[5617] | 1 | #region License Information
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| 2 | /* HeuristicLab
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[14185] | 3 | * Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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[5617] | 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.Drawing;
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| 25 | using System.Linq;
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[8836] | 26 | using System.Threading;
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[5617] | 27 | using HeuristicLab.Collections;
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| 28 | using HeuristicLab.Common;
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| 29 | using HeuristicLab.Core;
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| 30 | using HeuristicLab.Data;
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| 31 | using HeuristicLab.Optimization;
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[14927] | 32 | using HeuristicLab.Persistence;
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[5617] | 33 | using HeuristicLab.Problems.DataAnalysis;
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[5886] | 34 | using HeuristicLab.Problems.DataAnalysis.Symbolic;
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[14864] | 35 | using HeuristicLab.Random;
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[5617] | 36 |
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| 37 | namespace HeuristicLab.Algorithms.DataAnalysis {
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[13238] | 38 | [Item("Cross Validation (CV)", "Cross-validation wrapper for data analysis algorithms.")]
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[12504] | 39 | [Creatable(CreatableAttribute.Categories.DataAnalysis, Priority = 100)]
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[14927] | 40 | [StorableType("7893404d-8ea2-4545-b4d6-ead977c4d270")]
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[5617] | 41 | public sealed class CrossValidation : ParameterizedNamedItem, IAlgorithm, IStorableContent {
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[14904] | 42 | private IDataAnalysisProblemData shuffledProblemData;
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| 43 |
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[5617] | 44 | public CrossValidation()
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| 45 | : base() {
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| 46 | name = ItemName;
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| 47 | description = ItemDescription;
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| 48 |
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| 49 | executionState = ExecutionState.Stopped;
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[8962] | 50 | runs = new RunCollection { OptimizerName = name };
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[5617] | 51 | runsCounter = 0;
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| 52 |
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| 53 | algorithm = null;
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| 54 | clonedAlgorithms = new ItemCollection<IAlgorithm>();
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| 55 | results = new ResultCollection();
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| 56 |
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| 57 | folds = new IntValue(2);
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| 58 | numberOfWorkers = new IntValue(1);
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| 59 | samplesStart = new IntValue(0);
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| 60 | samplesEnd = new IntValue(0);
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[14864] | 61 | shuffleSamples = new BoolValue(false);
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[5617] | 62 | storeAlgorithmInEachRun = false;
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| 63 |
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| 64 | RegisterEvents();
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| 65 | if (Algorithm != null) RegisterAlgorithmEvents();
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| 66 | }
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| 67 |
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| 68 | public string Filename { get; set; }
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| 69 |
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| 70 | #region persistence and cloning
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| 71 | [StorableConstructor]
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[15018] | 72 | private CrossValidation(StorableConstructorFlag deserializing)
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[5617] | 73 | : base(deserializing) {
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| 74 | }
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| 75 | [StorableHook(HookType.AfterDeserialization)]
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| 76 | private void AfterDeserialization() {
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| 77 | RegisterEvents();
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| 78 | if (Algorithm != null) RegisterAlgorithmEvents();
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| 79 | }
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| 80 |
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| 81 | private CrossValidation(CrossValidation original, Cloner cloner)
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| 82 | : base(original, cloner) {
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| 83 | executionState = original.executionState;
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| 84 | storeAlgorithmInEachRun = original.storeAlgorithmInEachRun;
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| 85 | runs = cloner.Clone(original.runs);
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| 86 | runsCounter = original.runsCounter;
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| 87 | algorithm = cloner.Clone(original.algorithm);
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| 88 | clonedAlgorithms = cloner.Clone(original.clonedAlgorithms);
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| 89 | results = cloner.Clone(original.results);
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| 90 |
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| 91 | folds = cloner.Clone(original.folds);
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| 92 | numberOfWorkers = cloner.Clone(original.numberOfWorkers);
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| 93 | samplesStart = cloner.Clone(original.samplesStart);
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| 94 | samplesEnd = cloner.Clone(original.samplesEnd);
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[14864] | 95 | shuffleSamples = cloner.Clone(original.shuffleSamples);
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[5617] | 96 | RegisterEvents();
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| 97 | if (Algorithm != null) RegisterAlgorithmEvents();
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| 98 | }
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| 99 | public override IDeepCloneable Clone(Cloner cloner) {
