#region License Information /* HeuristicLab * Copyright (C) 2002-2017 Heuristic and Evolutionary Algorithms Laboratory (HEAL) * * This file is part of HeuristicLab. * * HeuristicLab is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * HeuristicLab is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with HeuristicLab. If not, see . */ #endregion using System; using System.Linq; using System.Threading; using HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Parameters; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; using HeuristicLab.Problems.DataAnalysis; namespace HeuristicLab.Algorithms.DataAnalysis { [StorableClass] [Item("GaussianProcessLeaf", "A leaf type that uses gaussian process models as leaf models.")] public class GaussianProcessLeaf : LeafBase { #region ParameterNames public const string TriesParameterName = "Tries"; public const string RegressionParameterName = "Regression"; #endregion #region ParameterProperties public IFixedValueParameter TriesParameter { get { return Parameters[TriesParameterName] as IFixedValueParameter; } } public IFixedValueParameter RegressionParameter { get { return Parameters[RegressionParameterName] as IFixedValueParameter; } } #endregion #region Properties public int Tries { get { return TriesParameter.Value.Value; } } public GaussianProcessRegression Regression { get { return RegressionParameter.Value; } } #endregion #region Constructors & Cloning [StorableConstructor] protected GaussianProcessLeaf(bool deserializing) : base(deserializing) { } protected GaussianProcessLeaf(GaussianProcessLeaf original, Cloner cloner) : base(original, cloner) { } public GaussianProcessLeaf() { var gp = new GaussianProcessRegression(); gp.CovarianceFunctionParameter.Value = new CovarianceRationalQuadraticIso(); gp.MeanFunctionParameter.Value = new MeanLinear(); Parameters.Add(new FixedValueParameter(TriesParameterName, "Number of repetitions", new IntValue(10))); Parameters.Add(new FixedValueParameter(RegressionParameterName, "The algorithm creating GPmodels", gp)); } public override IDeepCloneable Clone(Cloner cloner) { return new GaussianProcessLeaf(this, cloner); } #endregion #region IModelType public override bool ProvidesConfidence { get { return true; } } public override IRegressionModel Build(IRegressionProblemData pd, IRandom random, CancellationToken cancellationToken, out int noParameters) { if (pd.Dataset.Rows < MinLeafSize(pd)) throw new ArgumentException("The number of training instances is too small to create a gaussian process model"); Regression.Problem = new RegressionProblem {ProblemData = pd}; var cvscore = double.MaxValue; GaussianProcessRegressionSolution sol = null; for (var i = 0; i < Tries; i++) { var res = RegressionTreeUtilities.RunSubAlgorithm(Regression, random.Next(), cancellationToken); var t = res.Select(x => x.Value).OfType().FirstOrDefault(); var score = ((DoubleValue)res["Negative log pseudo-likelihood (LOO-CV)"].Value).Value; if (score >= cvscore || t == null || double.IsNaN(t.TrainingRSquared)) continue; cvscore = score; sol = t; } Regression.Runs.Clear(); if (sol == null) throw new ArgumentException("Could not create Gaussian Process model"); noParameters = pd.Dataset.Rows + 1 + Regression.CovarianceFunction.GetNumberOfParameters(pd.AllowedInputVariables.Count()) + Regression.MeanFunction.GetNumberOfParameters(pd.AllowedInputVariables.Count()); return sol.Model; } public override int MinLeafSize(IRegressionProblemData pd) { return 3; } #endregion } }