#region License Information
/* HeuristicLab
* Copyright (C) 2002-2016 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.Collections.Generic;
using System.Linq;
using HeuristicLab.Problems.DataAnalysis;
using HeuristicLab.Random;
namespace HeuristicLab.Problems.Instances.DataAnalysis {
public class FriedmanRandomFunctionInstanceProvider : ArtificialRegressionInstanceProvider {
public override string Name {
get { return "Friedman Random Functions"; }
}
public override string Description {
get { return "A set of regression benchmark instances as described by Friedman in the Greedy Function Approximation paper"; }
}
public override Uri WebLink {
get { return new Uri("http://dev.heuristiclab.com"); }
}
public override string ReferencePublication {
get { return "Friedman, Jerome H. 'Greedy function approximation: a gradient boosting machine.' Annals of statistics (2001): 1189-1232."; }
}
public int Seed { get; private set; }
public FriedmanRandomFunctionInstanceProvider() : base() {
}
public FriedmanRandomFunctionInstanceProvider(int seed) : base() {
Seed = seed;
}
public override IEnumerable GetDataDescriptors() {
var numVariables = new int[] { 10, 25, 50, 100 };
var noiseRatios = new double[] { 0.01, 0.05, 0.1 };
var rand = new MersenneTwister((uint)Seed); // use fixed seed for deterministic problem generation
return (from size in numVariables
from noiseRatio in noiseRatios
select new FriedmanRandomFunction(size, noiseRatio, new MersenneTwister((uint)rand.Next())))
.Cast()
.ToList();
}
public override IRegressionProblemData LoadData(IDataDescriptor descriptor) {
var frfDescriptor = descriptor as FriedmanRandomFunction;
if (frfDescriptor == null) throw new ArgumentException("FriedmanRandomFunctionInstanceProvider expects an FriedmanRandomFunction data descriptor.");
// base call generates a regression problem data
var problemData = base.LoadData(frfDescriptor);
return problemData;
}
}
}