1 | #region License Information
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2 |
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3 | /* HeuristicLab
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4 | * Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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5 | *
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6 | * This file is part of HeuristicLab.
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7 | *
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8 | * HeuristicLab is free software: you can redistribute it and/or modify
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9 | * it under the terms of the GNU General Public License as published by
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10 | * the Free Software Foundation, either version 3 of the License, or
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11 | * (at your option) any later version.
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12 | *
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13 | * HeuristicLab is distributed in the hope that it will be useful,
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14 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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15 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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16 | * GNU General Public License for more details.
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17 | *
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18 | * You should have received a copy of the GNU General Public License
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19 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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20 | */
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21 |
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22 | #endregion
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23 |
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24 | using System;
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25 | using System.Collections.Generic;
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26 | using System.ComponentModel;
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27 | using System.Diagnostics;
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28 | using System.Drawing;
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29 | using System.Linq;
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30 | using System.Threading;
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31 | using System.Threading.Tasks;
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32 | using HeuristicLab.Analysis;
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33 | using HeuristicLab.Collections;
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34 | using HeuristicLab.Common;
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35 | using HeuristicLab.Core;
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36 | using HeuristicLab.Data;
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37 | using HeuristicLab.Optimization;
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38 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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39 | using HeuristicLab.Problems.DataAnalysis;
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40 |
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41 | namespace HeuristicLab.DatastreamAnalysis {
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42 | internal enum DatastreamAnalysisOptimizerAction {
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43 | None,
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44 | Prepare,
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45 | Start,
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46 | Stop,
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47 | Pause
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48 | }
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49 |
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50 | [StorableClass]
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51 | [Item("DatastreamAnalysis Optimizer",
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52 | "The main loop for evaluating ensemble models against a incoming datastream of time series fashion.")]
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53 | [Creatable(CreatableAttribute.Categories.Algorithms)]
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54 | public class DatastreamAnalysisOptimizer : Executable, IOptimizer, IStorableContent {
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55 | #region properties
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56 | public string Filename { get; set; }
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57 |
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58 | private DatastreamAnalysisOptimizerAction daoAction;
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59 |
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60 | public IEnumerable<IOptimizer> NestedOptimizers { get; }
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61 |
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62 |
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63 | [Storable]
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64 | protected ILog log;
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65 | public ILog Log {
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66 | get { return log; }
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67 | }
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68 |
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69 | [Storable]
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70 | private ResultCollection results;
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71 |
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72 | public ResultCollection Results {
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73 | get { return results; }
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74 | }
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75 |
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76 | private double lastStateValue;
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77 | private double pR2Sum;
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78 | private int detectionCount;
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79 | private int evaluationCount;
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80 | private double exclusivitySum;
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81 | private double accuracySum;
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82 |
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83 | private CancellationTokenSource cancellationTokenSource;
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84 | private bool stopPending;
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85 | private DateTime lastUpdateTime;
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86 | private bool prepared;
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87 | private bool finished;
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88 |
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89 | [Storable]
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90 | protected int runsCounter;
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91 |
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92 | [Storable]
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93 | private RunCollection runs;
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94 |
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95 | public RunCollection Runs
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96 | {
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97 | get { return runs; }
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98 | protected set
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99 | {
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100 | if (value == null) throw new ArgumentNullException();
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101 | if (runs != value) {
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102 | if (runs != null) DeregisterRunsEvents();
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103 | runs = value;
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104 | if (runs != null) RegisterRunsEvents();
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105 | }
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106 | }
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107 | }
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108 |
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109 | [Storable]
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110 | private IItemList<RatedEnsembleModel> ensembles;
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111 |
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112 | public IItemList<RatedEnsembleModel> Ensembles {
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113 | get { return ensembles; }
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114 | set {
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115 | if (value == null || value == ensembles)
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116 | return;
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117 | if (!(value is IRatedEnsembleModel)) throw new ArgumentException("Invaid ensemble model type");
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118 | DeregisterEnsembleEvents();
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119 | ensembles = value;
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120 | RegisterEnsembleEvents();
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121 | OnEnsemblesChanged();
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122 | Prepare();
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123 | }
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124 | }
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125 |
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126 |
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127 | // VAR 1: datastream ~= problem data, VAR 2 (TODO): datastream = external source e.g. webservice, AMQP-Queue, etc.