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| 100 | return new CrossValidation(this, cloner);
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| 101 | }
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| 102 |
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| 103 | #endregion
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| 104 |
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| 105 | #region properties
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| 106 | [Storable]
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| 107 | private IAlgorithm algorithm;
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| 108 | public IAlgorithm Algorithm {
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| 109 | get { return algorithm; }
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| 110 | set {
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| 111 | if (ExecutionState != ExecutionState.Prepared && ExecutionState != ExecutionState.Stopped)
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| 112 | throw new InvalidOperationException("Changing the algorithm is only allowed if the CrossValidation is stopped or prepared.");
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| 113 | if (algorithm != value) {
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[5659] | 114 | if (value != null && value.Problem != null && !(value.Problem is IDataAnalysisProblem))
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[5617] | 115 | throw new ArgumentException("Only algorithms with a DataAnalysisProblem could be used for the cross validation.");
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| 116 | if (algorithm != null) DeregisterAlgorithmEvents();
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| 117 | algorithm = value;
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| 118 | Parameters.Clear();
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| 119 |
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| 120 | if (algorithm != null) {
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| 121 | algorithm.StoreAlgorithmInEachRun = false;
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| 122 | RegisterAlgorithmEvents();
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| 123 | algorithm.Prepare(true);
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| 124 | Parameters.AddRange(algorithm.Parameters);
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| 125 | }
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| 126 | OnAlgorithmChanged();
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| 127 | Prepare();
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| 128 | }
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| 129 | }
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| 130 | }
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| 131 |
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| 132 |
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| 133 | [Storable]
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[5659] | 134 | private IDataAnalysisProblem problem;
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| 135 | public IDataAnalysisProblem Problem {
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[5617] | 136 | get {
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| 137 | if (algorithm == null)
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| 138 | return null;
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[5659] | 139 | return (IDataAnalysisProblem)algorithm.Problem;
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[5617] | 140 | }
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| 141 | set {
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| 142 | if (ExecutionState != ExecutionState.Prepared && ExecutionState != ExecutionState.Stopped)
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| 143 | throw new InvalidOperationException("Changing the problem is only allowed if the CrossValidation is stopped or prepared.");
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| 144 | if (algorithm == null) throw new ArgumentNullException("Could not set a problem before an algorithm was set.");
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| 145 | algorithm.Problem = value;
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| 146 | problem = value;
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| 147 | }
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| 148 | }
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| 149 |
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| 150 | IProblem IAlgorithm.Problem {
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| 151 | get { return Problem; }
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| 152 | set {
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| 153 | if (value != null && !ProblemType.IsInstanceOfType(value))
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| 154 | throw new ArgumentException("Only DataAnalysisProblems could be used for the cross validation.");
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[5659] | 155 | Problem = (IDataAnalysisProblem)value;
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[5617] | 156 | }
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| 157 | }
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| 158 | public Type ProblemType {
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[5659] | 159 | get { return typeof(IDataAnalysisProblem); }
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[5617] | 160 | }
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| 161 |
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| 162 | [Storable]
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| 163 | private ItemCollection<IAlgorithm> clonedAlgorithms;
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| 164 |
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| 165 | public IEnumerable<IOptimizer> NestedOptimizers {
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| 166 | get {
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| 167 | if (Algorithm == null) yield break;
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| 168 | yield return Algorithm;
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| 169 | }
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| 170 | }
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| 171 |
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| 172 | [Storable]
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| 173 | private ResultCollection results;
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| 174 | public ResultCollection Results {
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| 175 | get { return results; }
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| 176 | }
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| 177 | [Storable]
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[14864] | 178 | private BoolValue shuffleSamples;
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| 179 | public BoolValue ShuffleSamples {
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| 180 | get { return shuffleSamples; }
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| 181 | }
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| 182 | [Storable]
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[5617] | 183 | private IntValue folds;
