1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2008 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 System.Text;
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26 | using HeuristicLab.Core;
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27 | using System.Xml;
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28 | using System.Diagnostics;
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29 | using HeuristicLab.DataAnalysis;
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30 | using HeuristicLab.Data;
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31 | using HeuristicLab.Operators;
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32 | using HeuristicLab.Logging;
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33 | using HeuristicLab.Operators.Programmable;
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34 | using HeuristicLab.Modeling;
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35 | using HeuristicLab.Random;
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36 | using HeuristicLab.Selection;
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37 |
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38 | namespace HeuristicLab.SupportVectorMachines {
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39 | public class SupportVectorRegression : ItemBase, IEditable, IAlgorithm {
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40 |
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41 | public virtual string Name { get { return "SupportVectorRegression"; } }
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42 | public virtual string Description { get { return "TODO"; } }
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43 |
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44 | private IEngine engine;
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45 | public IEngine Engine {
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46 | get { return engine; }
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47 | }
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48 |
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49 | public Dataset Dataset {
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50 | get { return ProblemInjector.GetVariableValue<Dataset>("Dataset", null, false); }
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51 | set { ProblemInjector.GetVariable("Dataset").Value = value; }
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52 | }
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53 |
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54 | public string TargetVariable {
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55 | get { return ProblemInjector.GetVariableValue<StringData>("TargetVariable", null, false).Data; }
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56 | set { ProblemInjector.GetVariableValue<StringData>("TargetVariable", null, false).Data = value; }
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57 | }
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58 |
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59 | public IOperator ProblemInjector {
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60 | get {
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61 | IOperator main = GetMainOperator();
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62 | CombinedOperator probInject = (CombinedOperator)main.SubOperators[0].SubOperators[2];
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63 | return probInject.OperatorGraph.InitialOperator.SubOperators[0];
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64 | }
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65 | set {
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66 | IOperator main = GetMainOperator();
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67 | CombinedOperator probInject = (CombinedOperator)main.SubOperators[0].SubOperators[2];
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68 | probInject.OperatorGraph.InitialOperator.RemoveSubOperator(0);
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69 | probInject.OperatorGraph.InitialOperator.AddSubOperator(value, 0);
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70 | }
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71 | }
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72 |
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73 | public IAnalyzerModel Model {
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74 | get {
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75 | if (!engine.Terminated) throw new InvalidOperationException("The algorithm is still running. Wait until the algorithm is terminated to retrieve the result.");
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76 | IScope bestModelScope = engine.GlobalScope.SubScopes[0];
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77 | return CreateSVMModel(bestModelScope);
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78 | }
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79 | }
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80 | public IEnumerable<string> AllowedVariables {
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81 | get {
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82 | ItemList<StringData> allowedVariables = ProblemInjector.GetVariableValue<ItemList<StringData>>("AllowedFeatures", null, false);
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83 | return allowedVariables.Select(x => x.Data);
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84 | }
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85 | set {