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128 | [Storable]
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129 | private Datastream datastream;
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130 |
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131 | public Datastream Datastream {
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132 | get { return datastream; }
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133 | set {
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134 | if (value == null || value == datastream)
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135 | return;
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136 | if(!(value is IDatastream)) throw new ArgumentException("Invalid datastream type");
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137 | DeregisterDatastreamEvents();
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138 | datastream = value;
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139 | RegisterDatastreamEvents();
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140 | OnDatastreamChanged();
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141 | Prepare();
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142 | }
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143 | }
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144 |
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145 | #endregion properties
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146 |
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147 | #region results properties
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148 | private int ResultsSlidingWindowMovements {
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149 | get { return ((IntValue)Results["Sliding Window Movements"].Value).Value; }
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150 | set { ((IntValue)Results["Sliding Window Movements"].Value).Value = value; }
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151 | }
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152 | private DataTable ResultsQualities {
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153 | get { return ((DataTable)Results["Qualities 1"].Value); }
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154 | }
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155 |
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156 | private DataTable ResultsPeakQualities {
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157 | get { return ((DataTable) Results["Qualities 2"].Value); }
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158 | }
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159 |
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160 | private const string ResultsQualitiesMSE = "Mean squared error";
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161 | private const string ResultsQualitiesPR2 = "Pearson R²";
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162 |
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163 | private DataTable ResultsTargets {
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164 | get { return ((DataTable) Results["Targets"].Value); }
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165 | }
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166 |
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167 | private DataTable ResultsStateDetection {
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168 | get { return ((DataTable) Results["State Detection"].Value);}
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169 | }
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170 |
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171 | private const string ResultsTargetsReal = "Real";
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172 |
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173 | private DataBarSet ResultsSWQualitiesBars {
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174 | get { return (DataBarSet) Results["Ensemble Comparison [SW-Quality]"].Value; }
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175 | }
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176 |
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177 | private DataBarSet ResultsSWVotingBars {
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178 | get { return (DataBarSet) Results["Ensemble Comparison [SW-Voting]"].Value; }
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179 | }
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180 |
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181 | private DataBarSet ResultsSonarQualitiesBars {
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182 | get { return (DataBarSet)Results["Ensemble Comparison [Sonar-Quality]"].Value; }
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183 | }
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184 |
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185 | private DataBarSet ResultsSWPeakQualitiesBars {
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186 | get { return (DataBarSet)Results["Ensemble Comparison [SW-PeakQuality]"].Value; }
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187 | }
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188 |
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189 | private double ResultsMeanPR2 {
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190 | get { return ((DoubleValue) Results["Mean PR2"].Value).Value; }
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191 | set { ((DoubleValue)Results["Mean PR2"].Value).Value = value; }
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192 | }
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193 |
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194 | private double ResultsDetectionAccuracy {
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195 | get { return ((DoubleValue)Results["Detection Accuracy"].Value).Value; }
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196 | set { ((DoubleValue)Results["Detection Accuracy"].Value).Value = value; }
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197 | }
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198 |
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199 | private double ResultsDetectionExclusivity {
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200 | get { return ((DoubleValue)Results["Detection Exclusivity"].Value).Value; }
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201 | set { ((DoubleValue)Results["Detection Exclusivity"].Value).Value = value; }
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202 | }
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203 |
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204 | //private int ResultsTrueDetectionCount {
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205 | // get { return ((IntValue)Results["True Detection Count"].Value).Value; }
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206 | // set { ((IntValue)Results["True Detection Count"].Value).Value = value; }
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207 | //}
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208 |
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209 | //private int ResultsFalseDetectionCount {
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210 | // get { return ((IntValue)Results["False Detection Count"].Value).Value; }
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211 | // set { ((IntValue)Results["False Detection Count"].Value).Value = value; }
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212 | //}
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213 |
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214 | protected void SetupResults() {
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215 | evaluationCount = 0;
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216 | lastStateValue = 0.0;
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217 | pR2Sum = 0.0;
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218 | exclusivitySum = 0.0;
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219 | accuracySum = 0.0;
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220 | detectionCount = 0;
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221 | Results.Clear();
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222 | Results.Add(new Result("Sliding Window Movements", new IntValue(0)));
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223 | Results.Add(new Result("Qualities 1", new DataTable("Average Pearson R²")));
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224 | Results.Add(new Result("Qualities 2", new DataTable("Peak Pearson R²")));
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225 | Results.Add(new Result("Targets", new DataTable("Targets")));
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226 | Results.Add(new Result("State Detection", new DataTable("State Detection")));
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227 | Results.Add(new Result("Ensemble Comparison [SW-Quality]", new DataBarSet("Ensemble Comparison [SW-Quality]")));
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228 | Results.Add(new Result("Ensemble Comparison [SW-Voting]", new DataBarSet("Ensemble Comparison [SW-Voting]")));
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229 | Results.Add(new Result("Ensemble Comparison [Sonar-Quality]", new DataBarSet("Ensemble Comparison [Sonar-Quality]")));
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230 | Results.Add(new Result("Ensemble Comparison [SW-PeakQuality]", new DataBarSet("Ensemble Comparison [SW-PeakQuality]")));
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231 | Results.Add(new Result("Mean PR2", new DoubleValue()));
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232 | Results.Add(new Result("Detection Accuracy", new DoubleValue()));
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233 | Results.Add(new Result("Detection Exclusivity", new DoubleValue()));
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234 |
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235 | ResultsTargets.Rows.Add(new DataRow(ResultsTargetsReal));
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236 | foreach (var ensemble in Ensembles) {
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237 | // targets table
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238 | ResultsTargets.Rows.Add(new DataRow(ensemble.Name));
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239 |
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240 | ResultsStateDetection.Rows.Add(new DataRow(ensemble.Name));
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241 |
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242 | // qualities (series)
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243 | //ResultsQualities.Rows.Add(new DataRow(ensemble.Name + " - " + ResultsQualitiesMSE));
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244 | ResultsQualities.Rows.Add(new DataRow(ensemble.Name));
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245 |
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246 | ResultsPeakQualities.Rows.Add(new DataRow(ensemble.Name));
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247 |
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248 | // qualities (bars)
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249 | ResultsSWQualitiesBars.Bars.Add(new DataBar(ensemble.Name, ensemble.QualityThreshold.Start, ensemble.QualityThreshold.End));
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250 |
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251 | // voting (bars)
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252 | ResultsSWVotingBars.Bars.Add(new DataBar(ensemble.Name, ensemble.ConfidenceThreshold.Start, ensemble.ConfidenceThreshold.End));
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253 |
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254 | // sonar quality (bars)
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255 | ResultsSonarQualitiesBars.Bars.Add(new DataBar(ensemble.Name, ensemble.QualityThreshold.Start, ensemble.QualityThreshold.End));
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256 |
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257 | // quality peaks (bars)
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258 | ResultsSWPeakQualitiesBars.Bars.Add(new DataBar(ensemble.Name, ensemble.QualityThreshold.Start, ensemble.QualityThreshold.End));
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259 | }
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260 | }
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261 |
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262 | #endregion
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263 |
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264 | #region constructors, cloner,...
