[5617] | 1 | #region License Information
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| 2 | /* HeuristicLab
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[9539] | 3 | * Copyright (C) 2002-2013 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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[5617] | 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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| 22 | using System;
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| 23 | using System.Collections.Generic;
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| 24 | using System.Drawing;
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| 25 | using System.Linq;
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[8836] | 26 | using System.Threading;
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[5617] | 27 | using HeuristicLab.Collections;
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| 28 | using HeuristicLab.Common;
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| 29 | using HeuristicLab.Core;
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| 30 | using HeuristicLab.Data;
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| 31 | using HeuristicLab.Optimization;
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| 32 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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| 33 | using HeuristicLab.Problems.DataAnalysis;
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[5886] | 34 | using HeuristicLab.Problems.DataAnalysis.Symbolic;
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[5617] | 35 |
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| 36 | namespace HeuristicLab.Algorithms.DataAnalysis {
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[6557] | 37 | [Item("Cross Validation", "Cross-validation wrapper for data analysis algorithms.")]
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[5617] | 38 | [Creatable("Data Analysis")]
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| 39 | [StorableClass]
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| 40 | public sealed class CrossValidation : ParameterizedNamedItem, IAlgorithm, IStorableContent {
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| 41 | public CrossValidation()
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| 42 | : base() {
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| 43 | name = ItemName;
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| 44 | description = ItemDescription;
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| 45 |
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| 46 | executionState = ExecutionState.Stopped;
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[8962] | 47 | runs = new RunCollection { OptimizerName = name };
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[5617] | 48 | runsCounter = 0;
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| 49 |
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| 50 | algorithm = null;
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| 51 | clonedAlgorithms = new ItemCollection<IAlgorithm>();
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| 52 | results = new ResultCollection();
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| 53 |
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| 54 | folds = new IntValue(2);
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| 55 | numberOfWorkers = new IntValue(1);
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| 56 | samplesStart = new IntValue(0);
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| 57 | samplesEnd = new IntValue(0);
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| 58 | storeAlgorithmInEachRun = false;
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| 59 |
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| 60 | RegisterEvents();
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| 61 | if (Algorithm != null) RegisterAlgorithmEvents();
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| 62 | }
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| 63 |
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| 64 | public string Filename { get; set; }
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| 65 |
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| 66 | #region persistence and cloning
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| 67 | [StorableConstructor]
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| 68 | private CrossValidation(bool deserializing)
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| 69 | : base(deserializing) {
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| 70 | }
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| 71 | [StorableHook(HookType.AfterDeserialization)]
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| 72 | private void AfterDeserialization() {
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| 73 | RegisterEvents();
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| 74 | if (Algorithm != null) RegisterAlgorithmEvents();
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| 75 | }
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| 76 |
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| 77 | private CrossValidation(CrossValidation original, Cloner cloner)
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| 78 | : base(original, cloner) {
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| 79 | executionState = original.executionState;
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| 80 | storeAlgorithmInEachRun = original.storeAlgorithmInEachRun;
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| 81 | runs = cloner.Clone(original.runs);
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| 82 | runsCounter = original.runsCounter;
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| 83 | algorithm = cloner.Clone(original.algorithm);
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| 84 | clonedAlgorithms = cloner.Clone(original.clonedAlgorithms);
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| 85 | results = cloner.Clone(original.results);
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| 86 |
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| 87 | folds = cloner.Clone(original.folds);
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| 88 | numberOfWorkers = cloner.Clone(original.numberOfWorkers);
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| 89 | samplesStart = cloner.Clone(original.samplesStart);
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| 90 | samplesEnd = cloner.Clone(original.samplesEnd);
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| 91 | RegisterEvents();
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| 92 | if (Algorithm != null) RegisterAlgorithmEvents();
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| 93 | }
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| 94 | public override IDeepCloneable Clone(Cloner cloner) {