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| 184 | public IntValue Folds {
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| 185 | get { return folds; }
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| 186 | }
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| 187 | [Storable]
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| 188 | private IntValue samplesStart;
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| 189 | public IntValue SamplesStart {
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| 190 | get { return samplesStart; }
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| 191 | }
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| 192 | [Storable]
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| 193 | private IntValue samplesEnd;
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| 194 | public IntValue SamplesEnd {
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| 195 | get { return samplesEnd; }
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| 196 | }
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| 197 | [Storable]
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| 198 | private IntValue numberOfWorkers;
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| 199 | public IntValue NumberOfWorkers {
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| 200 | get { return numberOfWorkers; }
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| 201 | }
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| 202 |
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| 203 | [Storable]
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| 204 | private bool storeAlgorithmInEachRun;
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| 205 | public bool StoreAlgorithmInEachRun {
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| 206 | get { return storeAlgorithmInEachRun; }
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| 207 | set {
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| 208 | if (storeAlgorithmInEachRun != value) {
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| 209 | storeAlgorithmInEachRun = value;
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| 210 | OnStoreAlgorithmInEachRunChanged();
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| 211 | }
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| 212 | }
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| 213 | }
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| 214 |
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| 215 | [Storable]
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| 216 | private int runsCounter;
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| 217 | [Storable]
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| 218 | private RunCollection runs;
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| 219 | public RunCollection Runs {
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| 220 | get { return runs; }
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| 221 | }
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| 222 |
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| 223 | [Storable]
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| 224 | private ExecutionState executionState;
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| 225 | public ExecutionState ExecutionState {
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| 226 | get { return executionState; }
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| 227 | private set {
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| 228 | if (executionState != value) {
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| 229 | executionState = value;
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| 230 | OnExecutionStateChanged();
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| 231 | OnItemImageChanged();
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| 232 | }
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| 233 | }
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| 234 | }
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[7201] | 235 | public static new Image StaticItemImage {
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| 236 | get { return HeuristicLab.Common.Resources.VSImageLibrary.Event; }
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| 237 | }
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[5617] | 238 | public override Image ItemImage {
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| 239 | get {
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| 240 | if (ExecutionState == ExecutionState.Prepared) return HeuristicLab.Common.Resources.VSImageLibrary.ExecutablePrepared;
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| 241 | else if (ExecutionState == ExecutionState.Started) return HeuristicLab.Common.Resources.VSImageLibrary.ExecutableStarted;
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| 242 | else if (ExecutionState == ExecutionState.Paused) return HeuristicLab.Common.Resources.VSImageLibrary.ExecutablePaused;
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| 243 | else if (ExecutionState == ExecutionState.Stopped) return HeuristicLab.Common.Resources.VSImageLibrary.ExecutableStopped;
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[7201] | 244 | else return base.ItemImage;
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[5617] | 245 | }
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| 246 | }
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| 247 |
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| 248 | public TimeSpan ExecutionTime {
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| 249 | get {
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| 250 | if (ExecutionState != ExecutionState.Prepared)
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| 251 | return TimeSpan.FromMilliseconds(clonedAlgorithms.Select(x => x.ExecutionTime.TotalMilliseconds).Sum());
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| 252 | return TimeSpan.Zero;
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| 253 | }
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| 254 | }
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| 255 | #endregion
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| 256 |
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[8738] | 257 | protected override void OnNameChanged() {
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| 258 | base.OnNameChanged();
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[8962] | 259 | Runs.OptimizerName = Name;
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[8738] | 260 | }
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| 261 |
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[5617] | 262 | public void Prepare() {
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| 263 | if (ExecutionState == ExecutionState.Started)
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| 264 | throw new InvalidOperationException(string.Format("Prepare not allowed in execution state \"{0}\".", ExecutionState));
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| 265 | results.Clear();
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| 266 | clonedAlgorithms.Clear();
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| 267 | if (Algorithm != null) {
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| 268 | Algorithm.Prepare();
