#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.Collections.Generic;
using System.Linq;
using HeuristicLab.Analysis;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
using HeuristicLab.Operators;
using HeuristicLab.Optimization;
using HeuristicLab.Parameters;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Problems.DataAnalysis.Regression.Symbolic;
using HeuristicLab.Problems.DataAnalysis.Regression.Symbolic.Analyzers;
using HeuristicLab.Problems.DataAnalysis.Symbolic;
namespace HeuristicLab.Problems.DataAnalysis.Classification {
[Item("ValidationBestSymbolicClassificationSolutionAnalyzer", "An operator that analyzes the validation best symbolic classification solution.")]
[StorableClass]
public class ValidationBestSymbolicClassificationSolutionAnalyzer : SingleSuccessorOperator, ISymbolicClassificationAnalyzer {
private const string MaximizationParameterName = "Maximization";
private const string GenerationsParameterName = "Generations";
private const string RandomParameterName = "Random";
private const string SymbolicExpressionTreeParameterName = "SymbolicExpressionTree";
private const string SymbolicExpressionTreeInterpreterParameterName = "SymbolicExpressionTreeInterpreter";
private const string ClassificationProblemDataParameterName = "ClassificationProblemData";
private const string EvaluatorParameterName = "Evaluator";
private const string ValidationSamplesStartParameterName = "SamplesStart";
private const string ValidationSamplesEndParameterName = "SamplesEnd";
private const string RelativeNumberOfEvaluatedSamplesParameterName = "RelativeNumberOfEvaluatedSamples";
private const string UpperEstimationLimitParameterName = "UpperEstimationLimit";
private const string LowerEstimationLimitParameterName = "LowerEstimationLimit";
private const string CalculateSolutionComplexityParameterName = "CalculateSolutionComplexity";
private const string ApplyLinearScalingParameterName = "ApplyLinearScaling";
private const string ResultsParameterName = "Results";
private const string BestValidationQualityParameterName = "Best validation quality";
private const string BestValidationSolutionParameterName = "Best validation solution";
private const string BestSolutionAccuracyTrainingParameterName = "Best solution accuracy (training)";
private const string BestSolutionAccuracyTestParameterName = "Best solution accuracy (test)";
private const string BestSolutionLengthParameterName = "Best solution length (on validation set)";
private const string BestSolutionHeightParameterName = "Best solution height (on validation set)";
private const string VariableFrequenciesParameterName = "VariableFrequencies";
#region parameter properties
public ILookupParameter MaximizationParameter {
get { return (ILookupParameter)Parameters[MaximizationParameterName]; }
}
public ILookupParameter GenerationsParameter {
get { return (ILookupParameter)Parameters[GenerationsParameterName]; }
}
public ILookupParameter RandomParameter {
get { return (ILookupParameter)Parameters[RandomParameterName]; }
}
public ScopeTreeLookupParameter SymbolicExpressionTreeParameter {
get { return (ScopeTreeLookupParameter)Parameters[SymbolicExpressionTreeParameterName]; }
}
public IValueLookupParameter SymbolicExpressionTreeInterpreterParameter {
get { return (IValueLookupParameter)Parameters[SymbolicExpressionTreeInterpreterParameterName]; }
}
public ILookupParameter ClassificationProblemDataParameter {
get { return (ILookupParameter)Parameters[ClassificationProblemDataParameterName]; }
}
public ILookupParameter EvaluatorParameter {
get { return (ILookupParameter)Parameters[EvaluatorParameterName]; }
}
public IValueLookupParameter ValidationSamplesStartParameter {
get { return (IValueLookupParameter)Parameters[ValidationSamplesStartParameterName]; }