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| 95 | return new CrossValidation(this, cloner);
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| 96 | }
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| 97 |
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| 98 | #endregion
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| 99 |
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| 100 | #region properties
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| 101 | [Storable]
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| 102 | private IAlgorithm algorithm;
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| 103 | public IAlgorithm Algorithm {
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| 104 | get { return algorithm; }
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| 105 | set {
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| 106 | if (ExecutionState != ExecutionState.Prepared && ExecutionState != ExecutionState.Stopped)
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| 107 | throw new InvalidOperationException("Changing the algorithm is only allowed if the CrossValidation is stopped or prepared.");
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| 108 | if (algorithm != value) {
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[5659] | 109 | if (value != null && value.Problem != null && !(value.Problem is IDataAnalysisProblem))
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[5617] | 110 | throw new ArgumentException("Only algorithms with a DataAnalysisProblem could be used for the cross validation.");
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| 111 | if (algorithm != null) DeregisterAlgorithmEvents();
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| 112 | algorithm = value;
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| 113 | Parameters.Clear();
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| 114 |
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| 115 | if (algorithm != null) {
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| 116 | algorithm.StoreAlgorithmInEachRun = false;
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| 117 | RegisterAlgorithmEvents();
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| 118 | algorithm.Prepare(true);
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| 119 | Parameters.AddRange(algorithm.Parameters);
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| 120 | }
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| 121 | OnAlgorithmChanged();
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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 |
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| 128 | [Storable]
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[5659] | 129 | private IDataAnalysisProblem problem;
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| 130 | public IDataAnalysisProblem Problem {
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[5617] | 131 | get {
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| 132 | if (algorithm == null)
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| 133 | return null;
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[5659] | 134 | return (IDataAnalysisProblem)algorithm.Problem;
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[5617] | 135 | }
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| 136 | set {
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| 137 | if (ExecutionState != ExecutionState.Prepared && ExecutionState != ExecutionState.Stopped)
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| 138 | throw new InvalidOperationException("Changing the problem is only allowed if the CrossValidation is stopped or prepared.");
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| 139 | if (algorithm == null) throw new ArgumentNullException("Could not set a problem before an algorithm was set.");
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| 140 | algorithm.Problem = value;
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| 141 | problem = value;
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| 142 | }
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| 143 | }
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| 144 |
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| 145 | IProblem IAlgorithm.Problem {
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| 146 | get { return Problem; }
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| 147 | set {
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| 148 | if (value != null && !ProblemType.IsInstanceOfType(value))
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| 149 | throw new ArgumentException("Only DataAnalysisProblems could be used for the cross validation.");
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[5659] | 150 | Problem = (IDataAnalysisProblem)value;
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[5617] | 151 | }
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| 152 | }
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| 153 | public Type ProblemType {
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[5659] | 154 | get { return typeof(IDataAnalysisProblem); }
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[5617] | 155 | }
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| 156 |
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| 157 | [Storable]
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| 158 | private ItemCollection<IAlgorithm> clonedAlgorithms;
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| 159 |
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| 160 | public IEnumerable<IOptimizer> NestedOptimizers {
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| 161 | get {
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| 162 | if (Algorithm == null) yield break;
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| 163 | yield return Algorithm;
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| 164 | }
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| 165 | }
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| 166 |
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| 167 | [Storable]
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| 168 | private ResultCollection results;
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| 169 | public ResultCollection Results {
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| 170 | get { return results; }
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| 171 | }
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| 172 |
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| 173 | [Storable]
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| 174 | private IntValue folds;
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| 175 | public IntValue Folds {
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| 176 | get { return folds; }
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| 177 | }
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| 178 | [Storable]