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86 | ItemList<StringData> allowedVariables = ProblemInjector.GetVariableValue<ItemList<StringData>>("AllowedFeatures", null, false);
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87 | foreach (string x in value) allowedVariables.Add(new StringData(x));
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88 | }
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89 | }
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90 |
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91 | public int TrainingSamplesStart {
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92 | get { return ProblemInjector.GetVariableValue<IntData>("TrainingSamplesStart", null, false).Data; }
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93 | set { ProblemInjector.GetVariableValue<IntData>("TrainingSamplesStart", null, false).Data = value; }
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94 | }
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95 |
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96 | public int TrainingSamplesEnd {
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97 | get { return ProblemInjector.GetVariableValue<IntData>("TrainingSamplesEnd", null, false).Data; }
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98 | set { ProblemInjector.GetVariableValue<IntData>("TrainingSamplesEnd", null, false).Data = value; }
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99 | }
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100 |
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101 | public int ValidationSamplesStart {
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102 | get { return ProblemInjector.GetVariableValue<IntData>("ValidationSamplesStart", null, false).Data; }
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103 | set { ProblemInjector.GetVariableValue<IntData>("ValidationSamplesStart", null, false).Data = value; }
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104 | }
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105 |
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106 | public int ValidationSamplesEnd {
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107 | get { return ProblemInjector.GetVariableValue<IntData>("ValidationSamplesEnd", null, false).Data; }
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108 | set { ProblemInjector.GetVariableValue<IntData>("ValidationSamplesEnd", null, false).Data = value; }
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109 | }
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110 |
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111 | public int TestSamplesStart {
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112 | get { return ProblemInjector.GetVariableValue<IntData>("TestSamplesStart", null, false).Data; }
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113 | set { ProblemInjector.GetVariableValue<IntData>("TestSamplesStart", null, false).Data = value; }
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114 | }
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115 |
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116 | public int TestSamplesEnd {
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117 | get { return ProblemInjector.GetVariableValue<IntData>("TestSamplesEnd", null, false).Data; }
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118 | set { ProblemInjector.GetVariableValue<IntData>("TestSamplesEnd", null, false).Data = value; }
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119 | }
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120 |
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121 | public DoubleArrayData NuList {
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122 | get { return GetVariableInjector().GetVariable("NuList").GetValue<DoubleArrayData>(); }
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123 | set { GetVariableInjector().GetVariable("NuList").Value = value; }
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124 | }
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125 |
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126 | public int MaxNuIndex {
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127 | get { return GetVariableInjector().GetVariable("MaxNuIndex").GetValue<IntData>().Data; }
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128 | set { GetVariableInjector().GetVariable("MaxNuIndex").GetValue<IntData>().Data = value; }
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129 | }
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130 |
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131 | public DoubleArrayData CostList {
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132 | get { return GetVariableInjector().GetVariable("CostList").GetValue<DoubleArrayData>(); }
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133 | set { GetVariableInjector().GetVariable("CostList").Value = value; }
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134 | }
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135 |
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136 | public int MaxCostIndex {
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137 | get { return GetVariableInjector().GetVariable("MaxCostIndex").GetValue<IntData>().Data; }
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138 | set { GetVariableInjector().GetVariable("MaxCostIndex").GetValue<IntData>().Data = value; }
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139 | }
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140 |
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141 | public DoubleArrayData GammaList {