}
public IValueLookupParameter ValidationSamplesEndParameter {
get { return (IValueLookupParameter)Parameters[ValidationSamplesEndParameterName]; }
}
public IValueParameter RelativeNumberOfEvaluatedSamplesParameter {
get { return (IValueParameter)Parameters[RelativeNumberOfEvaluatedSamplesParameterName]; }
}
public IValueLookupParameter UpperEstimationLimitParameter {
get { return (IValueLookupParameter)Parameters[UpperEstimationLimitParameterName]; }
}
public IValueLookupParameter LowerEstimationLimitParameter {
get { return (IValueLookupParameter)Parameters[LowerEstimationLimitParameterName]; }
}
public IValueLookupParameter ApplyLinearScalingParameter {
get { return (IValueLookupParameter)Parameters[ApplyLinearScalingParameterName]; }
}
public ILookupParameter VariableFrequenciesParameter {
get { return (ILookupParameter)Parameters[VariableFrequenciesParameterName]; }
}
public IValueParameter CalculateSolutionComplexityParameter {
get { return (IValueParameter)Parameters[CalculateSolutionComplexityParameterName]; }
}
public ILookupParameter ResultsParameter {
get { return (ILookupParameter)Parameters[ResultsParameterName]; }
}
public ILookupParameter BestValidationQualityParameter {
get { return (ILookupParameter)Parameters[BestValidationQualityParameterName]; }
}
public ILookupParameter BestValidationSolutionParameter {
get { return (ILookupParameter)Parameters[BestValidationSolutionParameterName]; }
}
public ILookupParameter BestSolutionAccuracyTrainingParameter {
get { return (ILookupParameter)Parameters[BestSolutionAccuracyTrainingParameterName]; }
}
public ILookupParameter BestSolutionAccuracyTestParameter {
get { return (ILookupParameter)Parameters[BestSolutionAccuracyTestParameterName]; }
}
public ILookupParameter BestSolutionLengthParameter {
get { return (ILookupParameter)Parameters[BestSolutionLengthParameterName]; }
}
public ILookupParameter BestSolutionHeightParameter {
get { return (ILookupParameter)Parameters[BestSolutionHeightParameterName]; }
}
#endregion
#region properties
public BoolValue Maximization {
get { return MaximizationParameter.ActualValue; }
}
public IntValue Generations {
get { return GenerationsParameter.ActualValue; }
}
public IRandom Random {
get { return RandomParameter.ActualValue; }
}
public ItemArray SymbolicExpressionTree {
get { return SymbolicExpressionTreeParameter.ActualValue; }
}
public ISymbolicExpressionTreeInterpreter SymbolicExpressionTreeInterpreter {
get { return SymbolicExpressionTreeInterpreterParameter.ActualValue; }
}
public ClassificationProblemData ClassificationProblemData {
get { return ClassificationProblemDataParameter.ActualValue; }
}
public ISymbolicClassificationEvaluator Evaluator {
get { return EvaluatorParameter.ActualValue; }
}
public IntValue ValidiationSamplesStart {
get { return ValidationSamplesStartParameter.ActualValue; }
}
public IntValue ValidationSamplesEnd {
get { return ValidationSamplesEndParameter.ActualValue; }
}
public PercentValue RelativeNumberOfEvaluatedSamples {
get { return RelativeNumberOfEvaluatedSamplesParameter.Value; }
}
public DoubleValue UpperEstimationLimit {
get { return UpperEstimationLimitParameter.ActualValue; }
}
public DoubleValue LowerEstimationLimit {
get { return LowerEstimationLimitParameter.ActualValue; }
}
public BoolValue ApplyLinearScaling {
get { return ApplyLinearScalingParameter.ActualValue; }
set { ApplyLinearScalingParameter.ActualValue = value; }
}
public DataTable VariableFrequencies {
get { return VariableFrequenciesParameter.ActualValue; }
}
public BoolValue CalculateSolutionComplexity {
get { return CalculateSolutionComplexityParameter.Value; }
set { CalculateSolutionComplexityParameter.Value = value; }
}