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| 179 | private IntValue samplesStart;
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| 180 | public IntValue SamplesStart {
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| 181 | get { return samplesStart; }
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| 182 | }
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| 183 | [Storable]
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| 184 | private IntValue samplesEnd;
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| 185 | public IntValue SamplesEnd {
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| 186 | get { return samplesEnd; }
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| 187 | }
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| 188 | [Storable]
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| 189 | private IntValue numberOfWorkers;
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| 190 | public IntValue NumberOfWorkers {
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| 191 | get { return numberOfWorkers; }
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| 192 | }
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| 193 |
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| 194 | [Storable]
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| 195 | private bool storeAlgorithmInEachRun;
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| 196 | public bool StoreAlgorithmInEachRun {
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| 197 | get { return storeAlgorithmInEachRun; }
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| 198 | set {
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| 199 | if (storeAlgorithmInEachRun != value) {
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| 200 | storeAlgorithmInEachRun = value;
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| 201 | OnStoreAlgorithmInEachRunChanged();
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| 202 | }
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| 203 | }
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| 204 | }
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| 205 |
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| 206 | [Storable]
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| 207 | private int runsCounter;
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| 208 | [Storable]
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| 209 | private RunCollection runs;
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| 210 | public RunCollection Runs {
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| 211 | get { return runs; }
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| 212 | }
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| 213 |
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| 214 | [Storable]
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| 215 | private ExecutionState executionState;
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| 216 | public ExecutionState ExecutionState {
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| 217 | get { return executionState; }
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| 218 | private set {
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| 219 | if (executionState != value) {
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| 220 | executionState = value;
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| 221 | OnExecutionStateChanged();
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| 222 | OnItemImageChanged();
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| 223 | }
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| 224 | }
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| 225 | }
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[7201] | 226 | public static new Image StaticItemImage {
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| 227 | get { return HeuristicLab.Common.Resources.VSImageLibrary.Event; }
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| 228 | }
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[5617] | 229 | public override Image ItemImage {
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| 230 | get {
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| 231 | if (ExecutionState == ExecutionState.Prepared) return HeuristicLab.Common.Resources.VSImageLibrary.ExecutablePrepared;
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| 232 | else if (ExecutionState == ExecutionState.Started) return HeuristicLab.Common.Resources.VSImageLibrary.ExecutableStarted;
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| 233 | else if (ExecutionState == ExecutionState.Paused) return HeuristicLab.Common.Resources.VSImageLibrary.ExecutablePaused;
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| 234 | else if (ExecutionState == ExecutionState.Stopped) return HeuristicLab.Common.Resources.VSImageLibrary.ExecutableStopped;
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[7201] | 235 | else return base.ItemImage;
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[5617] | 236 | }
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| 237 | }
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| 238 |
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| 239 | public TimeSpan ExecutionTime {
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| 240 | get {
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| 241 | if (ExecutionState != ExecutionState.Prepared)
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| 242 | return TimeSpan.FromMilliseconds(clonedAlgorithms.Select(x => x.ExecutionTime.TotalMilliseconds).Sum());
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| 243 | return TimeSpan.Zero;
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| 244 | }
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| 245 | }
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| 246 | #endregion
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| 247 |
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[8738] | 248 | protected override void OnNameChanged() {
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| 249 | base.OnNameChanged();
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[8962] | 250 | Runs.OptimizerName = Name;
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[8738] | 251 | }
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| 252 |
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[5617] | 253 | public void Prepare() {
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| 254 | if (ExecutionState == ExecutionState.Started)
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| 255 | throw new InvalidOperationException(string.Format("Prepare not allowed in execution state \"{0}\".", ExecutionState));
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| 256 | results.Clear();
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| 257 | clonedAlgorithms.Clear();
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| 258 | if (Algorithm != null) {