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| 269 | if (Algorithm.ExecutionState == ExecutionState.Prepared) OnPrepared();
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| 270 | }
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| 271 | }
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| 272 | public void Prepare(bool clearRuns) {
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| 273 | if (clearRuns) runs.Clear();
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| 274 | Prepare();
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| 275 | }
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| 276 |
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| 277 | public void Start() {
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| 278 | if ((ExecutionState != ExecutionState.Prepared) && (ExecutionState != ExecutionState.Paused))
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| 279 | throw new InvalidOperationException(string.Format("Start not allowed in execution state \"{0}\".", ExecutionState));
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| 280 |
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[9493] | 281 | if (Algorithm != null) {
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[5617] | 282 | //create cloned algorithms
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| 283 | if (clonedAlgorithms.Count == 0) {
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| 284 | int testSamplesCount = (SamplesEnd.Value - SamplesStart.Value) / Folds.Value;
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[14864] | 285 | IDataset shuffledDataset = null;
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[5617] | 286 | for (int i = 0; i < Folds.Value; i++) {
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[14864] | 287 | var cloner = new Cloner();
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| 288 | if (ShuffleSamples.Value) {
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| 289 | var dataAnalysisProblem = (IDataAnalysisProblem)algorithm.Problem;
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| 290 | var dataset = (Dataset)dataAnalysisProblem.ProblemData.Dataset;
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| 291 | shuffledDataset = shuffledDataset ?? dataset.Shuffle(new FastRandom());
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| 292 | cloner.RegisterClonedObject(dataset, shuffledDataset);
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| 293 | }
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| 294 | IAlgorithm clonedAlgorithm = cloner.Clone(Algorithm);
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[5617] | 295 | clonedAlgorithm.Name = algorithm.Name + " Fold " + i;
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[5659] | 296 | IDataAnalysisProblem problem = clonedAlgorithm.Problem as IDataAnalysisProblem;
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[5886] | 297 | ISymbolicDataAnalysisProblem symbolicProblem = problem as ISymbolicDataAnalysisProblem;
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| 298 |
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| 299 | int testStart = (i * testSamplesCount) + SamplesStart.Value;
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| 300 | int testEnd = (i + 1) == Folds.Value ? SamplesEnd.Value : (i + 1) * testSamplesCount + SamplesStart.Value;
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| 301 |
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[7107] | 302 | problem.ProblemData.TrainingPartition.Start = SamplesStart.Value;
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| 303 | problem.ProblemData.TrainingPartition.End = SamplesEnd.Value;
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[5886] | 304 | problem.ProblemData.TestPartition.Start = testStart;
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| 305 | problem.ProblemData.TestPartition.End = testEnd;
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| 306 | DataAnalysisProblemData problemData = problem.ProblemData as DataAnalysisProblemData;
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| 307 | if (problemData != null) {
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| 308 | problemData.TrainingPartitionParameter.Hidden = false;
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| 309 | problemData.TestPartitionParameter.Hidden = false;
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| 310 | }
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| 311 |
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| 312 | if (symbolicProblem != null) {
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| 313 | symbolicProblem.FitnessCalculationPartition.Start = SamplesStart.Value;
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| 314 | symbolicProblem.FitnessCalculationPartition.End = SamplesEnd.Value;
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| 315 | }
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[7738] | 316 | clonedAlgorithm.Prepare();
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[5617] | 317 | clonedAlgorithms.Add(clonedAlgorithm);
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| 318 | }
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[14904] | 319 | // save the shuffled problem data because it is necessary when creating the ensemble solution
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| 320 | if (shuffledProblemData == null && shuffledDataset != null) {
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| 321 | var dataAnalysisProblem = (IDataAnalysisProblem)algorithm.Problem;
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| 322 | var dataset = (Dataset)dataAnalysisProblem.ProblemData.Dataset;
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| 323 | var cloner = new Cloner();
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| 324 | cloner.RegisterClonedObject(dataset, shuffledDataset);
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| 325 | shuffledProblemData = cloner.Clone(dataAnalysisProblem.ProblemData);
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| 326 | }
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[5617] | 327 | }
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| 328 |
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| 329 | //start prepared or paused cloned algorithms
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| 330 | int startedAlgorithms = 0;
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| 331 | foreach (IAlgorithm clonedAlgorithm in clonedAlgorithms) {
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| 332 | if (startedAlgorithms < NumberOfWorkers.Value) {
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| 333 | if (clonedAlgorithm.ExecutionState == ExecutionState.Prepared ||
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| 334 | clonedAlgorithm.ExecutionState == ExecutionState.Paused) {
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[8836] | 335 |
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| 336 | // start and wait until the alg is started
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| 337 | using (var signal = new ManualResetEvent(false)) {
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| 338 | EventHandler signalSetter = (sender, args) => { signal.Set(); };
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| 339 | clonedAlgorithm.Started += signalSetter;