public ResultCollection Results {
get { return ResultsParameter.ActualValue; }
}
public DoubleValue BestValidationQuality {
get { return BestValidationQualityParameter.ActualValue; }
protected set { BestValidationQualityParameter.ActualValue = value; }
}
public SymbolicClassificationSolution BestValidationSolution {
get { return BestValidationSolutionParameter.ActualValue; }
protected set { BestValidationSolutionParameter.ActualValue = value; }
}
public DoubleValue BestSolutionAccuracyTraining {
get { return BestSolutionAccuracyTrainingParameter.ActualValue; }
protected set { BestSolutionAccuracyTrainingParameter.ActualValue = value; }
}
public DoubleValue BestSolutionAccuracyTest {
get { return BestSolutionAccuracyTestParameter.ActualValue; }
protected set { BestSolutionAccuracyTestParameter.ActualValue = value; }
}
public IntValue BestSolutionLength {
get { return BestSolutionLengthParameter.ActualValue; }
set { BestSolutionLengthParameter.ActualValue = value; }
}
public IntValue BestSolutionHeight {
get { return BestSolutionHeightParameter.ActualValue; }
set { BestSolutionHeightParameter.ActualValue = value; }
}
#endregion
[StorableConstructor]
protected ValidationBestSymbolicClassificationSolutionAnalyzer(bool deserializing) : base(deserializing) { }
protected ValidationBestSymbolicClassificationSolutionAnalyzer(ValidationBestSymbolicClassificationSolutionAnalyzer original, Cloner cloner)
: base(original, cloner) {
}
public ValidationBestSymbolicClassificationSolutionAnalyzer()
: base() {
Parameters.Add(new LookupParameter(MaximizationParameterName, "The direction of optimization."));
Parameters.Add(new LookupParameter(GenerationsParameterName, "The number of generations calculated so far."));
Parameters.Add(new LookupParameter(RandomParameterName, "The random generator to use."));
Parameters.Add(new ScopeTreeLookupParameter(SymbolicExpressionTreeParameterName, "The symbolic expression trees to analyze."));
Parameters.Add(new ValueLookupParameter(SymbolicExpressionTreeInterpreterParameterName, "The interpreter that should be used for the analysis of symbolic expression trees."));
Parameters.Add(new LookupParameter(ClassificationProblemDataParameterName, "The problem data for which the symbolic expression tree is a solution."));
Parameters.Add(new LookupParameter(EvaluatorParameterName, "The evaluator which should be used to evaluate the solution on the validation set."));
Parameters.Add(new ValueLookupParameter(ValidationSamplesStartParameterName, "The first index of the validation partition of the data set."));
Parameters.Add(new ValueLookupParameter(ValidationSamplesEndParameterName, "The last index of the validation partition of the data set."));
Parameters.Add(new ValueParameter(RelativeNumberOfEvaluatedSamplesParameterName, "The relative number of samples of the dataset partition, which should be randomly chosen for evaluation between the start and end index.", new PercentValue(1)));
Parameters.Add(new ValueLookupParameter(UpperEstimationLimitParameterName, "The upper estimation limit that was set for the evaluation of the symbolic expression trees."));
Parameters.Add(new ValueLookupParameter(LowerEstimationLimitParameterName, "The lower estimation limit that was set for the evaluation of the symbolic expression trees."));
Parameters.Add(new LookupParameter(VariableFrequenciesParameterName, "The variable frequencies table to use for the calculation of variable impacts"));
Parameters.Add(new ValueParameter(CalculateSolutionComplexityParameterName, "Determines if the length and height of the validation best solution should be calculated.", new BoolValue(true)));
Parameters.Add(new ValueLookupParameter(ApplyLinearScalingParameterName, "The switch determines if the best solution should be linearly scaled on the whole training set.", new BoolValue(false)));
