#region License Information
/* HeuristicLab
* Copyright (C) 2002-2011 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
*
* This file is part of HeuristicLab.
*
* HeuristicLab is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* HeuristicLab is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with HeuristicLab. If not, see .
*/
#endregion
using System.Collections.Generic;
using System.Linq;
using HeuristicLab.Common;
using HeuristicLab.Data;
using HeuristicLab.Optimization;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
namespace HeuristicLab.Problems.DataAnalysis {
[StorableClass]
public abstract class RegressionSolutionBase : DataAnalysisSolution, IRegressionSolution {
private const string TrainingMeanSquaredErrorResultName = "Mean squared error (training)";
private const string TestMeanSquaredErrorResultName = "Mean squared error (test)";
private const string TrainingMeanAbsoluteErrorResultName = "Mean absolute error (training)";
private const string TestMeanAbsoluteErrorResultName = "Mean absolute error (test)";
private const string TrainingSquaredCorrelationResultName = "Pearson's R² (training)";
private const string TestSquaredCorrelationResultName = "Pearson's R² (test)";
private const string TrainingRelativeErrorResultName = "Average relative error (training)";
private const string TestRelativeErrorResultName = "Average relative error (test)";
private const string TrainingNormalizedMeanSquaredErrorResultName = "Normalized mean squared error (training)";
private const string TestNormalizedMeanSquaredErrorResultName = "Normalized mean squared error (test)";
public new IRegressionModel Model {
get { return (IRegressionModel)base.Model; }
protected set { base.Model = value; }
}
public new IRegressionProblemData ProblemData {
get { return (IRegressionProblemData)base.ProblemData; }
set { base.ProblemData = value; }
}
public abstract IEnumerable EstimatedValues { get; }
public abstract IEnumerable EstimatedTrainingValues { get; }
public abstract IEnumerable EstimatedTestValues { get; }
public abstract IEnumerable GetEstimatedValues(IEnumerable rows);
#region Results
public double TrainingMeanSquaredError {
get { return ((DoubleValue)this[TrainingMeanSquaredErrorResultName].Value).Value; }
private set { ((DoubleValue)this[TrainingMeanSquaredErrorResultName].Value).Value = value; }
}
public double TestMeanSquaredError {
get { return ((DoubleValue)this[TestMeanSquaredErrorResultName].Value).Value; }
private set { ((DoubleValue)this[TestMeanSquaredErrorResultName].Value).Value = value; }
}
public double TrainingMeanAbsoluteError {
get { return ((DoubleValue)this[TrainingMeanAbsoluteErrorResultName].Value).Value; }
private set { ((DoubleValue)this[TrainingMeanAbsoluteErrorResultName].Value).Value = value; }
}
public double TestMeanAbsoluteError {
get { return ((DoubleValue)this[TestMeanAbsoluteErrorResultName].Value).Value; }
private set { ((DoubleValue)this[TestMeanAbsoluteErrorResultName].Value).Value = value; }
}
public double TrainingRSquared {
get { return ((DoubleValue)this[TrainingSquaredCorrelationResultName].Value).Value; }
private set { ((DoubleValue)this[TrainingSquaredCorrelationResultName].Value).Value = value; }
}
public double TestRSquared {
get { return ((DoubleValue)this[TestSquaredCorrelationResultName].Value).Value; }
private set { ((DoubleValue)this[TestSquaredCorrelationResultName].Value).Value = value; }
}
public double TrainingRelativeError {
get { return ((DoubleValue)this[TrainingRelativeErrorResultName].Value).Value; }
private set { ((DoubleValue)this[TrainingRelativeErrorResultName].Value).Value = value; }
}
public double TestRelativeError {
get { return ((DoubleValue)this[TestRelativeErrorResultName].Value).Value; }
private set { ((DoubleValue)this[TestRelativeErrorResultName].Value).Value = value; }
}
public double TrainingNormalizedMeanSquaredError {
get { return ((DoubleValue)this[TrainingNormalizedMeanSquaredErrorResultName].Value).Value; }
private set { ((DoubleValue)this[TrainingNormalizedMeanSquaredErrorResultName].Value).Value = value; }
}
public double TestNormalizedMeanSquaredError {
get { return ((DoubleValue)this[TestNormalizedMeanSquaredErrorResultName].Value).Value; }
private set { ((DoubleValue)this[TestNormalizedMeanSquaredErrorResultName].Value).Value = value; }
}
#endregion
[StorableConstructor]
protected RegressionSolutionBase(bool deserializing) : base(deserializing) { }
protected RegressionSolutionBase(RegressionSolutionBase original, Cloner cloner)
: base(original, cloner) {
}
protected RegressionSolutionBase(IRegressionModel model, IRegressionProblemData problemData)
: base(model, problemData) {
Add(new Result(TrainingMeanSquaredErrorResultName, "Mean of squared errors of the model on the training partition", new DoubleValue()));
Add(new Result(TestMeanSquaredErrorResultName, "Mean of squared errors of the model on the test partition", new DoubleValue()));
Add(new Result(TrainingMeanAbsoluteErrorResultName, "Mean of absolute errors of the model on the training partition", new DoubleValue()));
