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source: branches/HeuristicLab.Classification/HeuristicLab.Problems.DataAnalysis.Classification/3.3/Symbolic/Analyzer/ValidationBestSymbolicClassificationSolutionAnalyzer.cs @ 4469

Last change on this file since 4469 was 4469, checked in by mkommend, 14 years ago

Added logic to remove the test samples from the training samples (ticket #939).

File size: 17.6 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2010 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4 *
5 * This file is part of HeuristicLab.
6 *
7 * HeuristicLab is free software: you can redistribute it and/or modify
8 * it under the terms of the GNU General Public License as published by
9 * the Free Software Foundation, either version 3 of the License, or
10 * (at your option) any later version.
11 *
12 * HeuristicLab is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15 * GNU General Public License for more details.
16 *
17 * You should have received a copy of the GNU General Public License
18 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
19 */
20#endregion
21
22using System.Collections.Generic;
23using System.Linq;
24using HeuristicLab.Analysis;
25using HeuristicLab.Core;
26using HeuristicLab.Data;
27using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
28using HeuristicLab.Operators;
29using HeuristicLab.Optimization;
30using HeuristicLab.Parameters;
31using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
32using HeuristicLab.Problems.DataAnalysis.Regression.Symbolic;
33using HeuristicLab.Problems.DataAnalysis.Regression.Symbolic.Analyzers;
34using HeuristicLab.Problems.DataAnalysis.Symbolic;
35
36namespace HeuristicLab.Problems.DataAnalysis.Classification {
37  [Item("ValidationBestSymbolicClassificationSolutionAnalyzer", "An operator that analyzes the validation best symbolic classification solution.")]
38  [StorableClass]
39  public class ValidationBestSymbolicClassificationSolutionAnalyzer : SingleSuccessorOperator, ISymbolicClassificationAnalyzer {
40    private const string MaximizationParameterName = "Maximization";
41    private const string GenerationsParameterName = "Generations";
42    private const string RandomParameterName = "Random";
43    private const string SymbolicExpressionTreeParameterName = "SymbolicExpressionTree";
44    private const string SymbolicExpressionTreeInterpreterParameterName = "SymbolicExpressionTreeInterpreter";
45
46    private const string ClassificationProblemDataParameterName = "ClassificationProblemData";
47    private const string EvaluatorParameterName = "Evaluator";
48    private const string ValidationSamplesStartParameterName = "SamplesStart";
49    private const string ValidationSamplesEndParameterName = "SamplesEnd";
50    private const string RelativeNumberOfEvaluatedSamplesParameterName = "RelativeNumberOfEvaluatedSamples";
51    private const string UpperEstimationLimitParameterName = "UpperEstimationLimit";
52    private const string LowerEstimationLimitParameterName = "LowerEstimationLimit";
53
54    private const string ResultsParameterName = "Results";
55    private const string BestValidationQualityParameterName = "Best validation quality";
56    private const string BestValidationSolutionParameterName = "Best validation solution";
57    private const string BestSolutionAccuracyTrainingParameterName = "Best solution accuracy (training)";
58    private const string BestSolutionAccuracyTestParameterName = "Best solution accuracy (test)";
59    private const string VariableFrequenciesParameterName = "VariableFrequencies";
60
61    #region parameter properties
62    public ILookupParameter<BoolValue> MaximizationParameter {
63      get { return (ILookupParameter<BoolValue>)Parameters[MaximizationParameterName]; }
64    }
65    public ILookupParameter<IntValue> GenerationsParameter {
66      get { return (ILookupParameter<IntValue>)Parameters[GenerationsParameterName]; }
67    }
68    public ILookupParameter<IRandom> RandomParameter {
69      get { return (ILookupParameter<IRandom>)Parameters[RandomParameterName]; }
70    }
71    public ScopeTreeLookupParameter<SymbolicExpressionTree> SymbolicExpressionTreeParameter {
72      get { return (ScopeTreeLookupParameter<SymbolicExpressionTree>)Parameters[SymbolicExpressionTreeParameterName]; }
73    }
74    public IValueLookupParameter<ISymbolicExpressionTreeInterpreter> SymbolicExpressionTreeInterpreterParameter {
75      get { return (IValueLookupParameter<ISymbolicExpressionTreeInterpreter>)Parameters[SymbolicExpressionTreeInterpreterParameterName]; }
76    }
77
78    public ILookupParameter<ClassificationProblemData> ClassificationProblemDataParameter {