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142 | get { return GetVariableInjector().GetVariable("GammaList").GetValue<DoubleArrayData>(); }
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143 | set { GetVariableInjector().GetVariable("GammaList").Value = value; }
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144 | }
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145 |
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146 | public int MaxGammaIndex {
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147 | get { return GetVariableInjector().GetVariable("MaxGammaIndex").GetValue<IntData>().Data; }
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148 | set { GetVariableInjector().GetVariable("MaxGammaIndex").GetValue<IntData>().Data = value; }
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149 | }
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150 |
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151 | public string SvmType {
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152 | get { return GetVariableInjector().GetVariable("Type").GetValue<StringData>().Data; }
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153 | set { GetVariableInjector().GetVariable("Type").GetValue<StringData>().Data = value; }
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154 | }
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155 |
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156 | public SupportVectorRegression() {
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157 | engine = new SequentialEngine.SequentialEngine();
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158 | CombinedOperator algo = CreateAlgorithm();
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159 | engine.OperatorGraph.AddOperator(algo);
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160 | engine.OperatorGraph.InitialOperator = algo;
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161 | MaxCostIndex = CostList.Data.Length;
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162 | MaxNuIndex = NuList.Data.Length;
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163 | MaxGammaIndex = GammaList.Data.Length;
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164 | }
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165 |
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166 | private CombinedOperator CreateAlgorithm() {
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167 | CombinedOperator algo = new CombinedOperator();
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168 | SequentialProcessor seq = new SequentialProcessor();
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169 | algo.Name = Name;
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170 | seq.Name = Name;
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171 |
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172 | IOperator initialization = CreateInitialization();
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173 | IOperator main = CreateMainLoop();
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174 | IOperator postProc = CreatePostProcessingOperator();
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175 |
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176 | seq.AddSubOperator(initialization);
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177 | seq.AddSubOperator(main);
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178 | seq.AddSubOperator(postProc);
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179 |
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180 | algo.OperatorGraph.InitialOperator = seq;
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181 | algo.OperatorGraph.AddOperator(seq);
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182 |
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183 | return algo;
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184 | }
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185 |
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186 | protected virtual IOperator CreateInitialization() {
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187 | SequentialProcessor seq = new SequentialProcessor();
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188 | seq.Name = "Initialization";
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189 | seq.AddSubOperator(new RandomInjector());
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190 | seq.AddSubOperator(CreateGlobalInjector());
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191 | seq.AddSubOperator(CreateProblemInjector());
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192 | return seq;
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193 | }
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194 |
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195 | protected virtual IOperator CreateProblemInjector() {
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196 | return DefaultRegressionOperators.CreateProblemInjector();
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197 | }
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198 |
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199 | private IOperator CreateMainLoop() {
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200 | SequentialProcessor main = new SequentialProcessor();
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201 | main.Name = "Main";
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202 | #region initial solution
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203 | SubScopesCreater modelScopeCreator = new SubScopesCreater();