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| 259 | Algorithm.Prepare();
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| 260 | if (Algorithm.ExecutionState == ExecutionState.Prepared) OnPrepared();
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| 261 | }
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| 262 | }
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| 263 | public void Prepare(bool clearRuns) {
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| 264 | if (clearRuns) runs.Clear();
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| 265 | Prepare();
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| 266 | }
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| 267 |
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| 268 | public void Start() {
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| 269 | if ((ExecutionState != ExecutionState.Prepared) && (ExecutionState != ExecutionState.Paused))
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| 270 | throw new InvalidOperationException(string.Format("Start not allowed in execution state \"{0}\".", ExecutionState));
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| 271 |
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[9539] | 272 | if (Algorithm != null) {
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[5617] | 273 | //create cloned algorithms
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| 274 | if (clonedAlgorithms.Count == 0) {
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| 275 | int testSamplesCount = (SamplesEnd.Value - SamplesStart.Value) / Folds.Value;
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[5886] | 276 |
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[5617] | 277 | for (int i = 0; i < Folds.Value; i++) {
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| 278 | IAlgorithm clonedAlgorithm = (IAlgorithm)algorithm.Clone();
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| 279 | clonedAlgorithm.Name = algorithm.Name + " Fold " + i;
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[5659] | 280 | IDataAnalysisProblem problem = clonedAlgorithm.Problem as IDataAnalysisProblem;
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[5886] | 281 | ISymbolicDataAnalysisProblem symbolicProblem = problem as ISymbolicDataAnalysisProblem;
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| 282 |
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| 283 | int testStart = (i * testSamplesCount) + SamplesStart.Value;
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| 284 | int testEnd = (i + 1) == Folds.Value ? SamplesEnd.Value : (i + 1) * testSamplesCount + SamplesStart.Value;
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| 285 |
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[7107] | 286 | problem.ProblemData.TrainingPartition.Start = SamplesStart.Value;
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| 287 | problem.ProblemData.TrainingPartition.End = SamplesEnd.Value;
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[5886] | 288 | problem.ProblemData.TestPartition.Start = testStart;
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| 289 | problem.ProblemData.TestPartition.End = testEnd;
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| 290 | DataAnalysisProblemData problemData = problem.ProblemData as DataAnalysisProblemData;
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| 291 | if (problemData != null) {
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| 292 | problemData.TrainingPartitionParameter.Hidden = false;
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| 293 | problemData.TestPartitionParameter.Hidden = false;
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| 294 | }
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| 295 |
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| 296 | if (symbolicProblem != null) {
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| 297 | symbolicProblem.FitnessCalculationPartition.Start = SamplesStart.Value;
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| 298 | symbolicProblem.FitnessCalculationPartition.End = SamplesEnd.Value;
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| 299 | }
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[7738] | 300 | clonedAlgorithm.Prepare();
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[5617] | 301 | clonedAlgorithms.Add(clonedAlgorithm);
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| 302 | }
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| 303 | }
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| 304 |
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| 305 | //start prepared or paused cloned algorithms
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| 306 | int startedAlgorithms = 0;
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| 307 | foreach (IAlgorithm clonedAlgorithm in clonedAlgorithms) {
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| 308 | if (startedAlgorithms < NumberOfWorkers.Value) {
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| 309 | if (clonedAlgorithm.ExecutionState == ExecutionState.Prepared ||
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| 310 | clonedAlgorithm.ExecutionState == ExecutionState.Paused) {
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[8836] | 311 |
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| 312 | // start and wait until the alg is started
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| 313 | using (var signal = new ManualResetEvent(false)) {
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| 314 | EventHandler signalSetter = (sender, args) => { signal.Set(); };
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| 315 | clonedAlgorithm.Started += signalSetter;
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| 316 | clonedAlgorithm.Start();
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| 317 | signal.WaitOne();
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| 318 | clonedAlgorithm.Started -= signalSetter;
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| 319 |
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| 320 | startedAlgorithms++;
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| 321 | }
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[5617] | 322 | }
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| 323 | }
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| 324 | }
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| 325 | OnStarted();
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| 326 | }
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| 327 | }
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| 328 |
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| 329 | private bool pausePending;
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| 330 | public void Pause() {
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| 331 | if (ExecutionState != ExecutionState.Started)