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265 | public DatastreamAnalysisOptimizer() : base() {
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266 | name = "Datastream Analysis";
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267 | log = new Log();
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268 | results = new ResultCollection();
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269 | ensembles = new ItemList<RatedEnsembleModel>();
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270 | datastream = new Datastream();
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271 | runsCounter = 0;
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272 | runs = new RunCollection();
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273 | Initialize();
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274 | }
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275 |
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276 | [StorableConstructor]
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277 | protected DatastreamAnalysisOptimizer(bool deserializing) : base(deserializing) {
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278 | }
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279 |
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280 | [StorableHook(HookType.AfterDeserialization)]
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281 | private void AfterDeserialization() {
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282 | Initialize();
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283 | }
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284 |
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285 | protected DatastreamAnalysisOptimizer(DatastreamAnalysisOptimizer original, Cloner cloner) : base(original, cloner) {
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286 | name = original.name;
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287 | log = cloner.Clone(original.log);
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288 | results = cloner.Clone(original.results);
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289 | ensembles = (ItemList<RatedEnsembleModel>) original.Ensembles.Clone(cloner);
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290 | datastream = (Datastream) original.Datastream.Clone(cloner);
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291 | runsCounter = original.runsCounter;
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292 | runs = cloner.Clone(original.runs);
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293 | Initialize();
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294 | }
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295 |
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296 | public override IDeepCloneable Clone(Cloner cloner) {
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297 | return new DatastreamAnalysisOptimizer(this, cloner);
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298 | }
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299 |
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300 | private void Initialize() {
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301 | if (runs != null) RegisterRunsEvents();
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302 | if (datastream != null) RegisterDatastreamEvents();
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303 | if (ensembles != null) RegisterEnsembleEvents();
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304 | }
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305 | #endregion
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306 |
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307 | #region control actions
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308 |
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309 | public override void Prepare() {
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310 | if (ensembles == null || ensembles.Count == 0 || datastream == null || !datastream.SlidingWindowEvaluationPossible) return;
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311 | //if (ensembles.SelectMany(x => x.Models).Count() == 0) return;
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312 | base.Prepare();
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313 | OnPrepared();
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314 | }
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315 |
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316 | public void Prepare(bool clearRuns) {
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317 | if (ensembles == null || ensembles.Count == 0 || datastream == null || !datastream.SlidingWindowEvaluationPossible) return;
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318 |
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319 | base.Prepare();
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320 | if (clearRuns) runs.Clear();
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321 | OnPrepared();
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322 | }
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323 |
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324 | public override void Start() {
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325 | if (ensembles == null || datastream == null) return;
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326 | base.Start();
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327 | cancellationTokenSource = new CancellationTokenSource();
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328 | stopPending = false;
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329 |
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330 | if (prepared) {
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331 | SetupResults();
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332 | Datastream.InitializeState();
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333 | }
