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source: branches/PerformanceComparison/HeuristicLab.Analysis/3.3/QualityAnalysis/ExpectedRuntimeHelper.cs @ 14728

Last change on this file since 14728 was 13803, checked in by abeham, 9 years ago

#2457:

  • changed expected runtime calculation
    • now outputs positive infinity instead of nan when no run was successful
    • now filters outliers in successful and unsuccessful runs by using two standard deviations of the mean of successful runs as lower bound
      • this change allows having unsuccessful runs in the database with low evaluations / runtime (e.g. due to being aborted early or from an experiment where the max budget was lower)
  • worked on recommendation algorithms
    • implemented several performance measures (absolute error, absolute log error, ndcp, kendall's tau) to evaluate the ranking
File size: 2.3 KB
Line 
1using HeuristicLab.Common;
2using HeuristicLab.Optimization;
3using System;
4using System.Collections.Generic;
5using System.Globalization;
6using System.Linq;
7
8namespace HeuristicLab.Analysis {
9  public static class ExpectedRuntimeHelper {
10    public static ErtCalculationResult CalculateErt(IEnumerable<IEnumerable<Tuple<double, double>>> convGraphs, double target, bool maximization) {
11      var successful = new List<double>();
12      var unsuccessful = new List<double>();
13      foreach (var graph in convGraphs) {
14        var targetAchieved = false;
15        var lastEffort = double.MaxValue;
16        foreach (var v in graph) {
17          if (maximization && v.Item2 >= target || !maximization && v.Item2 <= target) {
18            successful.Add(v.Item1);
19            targetAchieved = true;
20            break;
21          }
22          lastEffort = v.Item1;
23        }
24        if (!targetAchieved) unsuccessful.Add(lastEffort);
25      }
26
27      var ert = double.PositiveInfinity;
28
29      var nRuns = successful.Count + unsuccessful.Count;
30      if (successful.Count > 0) {
31        var succAvg = successful.Average();
32        var succDev = successful.StandardDeviation();
33        successful.RemoveAll(x => x < succAvg - 2 * succDev);
34        unsuccessful.RemoveAll(x => x < succAvg - 2 * succDev);
35        nRuns = successful.Count + unsuccessful.Count;
36
37        ert = successful.Average() / (successful.Count / (double)nRuns);
38      }
39      return new ErtCalculationResult(successful.Count, nRuns, ert);
40    }
41
42    public static ErtCalculationResult CalculateErt(List<IRun> runs, string indexedDataTableName, double target, bool maximization) {
43      return CalculateErt(runs.Select(r => ((IndexedDataTable<double>)r.Results[indexedDataTableName]).Rows.First().Values), target, maximization);
44    }
45  }
46
47  public struct ErtCalculationResult {
48    public int SuccessfulRuns;
49    public int TotalRuns;
50    public double ExpectedRuntime;
51
52    public ErtCalculationResult(int successful, int total, double ert) {
53      SuccessfulRuns = successful;
54      TotalRuns = total;
55      ExpectedRuntime = ert;
56    }
57
58    public override string ToString() {
59      return SuccessfulRuns == 0 ? "\u221e" // infinity symbol
60                                 : ExpectedRuntime.ToString("##,0.0", CultureInfo.CurrentCulture.NumberFormat);
61    }
62  }
63}
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