79      get { return (ILookupParameter<ClassificationProblemData>)Parameters[ClassificationProblemDataParameterName]; }
80    }
81    public ILookupParameter<ISymbolicClassificationEvaluator> EvaluatorParameter {
82      get { return (ILookupParameter<ISymbolicClassificationEvaluator>)Parameters[EvaluatorParameterName]; }
83    }
84    public IValueLookupParameter<IntValue> ValidationSamplesStartParameter {
85      get { return (IValueLookupParameter<IntValue>)Parameters[ValidationSamplesStartParameterName]; }
86    }
87    public IValueLookupParameter<IntValue> ValidationSamplesEndParameter {
88      get { return (IValueLookupParameter<IntValue>)Parameters[ValidationSamplesEndParameterName]; }
89    }
90    public IValueParameter<PercentValue> RelativeNumberOfEvaluatedSamplesParameter {
91      get { return (IValueParameter<PercentValue>)Parameters[RelativeNumberOfEvaluatedSamplesParameterName]; }
92    }
93    public IValueLookupParameter<DoubleValue> UpperEstimationLimitParameter {
94      get { return (IValueLookupParameter<DoubleValue>)Parameters[UpperEstimationLimitParameterName]; }
95    }
96    public IValueLookupParameter<DoubleValue> LowerEstimationLimitParameter {
97      get { return (IValueLookupParameter<DoubleValue>)Parameters[LowerEstimationLimitParameterName]; }
98    }
99    public ILookupParameter<DataTable> VariableFrequenciesParameter {
100      get { return (ILookupParameter<DataTable>)Parameters[VariableFrequenciesParameterName]; }
101    }
102
103    public ILookupParameter<ResultCollection> ResultsParameter {
104      get { return (ILookupParameter<ResultCollection>)Parameters[ResultsParameterName]; }
105    }
106    public ILookupParameter<DoubleValue> BestValidationQualityParameter {
107      get { return (ILookupParameter<DoubleValue>)Parameters[BestValidationQualityParameterName]; }
108    }
109    public ILookupParameter<SymbolicClassificationSolution> BestValidationSolutionParameter {
110      get { return (ILookupParameter<SymbolicClassificationSolution>)Parameters[BestValidationSolutionParameterName]; }
111    }
112    public ILookupParameter<DoubleValue> BestSolutionAccuracyTrainingParameter {
113      get { return (ILookupParameter<DoubleValue>)Parameters[BestSolutionAccuracyTrainingParameterName]; }
114    }
115    public ILookupParameter<DoubleValue> BestSolutionAccuracyTestParameter {
116      get { return (ILookupParameter<DoubleValue>)Parameters[BestSolutionAccuracyTestParameterName]; }
117    }
118    #endregion
119    #region properties
120    public BoolValue Maximization {
121      get { return MaximizationParameter.ActualValue; }
122    }
123    public IntValue Generations {
124      get { return GenerationsParameter.ActualValue; }
125    }
126    public IRandom Random {
127      get { return RandomParameter.ActualValue; }
128    }
129    public ItemArray<SymbolicExpressionTree> SymbolicExpressionTree {
130      get { return SymbolicExpressionTreeParameter.ActualValue; }
131    }
132    public ISymbolicExpressionTreeInterpreter SymbolicExpressionTreeInterpreter {
133      get { return SymbolicExpressionTreeInterpreterParameter.ActualValue; }
134    }
135
136    public ClassificationProblemData ClassificationProblemData {
137      get { return ClassificationProblemDataParameter.ActualValue; }
138    }
139    public ISymbolicClassificationEvaluator Evaluator {
140      get { return EvaluatorParameter.ActualValue; }
141    }
142    public IntValue ValidiationSamplesStart {
143      get { return ValidationSamplesStartParameter.ActualValue; }
144    }
145    public IntValue ValidationSamplesEnd {
146      get { return ValidationSamplesEndParameter.ActualValue; }
147    }
148    public PercentValue RelativeNumberOfEvaluatedSamples {
149      get { return RelativeNumberOfEvaluatedSamplesParameter.Value; }
150    }
151    public DoubleValue UpperEstimationLimit {
152      get { return UpperEstimationLimitParameter.ActualValue; }
153    }
154    public DoubleValue LowerEstimationLimit {
155      get { return LowerEstimationLimitParameter.ActualValue; }
156    }
157    public DataTable VariableFrequencies {
158      get { return VariableFrequenciesParameter.ActualValue; }
159    }
160
161    public ResultCollection Results {
162      get { return ResultsParameter.ActualValue; }
163    }
164    public DoubleValue BestValidationQuality {
165      get { return BestValidationQualityParameter.ActualValue; }
166      protected set { BestValidationQualityParameter.ActualValue = value; }
167    }
168    public SymbolicClassificationSolution BestValidationSolution {
169      get { return BestValidationSolutionParameter.ActualValue; }
170      protected set { BestValidationSolutionParameter.ActualValue = value; }