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334 |
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335 | Task task = Task.Factory.StartNew(Run, cancellationTokenSource.Token, cancellationTokenSource.Token);
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336 | task.ContinueWith(t => {
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337 | try {
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338 | t.Wait();
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339 | }
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340 | catch (AggregateException ex) {
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341 | try {
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342 | ex.Flatten().Handle(x => x is OperationCanceledException);
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343 | } catch (AggregateException remaining) {
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344 | if(remaining.InnerExceptions.Count == 1) OnExceptionOccurred(remaining.InnerExceptions[0]);
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345 | else OnExceptionOccurred(remaining);
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346 | }
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347 | }
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348 | cancellationTokenSource.Dispose();
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349 | cancellationTokenSource = null;
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350 |
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351 | // handle stop/pause
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352 | if (stopPending || finished) {
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353 | OnStopped();
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354 | } else {
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355 | OnPaused();
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356 | }
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357 | });
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358 | }
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359 |
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360 | public override void Pause() {
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361 | if (ensembles == null || datastream == null) return;
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362 | base.Pause();
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363 | cancellationTokenSource.Cancel();
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364 | }
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365 |
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366 | public override void Stop() {
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367 | if (ensembles == null || datastream == null) return;
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368 | base.Stop();
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369 | if (ExecutionState == ExecutionState.Paused) {
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370 | OnStopped();
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371 | } else {
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372 | stopPending = true;
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373 | cancellationTokenSource.Cancel();
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374 | }
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375 | }
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376 |
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377 | protected override void OnPrepared() {
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378 | ExecutionTime = TimeSpan.Zero;
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379 | foreach (IStatefulItem statefulItem in this.GetObjectGraphObjects(new HashSet<object>() {Runs}).OfType<IStatefulItem>()) {
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380 | statefulItem.InitializeState();
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381 | }
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382 | results.Clear();
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383 | prepared = true;
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384 | finished = false;
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385 | Log.LogMessage("Datastream analysis prepared");
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386 | base.OnPrepared();
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387 | }
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388 |
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389 | protected override void OnStarted() {
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390 | Log.LogMessage("Datastream analysis started");
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391 | base.OnStarted();
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392 | }
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393 |
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394 | protected override void OnPaused() {
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395 | Log.LogMessage("Datastream analysis paused");
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396 | base.OnPaused();
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397 | }
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398 |
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399 | protected override void OnStopped() {
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400 | try {
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401 | runsCounter++;
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402 | var run = new Run();
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403 | run.Filename = Filename;
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404 | run.Name = string.Format("{0} Run {1}", Name, runsCounter);
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405 | CollectParameterValues(run.Parameters);
