1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2011 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 HeuristicLab.Common;
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26 | using HeuristicLab.Core;
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27 | using HeuristicLab.Data;
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28 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
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29 | using HeuristicLab.Operators;
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30 | using HeuristicLab.Parameters;
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31 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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32 | using HeuristicLab.Problems.DataAnalysis.Symbolic;
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33 |
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34 | namespace HeuristicLab.Problems.DataAnalysis.Regression.Symbolic {
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35 | [Item("SingleObjectiveSymbolicRegressionEvaluator", "Evaluates a symbolic regression solution.")]
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36 | [StorableClass]
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37 | public abstract class SingleObjectiveSymbolicRegressionEvaluator : SingleSuccessorOperator, ISymbolicRegressionEvaluator {
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38 | private const string RandomParameterName = "Random";
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39 | private const string QualityParameterName = "Quality";
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40 | private const string SymbolicExpressionTreeInterpreterParameterName = "SymbolicExpressionTreeInterpreter";
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41 | private const string FunctionTreeParameterName = "FunctionTree";
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42 | private const string RegressionProblemDataParameterName = "RegressionProblemData";
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43 | private const string UpperEstimationLimitParameterName = "UpperEstimationLimit";
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44 | private const string LowerEstimationLimitParameterName = "LowerEstimationLimit";
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45 | private const string SamplesStartParameterName = "SamplesStart";
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46 | private const string SamplesEndParameterName = "SamplesEnd";
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47 | private const string RelativeNumberOfEvaluatedSamplesParameterName = "RelativeNumberOfEvaluatedSamples";
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48 | #region ISymbolicRegressionEvaluator Members
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49 |
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50 | public ILookupParameter<IRandom> RandomParameter {
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51 | get { return (ILookupParameter<IRandom>)Parameters[RandomParameterName]; }
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52 | }
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53 | public ILookupParameter<DoubleValue> QualityParameter {
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54 | get { return (ILookupParameter<DoubleValue>)Parameters[QualityParameterName]; }
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55 | }
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56 |
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57 | public ILookupParameter<ISymbolicExpressionTreeInterpreter> SymbolicExpressionTreeInterpreterParameter {
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58 | get { return (ILookupParameter<ISymbolicExpressionTreeInterpreter>)Parameters[SymbolicExpressionTreeInterpreterParameterName]; }
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59 | }
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60 |
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61 | public ILookupParameter<SymbolicExpressionTree> SymbolicExpressionTreeParameter {
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62 | get { return (ILookupParameter<SymbolicExpressionTree>)Parameters[FunctionTreeParameterName]; }
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63 | }
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64 |
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65 | public ILookupParameter<DataAnalysisProblemData> RegressionProblemDataParameter {
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66 | get { return (ILookupParameter<DataAnalysisProblemData>)Parameters[RegressionProblemDataParameterName]; }
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67 | }
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68 |
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69 | public IValueLookupParameter<IntValue> SamplesStartParameter {
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70 | get { return (IValueLookupParameter<IntValue>)Parameters[SamplesStartParameterName]; }
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71 | }
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72 |
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73 | public IValueLookupParameter<IntValue> SamplesEndParameter {
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74 | get { return (IValueLookupParameter<IntValue>)Parameters[SamplesEndParameterName]; }
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75 | }
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76 | public IValueLookupParameter<DoubleValue> UpperEstimationLimitParameter {
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77 | get { return (IValueLookupParameter<DoubleValue>)Parameters[UpperEstimationLimitParameterName]; }
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78 | }
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79 | public IValueLookupParameter<DoubleValue> LowerEstimationLimitParameter {
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80 | get { return (IValueLookupParameter<DoubleValue>)Parameters[LowerEstimationLimitParameterName]; }
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81 | }
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82 | public IValueParameter<PercentValue> RelativeNumberOfEvaluatedSamplesParameter {
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83 | get { return (IValueParameter<PercentValue>)Parameters[RelativeNumberOfEvaluatedSamplesParameterName]; }
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84 | }
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85 |
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86 |
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87 | #endregion
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88 | #region properties
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89 | public abstract bool Maximization { get; }
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90 |
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91 | public IRandom Random {
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92 | get { return RandomParameter.ActualValue; }
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93 | }
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94 | public ISymbolicExpressionTreeInterpreter SymbolicExpressionTreeInterpreter {
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95 | get { return SymbolicExpressionTreeInterpreterParameter.ActualValue; }
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96 | }
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97 | public SymbolicExpressionTree SymbolicExpressionTree {
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98 | get { return SymbolicExpressionTreeParameter.ActualValue; }
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99 | }
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100 | public DataAnalysisProblemData RegressionProblemData {
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101 | get { return RegressionProblemDataParameter.ActualValue; }
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102 | }
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103 | public IntValue SamplesStart {
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104 | get { return SamplesStartParameter.ActualValue; }
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105 | }
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106 | public IntValue SamplesEnd {
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107 | get { return SamplesEndParameter.ActualValue; }