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| 340 | clonedAlgorithm.Start();
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| 341 | signal.WaitOne();
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| 342 | clonedAlgorithm.Started -= signalSetter;
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| 343 |
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| 344 | startedAlgorithms++;
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| 345 | }
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[5617] | 346 | }
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| 347 | }
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| 348 | }
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| 349 | OnStarted();
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| 350 | }
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| 351 | }
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| 352 |
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| 353 | private bool pausePending;
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| 354 | public void Pause() {
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| 355 | if (ExecutionState != ExecutionState.Started)
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| 356 | throw new InvalidOperationException(string.Format("Pause not allowed in execution state \"{0}\".", ExecutionState));
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| 357 | if (!pausePending) {
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| 358 | pausePending = true;
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[9493] | 359 | PauseAllClonedAlgorithms();
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[5617] | 360 | }
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| 361 | }
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| 362 | private void PauseAllClonedAlgorithms() {
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| 363 | foreach (IAlgorithm clonedAlgorithm in clonedAlgorithms) {
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| 364 | if (clonedAlgorithm.ExecutionState == ExecutionState.Started)
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| 365 | clonedAlgorithm.Pause();
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| 366 | }
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| 367 | }
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| 368 |
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| 369 | private bool stopPending;
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| 370 | public void Stop() {
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| 371 | if ((ExecutionState != ExecutionState.Started) && (ExecutionState != ExecutionState.Paused))
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| 372 | throw new InvalidOperationException(string.Format("Stop not allowed in execution state \"{0}\".",
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| 373 | ExecutionState));
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| 374 | if (!stopPending) {
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| 375 | stopPending = true;
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[9493] | 376 | StopAllClonedAlgorithms();
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[5617] | 377 | }
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| 378 | }
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| 379 | private void StopAllClonedAlgorithms() {
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| 380 | foreach (IAlgorithm clonedAlgorithm in clonedAlgorithms) {
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| 381 | if (clonedAlgorithm.ExecutionState == ExecutionState.Started ||
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| 382 | clonedAlgorithm.ExecutionState == ExecutionState.Paused)
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| 383 | clonedAlgorithm.Stop();
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| 384 | }
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| 385 | }
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| 386 |
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| 387 | #region collect parameters and results
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| 388 | public override void CollectParameterValues(IDictionary<string, IItem> values) {
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| 389 | values.Add("Algorithm Name", new StringValue(Name));
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| 390 | values.Add("Algorithm Type", new StringValue(GetType().GetPrettyName()));
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| 391 | values.Add("Folds", new IntValue(Folds.Value));
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| 392 |
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| 393 | if (algorithm != null) {
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| 394 | values.Add("CrossValidation Algorithm Name", new StringValue(Algorithm.Name));
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| 395 | values.Add("CrossValidation Algorithm Type", new StringValue(Algorithm.GetType().GetPrettyName()));
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| 396 | base.CollectParameterValues(values);
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| 397 | }
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| 398 | if (Problem != null) {
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| 399 | values.Add("Problem Name", new StringValue(Problem.Name));
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| 400 | values.Add("Problem Type", new StringValue(Problem.GetType().GetPrettyName()));
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| 401 | Problem.CollectParameterValues(values);
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| 402 | }
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| 403 | }
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| 404 |
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| 405 | public void CollectResultValues(IDictionary<string, IItem> results) {
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[6566] | 406 | var clonedResults = (ResultCollection)this.results.Clone();
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| 407 | foreach (var result in clonedResults) {
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| 408 | results.Add(result.Name, result.Value);
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| 409 | }
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| 410 | }
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| 411 |
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| 412 | private void AggregateResultValues(IDictionary<string, IItem> results) {
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[5617] | 413 | IEnumerable<IRun> runs = clonedAlgorithms.Select(alg => alg.Runs.FirstOrDefault()).Where(run => run != null);
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| 414 | IEnumerable<KeyValuePair<string, IItem>> resultCollections = runs.Where(x => x != null).SelectMany(x => x.Results).ToList();
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| 415 |
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| 416 | foreach (IResult result in ExtractAndAggregateResults<IntValue>(resultCollections))
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| 417 | results.Add(result.Name, result.Value);