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406 | CollectResultValues(run.Results);
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407 | runs.Add(run);
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408 | }
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409 | finally {
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410 | Log.LogMessage("Datastream analysis stopped");
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411 | base.OnStopped();
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412 | }
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413 | }
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414 |
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415 | #endregion
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416 |
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417 | #region run
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418 | private void Run(object state) {
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419 | CancellationToken cancellationToken = (CancellationToken) state;
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420 | OnStarted();
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421 | lastUpdateTime = DateTime.UtcNow;
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422 | System.Timers.Timer timer = new System.Timers.Timer(250);
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423 | timer.AutoReset = true;
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424 | timer.Elapsed += new System.Timers.ElapsedEventHandler(timer_Elapsed);
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425 | timer.Start();
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426 |
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427 | try {
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428 | Run(cancellationToken);
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429 | }
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430 | finally {
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431 | timer.Elapsed -= new System.Timers.ElapsedEventHandler(timer_Elapsed);
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432 | timer.Stop();
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433 | ExecutionTime += DateTime.UtcNow - lastUpdateTime;
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434 | }
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435 |
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436 | cancellationToken.ThrowIfCancellationRequested();
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437 | }
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438 |
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439 | private int replayedIndex;
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440 |
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441 | protected void Run(CancellationToken cancellationToken) {
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442 |
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443 | if (prepared) {
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444 | replayedIndex = 0;
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445 | prepared = false;
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446 | }
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447 |
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448 | try {
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449 |
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450 | // play and evaluate initial window
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451 | PlayDatastream();
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452 | lastStateValue = Datastream.ProblemData.Dataset.GetDoubleValue("h", replayedIndex);
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453 | if (Datastream.SlidingWindowEvaluationPossible) Evaluate();
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454 | replayedIndex = Datastream.FitnessPartition.End;
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455 |
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456 | do {
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457 | while(Datastream.SlidingWindowMovementPossible) {
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458 | cancellationToken.ThrowIfCancellationRequested();
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459 |
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460 | // perform (delayed) window movement
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461 | Thread.Sleep(Datastream.SlidingWindowMovementDelay.Value);
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462 | Datastream.MoveSlidingWindow();
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463 | ResultsSlidingWindowMovements++;
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464 |
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465 | // play and evaluate the moved window
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466 | PlayDatastream();
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467 | if (Datastream.SlidingWindowEvaluationPossible) Evaluate();
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468 | replayedIndex = Datastream.FitnessPartition.End;
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469 | }
|
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470 | } while (Datastream.UpdateAvailable);
|
---|
471 | finished = true;
|
---|
472 | }
|
---|
473 | catch (Exception ex) {
|
---|
474 | if (ex is ArgumentOutOfRangeException) throw ex;
|
---|
475 | if (ex is OperationCanceledException) throw ex;
|
---|
476 | }
|
---|
477 | finally {
|
---|
478 | // reset everything
|
---|
479 | //Prepare(true);
|
---|
480 | }
|
---|
481 | }
|
---|
482 |
|
---|
483 | private void PlayDatastream() {
|
---|
484 | var problemData = Datastream.ProblemData;
|
---|
485 | var targetVarName = problemData.TargetVariable;
|
---|
486 |
|
---|
487 | for (int i = replayedIndex; i < Datastream.FitnessPartition.End; i++) {
|
---|
