#region License Information /* HeuristicLab * Copyright (C) 2002-2008 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 System.Text; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Operators; using HeuristicLab.Functions; using HeuristicLab.DataAnalysis; namespace HeuristicLab.StructureIdentification { public class CoefficientOfDeterminationEvaluator : OperatorBase { public override string Description { get { return @"Applies 'OperatorTree' to samples 'FirstSampleIndex' - 'LastSampleIndex' (inclusive) of 'Dataset' and calculates the 'coefficient of determination' of estimated values vs. real values of 'TargetVariable'."; } } public CoefficientOfDeterminationEvaluator() : base() { AddVariableInfo(new VariableInfo("OperatorTree", "The function tree that should be evaluated", typeof(IFunction), VariableKind.In)); AddVariableInfo(new VariableInfo("Dataset", "Dataset with all samples on which to apply the function", typeof(Dataset), VariableKind.In)); AddVariableInfo(new VariableInfo("TargetVariable", "Index of the target variable in the dataset", typeof(IntData), VariableKind.In)); AddVariableInfo(new VariableInfo("FirstSampleIndex", "Index of the first row of the dataset on which the function should be evaluated", typeof(IntData), VariableKind.In)); AddVariableInfo(new VariableInfo("LastSampleIndex", "Index of the last row of the dataset on which the function should be evaluated (inclusive)", typeof(IntData), VariableKind.In)); AddVariableInfo(new VariableInfo("PunishmentFactor", "Punishment factor for invalid estimations", typeof(DoubleData), VariableKind.In)); AddVariableInfo(new VariableInfo("UseEstimatedTargetValues", "When the function tree contains the target variable this variable determines " + "if we should use the estimated or the original values of the target variable in the evaluation", typeof(BoolData), VariableKind.In)); AddVariableInfo(new VariableInfo("Quality", "The coefficient of determination of the model", typeof(DoubleData), VariableKind.New)); } private double[] savedTargetVariable = new double[1]; public override IOperation Apply(IScope scope) { int firstSampleIndex = GetVariableValue("FirstSampleIndex", scope, true).Data; int lastSampleIndex = GetVariableValue("LastSampleIndex", scope, true).Data; if(lastSampleIndex < firstSampleIndex) { throw new InvalidProgramException(); } IFunction function = GetVariableValue("OperatorTree", scope, true); Dataset dataset = GetVariableValue("Dataset", scope, true); int targetVariable = GetVariableValue("TargetVariable", scope, true).Data; bool useEstimatedTargetValues = GetVariableValue("UseEstimatedTargetValues", scope, true).Data; double punishmentFactor = GetVariableValue("PunishmentFactor", scope, true).Data; if(useEstimatedTargetValues && savedTargetVariable.Length != lastSampleIndex - firstSampleIndex + 1) { savedTargetVariable = new double[lastSampleIndex - firstSampleIndex + 1]; } double maximumPunishment = punishmentFactor * dataset.GetRange(targetVariable, firstSampleIndex, lastSampleIndex); double errorsSquaredSum = 0.0; double originalsSum = 0.0; double targetMean = dataset.GetMean(targetVariable, firstSampleIndex, lastSampleIndex); for(int sample = firstSampleIndex; sample <= lastSampleIndex; sample++) { double estimated = function.Evaluate(dataset, sample); double original = dataset.GetValue(sample, targetVariable); if(useEstimatedTargetValues) { savedTargetVariable[sample - firstSampleIndex] = original; dataset.SetValue(sample, targetVariable, estimated); } if(!double.IsNaN(original) && !double.IsInfinity(original)) { if(double.IsNaN(estimated) || double.IsInfinity(estimated)) estimated = targetMean + maximumPunishment; else if(estimated > (targetMean + maximumPunishment)) estimated = targetMean + maximumPunishment; else if(estimated < (targetMean - maximumPunishment)) estimated = targetMean - maximumPunishment; double error = estimated - original; errorsSquaredSum += error * error; originalsSum += original; } } double originalsMean = originalsSum / (lastSampleIndex - firstSampleIndex +1); double originalTotalSumOfSquares = 0.0; for(int sample=0; sample 1) { throw new InvalidProgramException(); } if(double.IsNaN(quality) || double.IsInfinity(quality)) { quality = double.MaxValue; } if(useEstimatedTargetValues) { // restore original values of the target variable for(int sample = firstSampleIndex; sample <= lastSampleIndex; sample++) { dataset.SetValue(sample, targetVariable, savedTargetVariable[sample - firstSampleIndex]); } } scope.AddVariable(new HeuristicLab.Core.Variable("Quality", new DoubleData(quality))); return null; } } }