquaredEvaluator(GESymbolicRegressionSingleObjectivePearsonRSquaredEvaluator original, Cloner cloner)
      : base(original, cloner) {
    }
    public override IDeepCloneable Clone(Cloner cloner) {
      return new GESymbolicRegressionSingleObjectivePearsonRSquaredEvaluator(this, cloner);
    }

    public GESymbolicRegressionSingleObjectivePearsonRSquaredEvaluator() : base() { }

    public override bool Maximization { get { return true; } }

    public override IOperation Apply() {
      var solution = GenotypeToPhenotypeMapperParameter.ActualValue.Map(
        SymbolicExpressionTreeGrammarParameter.ActualValue,
        IntegerVectorParameter.ActualValue
      );
      SymbolicExpressionTreeParameter.ActualValue = solution;
      IEnumerable<int> rows = GenerateRowsToEvaluate();

      double quality = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue,
                                 solution, EstimationLimitsParameter.ActualValue.Lower,
                                 EstimationLimitsParameter.ActualValue.Upper,
                                 ProblemDataParameter.ActualValue, rows,
                                 ApplyLinearScalingParameter.ActualValue.Value);
      QualityParameter.ActualValue = new DoubleValue(quality);

      return base.Apply();
    }

    public static double Calculate(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter,
                                   ISymbolicExpressionTree solution,
                                   double lowerEstimationLimit, double upperEstimationLimit,
                                   IRegressionProblemData problemData,
                                   IEnumerable<int> rows, bool applyLinearScaling) {
      IEnumerable<double> estimatedValues = interpreter.GetSymbolicExpressionTreeValues(solution, problemData.Dataset, rows);
      IEnumerable<double> targetValues = problemData.Dataset.GetDoubleValues(problemData.TargetVariable, rows);
      OnlineCalculatorError errorState;

      double r2;
      if (applyLinearScaling) {
        var r2Calculator = new OnlinePearsonsRSquaredCalculator();
        CalculateWithScaling(targetValues, estimatedValues, lowerEstimationLimit, upperEstimationLimit, r2Calculator, problemData.Dataset.Rows);
        errorState = r2Calculator.ErrorState;
        r2 = r2Calculator.RSquared;
      } else {
        IEnumerable<double> boundedEstimatedValues = estimatedValues.LimitToRange(lowerEstimationLimit, upperEstimationLimit);
        r2 = OnlinePearsonsRSquaredCalculator.Calculate(targetValues, boundedEstimatedValues, out errorState);
      }
      if (errorState != OnlineCalculatorError.None) return double.NaN;
      return r2;
    }

    public override double Evaluate(IExecutionContext context, ISymbolicExpressionTree tree,
                                    IRegressionProblemData problemData, IEnumerable<int> rows) {
      SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = context;
      EstimationLimitsParameter.ExecutionContext = context;
      ApplyLinearScalingParameter.ExecutionContext = context;

      double r2 = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue,
                            tree, EstimationLimitsParameter.ActualValue.Lower,
                            EstimationLimitsParameter.ActualValue.Upper,
                            problemData, rows,
                            ApplyLinearScalingParameter.ActualValue.Value);

      SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = null;
      EstimationLimitsParameter.ExecutionContext = null;
      ApplyLinearScalingParameter.ExecutionContext = null;

      return r2;
    }
  }
}