171    }
172    public DoubleValue BestSolutionAccuracyTraining {
173      get { return BestSolutionAccuracyTrainingParameter.ActualValue; }
174      protected set { BestSolutionAccuracyTrainingParameter.ActualValue = value; }
175    }
176    public DoubleValue BestSolutionAccuracyTest {
177      get { return BestSolutionAccuracyTestParameter.ActualValue; }
178      protected set { BestSolutionAccuracyTestParameter.ActualValue = value; }
179    }
180    #endregion
181
182    public ValidationBestSymbolicClassificationSolutionAnalyzer()
183      : base() {
184      Parameters.Add(new LookupParameter<BoolValue>(MaximizationParameterName, "The direction of optimization."));
185      Parameters.Add(new LookupParameter<IntValue>(GenerationsParameterName, "The number of generations calculated so far."));
186      Parameters.Add(new LookupParameter<IRandom>(RandomParameterName, "The random generator to use."));
187      Parameters.Add(new ScopeTreeLookupParameter<SymbolicExpressionTree>(SymbolicExpressionTreeParameterName, "The symbolic expression trees to analyze."));
188      Parameters.Add(new ValueLookupParameter<ISymbolicExpressionTreeInterpreter>(SymbolicExpressionTreeInterpreterParameterName, "The interpreter that should be used for the analysis of symbolic expression trees."));
189
190      Parameters.Add(new LookupParameter<ClassificationProblemData>(ClassificationProblemDataParameterName, "The problem data for which the symbolic expression tree is a solution."));
191      Parameters.Add(new LookupParameter<ISymbolicClassificationEvaluator>(EvaluatorParameterName, "The evaluator which should be used to evaluate the solution on the validation set."));
192      Parameters.Add(new ValueLookupParameter<IntValue>(ValidationSamplesStartParameterName, "The first index of the validation partition of the data set."));
193      Parameters.Add(new ValueLookupParameter<IntValue>(ValidationSamplesEndParameterName, "The last index of the validation partition of the data set."));
194      Parameters.Add(new ValueParameter<PercentValue>(RelativeNumberOfEvaluatedSamplesParameterName, "The relative number of samples of the dataset partition, which should be randomly chosen for evaluation between the start and end index.", new PercentValue(1)));
195      Parameters.Add(new ValueLookupParameter<DoubleValue>(UpperEstimationLimitParameterName, "The upper estimation limit that was set for the evaluation of the symbolic expression trees."));
196      Parameters.Add(new ValueLookupParameter<DoubleValue>(LowerEstimationLimitParameterName, "The lower estimation limit that was set for the evaluation of the symbolic expression trees."));
197      Parameters.Add(new LookupParameter<DataTable>(VariableFrequenciesParameterName, "The variable frequencies table to use for the calculation of variable impacts"));
198
199      Parameters.Add(new ValueLookupParameter<ResultCollection>(ResultsParameterName, "The results collection where the analysis values should be stored."));
200      Parameters.Add(new LookupParameter<DoubleValue>(BestValidationQualityParameterName, "The validation quality of the best solution in the current run."));
201      Parameters.Add(new LookupParameter<SymbolicClassificationSolution>(BestValidationSolutionParameterName, "The best solution on the validation data found in the current run."));
202      Parameters.Add(new LookupParameter<DoubleValue>(BestSolutionAccuracyTrainingParameterName, "The training accuracy of the best solution."));
203      Parameters.Add(new LookupParameter<DoubleValue>(BestSolutionAccuracyTestParameterName, "The test accuracy of the best solution."));
204    }
205
206    [StorableConstructor]
207    private ValidationBestSymbolicClassificationSolutionAnalyzer(bool deserializing) : base(deserializing) { }
208
209    public override IOperation Apply() {
210      var trees = SymbolicExpressionTree;
211      string targetVariable = ClassificationProblemData.TargetVariable.Value;
212
213      // select a random subset of rows in the validation set
214      int validationStart = ValidiationSamplesStart.Value;
215      int validationEnd = ValidationSamplesEnd.Value;
216      int seed = Random.Next();
217      int count = (int)((validationEnd - validationStart) * RelativeNumberOfEvaluatedSamples.Value);
218      if (count == 0) count = 1;
219      IEnumerable<int> rows = RandomEnumerable.SampleRandomNumbers(seed, validationStart, validationEnd, count)
220         .Where(row => row < ClassificationProblemData.TestSamplesStart.Value || ClassificationProblemData.TestSamplesEnd.Value <= row);
221
222      double upperEstimationLimit = UpperEstimationLimit != null ? UpperEstimationLimit.Value : double.PositiveInfinity;
