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source: branches/OaaS/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/SingleObjective/Evaluators/SymbolicRegressionSingleObjectiveMaxAbsoluteErrorEvaluator.cs @ 9070

Last change on this file since 9070 was 8113, checked in by gkronber, 12 years ago

#1788 changed symbolic regression evaluators to bound estimated values after scaling instead of before.

File size: 4.5 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2012 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4 *
5 * This file is part of HeuristicLab.
6 *
7 * HeuristicLab is free software: you can redistribute it and/or modify
8 * it under the terms of the GNU General Public License as published by
9 * the Free Software Foundation, either version 3 of the License, or
10 * (at your option) any later version.
11 *
12 * HeuristicLab is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15 * GNU General Public License for more details.
16 *
17 * You should have received a copy of the GNU General Public License
18 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
19 */
20#endregion
21
22using System;
23using System.Collections.Generic;
24using HeuristicLab.Common;
25using HeuristicLab.Core;
26using HeuristicLab.Data;
27using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
28using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
29
30namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Regression {
31  [Item("Maximum absolute error Evaluator", "Calculates the maximum squared error of a symbolic regression solution.")]
32  [StorableClass]
33  public class SymbolicRegressionSingleObjectiveMaxAbsoluteErrorEvaluator : SymbolicRegressionSingleObjectiveEvaluator {
34    public override bool Maximization { get { return false; } }
35    [StorableConstructor]
36    protected SymbolicRegressionSingleObjectiveMaxAbsoluteErrorEvaluator(bool deserializing) : base(deserializing) { }
37    protected SymbolicRegressionSingleObjectiveMaxAbsoluteErrorEvaluator(SymbolicRegressionSingleObjectiveMaxAbsoluteErrorEvaluator original, Cloner cloner)
38      : base(original, cloner) {
39    }
40    public override IDeepCloneable Clone(Cloner cloner) {
41      return new SymbolicRegressionSingleObjectiveMaxAbsoluteErrorEvaluator(this, cloner);
42    }
43    public SymbolicRegressionSingleObjectiveMaxAbsoluteErrorEvaluator() : base() { }
44
45    public override IOperation Apply() {
46      var solution = SymbolicExpressionTreeParameter.ActualValue;
47      IEnumerable<int> rows = GenerateRowsToEvaluate();
48
49      double quality = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, solution, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, ProblemDataParameter.ActualValue, rows, ApplyLinearScaling);
50      QualityParameter.ActualValue = new DoubleValue(quality);
51
52      return base.Apply();
53    }
54
55    public static double Calculate(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, ISymbolicExpressionTree solution, double lowerEstimationLimit, double upperEstimationLimit, IRegressionProblemData problemData, IEnumerable<int> rows, bool applyLinearScaling) {
56      IEnumerable<double> estimatedValues = interpreter.GetSymbolicExpressionTreeValues(solution, problemData.Dataset, rows);
57      IEnumerable<double> targetValues = problemData.Dataset.GetDoubleValues(problemData.TargetVariable, rows);
58      OnlineCalculatorError errorState;
59
60      double mse;
61      if (applyLinearScaling) {
62        var maeCalculator = new OnlineMaxAbsoluteErrorCalculator();
63        CalculateWithScaling(targetValues, estimatedValues, lowerEstimationLimit, upperEstimationLimit, maeCalculator, problemData.Dataset.Rows);
64        errorState = maeCalculator.ErrorState;
65        mse = maeCalculator.MaxAbsoluteError;
66      } else {
67        IEnumerable<double> boundedEstimatedValues = estimatedValues.LimitToRange(lowerEstimationLimit, upperEstimationLimit);
68        mse = OnlineMaxAbsoluteErrorCalculator.Calculate(targetValues, boundedEstimatedValues, out errorState);
69      }
70      if (errorState != OnlineCalculatorError.None) return Double.NaN;
71      else return mse;
72    }
73
74    public override double Evaluate(IExecutionContext context, ISymbolicExpressionTree tree, IRegressionProblemData problemData, IEnumerable<int> rows) {
75      SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = context;
76      EstimationLimitsParameter.ExecutionContext = context;
77
78      double mse = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, tree, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, problemData, rows, ApplyLinearScaling);
79
80      SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = null;
81      EstimationLimitsParameter.ExecutionContext = null;
82
83      return mse;
84    }
85  }
86}
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