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204 | modelScopeCreator.GetVariableInfo("SubScopes").Local = true;
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205 | modelScopeCreator.AddVariable(new HeuristicLab.Core.Variable("SubScopes", new IntData(1)));
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206 | main.AddSubOperator(modelScopeCreator);
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207 |
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208 | SequentialSubScopesProcessor seqSubScopesProc = new SequentialSubScopesProcessor();
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209 | IOperator modelProcessor = CreateModelProcessor();
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210 |
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211 | seqSubScopesProc.AddSubOperator(modelProcessor);
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212 | main.AddSubOperator(seqSubScopesProc);
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213 | #endregion
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214 |
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215 | SequentialProcessor nuLoop = new SequentialProcessor();
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216 | nuLoop.Name = "NuLoop";
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217 |
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218 | SequentialProcessor gammaLoop = new SequentialProcessor();
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219 | gammaLoop.Name = "GammaLoop";
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220 |
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221 | nuLoop.AddSubOperator(gammaLoop);
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222 |
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223 | IOperator costCounter = CreateCounter("Cost");
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224 | IOperator costComparator = CreateComparator("Cost");
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225 | gammaLoop.AddSubOperator(costCounter);
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226 | gammaLoop.AddSubOperator(costComparator);
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227 |
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228 | ConditionalBranch costBranch = new ConditionalBranch();
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229 | costBranch.Name = "IfValidCostIndex";
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230 | costBranch.GetVariableInfo("Condition").ActualName = "RepeatCostLoop";
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231 |
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232 | // build cost loop
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233 | SequentialProcessor costLoop = new SequentialProcessor();
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234 | costLoop.Name = "CostLoop";
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235 |
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236 | #region selection of better solution
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237 | costLoop.AddSubOperator(modelScopeCreator);
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238 | SequentialSubScopesProcessor subScopesProcessor = new SequentialSubScopesProcessor();
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239 | costLoop.AddSubOperator(subScopesProcessor);
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240 | subScopesProcessor.AddSubOperator(new EmptyOperator());
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241 | subScopesProcessor.AddSubOperator(modelProcessor);
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242 |
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243 | Sorter sorter = new Sorter();
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244 | sorter.GetVariableInfo("Value").ActualName = "ValidationQuality";
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245 | sorter.GetVariableInfo("Descending").Local = true;
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246 | sorter.AddVariable(new Variable("Descending", new BoolData(false)));
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247 | costLoop.AddSubOperator(sorter);
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248 |
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249 | LeftSelector selector = new LeftSelector();
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250 | selector.GetVariableInfo("Selected").Local = true;
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251 | selector.AddVariable(new Variable("Selected", new IntData(1)));
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252 | costLoop.AddSubOperator(selector);
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253 |
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254 | RightReducer reducer = new RightReducer();
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255 | costLoop.AddSubOperator(reducer);
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256 | #endregion
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257 |
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258 | costLoop.AddSubOperator(costCounter);
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259 | costLoop.AddSubOperator(costComparator);
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260 |
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261 | costBranch.AddSubOperator(costLoop);
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262 | costLoop.AddSubOperator(costBranch);
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263 |
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264 | gammaLoop.AddSubOperator(costBranch); // inner loop