Add(new Result(TestMeanAbsoluteErrorResultName, "Mean of absolute errors of the model on the test partition", new DoubleValue()));
Add(new Result(TrainingSquaredCorrelationResultName, "Squared Pearson's correlation coefficient of the model output and the actual values on the training partition", new DoubleValue()));
Add(new Result(TestSquaredCorrelationResultName, "Squared Pearson's correlation coefficient of the model output and the actual values on the test partition", new DoubleValue()));
Add(new Result(TrainingRelativeErrorResultName, "Average of the relative errors of the model output and the actual values on the training partition", new PercentValue()));
Add(new Result(TestRelativeErrorResultName, "Average of the relative errors of the model output and the actual values on the test partition", new PercentValue()));
Add(new Result(TrainingNormalizedMeanSquaredErrorResultName, "Normalized mean of squared errors of the model on the training partition", new DoubleValue()));
Add(new Result(TestNormalizedMeanSquaredErrorResultName, "Normalized mean of squared errors of the model on the test partition", new DoubleValue()));
}
[StorableHook(HookType.AfterDeserialization)]
private void AfterDeserialization() {
// BackwardsCompatibility3.4
#region Backwards compatible code, remove with 3.5
if (!ContainsKey(TrainingMeanAbsoluteErrorResultName)) {
OnlineCalculatorError errorState;
Add(new Result(TrainingMeanAbsoluteErrorResultName, "Mean of absolute errors of the model on the training partition", new DoubleValue()));
double trainingMAE = OnlineMeanAbsoluteErrorCalculator.Calculate(EstimatedTrainingValues, ProblemData.Dataset.GetDoubleValues(ProblemData.TargetVariable, ProblemData.TrainingIndizes), out errorState);
TrainingMeanAbsoluteError = errorState == OnlineCalculatorError.None ? trainingMAE : double.NaN;
}
if (!ContainsKey(TestMeanAbsoluteErrorResultName)) {
OnlineCalculatorError errorState;
Add(new Result(TestMeanAbsoluteErrorResultName, "Mean of absolute errors of the model on the test partition", new DoubleValue()));
double testMAE = OnlineMeanAbsoluteErrorCalculator.Calculate(EstimatedTestValues, ProblemData.Dataset.GetDoubleValues(ProblemData.TargetVariable, ProblemData.TestIndizes), out errorState);
TestMeanAbsoluteError = errorState == OnlineCalculatorError.None ? testMAE : double.NaN;
}
#endregion
}
protected void CalculateResults() {
double[] estimatedTrainingValues = EstimatedTrainingValues.ToArray(); // cache values
double[] originalTrainingValues = ProblemData.Dataset.GetDoubleValues(ProblemData.TargetVariable, ProblemData.TrainingIndizes).ToArray();
double[] estimatedTestValues = EstimatedTestValues.ToArray(); // cache values
double[] originalTestValues = ProblemData.Dataset.GetDoubleValues(ProblemData.TargetVariable, ProblemData.TestIndizes).ToArray();
OnlineCalculatorError errorState;
double trainingMSE = OnlineMeanSquaredErrorCalculator.Calculate(estimatedTrainingValues, originalTrainingValues, out errorState);
TrainingMeanSquaredError = errorState == OnlineCalculatorError.None ? trainingMSE : double.NaN;
double testMSE = OnlineMeanSquaredErrorCalculator.Calculate(estimatedTestValues, originalTestValues, out errorState);
TestMeanSquaredError = errorState == OnlineCalculatorError.None ? testMSE : double.NaN;
double trainingMAE = OnlineMeanAbsoluteErrorCalculator.Calculate(estimatedTrainingValues, originalTrainingValues, out errorState);
TrainingMeanAbsoluteError = errorState == OnlineCalculatorError.None ? trainingMAE : double.NaN;
double testMAE = OnlineMeanAbsoluteErrorCalculator.Calculate(estimatedTestValues, originalTestValues, out errorState);
TestMeanAbsoluteError = errorState == OnlineCalculatorError.None ? testMAE : double.NaN;
double trainingR2 = OnlinePearsonsRSquaredCalculator.Calculate(estimatedTrainingValues, originalTrainingValues, out errorState);
TrainingRSquared = errorState == OnlineCalculatorError.None ? trainingR2 : double.NaN;
double testR2 = OnlinePearsonsRSquaredCalculator.Calculate(estimatedTestValues, originalTestValues, out errorState);
TestRSquared = errorState == OnlineCalculatorError.None ? testR2 : double.NaN;
double trainingRelError = OnlineMeanAbsolutePercentageErrorCalculator.Calculate(estimatedTrainingValues, originalTrainingValues, out errorState);
TrainingRelativeError = errorState == OnlineCalculatorError.None ? trainingRelError : double.NaN;
double testRelError = OnlineMeanAbsolutePercentageErrorCalculator.Calculate(estimatedTestValues, originalTestValues, out errorState);
TestRelativeError = errorState == OnlineCalculatorError.None ? testRelError : double.NaN;
double trainingNMSE = OnlineNormalizedMeanSquaredErrorCalculator.Calculate(estimatedTrainingValues, originalTrainingValues, out errorState);
TrainingNormalizedMeanSquaredError = errorState == OnlineCalculatorError.None ? trainingNMSE : double.NaN;
double testNMSE = OnlineNormalizedMeanSquaredErrorCalculator.Calculate(estimatedTestValues, originalTestValues, out errorState);
TestNormalizedMeanSquaredError = errorState == OnlineCalculatorError.None ? testNMSE : double.NaN;
}
}
}