#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;
}
}
}