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265 | gammaLoop.AddSubOperator(CreateResetOperator("CostIndex", -1));
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266 | gammaLoop.AddSubOperator(CreateCounter("Gamma"));
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267 | gammaLoop.AddSubOperator(CreateComparator("Gamma"));
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268 |
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269 | ConditionalBranch gammaBranch = new ConditionalBranch();
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270 | gammaBranch.Name = "GammaLoop";
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271 | gammaBranch.GetVariableInfo("Condition").ActualName = "RepeatGammaLoop";
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272 | gammaBranch.AddSubOperator(gammaLoop);
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273 | gammaLoop.AddSubOperator(gammaBranch);
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274 |
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275 | nuLoop.AddSubOperator(CreateResetOperator("GammaIndex", 0));
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276 |
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277 | nuLoop.AddSubOperator(CreateCounter("Nu"));
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278 | nuLoop.AddSubOperator(CreateComparator("Nu"));
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279 |
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280 | ConditionalBranch nuBranch = new ConditionalBranch();
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281 | nuBranch.Name = "NuLoop";
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282 | nuBranch.GetVariableInfo("Condition").ActualName = "RepeatNuLoop";
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283 |
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284 | nuBranch.AddSubOperator(nuLoop);
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285 | nuLoop.AddSubOperator(nuBranch);
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286 |
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287 | main.AddSubOperator(nuLoop);
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288 | return main;
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289 | }
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290 |
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291 | private IOperator CreateModelProcessor() {
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292 | SequentialProcessor modelProcessor = new SequentialProcessor();
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293 | modelProcessor.AddSubOperator(CreateSetNextParameterValueOperator("Nu"));
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294 | modelProcessor.AddSubOperator(CreateSetNextParameterValueOperator("Cost"));
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295 | modelProcessor.AddSubOperator(CreateSetNextParameterValueOperator("Gamma"));
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296 |
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297 | SupportVectorCreator modelCreator = new SupportVectorCreator();
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298 | modelCreator.GetVariableInfo("SamplesStart").ActualName = "ActualTrainingSamplesStart";
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299 | modelCreator.GetVariableInfo("SamplesEnd").ActualName = "ActualTrainingSamplesEnd";
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300 | modelCreator.GetVariableInfo("SVMCost").ActualName = "Cost";
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301 | modelCreator.GetVariableInfo("SVMGamma").ActualName = "Gamma";
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302 | modelCreator.GetVariableInfo("SVMKernelType").ActualName = "KernelType";
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303 | modelCreator.GetVariableInfo("SVMModel").ActualName = "Model";
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304 | modelCreator.GetVariableInfo("SVMNu").ActualName = "Nu";
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305 | modelCreator.GetVariableInfo("SVMType").ActualName = "Type";
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306 |
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307 | modelProcessor.AddSubOperator(modelCreator);
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308 | CombinedOperator trainingEvaluator = (CombinedOperator)CreateEvaluator("ActualTraining");
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309 | trainingEvaluator.OperatorGraph.InitialOperator.SubOperators[1].GetVariableInfo("MSE").ActualName = "Quality";
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310 | modelProcessor.AddSubOperator(trainingEvaluator);
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311 | modelProcessor.AddSubOperator(CreateEvaluator("Validation"));
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312 |
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313 | DataCollector collector = new DataCollector();
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314 | collector.GetVariableInfo("Values").ActualName = "Log";
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315 | ((ItemList<StringData>)collector.GetVariable("VariableNames").Value).Add(new StringData("Nu"));
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316 | ((ItemList<StringData>)collector.GetVariable("VariableNames").Value).Add(new StringData("Cost"));
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317 | ((ItemList<StringData>)collector.GetVariable("VariableNames").Value).Add(new StringData("Gamma"));