488 | var realValue = problemData.Dataset.GetDoubleValue(targetVarName, i);
|
---|
489 | ResultsTargets.Rows[ResultsTargetsReal].Values.Add(realValue);
|
---|
490 | }
|
---|
491 | }
|
---|
492 |
|
---|
493 | private void Evaluate() {
|
---|
494 | evaluationCount++;
|
---|
495 | var problemData = Datastream.ProblemData;
|
---|
496 | var dataset = problemData.Dataset;
|
---|
497 | var targetVarName = problemData.TargetVariable;
|
---|
498 |
|
---|
499 | var rows = Enumerable.Range(Datastream.FitnessPartition.Start, Datastream.FitnessPartition.Size);
|
---|
500 | var realValues = dataset.GetDoubleValues(targetVarName, rows);
|
---|
501 |
|
---|
502 | int sonarSize = (int)(Datastream.FitnessPartition.Size * Datastream.SlidingWindowSonarRatio.Value);
|
---|
503 | var sonarStart = Datastream.FitnessPartition.End - sonarSize;
|
---|
504 | var sonarRows = Enumerable.Range(sonarStart, sonarSize);
|
---|
505 | var sonarRealValues = dataset.GetDoubleValues(targetVarName, sonarRows);
|
---|
506 |
|
---|
507 | var winningEnsembleName = ensembles[0].Name;
|
---|
508 | var winningEnsemblePR2 = 0.0;
|
---|
509 | var winningEnsembleIdx = 0;
|
---|
510 | var ec = 0;
|
---|
511 | bool stateChangeInStep = false;
|
---|
512 | var curDetectionCount = 0;
|
---|
513 | var changeDetectionCount = 0;
|
---|
514 | double curStateValue = 0.0;
|
---|
515 | foreach (var ensemble in Ensembles) {
|
---|
516 |
|
---|
517 | var sonarEstimatedValuesPerModelPerRow = ensemble.Model.Models.Select(x => x.GetEstimatedValues(datastream.ProblemData.Dataset, sonarRows).ToArray());
|
---|
518 | var sonarEstimatedValuesPerRow = Enumerable.Range(0, sonarSize).Select(r => sonarEstimatedValuesPerModelPerRow.Select(m => m[r]).Average()).ToArray();
|
---|
519 |
|
---|
520 | var estimatedValuesPerModelPerRow = ensemble.Model.Models.Select(x => x.GetEstimatedValues(datastream.ProblemData.Dataset, rows).ToArray());
|
---|
521 | var estimatedValuesPerRow = Enumerable.Range(0, Datastream.FitnessPartition.Size).Select(r => estimatedValuesPerModelPerRow.Select(e => e[r]).Average()).ToArray(); // per row
|
---|
522 | var averageEstimatedValuesPerModel = estimatedValuesPerModelPerRow.Select(x => x.Average()); // per model
|
---|
523 | var averageEstimatedValue = averageEstimatedValuesPerModel.Average();
|
---|
524 |
|
---|
525 | // calulate quality
|
---|
526 | //var mse = Math.Pow(averageEstimatedValue - realValues.Average(), 2);
|
---|
527 | OnlineCalculatorError error;
|
---|
528 | var pR = OnlinePearsonsRCalculator.Calculate(estimatedValuesPerRow, realValues, out error);
|
---|
529 | var pR2 = error == OnlineCalculatorError.None ? pR * pR : 0.0;
|
---|
530 |
|
---|
531 | var sonarPR = OnlinePearsonsRCalculator.Calculate(sonarEstimatedValuesPerRow, sonarRealValues, out error);
|
---|
532 | var sonarPR2 = error == OnlineCalculatorError.None ? sonarPR * sonarPR : 0.0;
|
---|
533 |
|
---|
534 | var estimatedValuesPerModelPerRowArr = estimatedValuesPerModelPerRow.ToArray();
|
---|
535 | var curPR = 0.0;
|
---|
536 |
|
---|
537 | var peakPR = OnlinePearsonsRCalculator.Calculate(estimatedValuesPerModelPerRowArr[0], realValues, out error);
|
---|
538 | for (int i = 1; i < estimatedValuesPerModelPerRow.Count(); i++) {
|
---|
539 | curPR = OnlinePearsonsRCalculator.Calculate(estimatedValuesPerModelPerRowArr[i], realValues, out error);
|
---|
540 | if (curPR > peakPR && error == OnlineCalculatorError.None) {
|
---|
541 | peakPR = curPR;
|
---|
542 | }
|
---|
543 | }
|
---|
544 | var peakPR2 = peakPR * peakPR;
|
---|
545 |
|
---|
546 | // calculate confidence
|
---|
547 | var cm1 = CalulateEnsembleConfidenceCM1(ensemble, estimatedValuesPerModelPerRow, realValues);
|
---|
548 |
|
---|
549 | int replayAmount = Datastream.FitnessPartition.End - replayedIndex;
|
---|
550 | int replayCount = estimatedValuesPerRow.Length - replayAmount;
|
---|
551 |
|
---|
552 | for (int i = replayedIndex; i < Datastream.FitnessPartition.End; i++) {
|
---|
553 | //ResultsTargets.Rows[ensemble.Name].Values.Add(averageEstimatedValue);
|
---|
554 | ResultsTargets.Rows[ensemble.Name].Values.Add(estimatedValuesPerRow[replayCount]);
|
---|
555 | replayCount++;
|
---|
556 |
|
---|
557 | //ResultsQualities.Rows[ensemble.Name + " - " + ResultsQualitiesMSE].Values.Add(mse);
|
---|
558 | ResultsQualities.Rows[ensemble.Name].Values.Add(pR2);
|
---|
559 | ResultsPeakQualities.Rows[ensemble.Name].Values.Add(peakPR2);
|
---|
560 |
|
---|
561 | double amp = (pR2 > ensemble.QualityThreshold.Start) ? 1.0 : 0.0;
|
---|
562 | ResultsStateDetection.Rows[ensemble.Name].Values.Add(amp);
|
---|
563 | }
|
---|
564 | ResultsSWQualitiesBars.Bars[ensemble.Name].Value = pR2;
|
---|
565 | ResultsSonarQualitiesBars.Bars[ensemble.Name].Value = sonarPR2;
|
---|
566 | ResultsSWVotingBars.Bars[ensemble.Name].Value = cm1;
|
---|
567 | ResultsSWPeakQualitiesBars.Bars[ensemble.Name].Value = peakPR2;
|
---|
568 |
|
---|
569 | if (pR2 > ensemble.QualityThreshold.Start)
|
---|
570 | curDetectionCount++;
|
---|
571 |
|
---|
572 | if (pR2 > winningEnsemblePR2) {
|
---|
573 | winningEnsemblePR2 = pR2;
|
---|
574 | winningEnsembleName = ensemble.Name;
|
---|
575 | winningEnsembleIdx = ec;
|
---|
576 | }
|
---|
577 | ec++;
|
---|
578 | }
|
---|
579 |
|
---|
580 | // quality meassures
|
---|
581 | // =================================================
|
---|
582 |
|
---|
583 | if (winningEnsemblePR2 > ensembles[winningEnsembleIdx].QualityThreshold.Start) {
|
---|
584 | // Mean PR2
|
---|
585 | pR2Sum += winningEnsemblePR2;
|
---|
586 | detectionCount++;
|
---|
587 | ResultsMeanPR2 = pR2Sum/detectionCount;
|
---|
588 |
|
---|
589 | // detection exclusivity --> 1.0 - (x - 1) * (1.0 / n)
|
---|
590 | var fraction = 1.0 / ensembles.Count;
|
---|
591 | var curExclusivity = 1.0 - (curDetectionCount - 1) * fraction;
|
---|
592 | exclusivitySum += curExclusivity;
|
---|
593 | ResultsDetectionExclusivity = exclusivitySum / detectionCount;
|
---|
594 | }
|
---|
595 |
|
---|
596 | double replCount = 0.0;
|
---|
597 | double accCount = 0.0;
|
---|