Parameters.Add(new ValueLookupParameter(ResultsParameterName, "The results collection where the analysis values should be stored."));
Parameters.Add(new LookupParameter(BestValidationQualityParameterName, "The validation quality of the best solution in the current run."));
Parameters.Add(new LookupParameter(BestValidationSolutionParameterName, "The best solution on the validation data found in the current run."));
Parameters.Add(new LookupParameter(BestSolutionAccuracyTrainingParameterName, "The training accuracy of the best solution."));
Parameters.Add(new LookupParameter(BestSolutionAccuracyTestParameterName, "The test accuracy of the best solution."));
Parameters.Add(new LookupParameter(BestSolutionLengthParameterName, "The length of the best symbolic classification solution."));
Parameters.Add(new LookupParameter(BestSolutionHeightParameterName, "The height of the best symbolic classification solution."));
}
[StorableHook(HookType.AfterDeserialization)]
private void AfterDeserialization() {
if (!Parameters.ContainsKey(CalculateSolutionComplexityParameterName)) {
Parameters.Add(new ValueParameter(CalculateSolutionComplexityParameterName, "Determines if the length and height of the validation best solution should be calculated.", new BoolValue(true)));
}
if (!Parameters.ContainsKey(BestSolutionLengthParameterName)) {
Parameters.Add(new LookupParameter(BestSolutionLengthParameterName, "The length of the best symbolic classification solution."));
}
if (!Parameters.ContainsKey(BestSolutionHeightParameterName)) {
Parameters.Add(new LookupParameter(BestSolutionHeightParameterName, "The height of the best symbolic classification solution."));
}
if (!Parameters.ContainsKey(ApplyLinearScalingParameterName)) {
Parameters.Add(new ValueLookupParameter(ApplyLinearScalingParameterName, "The switch determines if the best solution should be linearly scaled on the whole training set.", new BoolValue(false)));
}
}
public override IDeepCloneable Clone(Cloner cloner) {
return new ValidationBestSymbolicClassificationSolutionAnalyzer(this, cloner);
}
public override IOperation Apply() {
var trees = SymbolicExpressionTree;
string targetVariable = ClassificationProblemData.TargetVariable.Value;
// select a random subset of rows in the validation set
int validationStart = ValidiationSamplesStart.Value;
int validationEnd = ValidationSamplesEnd.Value;
int seed = Random.Next();
int count = (int)((validationEnd - validationStart) * RelativeNumberOfEvaluatedSamples.Value);
if (count == 0) count = 1;
IEnumerable rows = RandomEnumerable.SampleRandomNumbers(seed, validationStart, validationEnd, count)
.Where(row => row < ClassificationProblemData.TestSamplesStart.Value || ClassificationProblemData.TestSamplesEnd.Value <= row);
double upperEstimationLimit = UpperEstimationLimit != null ? UpperEstimationLimit.Value : double.PositiveInfinity;
double lowerEstimationLimit = LowerEstimationLimit != null ? LowerEstimationLimit.Value : double.NegativeInfinity;
double bestQuality = Maximization.Value ? double.NegativeInfinity : double.PositiveInfinity;
SymbolicExpressionTree bestTree = null;
foreach (var tree in trees) {
double quality = Evaluator.Evaluate(SymbolicExpressionTreeInterpreter, tree,
lowerEstimationLimit, upperEstimationLimit, ClassificationProblemData.Dataset,
targetVariable, rows);
if ((Maximization.Value && quality > bestQuality) ||
(!Maximization.Value && quality < bestQuality)) {
bestQuality = quality;
bestTree = tree;
}
}
// if the best validation tree is better than the current best solution => update
bool newBest =
BestValidationQuality == null ||
(Maximization.Value && bestQuality > BestValidationQuality.Value) ||