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318 | ((ItemList<StringData>)collector.GetVariable("VariableNames").Value).Add(new StringData("ValidationQuality"));
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319 | modelProcessor.AddSubOperator(collector);
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320 | return modelProcessor;
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321 | }
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322 |
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323 | private IOperator CreateComparator(string p) {
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324 | LessThanComparator comparator = new LessThanComparator();
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325 | comparator.Name = p + "IndexComparator";
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326 | comparator.GetVariableInfo("LeftSide").ActualName = p + "Index";
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327 | comparator.GetVariableInfo("RightSide").ActualName = "Max" + p + "Index";
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328 | comparator.GetVariableInfo("Result").ActualName = "Repeat" + p + "Loop";
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329 | return comparator;
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330 | }
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331 |
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332 | private IOperator CreateCounter(string p) {
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333 | Counter c = new Counter();
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334 | c.GetVariableInfo("Value").ActualName = p + "Index";
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335 | c.Name = p + "Counter";
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336 | return c;
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337 | }
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338 |
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339 | protected virtual IOperator CreateEvaluator(string p) {
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340 | CombinedOperator op = new CombinedOperator();
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341 | op.Name = p + "Evaluator";
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342 | SequentialProcessor seqProc = new SequentialProcessor();
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343 |
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344 | SupportVectorEvaluator evaluator = new SupportVectorEvaluator();
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345 | evaluator.Name = p + "SimpleEvaluator";
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346 | evaluator.GetVariableInfo("SVMModel").ActualName = "Model";
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347 | evaluator.GetVariableInfo("SamplesStart").ActualName = p + "SamplesStart";
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348 | evaluator.GetVariableInfo("SamplesEnd").ActualName = p + "SamplesEnd";
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349 | evaluator.GetVariableInfo("Values").ActualName = p + "Values";
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350 | SimpleMSEEvaluator mseEvaluator = new SimpleMSEEvaluator();
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351 | mseEvaluator.Name = p + "MseEvaluator";
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352 | mseEvaluator.GetVariableInfo("Values").ActualName = p + "Values";
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353 | mseEvaluator.GetVariableInfo("MSE").ActualName = p + "Quality";
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354 | SimpleR2Evaluator r2Evaluator = new SimpleR2Evaluator();
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355 | r2Evaluator.Name = p + "R2Evaluator";
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356 | r2Evaluator.GetVariableInfo("Values").ActualName = p + "Values";
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357 | r2Evaluator.GetVariableInfo("R2").ActualName = p + "R2";
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358 | SimpleMeanAbsolutePercentageErrorEvaluator mapeEvaluator = new SimpleMeanAbsolutePercentageErrorEvaluator();
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359 | mapeEvaluator.Name = p + "MAPEEvaluator";
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360 | mapeEvaluator.GetVariableInfo("Values").ActualName = p + "Values";
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361 | mapeEvaluator.GetVariableInfo("MAPE").ActualName = p + "MAPE";
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362 | SimpleMeanAbsolutePercentageOfRangeErrorEvaluator mapreEvaluator = new SimpleMeanAbsolutePercentageOfRangeErrorEvaluator();
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363 | mapreEvaluator.Name = p + "MAPREEvaluator";
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364 | mapreEvaluator.GetVariableInfo("Values").ActualName = p + "Values";
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365 | mapreEvaluator.GetVariableInfo("MAPRE").ActualName = p + "MAPRE";
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366 | SimpleVarianceAccountedForEvaluator vafEvaluator = new SimpleVarianceAccountedForEvaluator();
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367 | vafEvaluator.Name = p + "VAFEvaluator";
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368 | vafEvaluator.GetVariableInfo("Values").ActualName = p + "Values";
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369 | vafEvaluator.GetVariableInfo("VAF").ActualName = p + "VAF";
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370 |