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| 332 | throw new InvalidOperationException(string.Format("Pause not allowed in execution state \"{0}\".", ExecutionState));
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| 333 | if (!pausePending) {
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| 334 | pausePending = true;
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[9539] | 335 | PauseAllClonedAlgorithms();
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[5617] | 336 | }
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| 337 | }
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| 338 | private void PauseAllClonedAlgorithms() {
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| 339 | foreach (IAlgorithm clonedAlgorithm in clonedAlgorithms) {
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| 340 | if (clonedAlgorithm.ExecutionState == ExecutionState.Started)
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| 341 | clonedAlgorithm.Pause();
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| 342 | }
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| 343 | }
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| 344 |
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| 345 | private bool stopPending;
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| 346 | public void Stop() {
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| 347 | if ((ExecutionState != ExecutionState.Started) && (ExecutionState != ExecutionState.Paused))
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| 348 | throw new InvalidOperationException(string.Format("Stop not allowed in execution state \"{0}\".",
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| 349 | ExecutionState));
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| 350 | if (!stopPending) {
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| 351 | stopPending = true;
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[9539] | 352 | StopAllClonedAlgorithms();
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[5617] | 353 | }
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| 354 | }
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| 355 | private void StopAllClonedAlgorithms() {
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| 356 | foreach (IAlgorithm clonedAlgorithm in clonedAlgorithms) {
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| 357 | if (clonedAlgorithm.ExecutionState == ExecutionState.Started ||
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| 358 | clonedAlgorithm.ExecutionState == ExecutionState.Paused)
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| 359 | clonedAlgorithm.Stop();
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| 360 | }
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| 361 | }
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| 362 |
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| 363 | #region collect parameters and results
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| 364 | public override void CollectParameterValues(IDictionary<string, IItem> values) {
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| 365 | values.Add("Algorithm Name", new StringValue(Name));
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| 366 | values.Add("Algorithm Type", new StringValue(GetType().GetPrettyName()));
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| 367 | values.Add("Folds", new IntValue(Folds.Value));
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| 368 |
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| 369 | if (algorithm != null) {
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| 370 | values.Add("CrossValidation Algorithm Name", new StringValue(Algorithm.Name));
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| 371 | values.Add("CrossValidation Algorithm Type", new StringValue(Algorithm.GetType().GetPrettyName()));
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| 372 | base.CollectParameterValues(values);
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| 373 | }
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| 374 | if (Problem != null) {
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| 375 | values.Add("Problem Name", new StringValue(Problem.Name));
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| 376 | values.Add("Problem Type", new StringValue(Problem.GetType().GetPrettyName()));
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| 377 | Problem.CollectParameterValues(values);
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| 378 | }
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| 379 | }
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| 380 |
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| 381 | public void CollectResultValues(IDictionary<string, IItem> results) {
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[6566] | 382 | var clonedResults = (ResultCollection)this.results.Clone();
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| 383 | foreach (var result in clonedResults) {
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| 384 | results.Add(result.Name, result.Value);
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| 385 | }
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| 386 | }
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| 387 |
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| 388 | private void AggregateResultValues(IDictionary<string, IItem> results) {
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[5617] | 389 | IEnumerable<IRun> runs = clonedAlgorithms.Select(alg => alg.Runs.FirstOrDefault()).Where(run => run != null);
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| 390 | IEnumerable<KeyValuePair<string, IItem>> resultCollections = runs.Where(x => x != null).SelectMany(x => x.Results).ToList();
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| 391 |
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| 392 | foreach (IResult result in ExtractAndAggregateResults<IntValue>(resultCollections))
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| 393 | results.Add(result.Name, result.Value);
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| 394 | foreach (IResult result in ExtractAndAggregateResults<DoubleValue>(resultCollections))
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| 395 | results.Add(result.Name, result.Value);
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| 396 | foreach (IResult result in ExtractAndAggregateResults<PercentValue>(resultCollections))
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| 397 | results.Add(result.Name, result.Value);
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[6184] | 398 | foreach (IResult result in ExtractAndAggregateRegressionSolutions(resultCollections)) {
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| 399 | results.Add(result.Name, result.Value);
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| 400 | }
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[6239] | 401 | foreach (IResult result in ExtractAndAggregateClassificationSolutions(resultCollections)) {
