#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;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Optimization;
using HeuristicLab.Parameters;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Problems.DataAnalysis;
using HeuristicLab.Problems.DataAnalysis.Evaluators;
using HeuristicLab.Problems.DataAnalysis.Regression.LinearRegression;
using HeuristicLab.Problems.DataAnalysis.Regression.Symbolic;
using HeuristicLab.Problems.DataAnalysis.Regression.Symbolic.Analyzers;
using HeuristicLab.Problems.DataAnalysis.Symbolic;
namespace HeuristicLab.Algorithms.DataAnalysis {
///
/// Linear regression data analysis algorithm.
///
[Item("Linear Regression", "Linear regression data analysis algorithm.")]
[Creatable("Data Analysis")]
[StorableClass]
public sealed class LinearRegression : EngineAlgorithm, IStorableContent {
private const string TrainingSamplesStartParameterName = "Training start";
private const string TrainingSamplesEndParameterName = "Training end";
private const string LinearRegressionModelParameterName = "LinearRegressionModel";
private const string ModelInterpreterParameterName = "Model interpreter";
public string Filename { get; set; }
#region Problem Properties
public override Type ProblemType {
get { return typeof(DataAnalysisProblem); }
}
public new DataAnalysisProblem Problem {
get { return (DataAnalysisProblem)base.Problem; }
set { base.Problem = value; }
}
#endregion
#region parameter properties
public IValueParameter TrainingSamplesStartParameter {
get { return (IValueParameter)Parameters[TrainingSamplesStartParameterName]; }
}
public IValueParameter TrainingSamplesEndParameter {
get { return (IValueParameter)Parameters[TrainingSamplesEndParameterName]; }
}
public IValueParameter ModelInterpreterParameter {
get { return (IValueParameter)Parameters[ModelInterpreterParameterName]; }
}
#endregion
[Storable]
private LinearRegressionSolutionCreator solutionCreator;
[Storable]
private SimpleSymbolicRegressionEvaluator evaluator;
[Storable]
private SimpleMSEEvaluator mseEvaluator;
[Storable]
private BestSymbolicRegressionSolutionAnalyzer analyzer;
public LinearRegression()
: base() {
Parameters.Add(new ValueParameter(TrainingSamplesStartParameterName, "The first index of the data set partition to use for training."));
Parameters.Add(new ValueParameter(TrainingSamplesEndParameterName, "The last index of the data set partition to use for training."));
Parameters.Add(new ValueParameter(ModelInterpreterParameterName, "The interpreter to use for evaluation of the model.", new SimpleArithmeticExpressionInterpreter()));
solutionCreator = new LinearRegressionSolutionCreator();
evaluator = new SimpleSymbolicRegressionEvaluator();
mseEvaluator = new SimpleMSEEvaluator();
analyzer = new BestSymbolicRegressionSolutionAnalyzer();
OperatorGraph.InitialOperator = solutionCreator;
solutionCreator.Successor = evaluator;
evaluator.Successor = mseEvaluator;
mseEvaluator.Successor = analyzer;
Initialize();
}
[StorableConstructor]
private LinearRegression(bool deserializing) : base(deserializing) { }
[StorableHook(HookType.AfterDeserialization)]
private void AfterDeserialization() {
Initialize();
}
private LinearRegression(LinearRegression original, Cloner cloner)
: base(original, cloner) {
solutionCreator = cloner.Clone(original.solutionCreator);
evaluator = cloner.Clone(original.evaluator);
mseEvaluator = cloner.Clone(original.mseEvaluator);
analyzer = cloner.Clone(original.analyzer);
Initialize();
}
public override IDeepCloneable Clone(Cloner cloner) {
return new LinearRegression(this, cloner);
}
public override void Prepare() {
if (Problem != null) base.Prepare();
}
protected override void Problem_Reset(object sender, EventArgs e) {
UpdateAlgorithmParameterValues();
base.Problem_Reset(sender, e);
}
#region Events
protected override void OnProblemChanged() {
solutionCreator.DataAnalysisProblemDataParameter.ActualName = Problem.DataAnalysisProblemDataParameter.Name;
evaluator.RegressionProblemDataParameter.ActualName = Problem.DataAnalysisProblemDataParameter.Name;
analyzer.ProblemDataParameter.ActualName = Problem.DataAnalysisProblemDataParameter.Name;
UpdateAlgorithmParameterValues();
Problem.Reset += new EventHandler(Problem_Reset);
base.OnProblemChanged();
}
#endregion
#region Helpers
private void Initialize() {
solutionCreator.SamplesStartParameter.ActualName = TrainingSamplesStartParameter.Name;
solutionCreator.SamplesEndParameter.ActualName = TrainingSamplesEndParameter.Name;
solutionCreator.SymbolicExpressionTreeParameter.ActualName = LinearRegressionModelParameterName;
evaluator.SymbolicExpressionTreeParameter.ActualName = solutionCreator.SymbolicExpressionTreeParameter.ActualName;
evaluator.SymbolicExpressionTreeInterpreterParameter.ActualName = ModelInterpreterParameter.Name;
evaluator.ValuesParameter.ActualName = "Training values";
evaluator.SamplesStartParameter.ActualName = TrainingSamplesStartParameterName;
evaluator.SamplesEndParameter.ActualName = TrainingSamplesEndParameterName;
mseEvaluator.ValuesParameter.ActualName = "Training values";
mseEvaluator.MeanSquaredErrorParameter.ActualName = "Training MSE";
analyzer.SymbolicExpressionTreeParameter.ActualName = solutionCreator.SymbolicExpressionTreeParameter.ActualName;
analyzer.SymbolicExpressionTreeParameter.Depth = 0;
analyzer.QualityParameter.ActualName = mseEvaluator.MeanSquaredErrorParameter.ActualName;
analyzer.QualityParameter.Depth = 0;
analyzer.SymbolicExpressionTreeInterpreterParameter.ActualName = ModelInterpreterParameter.Name;
if (Problem != null) {
solutionCreator.DataAnalysisProblemDataParameter.ActualName = Problem.DataAnalysisProblemDataParameter.Name;
evaluator.RegressionProblemDataParameter.ActualName = Problem.DataAnalysisProblemDataParameter.Name;
analyzer.ProblemDataParameter.ActualName = Problem.DataAnalysisProblemDataParameter.Name;
Problem.Reset += new EventHandler(Problem_Reset);
}
}
private void UpdateAlgorithmParameterValues() {
TrainingSamplesStartParameter.ActualValue = Problem.DataAnalysisProblemData.TrainingSamplesStart;
TrainingSamplesEndParameter.ActualValue = Problem.DataAnalysisProblemData.TrainingSamplesEnd;
//var targetValues =
// Problem.DataAnalysisProblemData.Dataset.GetVariableValues(Problem.DataAnalysisProblemData.TargetVariable.Value,
// TrainingSamplesStartParameter.Value.Value, TrainingSamplesEndParameter.Value.Value);
//double range = targetValues.Max() - targetValues.Min();
//double lowerEstimationLimit = targetValues.Average() - 10.0 * range;
//double upperEstimationLimit = targetValues.Average() + 10.0 * range;
//evaluator.LowerEstimationLimitParameter.Value = new DoubleValue(lowerEstimationLimit);
//evaluator.UpperEstimationLimitParameter.Value = new DoubleValue(upperEstimationLimit);
//analyzer.LowerEstimationLimitParameter.Value = new DoubleValue(lowerEstimationLimit);
//analyzer.UpperEstimationLimitParameter.Value = new DoubleValue(upperEstimationLimit);
}
#endregion
}
}