#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 System.Linq; using HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding; using HeuristicLab.Operators; using HeuristicLab.Parameters; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; using HeuristicLab.Problems.DataAnalysis.Symbolic; namespace HeuristicLab.Problems.DataAnalysis.Regression.Symbolic { [Item("SimpleSymbolicRegressionEvaluator", "Evaluates a symbolic regression solution and outputs a matrix of target and estimated values.")] [StorableClass] public sealed class SimpleSymbolicRegressionEvaluator : SingleSuccessorOperator { private const string SymbolicExpressionTreeInterpreterParameterName = "SymbolicExpressionTreeInterpreter"; private const string FunctionTreeParameterName = "FunctionTree"; private const string RegressionProblemDataParameterName = "RegressionProblemData"; private const string SamplesStartParameterName = "SamplesStart"; private const string SamplesEndParameterName = "SamplesEnd"; private const string ValuesParameterName = "Values"; private const string UpperEstimationLimitParameterName = "UpperEstimationLimit"; private const string LowerEstimationLimitParameterName = "LowerEstimationLimit"; #region ISymbolicRegressionEvaluator Members public ILookupParameter SymbolicExpressionTreeInterpreterParameter { get { return (ILookupParameter)Parameters[SymbolicExpressionTreeInterpreterParameterName]; } } public ILookupParameter SymbolicExpressionTreeParameter { get { return (ILookupParameter)Parameters[FunctionTreeParameterName]; } } public ILookupParameter RegressionProblemDataParameter { get { return (ILookupParameter)Parameters[RegressionProblemDataParameterName]; } } public IValueLookupParameter SamplesStartParameter { get { return (IValueLookupParameter)Parameters[SamplesStartParameterName]; } } public IValueLookupParameter SamplesEndParameter { get { return (IValueLookupParameter)Parameters[SamplesEndParameterName]; } } public IValueLookupParameter UpperEstimationLimitParameter { get { return (IValueLookupParameter)Parameters[UpperEstimationLimitParameterName]; } } public IValueLookupParameter LowerEstimationLimitParameter { get { return (IValueLookupParameter)Parameters[LowerEstimationLimitParameterName]; } } public ILookupParameter ValuesParameter { get { return (ILookupParameter)Parameters[ValuesParameterName]; } } #endregion #region properties public ISymbolicExpressionTreeInterpreter SymbolicExpressionTreeInterpreter { get { return SymbolicExpressionTreeInterpreterParameter.ActualValue; } } public SymbolicExpressionTree SymbolicExpressionTree { get { return SymbolicExpressionTreeParameter.ActualValue; } } public DataAnalysisProblemData RegressionProblemData { get { return RegressionProblemDataParameter.ActualValue; } } public IntValue SamplesStart { get { return SamplesStartParameter.ActualValue; } } public IntValue SamplesEnd { get { return SamplesEndParameter.ActualValue; } } public DoubleValue UpperEstimationLimit { get { return UpperEstimationLimitParameter.ActualValue; } } public DoubleValue LowerEstimationLimit { get { return LowerEstimationLimitParameter.ActualValue; } } #endregion [StorableConstructor] private SimpleSymbolicRegressionEvaluator(bool deserializing) : base(deserializing) { } private SimpleSymbolicRegressionEvaluator(SimpleSymbolicRegressionEvaluator original, Cloner cloner) : base(original, cloner) { } public SimpleSymbolicRegressionEvaluator() : base() { Parameters.Add(new LookupParameter(SymbolicExpressionTreeInterpreterParameterName, "The interpreter that should be used to calculate the output values of the symbolic expression tree.")); Parameters.Add(new LookupParameter(FunctionTreeParameterName, "The symbolic regression solution encoded as a symbolic expression tree.")); Parameters.Add(new LookupParameter(RegressionProblemDataParameterName, "The problem data on which the symbolic regression solution should be evaluated.")); Parameters.Add(new ValueLookupParameter(SamplesStartParameterName, "The start index of the dataset partition on which the symbolic regression solution should be evaluated.")); Parameters.Add(new ValueLookupParameter(SamplesEndParameterName, "The end index of the dataset partition on which the symbolic regression solution should be evaluated.")); Parameters.Add(new ValueLookupParameter(UpperEstimationLimitParameterName, "The upper limit that should be used as cut off value for the output values of symbolic expression trees.")); Parameters.Add(new ValueLookupParameter(LowerEstimationLimitParameterName, "The lower limit that should be used as cut off value for the output values of symbolic expression trees.")); Parameters.Add(new LookupParameter(ValuesParameterName, "The matrix of target and estimated values as generated by the symbolic regression solution.")); } public override IDeepCloneable Clone(Cloner cloner) { return new SimpleSymbolicRegressionEvaluator(this, cloner); } public override IOperation Apply() { Dataset dataset = RegressionProblemData.Dataset; string targetVariable = RegressionProblemData.TargetVariable.Value; ISymbolicExpressionTreeInterpreter interpreter = SymbolicExpressionTreeInterpreter; SymbolicExpressionTree tree = SymbolicExpressionTree; int start = SamplesStart.Value; int end = SamplesEnd.Value; double lowerEstimationLimit = LowerEstimationLimit != null ? LowerEstimationLimit.Value : double.NegativeInfinity; double upperEstimationLimit = UpperEstimationLimit != null ? UpperEstimationLimit.Value : double.PositiveInfinity; int targetVariableIndex = dataset.GetVariableIndex(targetVariable); var estimatedValues = from x in interpreter.GetSymbolicExpressionTreeValues(tree, dataset, Enumerable.Range(start, end - start)) let boundedX = Math.Min(upperEstimationLimit, Math.Max(lowerEstimationLimit, x)) select double.IsNaN(boundedX) ? upperEstimationLimit : boundedX; var originalValues = from row in Enumerable.Range(start, end - start) select dataset[row, targetVariableIndex]; // NB: indexes must match SimpleEvaluator.ORIGINAL_INDEX and SimpleEvaluator.ESTIMATED_INDEX ValuesParameter.ActualValue = new DoubleMatrix(MatrixExtensions.Create(originalValues.ToArray(), estimatedValues.ToArray())); return base.Apply(); } } }