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| 418 | foreach (IResult result in ExtractAndAggregateResults<DoubleValue>(resultCollections))
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| 419 | results.Add(result.Name, result.Value);
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| 420 | foreach (IResult result in ExtractAndAggregateResults<PercentValue>(resultCollections))
|
---|
| 421 | results.Add(result.Name, result.Value);
|
---|
[6184] | 422 | foreach (IResult result in ExtractAndAggregateRegressionSolutions(resultCollections)) {
|
---|
| 423 | results.Add(result.Name, result.Value);
|
---|
| 424 | }
|
---|
[6239] | 425 | foreach (IResult result in ExtractAndAggregateClassificationSolutions(resultCollections)) {
|
---|
| 426 | results.Add(result.Name, result.Value);
|
---|
| 427 | }
|
---|
[5617] | 428 | results.Add("Execution Time", new TimeSpanValue(this.ExecutionTime));
|
---|
| 429 | results.Add("CrossValidation Folds", new RunCollection(runs));
|
---|
| 430 | }
|
---|
| 431 |
|
---|
[6184] | 432 | private IEnumerable<IResult> ExtractAndAggregateRegressionSolutions(IEnumerable<KeyValuePair<string, IItem>> resultCollections) {
|
---|
| 433 | Dictionary<string, List<IRegressionSolution>> resultSolutions = new Dictionary<string, List<IRegressionSolution>>();
|
---|
| 434 | foreach (var result in resultCollections) {
|
---|
| 435 | var regressionSolution = result.Value as IRegressionSolution;
|
---|
| 436 | if (regressionSolution != null) {
|
---|
| 437 | if (resultSolutions.ContainsKey(result.Key)) {
|
---|
| 438 | resultSolutions[result.Key].Add(regressionSolution);
|
---|
| 439 | } else {
|
---|
| 440 | resultSolutions.Add(result.Key, new List<IRegressionSolution>() { regressionSolution });
|
---|
| 441 | }
|
---|
| 442 | }
|
---|
| 443 | }
|
---|
| 444 | List<IResult> aggregatedResults = new List<IResult>();
|
---|
| 445 | foreach (KeyValuePair<string, List<IRegressionSolution>> solutions in resultSolutions) {
|
---|
[6566] | 446 | // clone manually to correctly clone references between cloned root objects
|
---|
| 447 | Cloner cloner = new Cloner();
|
---|
[14904] | 448 | var problemDataClone = ShuffleSamples.Value
|
---|
| 449 | ? (IRegressionProblemData)cloner.Clone(shuffledProblemData)
|
---|
| 450 | : (IRegressionProblemData)cloner.Clone(Problem.ProblemData);
|
---|
[6566] | 451 | // set partitions of problem data clone correctly
|
---|
[6184] | 452 | problemDataClone.TrainingPartition.Start = SamplesStart.Value; problemDataClone.TrainingPartition.End = SamplesEnd.Value;
|
---|
| 453 | problemDataClone.TestPartition.Start = SamplesStart.Value; problemDataClone.TestPartition.End = SamplesEnd.Value;
|
---|
[6566] | 454 | // clone models
|
---|
[7738] | 455 | var ensembleSolution = new RegressionEnsembleSolution(problemDataClone);
|
---|
| 456 | ensembleSolution.AddRegressionSolutions(solutions.Value);
|
---|
[6184] | 457 |
|
---|
[6250] | 458 | aggregatedResults.Add(new Result(solutions.Key + " (ensemble)", ensembleSolution));
|
---|
[6184] | 459 | }
|
---|
[6250] | 460 | List<IResult> flattenedResults = new List<IResult>();
|
---|
| 461 | CollectResultsRecursively("", aggregatedResults, flattenedResults);
|
---|
| 462 | return flattenedResults;
|
---|
[6184] | 463 | }
|
---|
| 464 |
|
---|
[6239] | 465 | private IEnumerable<IResult> ExtractAndAggregateClassificationSolutions(IEnumerable<KeyValuePair<string, IItem>> resultCollections) {
|
---|
| 466 | Dictionary<string, List<IClassificationSolution>> resultSolutions = new Dictionary<string, List<IClassificationSolution>>();
|
---|
| 467 | foreach (var result in resultCollections) {
|
---|
| 468 | var classificationSolution = result.Value as IClassificationSolution;
|
---|
| 469 | if (classificationSolution != null) {
|
---|
| 470 | if (resultSolutions.ContainsKey(result.Key)) {
|
---|
| 471 | resultSolutions[result.Key].Add(classificationSolution);
|
---|
| 472 | } else {
|
---|
| 473 | resultSolutions.Add(result.Key, new List<IClassificationSolution>() { classificationSolution });
|
---|
| 474 | }
|
---|
| 475 | }
|
---|
| 476 | }
|
---|
[6250] | 477 | var aggregatedResults = new List<IResult>();
|
---|
[6239] | 478 | foreach (KeyValuePair<string, List<IClassificationSolution>> solutions in resultSolutions) {
|
---|
[14781] | 479 | // at least one algorithm (GBT with logistic regression loss) produces a classification solution even though the original problem is a regression problem.
|
---|
| 480 | var targetVariable = solutions.Value.First().ProblemData.TargetVariable;
|
---|
[14904] | 481 | var problemDataClone = ShuffleSamples.Value
|
---|
| 482 | ? new ClassificationProblemData(shuffledProblemData.Dataset, shuffledProblemData.AllowedInputVariables, targetVariable)
|
---|
| 483 | : new ClassificationProblemData(Problem.ProblemData.Dataset, Problem.ProblemData.AllowedInputVariables, targetVariable);
|
---|
[6566] | 484 | // set partitions of problem data clone correctly
|
---|
[6239] | 485 | problemDataClone.TrainingPartition.Start = SamplesStart.Value; problemDataClone.TrainingPartition.End = SamplesEnd.Value;
|
---|
| 486 | problemDataClone.TestPartition.Start = SamplesStart.Value; problemDataClone.TestPartition.End = SamplesEnd.Value;
|
---|
[6566] | 487 | // clone models
|
---|
[8528] | 488 | var ensembleSolution = new ClassificationEnsembleSolution(problemDataClone);
|
---|
| 489 | ensembleSolution.AddClassificationSolutions(solutions.Value);
|
---|
[6239] | 490 |
|
---|
[6250] | 491 | aggregatedResults.Add(new Result(solutions.Key + " (ensemble)", ensembleSolution));
|
---|
[6239] | 492 | }
|
---|
[6250] | 493 | List<IResult> flattenedResults = new List<IResult>();
|
---|
| 494 | CollectResultsRecursively("", aggregatedResults, flattenedResults);
|
---|
| 495 | return flattenedResults;
|
---|
[6239] | 496 | }
|
---|
| 497 |
|
---|
[6250] | 498 | private void CollectResultsRecursively(string path, IEnumerable<IResult> results, IList<IResult> flattenedResults) {
|
---|
| 499 | foreach (IResult result in results) {
|
---|
| 500 | flattenedResults.Add(new Result(path + result.Name, result.Value));
|
---|
| 501 | ResultCollection childCollection = result.Value as ResultCollection;
|
---|
| 502 | if (childCollection != null) {
|
---|
| 503 | CollectResultsRecursively(path + result.Name + ".", childCollection, flattenedResults);
|
---|
| 504 | }
|
---|
| 505 | }
|
---|
| 506 | }
|
---|
| 507 |
|
---|
[5617] | 508 | private static IEnumerable<IResult> ExtractAndAggregateResults<T>(IEnumerable<KeyValuePair<string, IItem>> results)
|
---|
| 509 | where T : class, IItem, new() {
|
---|
| 510 | Dictionary<string, List<double>> resultValues = new Dictionary<string, List<double>>();
|
---|
| 511 | foreach (var resultValue in results.Where(r => r.Value.GetType() == typeof(T))) {
|
---|
| 512 | if (!resultValues.ContainsKey(resultValue.Key))
|
---|
| 513 | resultValues[resultValue.Key] = new List<double>();
|
---|
| 514 | resultValues[resultValue.Key].Add(ConvertToDouble(resultValue.Value));
|
---|
| 515 | }
|
---|
| 516 |
|
---|
| 517 | DoubleValue doubleValue;
|
---|
| 518 | if (typeof(T) == typeof(PercentValue))
|
---|
| 519 | doubleValue = new PercentValue();
|
---|
| 520 | else if (typeof(T) == typeof(DoubleValue))
|
---|
| 521 | doubleValue = new DoubleValue();
|
---|
| 522 | else if (typeof(T) == typeof(IntValue))
|
---|
| 523 | doubleValue = new DoubleValue();
|
---|
| 524 | else
|
---|
| 525 | throw new NotSupportedException();
|
---|
| 526 |
|
---|
| 527 | List<IResult> aggregatedResults = new List<IResult>();
