#region License Information /* HeuristicLab * Copyright (C) 2002-2015 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; using System.Collections.Generic; using System.Linq; using HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Optimization; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; namespace HeuristicLab.Problems.DataAnalysis { /// /// Represents a classification solution that uses a discriminant function and classification thresholds. /// [StorableClass] [Item("DiscriminantFunctionClassificationSolution", "Represents a classification solution that uses a discriminant function and classification thresholds.")] public abstract class DiscriminantFunctionClassificationSolutionBase : ClassificationSolutionBase, IDiscriminantFunctionClassificationSolution { private const string TrainingMeanSquaredErrorResultName = "Mean squared error (training)"; private const string TestMeanSquaredErrorResultName = "Mean squared error (test)"; private const string TrainingRSquaredResultName = "Pearson's R² (training)"; private const string TestRSquaredResultName = "Pearson's R² (test)"; public new IDiscriminantFunctionClassificationModel Model { get { return (IDiscriminantFunctionClassificationModel)base.Model; } protected set { if (value != null && value != Model) { if (Model != null) { Model.ThresholdsChanged -= new EventHandler(Model_ThresholdsChanged); } value.ThresholdsChanged += new EventHandler(Model_ThresholdsChanged); base.Model = value; } } } #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 TrainingRSquared { get { return ((DoubleValue)this[TrainingRSquaredResultName].Value).Value; } private set { ((DoubleValue)this[TrainingRSquaredResultName].Value).Value = value; } } public double TestRSquared { get { return ((DoubleValue)this[TestRSquaredResultName].Value).Value; } private set { ((DoubleValue)this[TestRSquaredResultName].Value).Value = value; } } #endregion [StorableConstructor] protected DiscriminantFunctionClassificationSolutionBase(bool deserializing) : base(deserializing) { } protected DiscriminantFunctionClassificationSolutionBase(DiscriminantFunctionClassificationSolutionBase original, Cloner cloner) : base(original, cloner) { RegisterEventHandler(); } protected DiscriminantFunctionClassificationSolutionBase(IDiscriminantFunctionClassificationModel model, IClassificationProblemData 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(TrainingRSquaredResultName, "Squared Pearson's correlation coefficient of the model output and the actual values on the training partition", new DoubleValue())); Add(new Result(TestRSquaredResultName, "Squared Pearson's correlation coefficient of the model output and the actual values on the test partition", new DoubleValue())); RegisterEventHandler(); } [StorableHook(HookType.AfterDeserialization)] private void AfterDeserialization() { RegisterEventHandler(); } protected void CalculateRegressionResults() { double[] estimatedTrainingValues = EstimatedTrainingValues.ToArray(); // cache values double[] originalTrainingValues = ProblemData.Dataset.GetDoubleValues(ProblemData.TargetVariable, ProblemData.TrainingIndices).ToArray(); double[] estimatedTestValues = EstimatedTestValues.ToArray(); // cache values double[] originalTestValues = ProblemData.Dataset.GetDoubleValues(ProblemData.TargetVariable, ProblemData.TestIndices).ToArray(); OnlineCalculatorError errorState; double trainingMSE = OnlineMeanSquaredErrorCalculator.Calculate(originalTrainingValues, estimatedTrainingValues, out errorState); TrainingMeanSquaredError = errorState == OnlineCalculatorError.None ? trainingMSE : double.NaN; double testMSE = OnlineMeanSquaredErrorCalculator.Calculate(originalTestValues, estimatedTestValues, out errorState); TestMeanSquaredError = errorState == OnlineCalculatorError.None ? testMSE : double.NaN; double trainingR = OnlinePearsonsRCalculator.Calculate(originalTrainingValues, estimatedTrainingValues, out errorState); TrainingRSquared = errorState == OnlineCalculatorError.None ? trainingR*trainingR : double.NaN; double testR = OnlinePearsonsRCalculator.Calculate(originalTestValues, estimatedTestValues, out errorState); TestRSquared = errorState == OnlineCalculatorError.None ? testR*testR : double.NaN; double trainingNormalizedGini = NormalizedGiniCalculator.Calculate(originalTrainingValues, estimatedTrainingValues, out errorState); if (errorState != OnlineCalculatorError.None) trainingNormalizedGini = double.NaN; double testNormalizedGini = NormalizedGiniCalculator.Calculate(originalTestValues, estimatedTestValues, out errorState); if (errorState != OnlineCalculatorError.None) testNormalizedGini = double.NaN; TrainingNormalizedGiniCoefficient = trainingNormalizedGini; TestNormalizedGiniCoefficient = testNormalizedGini; } private void RegisterEventHandler() { Model.ThresholdsChanged += new EventHandler(Model_ThresholdsChanged); } private void DeregisterEventHandler() { Model.ThresholdsChanged -= new EventHandler(Model_ThresholdsChanged); } private void Model_ThresholdsChanged(object sender, EventArgs e) { OnModelThresholdsChanged(e); } protected virtual void OnModelThresholdsChanged(EventArgs e) { OnModelChanged(); } public abstract IEnumerable EstimatedValues { get; } public abstract IEnumerable EstimatedTrainingValues { get; } public abstract IEnumerable EstimatedTestValues { get; } public abstract IEnumerable GetEstimatedValues(IEnumerable rows); protected override void RecalculateResults() { base.RecalculateResults(); CalculateRegressionResults(); } } }