223      double lowerEstimationLimit = LowerEstimationLimit != null ? LowerEstimationLimit.Value : double.NegativeInfinity;
224
225      double bestQuality = Maximization.Value ? double.NegativeInfinity : double.PositiveInfinity;
226      SymbolicExpressionTree bestTree = null;
227
228      foreach (var tree in trees) {
229        double quality = Evaluator.Evaluate(SymbolicExpressionTreeInterpreter, tree,
230          lowerEstimationLimit, upperEstimationLimit, ClassificationProblemData.Dataset,
231          targetVariable, rows);
232
233        if ((Maximization.Value && quality > bestQuality) ||
234            (!Maximization.Value && quality < bestQuality)) {
235          bestQuality = quality;
236          bestTree = tree;
237        }
238      }
239
240      // if the best validation tree is better than the current best solution => update
241      bool newBest =
242        BestValidationQuality == null ||
243        (Maximization.Value && bestQuality > BestValidationQuality.Value) ||
244        (!Maximization.Value && bestQuality < BestValidationQuality.Value);
245      if (newBest) {
246        double alpha, beta;
247        SymbolicRegressionScaledMeanSquaredErrorEvaluator.Calculate(SymbolicExpressionTreeInterpreter, bestTree,
248          lowerEstimationLimit, upperEstimationLimit,
249          ClassificationProblemData.Dataset, targetVariable,
250          ClassificationProblemData.TrainingIndizes, out beta, out alpha);
251
252        // scale tree for solution
253        var scaledTree = SymbolicRegressionSolutionLinearScaler.Scale(bestTree, alpha, beta);
254        var model = new SymbolicRegressionModel((ISymbolicExpressionTreeInterpreter)SymbolicExpressionTreeInterpreter.Clone(),
255          scaledTree);
256
257        if (BestValidationSolution == null) {
258          BestValidationSolution = new SymbolicClassificationSolution(ClassificationProblemData, model, LowerEstimationLimit.Value, UpperEstimationLimit.Value);
259          BestValidationSolution.Name = BestValidationSolutionParameterName;
260          BestValidationSolution.Description = "Best solution on validation partition found over the whole run.";
261          BestValidationQuality = new DoubleValue(bestQuality);
262        } else {
263          BestValidationSolution.Model = model;
264        }
265
266        UpdateBestSolutionResults();
267      }
268      return base.Apply();
269    }
270
271    private void UpdateBestSolutionResults() {
272      BestSymbolicRegressionSolutionAnalyzer.UpdateBestSolutionResults(BestValidationSolution, ClassificationProblemData, Results, Generations, VariableFrequencies);
273
274      IEnumerable<double> trainingValues = ClassificationProblemData.Dataset.GetEnumeratedVariableValues(
275        ClassificationProblemData.TargetVariable.Value, ClassificationProblemData.TrainingIndizes);
276      IEnumerable<double> testValues = ClassificationProblemData.Dataset.GetEnumeratedVariableValues(
277        ClassificationProblemData.TargetVariable.Value, ClassificationProblemData.TestIndizes);
278
279      OnlineAccuracyEvaluator accuracyEvaluator = new OnlineAccuracyEvaluator();
280      var originalEnumerator = trainingValues.GetEnumerator();
281      var estimatedEnumerator = BestValidationSolution.EstimatedTrainingClassValues.GetEnumerator();
282      while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) {
283        accuracyEvaluator.Add(originalEnumerator.Current, estimatedEnumerator.Current);
284      }
285      double trainingAccuracy = accuracyEvaluator.Accuracy;
286
287      accuracyEvaluator.Reset();
288      originalEnumerator = testValues.GetEnumerator();
289      estimatedEnumerator = BestValidationSolution.EstimatedTestClassValues.GetEnumerator();
290      while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) {
291        accuracyEvaluator.Add(originalEnumerator.Current, estimatedEnumerator.Current);
292      }
293      double testAccuracy = accuracyEvaluator.Accuracy;
294
295      if (!Results.ContainsKey(BestSolutionAccuracyTrainingParameterName)) {
296        BestSolutionAccuracyTraining = new DoubleValue(trainingAccuracy);
297        BestSolutionAccuracyTest = new DoubleValue(testAccuracy);
298
299        Results.Add(new Result(BestSolutionAccuracyTrainingParameterName, BestSolutionAccuracyTraining));
300        Results.Add(new Result(BestSolutionAccuracyTestParameterName, BestSolutionAccuracyTest));
301      } else {
302        BestSolutionAccuracyTraining.Value = trainingAccuracy;
303        BestSolutionAccuracyTest.Value = testAccuracy;
304      }
305    }
306
307  }
308}
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