#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 TheilInequalityCoefficientEvaluator : GPEvaluatorBase {
private bool differential;
private DoubleData theilInequaliy;
public override string Description {
get {
return @"Evaluates 'FunctionTree' for all samples of 'Dataset' and calculates
the 'Theil inequality coefficient (scale invariant)' of estimated values vs. real values of 'TargetVariable'.";
}
}
public TheilInequalityCoefficientEvaluator()
: base() {
AddVariableInfo(new VariableInfo("Differential", "Wether to calculate the coefficient for the predicted change vs. original change or for the absolute prediction vs. original value", typeof(BoolData), VariableKind.In));
AddVariableInfo(new VariableInfo("TheilInequalityCoefficient", "Theil's inequality coefficient of the model", typeof(DoubleData), VariableKind.New));
}
public override IOperation Apply(IScope scope) {
differential = GetVariableValue("Differential", scope, true).Data;
theilInequaliy = GetVariableValue("TheilInequalityCoefficient", scope, false, false);
if(theilInequaliy == null) {
theilInequaliy = new DoubleData();
scope.AddVariable(new HeuristicLab.Core.Variable(scope.TranslateName("TheilInequalityCoefficient"), theilInequaliy));
}
return base.Apply(scope);
}
public override void Evaluate(int start, int end) {
double errorsSquaredSum = 0.0;
double estimatedSquaredSum = 0.0;
double originalSquaredSum = 0.0;
for(int sample = start; sample < end; sample++) {
double prevValue = 0.0;
if(differential) prevValue = GetOriginalValue(sample - 1);
double estimatedChange = GetEstimatedValue(sample) - prevValue;
double originalChange = GetOriginalValue(sample) - prevValue;
SetOriginalValue(sample, estimatedChange + prevValue);
if(!double.IsNaN(originalChange) && !double.IsInfinity(originalChange)) {
double error = estimatedChange - originalChange;
errorsSquaredSum += error * error;
estimatedSquaredSum += estimatedChange * estimatedChange;
originalSquaredSum += originalChange * originalChange;
}
}
int nSamples = end - start;
double quality = Math.Sqrt(errorsSquaredSum / nSamples) / (Math.Sqrt(estimatedSquaredSum / nSamples) + Math.Sqrt(originalSquaredSum / nSamples));
if(double.IsNaN(quality) || double.IsInfinity(quality))
quality = double.MaxValue;
theilInequaliy.Data = quality;
}
}
}