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source: branches/RuntimeOptimizer/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/GaussianProcessRegressionSolutionCreator.cs @ 9035

Last change on this file since 9035 was 8494, checked in by gkronber, 12 years ago

#1902 changed mean and covariance function parameters to simple value parameters instead of constrained value parameters and changed the solution creator so that it doesn't throw an exception if no model could be found.

File size: 5.0 KB
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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 HeuristicLab.Common;
23using HeuristicLab.Core;
24using HeuristicLab.Data;
25using HeuristicLab.Operators;
26using HeuristicLab.Optimization;
27using HeuristicLab.Parameters;
28using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
29using HeuristicLab.Problems.DataAnalysis;
30
31namespace HeuristicLab.Algorithms.DataAnalysis {
32  [StorableClass]
33  [Item(Name = "GaussianProcessRegressionSolutionCreator",
34    Description = "Creates a Gaussian process solution from a trained model.")]
35  public sealed class GaussianProcessRegressionSolutionCreator : SingleSuccessorOperator {
36    private const string ProblemDataParameterName = "ProblemData";
37    private const string ModelParameterName = "GaussianProcessRegressionModel";
38    private const string SolutionParameterName = "Solution";
39    private const string ResultsParameterName = "Results";
40    private const string TrainingRSquaredResultName = "Training R²";
41    private const string TestRSquaredResultName = "Test R²";
42
43    #region Parameter Properties
44    public ILookupParameter<IRegressionProblemData> ProblemDataParameter {
45      get { return (ILookupParameter<IRegressionProblemData>)Parameters[ProblemDataParameterName]; }
46    }
47    public ILookupParameter<IGaussianProcessSolution> SolutionParameter {
48      get { return (ILookupParameter<IGaussianProcessSolution>)Parameters[SolutionParameterName]; }
49    }
50    public ILookupParameter<IGaussianProcessModel> ModelParameter {
51      get { return (ILookupParameter<IGaussianProcessModel>)Parameters[ModelParameterName]; }
52    }
53    public ILookupParameter<ResultCollection> ResultsParameter {
54      get { return (ILookupParameter<ResultCollection>)Parameters[ResultsParameterName]; }
55    }
56    #endregion
57
58    [StorableConstructor]
59    private GaussianProcessRegressionSolutionCreator(bool deserializing) : base(deserializing) { }
60    private GaussianProcessRegressionSolutionCreator(GaussianProcessRegressionSolutionCreator original, Cloner cloner) : base(original, cloner) { }
61    public GaussianProcessRegressionSolutionCreator()
62      : base() {
63      // in
64      Parameters.Add(new LookupParameter<IRegressionProblemData>(ProblemDataParameterName, "The regression problem data for the Gaussian process solution."));
65      Parameters.Add(new LookupParameter<IGaussianProcessModel>(ModelParameterName, "The Gaussian process regression model to use for the solution."));
66      // in & out
67      Parameters.Add(new LookupParameter<ResultCollection>(ResultsParameterName, "The result collection of the algorithm."));
68      // out
69      Parameters.Add(new LookupParameter<IGaussianProcessSolution>(SolutionParameterName, "The produced Gaussian process solution."));
70    }
71
72    public override IDeepCloneable Clone(Cloner cloner) {
73      return new GaussianProcessRegressionSolutionCreator(this, cloner);
74    }
75
76    public override IOperation Apply() {
77      if (ModelParameter.ActualValue != null) {
78        var m = (IGaussianProcessModel)ModelParameter.ActualValue.Clone();
79        var data = (IRegressionProblemData)ProblemDataParameter.ActualValue.Clone();
80        var s = new GaussianProcessRegressionSolution(m, data);
81
82
83        SolutionParameter.ActualValue = s;
84        var results = ResultsParameter.ActualValue;
85        if (!results.ContainsKey(SolutionParameterName)) {
86          results.Add(new Result(SolutionParameterName, "The Gaussian process regression solution", s));
87          results.Add(new Result(TrainingRSquaredResultName,
88                                 "The Pearson's R² of the Gaussian process solution on the training partition.",
89                                 new DoubleValue(s.TrainingRSquared)));
90          results.Add(new Result(TestRSquaredResultName,
91                                 "The Pearson's R² of the Gaussian process solution on the test partition.",
92                                 new DoubleValue(s.TestRSquared)));
93        } else {
94          results[SolutionParameterName].Value = s;
95          results[TrainingRSquaredResultName].Value = new DoubleValue(s.TrainingRSquared);
96          results[TestRSquaredResultName].Value = new DoubleValue(s.TestRSquared);
97        }
98      }
99      return base.Apply();
100    }
101  }
102}
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