|
---|
| 528 | foreach (KeyValuePair<string, List<double>> resultValue in resultValues) {
|
---|
| 529 | doubleValue.Value = resultValue.Value.Average();
|
---|
[6250] | 530 | aggregatedResults.Add(new Result(resultValue.Key + " (average)", (IItem)doubleValue.Clone()));
|
---|
[5617] | 531 | doubleValue.Value = resultValue.Value.StandardDeviation();
|
---|
[6250] | 532 | aggregatedResults.Add(new Result(resultValue.Key + " (std.dev.)", (IItem)doubleValue.Clone()));
|
---|
[5617] | 533 | }
|
---|
| 534 | return aggregatedResults;
|
---|
| 535 | }
|
---|
| 536 |
|
---|
| 537 | private static double ConvertToDouble(IItem item) {
|
---|
| 538 | if (item is DoubleValue) return ((DoubleValue)item).Value;
|
---|
| 539 | else if (item is IntValue) return ((IntValue)item).Value;
|
---|
| 540 | else throw new NotSupportedException("Could not convert any item type to double");
|
---|
| 541 | }
|
---|
| 542 | #endregion
|
---|
| 543 |
|
---|
| 544 | #region events
|
---|
| 545 | private void RegisterEvents() {
|
---|
| 546 | Folds.ValueChanged += new EventHandler(Folds_ValueChanged);
|
---|
| 547 | RegisterClonedAlgorithmsEvents();
|
---|
| 548 | }
|
---|
| 549 | private void Folds_ValueChanged(object sender, EventArgs e) {
|
---|
| 550 | if (ExecutionState != ExecutionState.Prepared)
|
---|
| 551 | throw new InvalidOperationException("Can not change number of folds if the execution state is not prepared.");
|
---|
| 552 | }
|
---|
[7107] | 553 |
|
---|
[5617] | 554 |
|
---|
| 555 | #region template algorithms events
|
---|
| 556 | public event EventHandler AlgorithmChanged;
|
---|
| 557 | private void OnAlgorithmChanged() {
|
---|
| 558 | EventHandler handler = AlgorithmChanged;
|
---|
| 559 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
| 560 | OnProblemChanged();
|
---|
| 561 | if (Problem == null) ExecutionState = ExecutionState.Stopped;
|
---|
| 562 | }
|
---|
| 563 | private void RegisterAlgorithmEvents() {
|
---|
| 564 | algorithm.ProblemChanged += new EventHandler(Algorithm_ProblemChanged);
|
---|
| 565 | algorithm.ExecutionStateChanged += new EventHandler(Algorithm_ExecutionStateChanged);
|
---|
[14904] | 566 | if (Problem != null) {
|
---|
| 567 | Problem.Reset += new EventHandler(Problem_Reset);
|
---|
| 568 | Problem.ProblemDataChanged += Problem_ProblemDataChanged;
|
---|
| 569 | }
|
---|
[5617] | 570 | }
|
---|
| 571 | private void DeregisterAlgorithmEvents() {
|
---|
| 572 | algorithm.ProblemChanged -= new EventHandler(Algorithm_ProblemChanged);
|
---|
| 573 | algorithm.ExecutionStateChanged -= new EventHandler(Algorithm_ExecutionStateChanged);
|
---|
[14904] | 574 | if (Problem != null) {
|
---|
| 575 | Problem.Reset -= new EventHandler(Problem_Reset);
|
---|
| 576 | Problem.ProblemDataChanged -= Problem_ProblemDataChanged;
|
---|
| 577 | }
|
---|
[5617] | 578 | }
|
---|
| 579 | private void Algorithm_ProblemChanged(object sender, EventArgs e) {
|
---|
[5659] | 580 | if (algorithm.Problem != null && !(algorithm.Problem is IDataAnalysisProblem)) {
|
---|
[5617] | 581 | algorithm.Problem = problem;
|
---|
| 582 | throw new ArgumentException("A cross validation algorithm can only contain DataAnalysisProblems.");
|
---|
| 583 | }
|
---|
[8970] | 584 | if (problem != null) problem.Reset -= new EventHandler(Problem_Reset);
|
---|
[5659] | 585 | problem = (IDataAnalysisProblem)algorithm.Problem;
|
---|
[9517] | 586 | if (problem != null) problem.Reset += new EventHandler(Problem_Reset);
|
---|
[5617] | 587 | OnProblemChanged();
|
---|
| 588 | }
|
---|
| 589 | public event EventHandler ProblemChanged;
|
---|
| 590 | private void OnProblemChanged() {
|
---|
| 591 | EventHandler handler = ProblemChanged;
|
---|
| 592 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
[8969] | 593 | ConfigureProblem();
|
---|
| 594 | }
|
---|
[14904] | 595 | public event EventHandler ProblemDataChanged;
|
---|
| 596 | private void OnProblemDataChanged() {
|
---|
| 597 | var handler = ProblemDataChanged;
|
---|
| 598 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
| 599 | shuffledProblemData = null;
|
---|
| 600 | }
|
---|
| 601 | private void Problem_ProblemDataChanged(object sender, EventArgs e) {
|
---|
| 602 | OnProblemDataChanged();
|
---|
| 603 | }
|
---|
[8969] | 604 | private void Problem_Reset(object sender, EventArgs e) {
|
---|
| 605 | ConfigureProblem();
|
---|
| 606 | }
|
---|
[8970] | 607 | private void ConfigureProblem() {
|
---|
| 608 | SamplesStart.Value = 0;
|
---|
[5806] | 609 | if (Problem != null) {
|
---|
[5617] | 610 | SamplesEnd.Value = Problem.ProblemData.Dataset.Rows;
|
---|
[5886] | 611 |
|
---|
| 612 | DataAnalysisProblemData problemData = Problem.ProblemData as DataAnalysisProblemData;
|
---|
| 613 | if (problemData != null) {
|
---|
| 614 | problemData.TrainingPartitionParameter.Hidden = true;
|
---|
| 615 | problemData.TestPartitionParameter.Hidden = true;
|
---|
| 616 | }
|
---|
| 617 | ISymbolicDataAnalysisProblem symbolicProblem = Problem as ISymbolicDataAnalysisProblem;
|
---|
| 618 | if (symbolicProblem != null) {
|
---|
| 619 | symbolicProblem.FitnessCalculationPartitionParameter.Hidden = true;
|
---|
| 620 | symbolicProblem.FitnessCalculationPartition.Start = SamplesStart.Value;
|
---|
| 621 | symbolicProblem.FitnessCalculationPartition.End = SamplesEnd.Value;
|
---|
| 622 | symbolicProblem.ValidationPartitionParameter.Hidden = true;
|
---|
| 623 | symbolicProblem.ValidationPartition.Start = 0;
|
---|
| 624 | symbolicProblem.ValidationPartition.End = 0;
|
---|
| 625 | }
|
---|
[5806] | 626 | } else
|
---|
[5617] | 627 | SamplesEnd.Value = 0;
|
---|
| 628 | }
|
---|
| 629 |
|
---|
| 630 | private void Algorithm_ExecutionStateChanged(object sender, EventArgs e) {
|
---|
| 631 | switch (Algorithm.ExecutionState) {
|
---|
[14864] | 632 | case ExecutionState.Prepared:
|
---|
| 633 | OnPrepared();
|
---|
[5617] | 634 | break;
|
---|
| 635 | case ExecutionState.Started: throw new InvalidOperationException("Algorithm template can not be started.");
|
---|
| 636 | case ExecutionState.Paused: throw new InvalidOperationException("Algorithm template can not be paused.");
|
---|
[14864] | 637 | case ExecutionState.Stopped:
|
---|
| 638 | OnStopped();
|
---|
[5617] | 639 | break;
|
---|
| 640 | }
|
---|
| 641 | }
|
---|
| 642 | #endregion
|
---|
| 643 |
|
---|
| 644 | #region clonedAlgorithms events
|
---|
| 645 | private void RegisterClonedAlgorithmsEvents() {
|
---|
| 646 | clonedAlgorithms.ItemsAdded += new CollectionItemsChangedEventHandler<IAlgorithm>(ClonedAlgorithms_ItemsAdded);
|
---|
| 647 | clonedAlgorithms.ItemsRemoved += new CollectionItemsChangedEventHandler<IAlgorithm>(ClonedAlgorithms_ItemsRemoved);
|
---|
| 648 | clonedAlgorithms.CollectionReset += new CollectionItemsChangedEventHandler<IAlgorithm>(ClonedAlgorithms_CollectionReset);
|
---|
| 649 | foreach (IAlgorithm algorithm in clonedAlgorithms)
|
---|
| 650 | RegisterClonedAlgorithmEvents(algorithm);
|
---|
| 651 | }
|
---|
| 652 | private void DeregisterClonedAlgorithmsEvents() {
|
---|
| 653 | clonedAlgorithms.ItemsAdded -= new CollectionItemsChangedEventHandler<IAlgorithm>(ClonedAlgorithms_ItemsAdded);
|
---|
| 654 | clonedAlgorithms.ItemsRemoved -= new CollectionItemsChangedEventHandler<IAlgorithm>(ClonedAlgorithms_ItemsRemoved);
|
---|
| 655 | clonedAlgorithms.CollectionReset -= new CollectionItemsChangedEventHandler<IAlgorithm>(ClonedAlgorithms_CollectionReset);
|
---|
| 656 | foreach (IAlgorithm algorithm in clonedAlgorithms)
