Last change
on this file since 3155 was
1888,
checked in by gkronber, 16 years ago
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Added simple evaluators for mean absolute percentage error, mean absolute percentage of range error and, variance accounted for. #635 (Plugin HeuristicLab.Modeling as a common basis for all data-based modeling algorithms)
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File size:
1.6 KB
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1 | using System;
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2 | using System.Collections.Generic;
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3 | using System.Linq;
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4 | using System.Text;
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5 | using HeuristicLab.Core;
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6 | using HeuristicLab.Data;
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7 | using HeuristicLab.DataAnalysis;
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8 |
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9 | namespace HeuristicLab.Modeling {
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10 | public class SimpleR2Evaluator : SimpleEvaluatorBase {
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11 |
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12 | public override string OutputVariableName {
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13 | get {
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14 | return "R2";
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15 | }
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16 | }
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17 |
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18 | public override double Evaluate(double[,] values) {
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19 | return Calculate(values);
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20 | }
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21 |
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22 | public static double Calculate(double[,] values) {
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23 | double targetMean = 0;
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24 | double sse = 0;
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25 | double cnt = 0;
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26 | for (int i = 0; i < values.GetLength(0); i++) {
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27 | double estimated = values[i, 0];
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28 | double target = values[i, 1];
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29 | if (!double.IsNaN(estimated) && !double.IsInfinity(estimated) &&
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30 | !double.IsNaN(target) && !double.IsInfinity(target)) {
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31 | targetMean += target;
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32 | double error = estimated - target;
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33 | sse += error * error;
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34 | cnt++;
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35 | }
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36 | }
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37 | targetMean /= cnt;
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38 |
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39 | double targetDeviationTotalSumOfSquares = 0;
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40 | for (int i = 0; i < values.GetLength(0); i++) {
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41 | double target = values[i, 1];
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42 | if (!double.IsNaN(target) && !double.IsInfinity(target)) {
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43 | target = target - targetMean;
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44 | target = target * target;
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45 | targetDeviationTotalSumOfSquares += target;
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46 | }
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47 | }
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48 | double quality = 1 - sse / targetDeviationTotalSumOfSquares;
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49 | if (quality > 1)
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50 | throw new InvalidProgramException();
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51 |
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52 | return quality;
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53 | }
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54 | }
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55 | }
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