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| 402 | results.Add(result.Name, result.Value);
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| 403 | }
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[5617] | 404 | results.Add("Execution Time", new TimeSpanValue(this.ExecutionTime));
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| 405 | results.Add("CrossValidation Folds", new RunCollection(runs));
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| 406 | }
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| 407 |
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[6184] | 408 | private IEnumerable<IResult> ExtractAndAggregateRegressionSolutions(IEnumerable<KeyValuePair<string, IItem>> resultCollections) {
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| 409 | Dictionary<string, List<IRegressionSolution>> resultSolutions = new Dictionary<string, List<IRegressionSolution>>();
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| 410 | foreach (var result in resultCollections) {
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| 411 | var regressionSolution = result.Value as IRegressionSolution;
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| 412 | if (regressionSolution != null) {
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| 413 | if (resultSolutions.ContainsKey(result.Key)) {
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| 414 | resultSolutions[result.Key].Add(regressionSolution);
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| 415 | } else {
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| 416 | resultSolutions.Add(result.Key, new List<IRegressionSolution>() { regressionSolution });
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| 417 | }
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| 418 | }
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| 419 | }
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| 420 | List<IResult> aggregatedResults = new List<IResult>();
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| 421 | foreach (KeyValuePair<string, List<IRegressionSolution>> solutions in resultSolutions) {
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[6566] | 422 | // clone manually to correctly clone references between cloned root objects
|
---|
| 423 | Cloner cloner = new Cloner();
|
---|
| 424 | var problemDataClone = (IRegressionProblemData)cloner.Clone(Problem.ProblemData);
|
---|
| 425 | // set partitions of problem data clone correctly
|
---|
[6184] | 426 | problemDataClone.TrainingPartition.Start = SamplesStart.Value; problemDataClone.TrainingPartition.End = SamplesEnd.Value;
|
---|
| 427 | problemDataClone.TestPartition.Start = SamplesStart.Value; problemDataClone.TestPartition.End = SamplesEnd.Value;
|
---|
[6566] | 428 | // clone models
|
---|
[7738] | 429 | var ensembleSolution = new RegressionEnsembleSolution(problemDataClone);
|
---|
| 430 | ensembleSolution.AddRegressionSolutions(solutions.Value);
|
---|
[6184] | 431 |
|
---|
[6250] | 432 | aggregatedResults.Add(new Result(solutions.Key + " (ensemble)", ensembleSolution));
|
---|
[6184] | 433 | }
|
---|
[6250] | 434 | List<IResult> flattenedResults = new List<IResult>();
|
---|
| 435 | CollectResultsRecursively("", aggregatedResults, flattenedResults);
|
---|
| 436 | return flattenedResults;
|
---|
[6184] | 437 | }
|
---|
| 438 |
|
---|
[6239] | 439 | private IEnumerable<IResult> ExtractAndAggregateClassificationSolutions(IEnumerable<KeyValuePair<string, IItem>> resultCollections) {
|
---|
| 440 | Dictionary<string, List<IClassificationSolution>> resultSolutions = new Dictionary<string, List<IClassificationSolution>>();
|
---|
| 441 | foreach (var result in resultCollections) {
|
---|
| 442 | var classificationSolution = result.Value as IClassificationSolution;
|
---|
| 443 | if (classificationSolution != null) {
|
---|
| 444 | if (resultSolutions.ContainsKey(result.Key)) {
|
---|
| 445 | resultSolutions[result.Key].Add(classificationSolution);
|
---|
| 446 | } else {
|
---|
| 447 | resultSolutions.Add(result.Key, new List<IClassificationSolution>() { classificationSolution });
|
---|
| 448 | }
|
---|
| 449 | }
|
---|
| 450 | }
|
---|
[6250] | 451 | var aggregatedResults = new List<IResult>();
|
---|
[6239] | 452 | foreach (KeyValuePair<string, List<IClassificationSolution>> solutions in resultSolutions) {
|
---|
[6566] | 453 | // clone manually to correctly clone references between cloned root objects
|
---|
| 454 | Cloner cloner = new Cloner();
|
---|
| 455 | var problemDataClone = (IClassificationProblemData)cloner.Clone(Problem.ProblemData);
|
---|
| 456 | // set partitions of problem data clone correctly
|
---|
[6239] | 457 | problemDataClone.TrainingPartition.Start = SamplesStart.Value; problemDataClone.TrainingPartition.End = SamplesEnd.Value;
|
---|
| 458 | problemDataClone.TestPartition.Start = SamplesStart.Value; problemDataClone.TestPartition.End = SamplesEnd.Value;
|
---|
[6566] | 459 | // clone models
|
---|
[8528] | 460 | var ensembleSolution = new ClassificationEnsembleSolution(problemDataClone);
|
---|
| 461 | ensembleSolution.AddClassificationSolutions(solutions.Value);
|
---|
[6239] | 462 |
|
---|
[6250] | 463 | aggregatedResults.Add(new Result(solutions.Key + " (ensemble)", ensembleSolution));
|
---|
[6239] | 464 | }
|
---|
[6250] | 465 | List<IResult> flattenedResults = new List<IResult>();
|
---|
| 466 | CollectResultsRecursively("", aggregatedResults, flattenedResults);
|
---|
| 467 | return flattenedResults;
|
---|
[6239] | 468 | }
|
---|
| 469 |
|
---|
[6250] | 470 | private void CollectResultsRecursively(string path, IEnumerable<IResult> results, IList<IResult> flattenedResults) {
|
---|
| 471 | foreach (IResult result in results) {
|
---|
| 472 | flattenedResults.Add(new Result(path + result.Name, result.Value));
|
---|
| 473 | ResultCollection childCollection = result.Value as ResultCollection;
|
---|
| 474 | if (childCollection != null) {
|
---|
| 475 | CollectResultsRecursively(path + result.Name + ".", childCollection, flattenedResults);
|
---|
| 476 | }
|
---|
| 477 | }
|
---|
| 478 | }
|
---|
| 479 |
|
---|
[5617] | 480 | private static IEnumerable<IResult> ExtractAndAggregateResults<T>(IEnumerable<KeyValuePair<string, IItem>> results)
|
---|
| 481 | where T : class, IItem, new() {
|
---|
| 482 | Dictionary<string, List<double>> resultValues = new Dictionary<string, List<double>>();
|
---|
| 483 | foreach (var resultValue in results.Where(r => r.Value.GetType() == typeof(T))) {
|
---|
| 484 | if (!resultValues.ContainsKey(resultValue.Key))
|
---|
| 485 | resultValues[resultValue.Key] = new List<double>();
|
---|
| 486 | resultValues[resultValue.Key].Add(ConvertToDouble(resultValue.Value));
|
---|
| 487 | }
|
---|
| 488 |
|
---|
| 489 | DoubleValue doubleValue;
|
---|
| 490 | if (typeof(T) == typeof(PercentValue))
|
---|
| 491 | doubleValue = new PercentValue();
|
---|
| 492 | else if (typeof(T) == typeof(DoubleValue))
|
---|
| 493 | doubleValue = new DoubleValue();
|
---|
| 494 | else if (typeof(T) == typeof(IntValue))