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371 | seqProc.AddSubOperator(evaluator);
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372 | seqProc.AddSubOperator(mseEvaluator);
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373 | seqProc.AddSubOperator(r2Evaluator);
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374 | seqProc.AddSubOperator(mapeEvaluator);
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375 | seqProc.AddSubOperator(mapreEvaluator);
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376 | seqProc.AddSubOperator(vafEvaluator);
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377 |
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378 | op.OperatorGraph.AddOperator(seqProc);
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379 | op.OperatorGraph.InitialOperator = seqProc;
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380 | return op;
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381 | }
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382 |
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383 | private IOperator CreateSetNextParameterValueOperator(string paramName) {
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384 | ProgrammableOperator progOp = new ProgrammableOperator();
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385 | progOp.Name = "SetNext" + paramName;
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386 | progOp.RemoveVariableInfo("Result");
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387 | progOp.AddVariableInfo(new VariableInfo("Value", "Value", typeof(DoubleData), VariableKind.New));
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388 | progOp.AddVariableInfo(new VariableInfo("ValueIndex", "ValueIndex", typeof(IntData), VariableKind.In));
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389 | progOp.AddVariableInfo(new VariableInfo("ValueList", "ValueList", typeof(DoubleArrayData), VariableKind.In));
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390 | progOp.Code =
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391 | @"
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392 | Value.Data = ValueList.Data[ValueIndex.Data];
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393 | ";
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394 |
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395 | progOp.GetVariableInfo("Value").ActualName = paramName;
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396 | progOp.GetVariableInfo("ValueIndex").ActualName = paramName + "Index";
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397 | progOp.GetVariableInfo("ValueList").ActualName = paramName + "List";
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398 | return progOp;
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399 | }
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400 |
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401 | private IOperator CreateResetOperator(string paramName, int value) {
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402 | ProgrammableOperator progOp = new ProgrammableOperator();
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403 | progOp.Name = "Reset" + paramName;
|
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404 | progOp.RemoveVariableInfo("Result");
|
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405 | progOp.AddVariableInfo(new VariableInfo("Value", "Value", typeof(IntData), VariableKind.In | VariableKind.Out));
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406 | progOp.Code = "Value.Data = " + value + ";";
|
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407 | progOp.GetVariableInfo("Value").ActualName = paramName;
|
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408 | return progOp;
|
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409 | }
|
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410 |
|
---|
411 | protected virtual VariableInjector CreateGlobalInjector() {
|
---|
412 | VariableInjector injector = new VariableInjector();
|
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413 | injector.AddVariable(new HeuristicLab.Core.Variable("CostIndex", new IntData(0)));
|
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414 | injector.AddVariable(new HeuristicLab.Core.Variable("CostList", new DoubleArrayData(new double[] {
|
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415 | Math.Pow(2,-5),
|
---|
416 | Math.Pow(2,-3),
|
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417 | Math.Pow(2,-1),
|
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418 | 2,
|
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419 | Math.Pow(2,3),
|
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420 | Math.Pow(2,5),
|
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421 | Math.Pow(2,7),
|
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422 | Math.Pow(2,9),
|
---|
423 | Math.Pow(2,11),
|
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424 | Math.Pow(2,13),
|
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425 | Math.Pow(2,15)})));
|
---|
426 | injector.AddVariable(new HeuristicLab.Core.Variable("MaxCostIndex", new IntData()));
|
---|
427 | injector.AddVariable(new HeuristicLab.Core.Variable("NuIndex", new IntData(0)));
|
---|
428 | injector.AddVariable(new HeuristicLab.Core.Variable("NuList", new DoubleArrayData(new double[] { 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1 })));
|
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429 | injector.AddVariable(new HeuristicLab.Core.Variable("MaxNuIndex", new IntData()));
|
---|
430 | injector.AddVariable(new HeuristicLab.Core.Variable("Log", new ItemList()));
|
---|