598 | for (int i = replayedIndex; i < Datastream.FitnessPartition.End; i++) {
|
---|
599 | replCount++;
|
---|
600 | curStateValue = problemData.Dataset.GetDoubleValue("h", i);
|
---|
601 | if (curStateValue <= 0.5 && winningEnsembleIdx == 0 && winningEnsemblePR2 > ensembles[winningEnsembleIdx].QualityThreshold.Start) {
|
---|
602 | accCount++;
|
---|
603 | } else if (curStateValue > 0.5 && winningEnsembleIdx == 1 && winningEnsemblePR2 > ensembles[winningEnsembleIdx].QualityThreshold.Start) {
|
---|
604 | accCount++;
|
---|
605 | }
|
---|
606 | }
|
---|
607 | accuracySum += accCount / replCount;
|
---|
608 | ResultsDetectionAccuracy = accuracySum / evaluationCount;
|
---|
609 |
|
---|
610 | //if (accCount / replCount > 1.0) {
|
---|
611 | // Console.WriteLine();
|
---|
612 | //}
|
---|
613 |
|
---|
614 | //if(accuracySum / evaluationCount > 1.0) {
|
---|
615 | // Console.WriteLine();
|
---|
616 | //}
|
---|
617 |
|
---|
618 | //if (accCount < replCount && !accDiscount) accDiscount = true;
|
---|
619 | //if (accDiscount && accuracySum/evaluationCount >= 1.0) {
|
---|
620 | // Console.WriteLine();
|
---|
621 | //}
|
---|
622 |
|
---|
623 | lastStateValue = curStateValue;
|
---|
624 |
|
---|
625 | // detection of state change
|
---|
626 | //for (int i = replayedIndex; i < Datastream.FitnessPartition.End; i++) {
|
---|
627 | // curStateValue = problemData.Dataset.GetDoubleValue("h", i);
|
---|
628 | // if (lastStateValue > curStateValue || lastStateValue < curStateValue) {
|
---|
629 | // stateChangeInStep = true;
|
---|
630 | // changeDetectionCount++;
|
---|
631 | // }
|
---|
632 | //}
|
---|
633 | //lastStateValue = curStateValue;
|
---|
634 |
|
---|
635 | // detection accuracy
|
---|
636 | //if (!stateChangeInStep && winningEnsemblePR2 > ensembles[winningEnsembleIdx].QualityThreshold.Start) {
|
---|
637 | // // (stable) state - detected
|
---|
638 | // accuracySum++;
|
---|
639 | //} else if(!stateChangeInStep && winningEnsemblePR2 < ensembles[winningEnsembleIdx].QualityThreshold.Start) {
|
---|
640 | // // (stable) state - not detected
|
---|
641 | // // no accuracy points (or penalty)
|
---|
642 | //} else if (stateChangeInStep && winningEnsemblePR2 < ensembles[winningEnsembleIdx].QualityThreshold.Start) {
|
---|
643 | // // change - detected
|
---|
644 | // accuracySum++;
|
---|
645 | //} else if (stateChangeInStep && winningEnsemblePR2 > ensembles[winningEnsembleIdx].QualityThreshold.Start) {
|
---|
646 | // // change - not detected
|
---|
647 | // // no accuracy points (or penalty)
|
---|
648 | //}
|
---|
649 | }
|
---|
650 | private bool accDiscount = false;
|
---|
651 |
|
---|
652 | private double CalulateEnsembleConfidenceCM1(RatedEnsembleModel ensemble, IEnumerable<double[]> estimatedValuesPerModelPerRow, IEnumerable<double> realValues) {
|
---|
653 | int noModels = estimatedValuesPerModelPerRow.Count();
|
---|
654 | int votes = 0;
|
---|
655 |
|
---|
656 | OnlineCalculatorError error;
|
---|
657 |
|
---|
658 | foreach(var model in estimatedValuesPerModelPerRow) {
|
---|
659 | var pR = OnlinePearsonsRCalculator.Calculate(model, realValues, out error);
|
---|
660 | var pR2 = error == OnlineCalculatorError.None ? pR * pR : 0.0;
|
---|
661 | if (pR2 >= ensemble.QualityThreshold.End) {
|
---|
662 | votes++;
|
---|
663 | }
|
---|
664 | }
|
---|
665 |
|
---|
666 |
|
---|
667 | return (double)votes/noModels;
|
---|
668 | }
|
---|
669 |
|
---|
670 | private void timer_Elapsed(object sender, System.Timers.ElapsedEventArgs e) {
|
---|
671 | System.Timers.Timer timer = (System.Timers.Timer)sender;
|
---|
672 | timer.Enabled = false;
|
---|
673 | DateTime now = DateTime.UtcNow;
|
---|
674 | ExecutionTime += now - lastUpdateTime;
|
---|
675 | lastUpdateTime = now;
|
---|
676 | timer.Enabled = true;
|
---|
677 | }
|
---|
678 |
|
---|
679 | public void CollectParameterValues(IDictionary<string, IItem> values) {
|
---|
680 | values.Add("Datastream Analysis Name", new StringValue(Name));
|
---|
681 | if (Datastream != null) {
|
---|
682 | Datastream.CollectParameterValues(values);
|
---|
683 | values.Add("Datastream Name", new StringValue(Datastream.Name));
|
---|
684 | }
|
---|
685 | }
|
---|
686 |
|
---|
687 | public void CollectResultValues(IDictionary<string, IItem> values) {
|
---|
688 | values.Add("Execution Time", new TimeSpanValue(ExecutionTime));
|
---|
689 | Results.CollectResultValues(values);
|
---|
690 | }
|
---|
691 | #endregion
|
---|
692 |
|
---|
693 | #region events
|
---|
694 |
|
---|
695 | #region events registration
|
---|
696 |
|
---|
697 | public EventHandler EnsemblesChanged;
|
---|
698 | public EventHandler DatastreamChanged;
|
---|
699 |
|
---|
700 | protected virtual void DeregisterRunsEvents() {
|
---|
701 | runs.CollectionReset -= new CollectionItemsChangedEventHandler<IRun>(Runs_CollectionReset);
|
---|
702 | }
|
---|
703 |
|
---|
704 | protected virtual void RegisterRunsEvents() {
|
---|
705 | runs.CollectionReset += new CollectionItemsChangedEventHandler<IRun>(Runs_CollectionReset);
|
---|
706 | }
|
---|
707 |
|
---|
708 | protected virtual void RegisterDatastreamEvents() {
|
---|
709 | datastream.Reset += new EventHandler(Datastream_Reset);
|
---|
710 | datastream.ProblemDataChanged += new EventHandler(Datastream_ProblemDataChanged);
|
---|
711 | }
|
---|
712 |
|
---|
713 | protected virtual void DeregisterDatastreamEvents() {
|
---|
714 | datastream.Reset -= new EventHandler(Datastream_Reset);
|
---|
715 | datastream.ProblemDataChanged -= new EventHandler(Datastream_ProblemDataChanged);
|
---|
716 | }
|
---|
717 |
|
---|
718 | protected virtual void RegisterEnsembleEvents() {
|
---|
719 | ensembles.ItemsAdded += new CollectionItemsChangedEventHandler<IndexedItem<RatedEnsembleModel>>(Ensembles_ItemsChanged);
|
---|
720 | ensembles.ItemsMoved += new CollectionItemsChangedEventHandler<IndexedItem<RatedEnsembleModel>>(Ensembles_ItemsChanged);
|
---|
721 | ensembles.ItemsRemoved += new CollectionItemsChangedEventHandler<IndexedItem<RatedEnsembleModel>>(Ensembles_ItemsChanged);
