[12951] | 1 | #region License Information
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| 2 | /* HeuristicLab
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| 3 | * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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| 4 | *
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| 5 | * This file is part of HeuristicLab.
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| 6 | *
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| 7 | * HeuristicLab is free software: you can redistribute it and/or modify
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| 8 | * it under the terms of the GNU General Public License as published by
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| 9 | * the Free Software Foundation, either version 3 of the License, or
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| 10 | * (at your option) any later version.
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| 11 | *
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| 12 | * HeuristicLab is distributed in the hope that it will be useful,
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| 13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 15 | * GNU General Public License for more details.
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| 16 | *
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| 17 | * You should have received a copy of the GNU General Public License
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| 18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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| 19 | */
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| 20 | #endregion
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| 21 |
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[12979] | 22 | using System;
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[12951] | 23 | using System.Linq;
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| 24 | using HeuristicLab.Common;
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| 25 | using HeuristicLab.Core;
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| 26 | using HeuristicLab.Data;
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| 27 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
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| 28 | using HeuristicLab.EvolutionTracking;
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| 29 | using HeuristicLab.Parameters;
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| 30 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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| 31 |
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[12958] | 32 | namespace HeuristicLab.Problems.DataAnalysis.Symbolic {
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[12951] | 33 | [Item("UpdateEstimatedValuesOperator", "Put the estimated values of the tree in the scope to be used by the phenotypic similarity calculator")]
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| 34 | [StorableClass]
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| 35 | public class UpdateEstimatedValuesOperator : EvolutionTrackingOperator<ISymbolicExpressionTree> {
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| 36 | private const string ProblemDataParameterName = "ProblemData";
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| 37 | private const string InterpreterParameterName = "SymbolicExpressionTreeInterpreter";
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| 38 | private const string EstimationLimitsParameterName = "EstimationLimits";
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| 39 | private const string SymbolicExpressionTreeParameterName = "SymbolicExpressionTree";
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[12988] | 40 | private const string ScaleEstimatedValuesParameterName = "ScaleEstimatedValues";
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[12951] | 41 |
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| 42 | public ILookupParameter<IRegressionProblemData> ProblemDataParameter {
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| 43 | get { return (ILookupParameter<IRegressionProblemData>)Parameters[ProblemDataParameterName]; }
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| 44 | }
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| 45 | public ILookupParameter<ISymbolicDataAnalysisExpressionTreeInterpreter> InterpreterParameter {
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| 46 | get { return (ILookupParameter<ISymbolicDataAnalysisExpressionTreeInterpreter>)Parameters[InterpreterParameterName]; }
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| 47 | }
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| 48 | public ILookupParameter<DoubleLimit> EstimationLimitsParameter {
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| 49 | get { return (ILookupParameter<DoubleLimit>)Parameters[EstimationLimitsParameterName]; }
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| 50 | }
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| 51 | public ILookupParameter<ISymbolicExpressionTree> SymbolicExpressionTreeParameter {
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| 52 | get { return (ILookupParameter<ISymbolicExpressionTree>)Parameters[SymbolicExpressionTreeParameterName]; }
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| 53 | }
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[12988] | 54 | public ILookupParameter<BoolValue> ScaleEstimatedValuesParameter {
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| 55 | get { return (ILookupParameter<BoolValue>)Parameters[ScaleEstimatedValuesParameterName]; }
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| 56 | }
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[12951] | 57 |
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| 58 | public UpdateEstimatedValuesOperator() {
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| 59 | Parameters.Add(new LookupParameter<IRegressionProblemData>(ProblemDataParameterName));
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| 60 | Parameters.Add(new LookupParameter<ISymbolicDataAnalysisExpressionTreeInterpreter>(InterpreterParameterName));
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| 61 | Parameters.Add(new LookupParameter<DoubleLimit>(EstimationLimitsParameterName));