|
---|
| 495 | doubleValue = new DoubleValue();
|
---|
| 496 | else
|
---|
| 497 | throw new NotSupportedException();
|
---|
| 498 |
|
---|
| 499 | List<IResult> aggregatedResults = new List<IResult>();
|
---|
| 500 | foreach (KeyValuePair<string, List<double>> resultValue in resultValues) {
|
---|
| 501 | doubleValue.Value = resultValue.Value.Average();
|
---|
[6250] | 502 | aggregatedResults.Add(new Result(resultValue.Key + " (average)", (IItem)doubleValue.Clone()));
|
---|
[5617] | 503 | doubleValue.Value = resultValue.Value.StandardDeviation();
|
---|
[6250] | 504 | aggregatedResults.Add(new Result(resultValue.Key + " (std.dev.)", (IItem)doubleValue.Clone()));
|
---|
[5617] | 505 | }
|
---|
| 506 | return aggregatedResults;
|
---|
| 507 | }
|
---|
| 508 |
|
---|
| 509 | private static double ConvertToDouble(IItem item) {
|
---|
| 510 | if (item is DoubleValue) return ((DoubleValue)item).Value;
|
---|
| 511 | else if (item is IntValue) return ((IntValue)item).Value;
|
---|
| 512 | else throw new NotSupportedException("Could not convert any item type to double");
|
---|
| 513 | }
|
---|
| 514 | #endregion
|
---|
| 515 |
|
---|
| 516 | #region events
|
---|
| 517 | private void RegisterEvents() {
|
---|
| 518 | Folds.ValueChanged += new EventHandler(Folds_ValueChanged);
|
---|
| 519 | RegisterClonedAlgorithmsEvents();
|
---|
| 520 | }
|
---|
| 521 | private void Folds_ValueChanged(object sender, EventArgs e) {
|
---|
| 522 | if (ExecutionState != ExecutionState.Prepared)
|
---|
| 523 | throw new InvalidOperationException("Can not change number of folds if the execution state is not prepared.");
|
---|
| 524 | }
|
---|
[7107] | 525 |
|
---|
[5617] | 526 |
|
---|
| 527 | #region template algorithms events
|
---|
| 528 | public event EventHandler AlgorithmChanged;
|
---|
| 529 | private void OnAlgorithmChanged() {
|
---|
| 530 | EventHandler handler = AlgorithmChanged;
|
---|
| 531 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
| 532 | OnProblemChanged();
|
---|
| 533 | if (Problem == null) ExecutionState = ExecutionState.Stopped;
|
---|
| 534 | }
|
---|
| 535 | private void RegisterAlgorithmEvents() {
|
---|
| 536 | algorithm.ProblemChanged += new EventHandler(Algorithm_ProblemChanged);
|
---|
| 537 | algorithm.ExecutionStateChanged += new EventHandler(Algorithm_ExecutionStateChanged);
|
---|
[8969] | 538 | if (Problem != null) Problem.Reset += new EventHandler(Problem_Reset);
|
---|
[5617] | 539 | }
|
---|
| 540 | private void DeregisterAlgorithmEvents() {
|
---|
| 541 | algorithm.ProblemChanged -= new EventHandler(Algorithm_ProblemChanged);
|
---|
| 542 | algorithm.ExecutionStateChanged -= new EventHandler(Algorithm_ExecutionStateChanged);
|
---|
[8969] | 543 | if (Problem != null) Problem.Reset -= new EventHandler(Problem_Reset);
|
---|
[5617] | 544 | }
|
---|
| 545 | private void Algorithm_ProblemChanged(object sender, EventArgs e) {
|
---|
[5659] | 546 | if (algorithm.Problem != null && !(algorithm.Problem is IDataAnalysisProblem)) {
|
---|
[5617] | 547 | algorithm.Problem = problem;
|
---|
| 548 | throw new ArgumentException("A cross validation algorithm can only contain DataAnalysisProblems.");
|
---|
| 549 | }
|
---|
[8970] | 550 | if (problem != null) problem.Reset -= new EventHandler(Problem_Reset);
|
---|
[5659] | 551 | problem = (IDataAnalysisProblem)algorithm.Problem;
|
---|
[9539] | 552 | if (problem != null) problem.Reset += new EventHandler(Problem_Reset);
|
---|
[5617] | 553 | OnProblemChanged();
|
---|
| 554 | }
|
---|
| 555 | public event EventHandler ProblemChanged;
|
---|
| 556 | private void OnProblemChanged() {
|
---|
| 557 | EventHandler handler = ProblemChanged;
|
---|
| 558 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
[8969] | 559 | ConfigureProblem();
|
---|
| 560 | }
|
---|
[5617] | 561 |
|
---|
[8969] | 562 | private void Problem_Reset(object sender, EventArgs e) {
|
---|
| 563 | ConfigureProblem();
|
---|
| 564 | }
|
---|
| 565 |
|
---|
[8970] | 566 | private void ConfigureProblem() {
|
---|
| 567 | SamplesStart.Value = 0;
|
---|
[5806] | 568 | if (Problem != null) {
|
---|
[5617] | 569 | SamplesEnd.Value = Problem.ProblemData.Dataset.Rows;
|
---|
[5886] | 570 |
|
---|
| 571 | DataAnalysisProblemData problemData = Problem.ProblemData as DataAnalysisProblemData;
|
---|
| 572 | if (problemData != null) {
|
---|
| 573 | problemData.TrainingPartitionParameter.Hidden = true;
|
---|
| 574 | problemData.TestPartitionParameter.Hidden = true;
|
---|
| 575 | }
|
---|
| 576 | ISymbolicDataAnalysisProblem symbolicProblem = Problem as ISymbolicDataAnalysisProblem;
|
---|
| 577 | if (symbolicProblem != null) {
|
---|
| 578 | symbolicProblem.FitnessCalculationPartitionParameter.Hidden = true;
|
---|
| 579 | symbolicProblem.FitnessCalculationPartition.Start = SamplesStart.Value;
|
---|
| 580 | symbolicProblem.FitnessCalculationPartition.End = SamplesEnd.Value;
|
---|
| 581 | symbolicProblem.ValidationPartitionParameter.Hidden = true;
|
---|
| 582 | symbolicProblem.ValidationPartition.Start = 0;
|
---|
| 583 | symbolicProblem.ValidationPartition.End = 0;
|
---|
| 584 | }
|
---|
[5806] | 585 | } else
|
---|
[5617] | 586 | SamplesEnd.Value = 0;
|
---|
| 587 | }
|
---|
| 588 |
|
---|
| 589 | private void Algorithm_ExecutionStateChanged(object sender, EventArgs e) {
|
---|
| 590 | switch (Algorithm.ExecutionState) {
|
---|
| 591 | case ExecutionState.Prepared: OnPrepared();
|
---|
| 592 | break;
|
---|
| 593 | case ExecutionState.Started: throw new InvalidOperationException("Algorithm template can not be started.");
|
---|
| 594 | case ExecutionState.Paused: throw new InvalidOperationException("Algorithm template can not be paused.");
|
---|
| 595 | case ExecutionState.Stopped: OnStopped();
|
---|
| 596 | break;
|
---|
| 597 | }
|
---|
| 598 | }
|
---|
| 599 | #endregion
|
---|
| 600 |
|
---|
| 601 | #region clonedAlgorithms events
|
---|
| 602 | private void RegisterClonedAlgorithmsEvents() {
|
---|
| 603 | clonedAlgorithms.ItemsAdded += new CollectionItemsChangedEventHandler<IAlgorithm>(ClonedAlgorithms_ItemsAdded);
|
---|
| 604 | clonedAlgorithms.ItemsRemoved += new CollectionItemsChangedEventHandler<IAlgorithm>(ClonedAlgorithms_ItemsRemoved);
|
---|
| 605 | clonedAlgorithms.CollectionReset += new CollectionItemsChangedEventHandler<IAlgorithm>(ClonedAlgorithms_CollectionReset);
|
---|
| 606 | foreach (IAlgorithm algorithm in clonedAlgorithms)
|
---|
| 607 | RegisterClonedAlgorithmEvents(algorithm);
|
---|
| 608 | }
|
---|
| 609 | private void DeregisterClonedAlgorithmsEvents() {
|
---|
| 610 | clonedAlgorithms.ItemsAdded -= new CollectionItemsChangedEventHandler<IAlgorithm>(ClonedAlgorithms_ItemsAdded);
|
---|
| 611 | clonedAlgorithms.ItemsRemoved -= new CollectionItemsChangedEventHandler<IAlgorithm>(ClonedAlgorithms_ItemsRemoved);
|
---|
| 612 | clonedAlgorithms.CollectionReset -= new CollectionItemsChangedEventHandler<IAlgorithm>(ClonedAlgorithms_CollectionReset);
|
---|
| 613 | foreach (IAlgorithm algorithm in clonedAlgorithms)
|
---|
| 614 | DeregisterClonedAlgorithmEvents(algorithm);
|
---|