|
---|
722 | ensembles.ItemsReplaced += new CollectionItemsChangedEventHandler<IndexedItem<RatedEnsembleModel>>(Ensembles_ItemsChanged);
|
---|
723 | ensembles.CollectionReset += new CollectionItemsChangedEventHandler<IndexedItem<RatedEnsembleModel>>(Ensembles_Reset);
|
---|
724 | }
|
---|
725 |
|
---|
726 | protected virtual void DeregisterEnsembleEvents() {
|
---|
727 | ensembles.ItemsAdded -= new CollectionItemsChangedEventHandler<IndexedItem<RatedEnsembleModel>>(Ensembles_ItemsChanged);
|
---|
728 | ensembles.ItemsMoved -= new CollectionItemsChangedEventHandler<IndexedItem<RatedEnsembleModel>>(Ensembles_ItemsChanged);
|
---|
729 | ensembles.ItemsRemoved -= new CollectionItemsChangedEventHandler<IndexedItem<RatedEnsembleModel>>(Ensembles_ItemsChanged);
|
---|
730 | ensembles.ItemsReplaced -= new CollectionItemsChangedEventHandler<IndexedItem<RatedEnsembleModel>>(Ensembles_ItemsChanged);
|
---|
731 | ensembles.CollectionReset -= new CollectionItemsChangedEventHandler<IndexedItem<RatedEnsembleModel>>(Ensembles_Reset);
|
---|
732 | }
|
---|
733 | #endregion
|
---|
734 |
|
---|
735 | #region event handling
|
---|
736 |
|
---|
737 | protected virtual void Runs_CollectionReset(object sender, CollectionItemsChangedEventArgs<IRun> e) {
|
---|
738 | runsCounter = runs.Count;
|
---|
739 | }
|
---|
740 |
|
---|
741 | protected virtual void Datastream_Reset(object sender, EventArgs e) {
|
---|
742 | Prepare();
|
---|
743 | }
|
---|
744 |
|
---|
745 | protected virtual void Datastream_ProblemDataChanged(object sender, EventArgs e) {
|
---|
746 | Prepare();
|
---|
747 | }
|
---|
748 |
|
---|
749 | protected virtual void Ensembles_Reset(object sender, EventArgs e) {
|
---|
750 | Prepare();
|
---|
751 | }
|
---|
752 |
|
---|
753 | protected virtual void Ensembles_ItemsChanged(object sender, EventArgs e) {
|
---|
754 | Prepare();
|
---|
755 | }
|
---|
756 |
|
---|
757 | private void OnEnsemblesChanged() {
|
---|
758 | var changed = EnsemblesChanged;
|
---|
759 | if (changed != null)
|
---|
760 | changed(this, EventArgs.Empty);
|
---|
761 | }
|
---|
762 |
|
---|
763 | private void OnDatastreamChanged() {
|
---|
764 | var changed = DatastreamChanged;
|
---|
765 | if (changed != null)
|
---|
766 | changed(this, EventArgs.Empty);
|
---|
767 | }
|
---|
768 |
|
---|
769 | #endregion
|
---|
770 |
|
---|
771 | #endregion
|
---|
772 |
|
---|
773 | #region NamedItem
|
---|
774 |
|
---|
775 | [Storable]
|
---|
776 | protected string name;
|
---|
777 |
|
---|
778 | /// <inheritdoc/>
|
---|
779 | /// <remarks>Calls <see cref="OnNameChanging"/> and also <see cref="OnNameChanged"/>
|
---|
780 | /// eventually in the setter.</remarks>
|
---|
781 | public string Name {
|
---|
782 | get { return name; }
|
---|
783 | set {
|
---|
784 | if (!CanChangeName) throw new NotSupportedException("Name cannot be changed.");
|
---|
785 | if (!(name.Equals(value) || (value == null) && (name == string.Empty))) {
|
---|
786 | CancelEventArgs<string> e = value == null
|
---|
787 | ? new CancelEventArgs<string>(string.Empty)
|
---|
788 | : new CancelEventArgs<string>(value);
|
---|
789 | OnNameChanging(e);
|
---|
790 | if (!e.Cancel) {
|
---|
791 | name = value == null ? string.Empty : value;
|
---|
792 | OnNameChanged();
|
---|
793 | }
|
---|
794 | }
|
---|
795 | }
|
---|
796 | }
|
---|
797 |
|
---|
798 | public virtual bool CanChangeName {
|
---|
799 | get { return true; }
|
---|
800 | }
|
---|
801 |
|
---|
802 | [Storable] protected string description;
|
---|
803 |
|
---|
804 | public string Description {
|
---|
805 | get { return description; }
|
---|
806 | set {
|
---|
807 | if (!CanChangeDescription) throw new NotSupportedException("Description cannot be changed.");
|
---|
808 | if (!(description.Equals(value) || (value == null) && (description == string.Empty))) {
|
---|
809 | description = value == null ? string.Empty : value;
|
---|
810 | OnDescriptionChanged();
|
---|
811 | }
|
---|
812 | }
|
---|
813 | }
|
---|
814 |
|
---|
815 | public virtual bool CanChangeDescription {
|
---|
816 | get { return true; }
|
---|
817 | }
|
---|
818 |
|
---|
819 | /// <summary>
|
---|
820 | /// Gets the string representation of the current instance in the format: <c>Name: [null|Value]</c>.
|
---|
821 | /// </summary>
|
---|
822 | /// <returns>The current instance as a string.</returns>
|
---|
823 | public override string ToString() {
|
---|
824 | return Name;
|
---|
825 | }
|
---|
826 |
|
---|
827 | /// <inheritdoc/>
|
---|
828 | public event EventHandler<CancelEventArgs<string>> NameChanging;
|
---|
829 |
|
---|
830 | /// <summary>
|
---|
831 | /// Fires a new <c>NameChanging</c> event.
|
---|
832 | /// </summary>
|
---|
833 | /// <param name="e">The event arguments of the changing.</param>
|
---|
834 | protected virtual void OnNameChanging(CancelEventArgs<string> e) {
|
---|
835 | var handler = NameChanging;
|
---|
836 | if (handler != null) handler(this, e);
|
---|
837 | }
|
---|
838 |
|
---|
839 | /// <inheritdoc/>
|
---|
840 | public event EventHandler NameChanged;
|
---|
841 |
|
---|
842 | /// <summary>
|
---|
843 | /// Fires a new <c>NameChanged</c> event.
|
---|
844 | /// </summary>
|
---|
845 | /// <remarks>Calls <see cref="ItemBase.OnChanged"/>.</remarks>
|
---|
846 | protected virtual void OnNameChanged() {
|
---|
847 | var handler = NameChanged;
|
---|
848 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
849 | OnToStringChanged();
|
---|
850 | }
|
---|
851 |
|
---|
852 | /// <inheritdoc/>
|
---|
853 | public event EventHandler DescriptionChanged;
|
---|
854 |
|
---|
855 | /// <summary>
|
---|
856 | /// Fires a new <c>DescriptionChanged</c> event.
|
---|
857 | /// </summary>
|
---|
858 | /// <remarks>Calls <see cref="ItemBase.OnChanged"/>.</remarks>
|
---|
859 | protected virtual void OnDescriptionChanged() {
|
---|
860 | var handler = DescriptionChanged;
|
---|
861 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
862 | }
|
---|
863 |
|
---|
864 | #endregion nameditem
|
---|
865 | }
|
---|
866 | } |
---|