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| 62 | Parameters.Add(new LookupParameter<ISymbolicExpressionTree>(SymbolicExpressionTreeParameterName));
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[12988] | 63 | Parameters.Add(new LookupParameter<BoolValue>(ScaleEstimatedValuesParameterName));
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[12951] | 64 | }
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| 65 |
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| 66 | [StorableConstructor]
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| 67 | protected UpdateEstimatedValuesOperator(bool deserializing) : base(deserializing) { }
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| 68 |
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| 69 | protected UpdateEstimatedValuesOperator(UpdateEstimatedValuesOperator original, Cloner cloner) : base(original, cloner) {
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| 70 | }
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| 71 |
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| 72 | public override IDeepCloneable Clone(Cloner cloner) {
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| 73 | return new UpdateEstimatedValuesOperator(this, cloner);
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| 74 | }
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| 75 |
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| 76 | public override IOperation Apply() {
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| 77 | var tree = SymbolicExpressionTreeParameter.ActualValue;
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| 78 | var problemData = ProblemDataParameter.ActualValue;
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| 79 | var estimationLimits = EstimationLimitsParameter.ActualValue;
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| 80 | var interpreter = InterpreterParameter.ActualValue;
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| 81 |
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[12979] | 82 | var estimatedValues = interpreter.GetSymbolicExpressionTreeValues(tree, problemData.Dataset, problemData.TrainingIndices).ToArray();
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| 83 | var targetValues = problemData.Dataset.GetDoubleValues(problemData.TargetVariable, problemData.TrainingIndices).ToArray();
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[12951] | 84 |
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[12979] | 85 | if (estimatedValues.Length != targetValues.Length)
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| 86 | throw new ArgumentException("Number of elements in target and estimated values enumeration do not match.");
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| 87 |
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| 88 | var linearScalingCalculator = new OnlineLinearScalingParameterCalculator();
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| 89 |
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| 90 | for (int i = 0; i < estimatedValues.Length; ++i) {
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| 91 | var estimated = estimatedValues[i];
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| 92 | var target = targetValues[i];
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| 93 | if (!double.IsNaN(estimated) && !double.IsInfinity(estimated))
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| 94 | linearScalingCalculator.Add(estimated, target);
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| 95 | }
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| 96 | double alpha = linearScalingCalculator.Alpha;
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| 97 | double beta = linearScalingCalculator.Beta;
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| 98 | if (linearScalingCalculator.ErrorState != OnlineCalculatorError.None) {
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| 99 | alpha = 0.0;
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| 100 | beta = 1.0;
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| 101 | }
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| 102 | var scaled = estimatedValues.Select(x => x * beta + alpha).LimitToRange(estimationLimits.Lower, estimationLimits.Upper).ToArray();
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| 103 | OnlineCalculatorError error;
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| 104 | var r = OnlinePearsonsRCalculator.Calculate(targetValues, scaled, out error);
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[12988] | 105 | if (error != OnlineCalculatorError.None) r = double.NaN;
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[12979] | 106 |
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| 107 | var r2 = r * r;
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| 108 |
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[12951] | 109 | var variables = ExecutionContext.Scope.Variables;
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[13496] | 110 |
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[12979] | 111 | ((DoubleValue)variables["Quality"].Value).Value = r2;
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| 112 |
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[12988] | 113 | var scaleEstimatedValues = ScaleEstimatedValuesParameter.ActualValue;
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| 114 | if (!scaleEstimatedValues.Value)
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| 115 | scaled = estimatedValues.LimitToRange(estimationLimits.Lower, estimationLimits.Upper).ToArray();
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| 116 |
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[12979] | 117 | if (variables.ContainsKey("EstimatedValues")) {
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| 118 | variables["EstimatedValues"].Value = new DoubleArray(scaled);
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| 119 | } else {
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| 120 | variables.Add(new Core.Variable("EstimatedValues", new DoubleArray(scaled)));
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| 121 | }
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[12951] | 122 | return base.Apply();
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| 123 | }
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| 124 | }
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| 125 | }
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