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source: branches/RegressionBenchmarks/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/SingleObjective/SymbolicRegressionSingleObjectiveProblem.cs @ 7290

Last change on this file since 7290 was 7290, checked in by gkronber, 12 years ago

#1669 merged r7209:7283 from trunk into regression benchmark branch

File size: 5.3 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2012 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4 *
5 * This file is part of HeuristicLab.
6 *
7 * HeuristicLab is free software: you can redistribute it and/or modify
8 * it under the terms of the GNU General Public License as published by
9 * the Free Software Foundation, either version 3 of the License, or
10 * (at your option) any later version.
11 *
12 * HeuristicLab is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15 * GNU General Public License for more details.
16 *
17 * You should have received a copy of the GNU General Public License
18 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
19 */
20#endregion
21
22using System.Linq;
23using HeuristicLab.Common;
24using HeuristicLab.Core;
25using HeuristicLab.Parameters;
26using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
27
28namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Regression {
29  [Item("Symbolic Regression Problem (single objective)", "Represents a single objective symbolic regression problem.")]
30  [StorableClass]
31  [Creatable("Problems")]
32  public class SymbolicRegressionSingleObjectiveProblem : SymbolicDataAnalysisSingleObjectiveProblem<IRegressionProblemData, ISymbolicRegressionSingleObjectiveEvaluator, ISymbolicDataAnalysisSolutionCreator>, IRegressionProblem {
33    private const double PunishmentFactor = 10;
34    private const int InitialMaximumTreeDepth = 8;
35    private const int InitialMaximumTreeLength = 25;
36    private const string EstimationLimitsParameterName = "EstimationLimits";
37    private const string EstimationLimitsParameterDescription = "The limits for the estimated value that can be returned by the symbolic regression model.";
38
39    #region parameter properties
40    public IFixedValueParameter<DoubleLimit> EstimationLimitsParameter {
41      get { return (IFixedValueParameter<DoubleLimit>)Parameters[EstimationLimitsParameterName]; }
42    }
43    #endregion
44    #region properties
45    public DoubleLimit EstimationLimits {
46      get { return EstimationLimitsParameter.Value; }
47    }
48    #endregion
49    [StorableConstructor]
50    protected SymbolicRegressionSingleObjectiveProblem(bool deserializing) : base(deserializing) { }
51    protected SymbolicRegressionSingleObjectiveProblem(SymbolicRegressionSingleObjectiveProblem original, Cloner cloner) : base(original, cloner) { }
52    public override IDeepCloneable Clone(Cloner cloner) { return new SymbolicRegressionSingleObjectiveProblem(this, cloner); }
53
54    public SymbolicRegressionSingleObjectiveProblem()
55      : base(new RegressionProblemData(), new SymbolicRegressionSingleObjectivePearsonRSquaredEvaluator(), new SymbolicDataAnalysisExpressionTreeCreator()) {
56      Parameters.Add(new FixedValueParameter<DoubleLimit>(EstimationLimitsParameterName, EstimationLimitsParameterDescription));
57
58      EstimationLimitsParameter.Hidden = true;
59
60      Maximization.Value = true;
61      MaximumSymbolicExpressionTreeDepth.Value = InitialMaximumTreeDepth;
62      MaximumSymbolicExpressionTreeLength.Value = InitialMaximumTreeLength;
63
64      SymbolicExpressionTreeGrammarParameter.ValueChanged += (o, e) => ConfigureGrammarSymbols();
65
66      ConfigureGrammarSymbols();
67      InitializeOperators();
68      UpdateEstimationLimits();
69    }
70
71    private void ConfigureGrammarSymbols() {
72      var grammar = SymbolicExpressionTreeGrammar as TypeCoherentExpressionGrammar;
73      if (grammar != null) grammar.ConfigureAsDefaultRegressionGrammar();
74    }
75
76    private void InitializeOperators() {
77      Operators.Add(new SymbolicRegressionSingleObjectiveTrainingBestSolutionAnalyzer());
78      Operators.Add(new SymbolicRegressionSingleObjectiveValidationBestSolutionAnalyzer());
79      Operators.Add(new SymbolicRegressionSingleObjectiveOverfittingAnalyzer());
80      ParameterizeOperators();
81    }
82
83    private void UpdateEstimationLimits() {
84      if (ProblemData.TrainingIndizes.Any()) {
85        var targetValues = ProblemData.Dataset.GetDoubleValues(ProblemData.TargetVariable, ProblemData.TrainingIndizes).ToList();
86        var mean = targetValues.Average();
87        var range = targetValues.Max() - targetValues.Min();
88        EstimationLimits.Upper = mean + PunishmentFactor * range;
89        EstimationLimits.Lower = mean - PunishmentFactor * range;
90      } else {
91        EstimationLimits.Upper = double.MaxValue;
92        EstimationLimits.Lower = double.MinValue;
93      }
94    }
95
96    protected override void OnProblemDataChanged() {
97      base.OnProblemDataChanged();
98      UpdateEstimationLimits();
99    }
100
101    protected override void ParameterizeOperators() {
102      base.ParameterizeOperators();
103      if (Parameters.ContainsKey(EstimationLimitsParameterName)) {
104        var operators = Parameters.OfType<IValueParameter>().Select(p => p.Value).OfType<IOperator>().Union(Operators);
105        foreach (var op in operators.OfType<ISymbolicDataAnalysisBoundedOperator>()) {
106          op.EstimationLimitsParameter.ActualName = EstimationLimitsParameter.Name;
107        }
108      }
109    }
110
111    public override void ImportProblemDataFromFile(string fileName) {
112      RegressionProblemData problemData = RegressionProblemData.ImportFromFile(fileName);
113      ProblemData = problemData;
114    }
115  }
116}
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