|
---|
| 657 | DeregisterClonedAlgorithmEvents(algorithm);
|
---|
| 658 | }
|
---|
| 659 | private void ClonedAlgorithms_ItemsAdded(object sender, CollectionItemsChangedEventArgs<IAlgorithm> e) {
|
---|
| 660 | foreach (IAlgorithm algorithm in e.Items)
|
---|
| 661 | RegisterClonedAlgorithmEvents(algorithm);
|
---|
| 662 | }
|
---|
| 663 | private void ClonedAlgorithms_ItemsRemoved(object sender, CollectionItemsChangedEventArgs<IAlgorithm> e) {
|
---|
| 664 | foreach (IAlgorithm algorithm in e.Items)
|
---|
| 665 | DeregisterClonedAlgorithmEvents(algorithm);
|
---|
| 666 | }
|
---|
| 667 | private void ClonedAlgorithms_CollectionReset(object sender, CollectionItemsChangedEventArgs<IAlgorithm> e) {
|
---|
| 668 | foreach (IAlgorithm algorithm in e.OldItems)
|
---|
| 669 | DeregisterClonedAlgorithmEvents(algorithm);
|
---|
| 670 | foreach (IAlgorithm algorithm in e.Items)
|
---|
| 671 | RegisterClonedAlgorithmEvents(algorithm);
|
---|
| 672 | }
|
---|
| 673 | private void RegisterClonedAlgorithmEvents(IAlgorithm algorithm) {
|
---|
| 674 | algorithm.ExceptionOccurred += new EventHandler<EventArgs<Exception>>(ClonedAlgorithm_ExceptionOccurred);
|
---|
| 675 | algorithm.ExecutionTimeChanged += new EventHandler(ClonedAlgorithm_ExecutionTimeChanged);
|
---|
| 676 | algorithm.Started += new EventHandler(ClonedAlgorithm_Started);
|
---|
| 677 | algorithm.Paused += new EventHandler(ClonedAlgorithm_Paused);
|
---|
| 678 | algorithm.Stopped += new EventHandler(ClonedAlgorithm_Stopped);
|
---|
| 679 | }
|
---|
| 680 | private void DeregisterClonedAlgorithmEvents(IAlgorithm algorithm) {
|
---|
| 681 | algorithm.ExceptionOccurred -= new EventHandler<EventArgs<Exception>>(ClonedAlgorithm_ExceptionOccurred);
|
---|
| 682 | algorithm.ExecutionTimeChanged -= new EventHandler(ClonedAlgorithm_ExecutionTimeChanged);
|
---|
| 683 | algorithm.Started -= new EventHandler(ClonedAlgorithm_Started);
|
---|
| 684 | algorithm.Paused -= new EventHandler(ClonedAlgorithm_Paused);
|
---|
| 685 | algorithm.Stopped -= new EventHandler(ClonedAlgorithm_Stopped);
|
---|
| 686 | }
|
---|
| 687 | private void ClonedAlgorithm_ExceptionOccurred(object sender, EventArgs<Exception> e) {
|
---|
| 688 | OnExceptionOccurred(e.Value);
|
---|
| 689 | }
|
---|
| 690 | private void ClonedAlgorithm_ExecutionTimeChanged(object sender, EventArgs e) {
|
---|
| 691 | OnExecutionTimeChanged();
|
---|
| 692 | }
|
---|
| 693 |
|
---|
| 694 | private readonly object locker = new object();
|
---|
[9504] | 695 | private readonly object resultLocker = new object();
|
---|
[5617] | 696 | private void ClonedAlgorithm_Started(object sender, EventArgs e) {
|
---|
[9493] | 697 | IAlgorithm algorithm = sender as IAlgorithm;
|
---|
[9504] | 698 | lock (resultLocker) {
|
---|
| 699 | if (algorithm != null && !results.ContainsKey(algorithm.Name))
|
---|
| 700 | results.Add(new Result(algorithm.Name, "Contains results for the specific fold.", algorithm.Results));
|
---|
| 701 | }
|
---|
[5617] | 702 | }
|
---|
| 703 |
|
---|
| 704 | private void ClonedAlgorithm_Paused(object sender, EventArgs e) {
|
---|
| 705 | lock (locker) {
|
---|
| 706 | if (pausePending && clonedAlgorithms.All(alg => alg.ExecutionState != ExecutionState.Started))
|
---|
| 707 | OnPaused();
|
---|
| 708 | }
|
---|
| 709 | }
|
---|
| 710 |
|
---|
| 711 | private void ClonedAlgorithm_Stopped(object sender, EventArgs e) {
|
---|
| 712 | lock (locker) {
|
---|
| 713 | if (!stopPending && ExecutionState == ExecutionState.Started) {
|
---|
[8965] | 714 | IAlgorithm preparedAlgorithm = clonedAlgorithms.FirstOrDefault(alg => alg.ExecutionState == ExecutionState.Prepared ||
|
---|
| 715 | alg.ExecutionState == ExecutionState.Paused);
|
---|
[5617] | 716 | if (preparedAlgorithm != null) preparedAlgorithm.Start();
|
---|
| 717 | }
|
---|
| 718 | if (ExecutionState != ExecutionState.Stopped) {
|
---|
| 719 | if (clonedAlgorithms.All(alg => alg.ExecutionState == ExecutionState.Stopped))
|
---|
| 720 | OnStopped();
|
---|
| 721 | else if (stopPending &&
|
---|
| 722 | clonedAlgorithms.All(
|
---|
| 723 | alg => alg.ExecutionState == ExecutionState.Prepared || alg.ExecutionState == ExecutionState.Stopped))
|
---|
| 724 | OnStopped();
|
---|
| 725 | }
|
---|
| 726 | }
|
---|
| 727 | }
|
---|
| 728 | #endregion
|
---|
| 729 | #endregion
|
---|
| 730 |
|
---|
| 731 | #region event firing
|
---|
| 732 | public event EventHandler ExecutionStateChanged;
|
---|
| 733 | private void OnExecutionStateChanged() {
|
---|
| 734 | EventHandler handler = ExecutionStateChanged;
|
---|
| 735 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
| 736 | }
|
---|
| 737 | public event EventHandler ExecutionTimeChanged;
|
---|
| 738 | private void OnExecutionTimeChanged() {
|
---|
| 739 | EventHandler handler = ExecutionTimeChanged;
|
---|
| 740 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
| 741 | }
|
---|
| 742 | public event EventHandler Prepared;
|
---|
| 743 | private void OnPrepared() {
|
---|
| 744 | ExecutionState = ExecutionState.Prepared;
|
---|
| 745 | EventHandler handler = Prepared;
|
---|
| 746 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
| 747 | OnExecutionTimeChanged();
|
---|
| 748 | }
|
---|
| 749 | public event EventHandler Started;
|
---|
| 750 | private void OnStarted() {
|
---|
| 751 | ExecutionState = ExecutionState.Started;
|
---|
| 752 | EventHandler handler = Started;
|
---|
| 753 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
| 754 | }
|
---|
| 755 | public event EventHandler Paused;
|
---|
| 756 | private void OnPaused() {
|
---|
| 757 | pausePending = false;
|
---|
| 758 | ExecutionState = ExecutionState.Paused;
|
---|
| 759 | EventHandler handler = Paused;
|
---|
| 760 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
| 761 | }
|
---|
| 762 | public event EventHandler Stopped;
|
---|
| 763 | private void OnStopped() {
|
---|
| 764 | stopPending = false;
|
---|
| 765 | Dictionary<string, IItem> collectedResults = new Dictionary<string, IItem>();
|
---|
[6566] | 766 | AggregateResultValues(collectedResults);
|
---|
[5617] | 767 | results.AddRange(collectedResults.Select(x => new Result(x.Key, x.Value)).Cast<IResult>().ToArray());
|
---|
[14864] | 768 | clonedAlgorithms.Clear();
|
---|
[5617] | 769 | runsCounter++;
|
---|
| 770 | runs.Add(new Run(string.Format("{0} Run {1}", Name, runsCounter), this));
|
---|
| 771 | ExecutionState = ExecutionState.Stopped;
|
---|
| 772 | EventHandler handler = Stopped;
|
---|
| 773 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
| 774 | }
|
---|
| 775 | public event EventHandler<EventArgs<Exception>> ExceptionOccurred;
|
---|
| 776 | private void OnExceptionOccurred(Exception exception) {
|
---|
| 777 | EventHandler<EventArgs<Exception>> handler = ExceptionOccurred;
|
---|
| 778 | if (handler != null) handler(this, new EventArgs<Exception>(exception));
|
---|
| 779 | }
|
---|
| 780 | public event EventHandler StoreAlgorithmInEachRunChanged;
|
---|
| 781 | private void OnStoreAlgorithmInEachRunChanged() {
|
---|
| 782 | EventHandler handler = StoreAlgorithmInEachRunChanged;
|
---|
| 783 | if (handler != null) handler(this, EventArgs.Empty);
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| 784 | }
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| 785 | #endregion
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| 786 | }
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| 787 | }
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