431 | injector.AddVariable(new HeuristicLab.Core.Variable("GammaIndex", new IntData(0)));
|
---|
432 | injector.AddVariable(new HeuristicLab.Core.Variable("GammaList", new DoubleArrayData(new double[] {
|
---|
433 | 3.0517578125E-05, 0.0001220703125,0.00048828125,0.001953125,
|
---|
434 | 0.0078125,0.03125,0.125,0.5,2,4,8})));
|
---|
435 | injector.AddVariable(new HeuristicLab.Core.Variable("MaxGammaIndex", new IntData()));
|
---|
436 | injector.AddVariable(new HeuristicLab.Core.Variable("KernelType", new StringData("RBF")));
|
---|
437 | injector.AddVariable(new HeuristicLab.Core.Variable("Type", new StringData("NU_SVR")));
|
---|
438 | injector.AddVariable(new HeuristicLab.Core.Variable("PunishmentFactor", new DoubleData(1000.0)));
|
---|
439 | injector.AddVariable(new Variable("MaxNumberOfTrainingSamples", new IntData(1000)));
|
---|
440 | return injector;
|
---|
441 | }
|
---|
442 |
|
---|
443 | protected virtual IOperator CreatePostProcessingOperator() {
|
---|
444 | CombinedOperator modelAnalyser = new CombinedOperator();
|
---|
445 | modelAnalyser.Name = "Model Analyzer";
|
---|
446 | SequentialSubScopesProcessor seqSubScopeProc = new SequentialSubScopesProcessor();
|
---|
447 | SequentialProcessor seqProc = new SequentialProcessor();
|
---|
448 |
|
---|
449 | PredictorBuilder predictorBuilder = new PredictorBuilder();
|
---|
450 | predictorBuilder.GetVariableInfo("SVMModel").ActualName = "Model";
|
---|
451 |
|
---|
452 | seqProc.AddSubOperator(CreateEvaluator("Test"));
|
---|
453 | seqProc.AddSubOperator(CreateEvaluator("Training"));
|
---|
454 | seqProc.AddSubOperator(predictorBuilder);
|
---|
455 |
|
---|
456 | #region variable impacts
|
---|
457 | VariableQualityImpactCalculator qualityImpactCalculator = new VariableQualityImpactCalculator();
|
---|
458 | qualityImpactCalculator.GetVariableInfo("SamplesStart").ActualName = "ValidationSamplesStart";
|
---|
459 | qualityImpactCalculator.GetVariableInfo("SamplesEnd").ActualName = "ValidationSamplesEnd";
|
---|
460 |
|
---|
461 | seqProc.AddSubOperator(qualityImpactCalculator);
|
---|
462 | #endregion
|
---|
463 |
|
---|
464 |
|
---|
465 | seqProc.AddSubOperator(CreateModelAnalyzerOperator());
|
---|
466 |
|
---|
467 | seqSubScopeProc.AddSubOperator(seqProc);
|
---|
468 | modelAnalyser.OperatorGraph.InitialOperator = seqSubScopeProc;
|
---|
469 | modelAnalyser.OperatorGraph.AddOperator(seqSubScopeProc);
|
---|
470 | return modelAnalyser;
|
---|
471 | }
|
---|
472 |
|
---|
473 | protected virtual IOperator CreateModelAnalyzerOperator() {
|
---|
474 | return DefaultRegressionOperators.CreatePostProcessingOperator();
|
---|
475 | }
|
---|
476 |
|
---|
477 |
|
---|
478 | protected virtual IAnalyzerModel CreateSVMModel(IScope bestModelScope) {
|
---|
479 | AnalyzerModel model = new AnalyzerModel();
|
---|
480 | model.SetMetaData("Cost", bestModelScope.GetVariableValue<DoubleData>("Cost", false).Data);
|
---|
481 | model.SetMetaData("Nu", bestModelScope.GetVariableValue<DoubleData>("Nu", false).Data);
|
---|
482 | #region variable impacts
|
---|
483 | ItemList qualityImpacts = bestModelScope.GetVariableValue<ItemList>(ModelingResult.VariableQualityImpact.ToString(), false);
|
---|
484 | foreach (ItemList row in qualityImpacts) {
|
---|
485 | string variableName = ((StringData)row[0]).Data;
|
---|
486 | double impact = ((DoubleData)row[1]).Data;
|
---|
487 | model.SetVariableResult(ModelingResult.VariableQualityImpact, variableName, impact);
|
---|
488 | model.AddInputVariable(variableName);
|
---|
489 | }
|
---|
490 | #endregion
|
---|
491 |
|
---|
492 | CreateSpecificSVMModel(bestModelScope, model);
|
---|
493 |
|
---|
494 | return model;
|
---|
495 | }
|
---|
496 |
|
---|
497 | protected virtual void CreateSpecificSVMModel(IScope bestModelScope, IAnalyzerModel model) {
|
---|
498 | DefaultRegressionOperators.PopulateAnalyzerModel(bestModelScope, model);
|
---|
499 | }
|
---|
500 |
|
---|
501 | protected IOperator GetVariableInjector() {
|
---|
502 | return GetMainOperator().SubOperators[0].SubOperators[1];
|
---|
503 | }
|
---|
504 |
|
---|
505 | protected IOperator GetMainOperator() {
|
---|
506 | CombinedOperator svm = (CombinedOperator)Engine.OperatorGraph.InitialOperator;
|
---|
507 | return svm.OperatorGraph.InitialOperator;
|
---|
508 | }
|
---|
509 |
|
---|
510 | public override IView CreateView() {
|
---|
511 | return engine.CreateView();
|
---|
512 | }
|
---|
513 |
|
---|
514 | #region IEditable Members
|
---|
515 |
|
---|
516 | public IEditor CreateEditor() {
|
---|
517 | return ((SequentialEngine.SequentialEngine)engine).CreateEditor();
|
---|
518 | }
|
---|
519 |
|
---|
520 | #endregion
|
---|
521 |
|
---|
522 | #region persistence
|
---|
523 | public override object Clone(IDictionary<Guid, object> clonedObjects) {
|
---|
524 | SupportVectorRegression clone = (SupportVectorRegression)base.Clone(clonedObjects);
|
---|
525 | clone.engine = (IEngine)Auxiliary.Clone(Engine, clonedObjects);
|
---|
526 | return clone;
|
---|
527 | }
|
---|
528 |
|
---|
529 | public override XmlNode GetXmlNode(string name, XmlDocument document, IDictionary<Guid, IStorable> persistedObjects) {
|
---|
530 | XmlNode node = base.GetXmlNode(name, document, persistedObjects);
|
---|
531 | node.AppendChild(PersistenceManager.Persist("Engine", engine, document, persistedObjects));
|
---|
532 | return node;
|
---|
533 | }
|
---|
534 |
|
---|
535 | public override void Populate(XmlNode node, IDictionary<Guid, IStorable> restoredObjects) {
|
---|
536 | base.Populate(node, restoredObjects);
|
---|
537 | engine = (IEngine)PersistenceManager.Restore(node.SelectSingleNode("Engine"), restoredObjects);
|
---|
538 | }
|
---|
539 | #endregion
|
---|
540 | }
|
---|
541 | }
|
---|