1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2017 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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22 | using System;
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23 | using System.Collections.Generic;
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24 | using System.Linq;
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25 | using HeuristicLab.Common;
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26 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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27 | using HeuristicLab.Problems.DataAnalysis;
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28 |
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29 | namespace HeuristicLab.Algorithms.DataAnalysis {
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30 | //mulitdimensional extension of http://www2.stat.duke.edu/~tjl13/s101/slides/unit6lec3H.pdf
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31 | [StorableClass]
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32 | public class DampenedModel : RegressionModel {
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33 | [Storable]
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34 | protected IRegressionModel Model;
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35 | [Storable]
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36 | private double Min;
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37 | [Storable]
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38 | private double Max;
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39 | [Storable]
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40 | private double Dampening;
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41 |
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42 | [StorableConstructor]
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43 | protected DampenedModel(bool deserializing) : base(deserializing) { }
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44 | protected DampenedModel(DampenedModel original, Cloner cloner) : base(original, cloner) {
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45 | Model = cloner.Clone(original.Model);
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46 | Min = original.Min;
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47 | Max = original.Max;
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48 | Dampening = original.Dampening;
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49 | }
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50 | protected DampenedModel(IRegressionModel model, IRegressionProblemData pd, double dampening) : base(model.TargetVariable) {
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51 | Model = model;
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52 | Min = pd.TargetVariableTrainingValues.Min();
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53 | Max = pd.TargetVariableTrainingValues.Max();
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54 | Dampening = dampening;
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55 | }
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56 | public override IDeepCloneable Clone(Cloner cloner) {
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57 | return new DampenedModel(this, cloner);
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58 | }
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59 |
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60 | public static IConfidenceRegressionModel DampenModel(IConfidenceRegressionModel model, IRegressionProblemData pd, double dampening) {
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61 | return new ConfidenceDampenedModel(model, pd, dampening);
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62 | }
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63 | public static IRegressionModel DampenModel(IRegressionModel model, IRegressionProblemData pd, double dampening) {
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64 | var cmodel = model as IConfidenceRegressionModel;
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65 | return cmodel != null ? new ConfidenceDampenedModel(cmodel, pd, dampening) : new DampenedModel(model, pd, dampening);
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66 | }
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67 |
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68 | public override IEnumerable<string> VariablesUsedForPrediction {
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69 | get { return Model.VariablesUsedForPrediction; }
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70 | }
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71 | public override IEnumerable<double> GetEstimatedValues(IDataset dataset, IEnumerable<int> rows) {
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72 | var slow = Sigmoid(-Dampening);
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73 | var shigh = Sigmoid(Dampening);
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74 | foreach (var x in Model.GetEstimatedValues(dataset, rows)) {
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75 | var y = Rescale(x, Min, Max, -Dampening, Dampening);
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76 | y = Sigmoid(y);
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77 | y = Rescale(y, slow, shigh, Min, Max);
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78 | yield return y;
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79 | }
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80 | }
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81 | public override IRegressionSolution CreateRegressionSolution(IRegressionProblemData problemData) {
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82 | return new RegressionSolution(this, problemData);
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83 | }
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84 |
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85 | private static double Rescale(double x, double oMin, double oMax, double nMin, double nMax) {
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86 | var d = oMax - oMin;
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87 | var nd = nMax - nMin;
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88 | if (d.IsAlmost(0)) {
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89 | d = 1;
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90 | nMin += nd / 2;
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91 | nd = 0;
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92 | }
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93 | return ((x - oMin) / d) * nd + nMin;
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94 | }
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95 | private static double Sigmoid(double x) {
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96 | return 1 / (1 + Math.Exp(-x));
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97 | }
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98 |
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99 |
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100 | [StorableClass]
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101 | private sealed class ConfidenceDampenedModel : DampenedModel, IConfidenceRegressionModel {
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102 | #region HLConstructors
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103 | [StorableConstructor]
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104 | private ConfidenceDampenedModel(bool deserializing) : base(deserializing) { }
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105 | private ConfidenceDampenedModel(ConfidenceDampenedModel original, Cloner cloner) : base(original, cloner) { }
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106 | public ConfidenceDampenedModel(IConfidenceRegressionModel model, IRegressionProblemData pd, double dampening) : base(model, pd, dampening) { }
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107 | public override IDeepCloneable Clone(Cloner cloner) {
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108 | return new ConfidenceDampenedModel(this, cloner);
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109 | }
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110 | #endregion
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111 |
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112 | public IEnumerable<double> GetEstimatedVariances(IDataset dataset, IEnumerable<int> rows) {
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113 | return ((IConfidenceRegressionModel)Model).GetEstimatedVariances(dataset, rows);
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114 | }
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115 |
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116 | public override IRegressionSolution CreateRegressionSolution(IRegressionProblemData problemData) {
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117 | return new ConfidenceRegressionSolution(this, problemData);
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118 | }
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119 | }
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120 | }
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121 | } |
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