#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 trainingR2 = OnlinePearsonsRSquaredCalculator.Calculate(originalTrainingValues, estimatedTrainingValues, out errorState);
TrainingRSquared = errorState == OnlineCalculatorError.None ? trainingR2 : double.NaN;
double testR2 = OnlinePearsonsRSquaredCalculator.Calculate(originalTestValues, estimatedTestValues, out errorState);
TestRSquared = errorState == OnlineCalculatorError.None ? testR2 : 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();
}
}
}