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108 | }
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109 | public DoubleValue UpperEstimationLimit {
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110 | get { return UpperEstimationLimitParameter.ActualValue; }
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111 | }
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112 | public DoubleValue LowerEstimationLimit {
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113 | get { return LowerEstimationLimitParameter.ActualValue; }
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114 | }
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115 | public PercentValue RelativeNumberOfEvaluatedSamples {
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116 | get { return RelativeNumberOfEvaluatedSamplesParameter.Value; }
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117 | }
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118 | #endregion
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119 |
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120 | [StorableConstructor]
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121 | protected SingleObjectiveSymbolicRegressionEvaluator(bool deserializing) : base(deserializing) { }
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122 | protected SingleObjectiveSymbolicRegressionEvaluator(SingleObjectiveSymbolicRegressionEvaluator original, Cloner cloner)
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123 | : base(original, cloner) {
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124 | }
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125 | public SingleObjectiveSymbolicRegressionEvaluator()
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126 | : base() {
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127 | Parameters.Add(new LookupParameter<IRandom>(RandomParameterName, "The random generator to use."));
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128 | Parameters.Add(new LookupParameter<DoubleValue>(QualityParameterName, "The quality of the evaluated symbolic regression solution."));
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129 | Parameters.Add(new LookupParameter<ISymbolicExpressionTreeInterpreter>(SymbolicExpressionTreeInterpreterParameterName, "The interpreter that should be used to calculate the output values of the symbolic expression tree."));
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130 | Parameters.Add(new LookupParameter<SymbolicExpressionTree>(FunctionTreeParameterName, "The symbolic regression solution encoded as a symbolic expression tree."));
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131 | Parameters.Add(new LookupParameter<DataAnalysisProblemData>(RegressionProblemDataParameterName, "The problem data on which the symbolic regression solution should be evaluated."));
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132 | Parameters.Add(new ValueLookupParameter<IntValue>(SamplesStartParameterName, "The start index of the dataset partition on which the symbolic regression solution should be evaluated."));
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133 | Parameters.Add(new ValueLookupParameter<IntValue>(SamplesEndParameterName, "The end index of the dataset partition on which the symbolic regression solution should be evaluated."));
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134 | Parameters.Add(new ValueLookupParameter<DoubleValue>(UpperEstimationLimitParameterName, "The upper limit that should be used as cut off value for the output values of symbolic expression trees."));
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135 | Parameters.Add(new ValueLookupParameter<DoubleValue>(LowerEstimationLimitParameterName, "The lower limit that should be used as cut off value for the output values of symbolic expression trees."));
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136 | Parameters.Add(new ValueParameter<PercentValue>(RelativeNumberOfEvaluatedSamplesParameterName, "The relative number of samples of the dataset partition, which should be randomly chosen for evaluation between the start and end index.", new PercentValue(1)));
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137 | }
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138 |
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139 |
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140 | [StorableHook(Persistence.Default.CompositeSerializers.Storable.HookType.AfterDeserialization)]
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141 | private void AfterDeserialization() {
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142 | if (!Parameters.ContainsKey(RelativeNumberOfEvaluatedSamplesParameterName))
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143 | Parameters.Add(new ValueParameter<PercentValue>(RelativeNumberOfEvaluatedSamplesParameterName, "The relative number of samples of the dataset partition, which should be randomly chosen for evaluation between the start and end index.", new PercentValue(1)));
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144 | if (!Parameters.ContainsKey(RandomParameterName))
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145 | Parameters.Add(new LookupParameter<IRandom>(RandomParameterName, "The random generator to use."));
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146 | }
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147 |
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148 | public override IOperation Apply() {
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149 | int seed = Random.Next();
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150 | double upperEstimationLimit = UpperEstimationLimit != null ? UpperEstimationLimit.Value : double.PositiveInfinity;
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151 | double lowerEstimationLimit = LowerEstimationLimit != null ? LowerEstimationLimit.Value : double.NegativeInfinity;
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152 | IEnumerable<int> rows = GenerateRowsToEvaluate(seed, RelativeNumberOfEvaluatedSamples.Value, SamplesStart.Value, SamplesEnd.Value)
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153 | .Where(i => i < RegressionProblemData.TestSamplesStart.Value || RegressionProblemData.TestSamplesEnd.Value <= i);
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154 | double quality = Evaluate(SymbolicExpressionTreeInterpreter, SymbolicExpressionTree, lowerEstimationLimit, upperEstimationLimit,
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155 | RegressionProblemData.Dataset,
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156 | RegressionProblemData.TargetVariable.Value, rows);
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157 | QualityParameter.ActualValue = new DoubleValue(quality);
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158 | return base.Apply();
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159 | }
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160 |
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161 |
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162 | internal static IEnumerable<int> GenerateRowsToEvaluate(int seed, double relativeAmount, int start, int end) {
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163 | if (end < start) throw new ArgumentException("Start value is larger than end value.");
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164 | int count = (int)((end - start) * relativeAmount);
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165 | if (count == 0) count = 1;
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166 | return RandomEnumerable.SampleRandomNumbers(seed, start, end, count);
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167 | }
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168 |
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169 | public abstract double Evaluate(ISymbolicExpressionTreeInterpreter interpreter,
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170 | SymbolicExpressionTree solution, double lowerEstimationLimit, double upperEstimationLimit,
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171 | Dataset dataset,
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172 | string targetVariable,
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173 | IEnumerable<int> rows);
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174 | }
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175 | }
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