| 615 | }
|
---|
| 616 | private void ClonedAlgorithms_ItemsAdded(object sender, CollectionItemsChangedEventArgs<IAlgorithm> e) {
|
---|
| 617 | foreach (IAlgorithm algorithm in e.Items)
|
---|
| 618 | RegisterClonedAlgorithmEvents(algorithm);
|
---|
| 619 | }
|
---|
| 620 | private void ClonedAlgorithms_ItemsRemoved(object sender, CollectionItemsChangedEventArgs<IAlgorithm> e) {
|
---|
| 621 | foreach (IAlgorithm algorithm in e.Items)
|
---|
| 622 | DeregisterClonedAlgorithmEvents(algorithm);
|
---|
| 623 | }
|
---|
| 624 | private void ClonedAlgorithms_CollectionReset(object sender, CollectionItemsChangedEventArgs<IAlgorithm> e) {
|
---|
| 625 | foreach (IAlgorithm algorithm in e.OldItems)
|
---|
| 626 | DeregisterClonedAlgorithmEvents(algorithm);
|
---|
| 627 | foreach (IAlgorithm algorithm in e.Items)
|
---|
| 628 | RegisterClonedAlgorithmEvents(algorithm);
|
---|
| 629 | }
|
---|
| 630 | private void RegisterClonedAlgorithmEvents(IAlgorithm algorithm) {
|
---|
| 631 | algorithm.ExceptionOccurred += new EventHandler<EventArgs<Exception>>(ClonedAlgorithm_ExceptionOccurred);
|
---|
| 632 | algorithm.ExecutionTimeChanged += new EventHandler(ClonedAlgorithm_ExecutionTimeChanged);
|
---|
| 633 | algorithm.Started += new EventHandler(ClonedAlgorithm_Started);
|
---|
| 634 | algorithm.Paused += new EventHandler(ClonedAlgorithm_Paused);
|
---|
| 635 | algorithm.Stopped += new EventHandler(ClonedAlgorithm_Stopped);
|
---|
| 636 | }
|
---|
| 637 | private void DeregisterClonedAlgorithmEvents(IAlgorithm algorithm) {
|
---|
| 638 | algorithm.ExceptionOccurred -= new EventHandler<EventArgs<Exception>>(ClonedAlgorithm_ExceptionOccurred);
|
---|
| 639 | algorithm.ExecutionTimeChanged -= new EventHandler(ClonedAlgorithm_ExecutionTimeChanged);
|
---|
| 640 | algorithm.Started -= new EventHandler(ClonedAlgorithm_Started);
|
---|
| 641 | algorithm.Paused -= new EventHandler(ClonedAlgorithm_Paused);
|
---|
| 642 | algorithm.Stopped -= new EventHandler(ClonedAlgorithm_Stopped);
|
---|
| 643 | }
|
---|
| 644 | private void ClonedAlgorithm_ExceptionOccurred(object sender, EventArgs<Exception> e) {
|
---|
| 645 | OnExceptionOccurred(e.Value);
|
---|
| 646 | }
|
---|
| 647 | private void ClonedAlgorithm_ExecutionTimeChanged(object sender, EventArgs e) {
|
---|
| 648 | OnExecutionTimeChanged();
|
---|
| 649 | }
|
---|
| 650 |
|
---|
| 651 | private readonly object locker = new object();
|
---|
[9539] | 652 | private readonly object resultLocker = new object();
|
---|
[5617] | 653 | private void ClonedAlgorithm_Started(object sender, EventArgs e) {
|
---|
[9539] | 654 | IAlgorithm algorithm = sender as IAlgorithm;
|
---|
| 655 | lock (resultLocker) {
|
---|
[5617] | 656 | if (algorithm != null && !results.ContainsKey(algorithm.Name))
|
---|
| 657 | results.Add(new Result(algorithm.Name, "Contains results for the specific fold.", algorithm.Results));
|
---|
| 658 | }
|
---|
| 659 | }
|
---|
| 660 |
|
---|
| 661 | private void ClonedAlgorithm_Paused(object sender, EventArgs e) {
|
---|
| 662 | lock (locker) {
|
---|
| 663 | if (pausePending && clonedAlgorithms.All(alg => alg.ExecutionState != ExecutionState.Started))
|
---|
| 664 | OnPaused();
|
---|
| 665 | }
|
---|
| 666 | }
|
---|
| 667 |
|
---|
| 668 | private void ClonedAlgorithm_Stopped(object sender, EventArgs e) {
|
---|
| 669 | lock (locker) {
|
---|
| 670 | if (!stopPending && ExecutionState == ExecutionState.Started) {
|
---|
[8965] | 671 | IAlgorithm preparedAlgorithm = clonedAlgorithms.FirstOrDefault(alg => alg.ExecutionState == ExecutionState.Prepared ||
|
---|
| 672 | alg.ExecutionState == ExecutionState.Paused);
|
---|
[5617] | 673 | if (preparedAlgorithm != null) preparedAlgorithm.Start();
|
---|
| 674 | }
|
---|
| 675 | if (ExecutionState != ExecutionState.Stopped) {
|
---|
| 676 | if (clonedAlgorithms.All(alg => alg.ExecutionState == ExecutionState.Stopped))
|
---|
| 677 | OnStopped();
|
---|
| 678 | else if (stopPending &&
|
---|
| 679 | clonedAlgorithms.All(
|
---|
| 680 | alg => alg.ExecutionState == ExecutionState.Prepared || alg.ExecutionState == ExecutionState.Stopped))
|
---|
| 681 | OnStopped();
|
---|
| 682 | }
|
---|
| 683 | }
|
---|
| 684 | }
|
---|
| 685 | #endregion
|
---|
| 686 | #endregion
|
---|
| 687 |
|
---|
| 688 | #region event firing
|
---|
| 689 | public event EventHandler ExecutionStateChanged;
|
---|
| 690 | private void OnExecutionStateChanged() {
|
---|
| 691 | EventHandler handler = ExecutionStateChanged;
|
---|
| 692 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
| 693 | }
|
---|
| 694 | public event EventHandler ExecutionTimeChanged;
|
---|
| 695 | private void OnExecutionTimeChanged() {
|
---|
| 696 | EventHandler handler = ExecutionTimeChanged;
|
---|
| 697 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
| 698 | }
|
---|
| 699 | public event EventHandler Prepared;
|
---|
| 700 | private void OnPrepared() {
|
---|
| 701 | ExecutionState = ExecutionState.Prepared;
|
---|
| 702 | EventHandler handler = Prepared;
|
---|
| 703 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
| 704 | OnExecutionTimeChanged();
|
---|
| 705 | }
|
---|
| 706 | public event EventHandler Started;
|
---|
| 707 | private void OnStarted() {
|
---|
| 708 | ExecutionState = ExecutionState.Started;
|
---|
| 709 | EventHandler handler = Started;
|
---|
| 710 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
| 711 | }
|
---|
| 712 | public event EventHandler Paused;
|
---|
| 713 | private void OnPaused() {
|
---|
| 714 | pausePending = false;
|
---|
| 715 | ExecutionState = ExecutionState.Paused;
|
---|
| 716 | EventHandler handler = Paused;
|
---|
| 717 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
| 718 | }
|
---|
| 719 | public event EventHandler Stopped;
|
---|
| 720 | private void OnStopped() {
|
---|
| 721 | stopPending = false;
|
---|
| 722 | Dictionary<string, IItem> collectedResults = new Dictionary<string, IItem>();
|
---|
[6566] | 723 | AggregateResultValues(collectedResults);
|
---|
[5617] | 724 | results.AddRange(collectedResults.Select(x => new Result(x.Key, x.Value)).Cast<IResult>().ToArray());
|
---|
| 725 | runsCounter++;
|
---|
| 726 | runs.Add(new Run(string.Format("{0} Run {1}", Name, runsCounter), this));
|
---|
| 727 | ExecutionState = ExecutionState.Stopped;
|
---|
| 728 | EventHandler handler = Stopped;
|
---|
| 729 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
| 730 | }
|
---|
| 731 | public event EventHandler<EventArgs<Exception>> ExceptionOccurred;
|
---|
| 732 | private void OnExceptionOccurred(Exception exception) {
|
---|
| 733 | EventHandler<EventArgs<Exception>> handler = ExceptionOccurred;
|
---|
| 734 | if (handler != null) handler(this, new EventArgs<Exception>(exception));
|
---|
| 735 | }
|
---|
| 736 | public event EventHandler StoreAlgorithmInEachRunChanged;
|
---|
| 737 | private void OnStoreAlgorithmInEachRunChanged() {
|
---|
| 738 | EventHandler handler = StoreAlgorithmInEachRunChanged;
|
---|
| 739 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
| 740 | }
|
---|
| 741 | #endregion
|
---|
| 742 | }
|
---|
| 743 | }
|
---|