(!Maximization.Value && bestQuality < BestValidationQuality.Value);
if (newBest) {
if (ApplyLinearScaling.Value) {
double alpha, beta;
SymbolicRegressionScaledMeanSquaredErrorEvaluator.Calculate(SymbolicExpressionTreeInterpreter, bestTree,
lowerEstimationLimit, upperEstimationLimit,
ClassificationProblemData.Dataset, targetVariable,
ClassificationProblemData.TrainingIndizes, out beta, out alpha);
// scale tree for solution
bestTree = SymbolicRegressionSolutionLinearScaler.Scale(bestTree, alpha, beta);
}
var model = new SymbolicRegressionModel((ISymbolicExpressionTreeInterpreter)SymbolicExpressionTreeInterpreter.Clone(),
bestTree);
if (BestValidationSolution == null) {
BestValidationSolution = new SymbolicClassificationSolution(ClassificationProblemData, model, LowerEstimationLimit.Value, UpperEstimationLimit.Value);
BestValidationSolution.Name = BestValidationSolutionParameterName;
BestValidationSolution.Description = "Best solution on validation partition found over the whole run.";
BestValidationQuality = new DoubleValue(bestQuality);
} else {
BestValidationSolution.Model = model;
BestValidationQuality.Value = bestQuality;
}
UpdateBestSolutionResults();
}
return base.Apply();
}
private void UpdateBestSolutionResults() {
if (CalculateSolutionComplexity.Value) {
BestSolutionLength = new IntValue(BestValidationSolution.Model.SymbolicExpressionTree.Size);
BestSolutionHeight = new IntValue(BestValidationSolution.Model.SymbolicExpressionTree.Height);
if (!Results.ContainsKey(BestSolutionLengthParameterName)) {
Results.Add(new Result(BestSolutionLengthParameterName, "Length of the best solution on the validation set", new IntValue()));
Results.Add(new Result(BestSolutionHeightParameterName, "Height of the best solution on the validation set", new IntValue()));
}
Results[BestSolutionLengthParameterName].Value = BestSolutionLength;
Results[BestSolutionHeightParameterName].Value = BestSolutionHeight;
}
BestSymbolicRegressionSolutionAnalyzer.UpdateBestSolutionResults(BestValidationSolution, ClassificationProblemData, Results, Generations, VariableFrequencies);
IEnumerable trainingValues = ClassificationProblemData.Dataset.GetEnumeratedVariableValues(
ClassificationProblemData.TargetVariable.Value, ClassificationProblemData.TrainingIndizes);
IEnumerable testValues = ClassificationProblemData.Dataset.GetEnumeratedVariableValues(
ClassificationProblemData.TargetVariable.Value, ClassificationProblemData.TestIndizes);
OnlineAccuracyEvaluator accuracyEvaluator = new OnlineAccuracyEvaluator();
var originalEnumerator = trainingValues.GetEnumerator();
var estimatedEnumerator = BestValidationSolution.EstimatedTrainingClassValues.GetEnumerator();
while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) {
accuracyEvaluator.Add(originalEnumerator.Current, estimatedEnumerator.Current);
}
double trainingAccuracy = accuracyEvaluator.Accuracy;
accuracyEvaluator.Reset();
originalEnumerator = testValues.GetEnumerator();
estimatedEnumerator = BestValidationSolution.EstimatedTestClassValues.GetEnumerator();
while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) {
accuracyEvaluator.Add(originalEnumerator.Current, estimatedEnumerator.Current);
}
double testAccuracy = accuracyEvaluator.Accuracy;
if (!Results.ContainsKey(BestSolutionAccuracyTrainingParameterName)) {
BestSolutionAccuracyTraining = new DoubleValue(trainingAccuracy);
BestSolutionAccuracyTest = new DoubleValue(testAccuracy);
Results.Add(new Result(BestSolutionAccuracyTrainingParameterName, BestSolutionAccuracyTraining));
Results.Add(new Result(BestSolutionAccuracyTestParameterName, BestSolutionAccuracyTest));
} else {
BestSolutionAccuracyTraining.Value = trainingAccuracy;
BestSolutionAccuracyTest.Value = testAccuracy;
}
}
}
}