[5617] | 1 | #region License Information
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| 2 | /* HeuristicLab
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[12012] | 3 | * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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[5617] | 4 | *
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| 5 | * This file is part of HeuristicLab.
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| 6 | *
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| 7 | * HeuristicLab is free software: you can redistribute it and/or modify
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| 8 | * it under the terms of the GNU General Public License as published by
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| 9 | * the Free Software Foundation, either version 3 of the License, or
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| 10 | * (at your option) any later version.
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| 11 | *
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| 12 | * HeuristicLab is distributed in the hope that it will be useful,
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| 13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 15 | * GNU General Public License for more details.
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| 16 | *
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| 17 | * You should have received a copy of the GNU General Public License
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| 18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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| 19 | */
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| 20 | #endregion
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| 21 |
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| 22 | using System;
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| 23 | using System.Collections.Generic;
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| 24 | using System.Drawing;
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| 25 | using System.Linq;
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[8836] | 26 | using System.Threading;
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[5617] | 27 | using HeuristicLab.Collections;
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| 28 | using HeuristicLab.Common;
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| 29 | using HeuristicLab.Core;
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| 30 | using HeuristicLab.Data;
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| 31 | using HeuristicLab.Optimization;
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| 32 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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| 33 | using HeuristicLab.Problems.DataAnalysis;
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[5886] | 34 | using HeuristicLab.Problems.DataAnalysis.Symbolic;
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[5617] | 35 |
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| 36 | namespace HeuristicLab.Algorithms.DataAnalysis {
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[6557] | 37 | [Item("Cross Validation", "Cross-validation wrapper for data analysis algorithms.")]
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[12504] | 38 | [Creatable(CreatableAttribute.Categories.DataAnalysis, Priority = 100)]
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[5617] | 39 | [StorableClass]
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| 40 | public sealed class CrossValidation : ParameterizedNamedItem, IAlgorithm, IStorableContent {
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| 41 | public CrossValidation()
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| 42 | : base() {
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| 43 | name = ItemName;
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| 44 | description = ItemDescription;
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| 45 |
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| 46 | executionState = ExecutionState.Stopped;
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[8962] | 47 | runs = new RunCollection { OptimizerName = name };
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[5617] | 48 | runsCounter = 0;
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| 49 |
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| 50 | algorithm = null;
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| 51 | clonedAlgorithms = new ItemCollection<IAlgorithm>();
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| 52 | results = new ResultCollection();
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| 53 |
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[12800] | 54 | folds = 2;
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[5617] | 55 | numberOfWorkers = new IntValue(1);
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| 56 | samplesStart = new IntValue(0);
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| 57 | samplesEnd = new IntValue(0);
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| 58 | storeAlgorithmInEachRun = false;
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| 59 |
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| 60 | RegisterEvents();
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| 61 | if (Algorithm != null) RegisterAlgorithmEvents();
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| 62 | }
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| 63 |
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| 64 | public string Filename { get; set; }
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| 65 |
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| 66 | #region persistence and cloning
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| 67 | [StorableConstructor]
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| 68 | private CrossValidation(bool deserializing)
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| 69 | : base(deserializing) {
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| 70 | }
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| 71 | [StorableHook(HookType.AfterDeserialization)]
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| 72 | private void AfterDeserialization() {
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| 73 | RegisterEvents();
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| 74 | if (Algorithm != null) RegisterAlgorithmEvents();
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[12800] | 75 |
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| 76 | // BackwardsCompatibility3.4
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| 77 | #region Backwards compatible code, remove with 3.6
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| 78 | if (persistenceCompatibilityFolds != null) folds = persistenceCompatibilityFolds.Value;
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| 79 | #endregion
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[5617] | 80 | }
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| 81 |
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| 82 | private CrossValidation(CrossValidation original, Cloner cloner)
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| 83 | : base(original, cloner) {
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| 84 | executionState = original.executionState;
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| 85 | storeAlgorithmInEachRun = original.storeAlgorithmInEachRun;
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| 86 | runs = cloner.Clone(original.runs);
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| 87 | runsCounter = original.runsCounter;
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| 88 | algorithm = cloner.Clone(original.algorithm);
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| 89 | clonedAlgorithms = cloner.Clone(original.clonedAlgorithms);
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| 90 | results = cloner.Clone(original.results);
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| 91 |
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[12800] | 92 | folds = original.folds;
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[12821] | 93 | partitionVariable = original.partitionVariable;
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[5617] | 94 | numberOfWorkers = cloner.Clone(original.numberOfWorkers);
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| 95 | samplesStart = cloner.Clone(original.samplesStart);
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| 96 | samplesEnd = cloner.Clone(original.samplesEnd);
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| 97 | RegisterEvents();
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| 98 | if (Algorithm != null) RegisterAlgorithmEvents();
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| 99 | }
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| 100 | public override IDeepCloneable Clone(Cloner cloner) {
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| 101 | return new CrossValidation(this, cloner);
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| 102 | }
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| 103 |
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| 104 | #endregion
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| 105 |
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| 106 | #region properties
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| 107 | [Storable]
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| 108 | private IAlgorithm algorithm;
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| 109 | public IAlgorithm Algorithm {
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| 110 | get { return algorithm; }
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| 111 | set {
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| 112 | if (ExecutionState != ExecutionState.Prepared && ExecutionState != ExecutionState.Stopped)
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| 113 | throw new InvalidOperationException("Changing the algorithm is only allowed if the CrossValidation is stopped or prepared.");
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| 114 | if (algorithm != value) {
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[5659] | 115 | if (value != null && value.Problem != null && !(value.Problem is IDataAnalysisProblem))
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[5617] | 116 | throw new ArgumentException("Only algorithms with a DataAnalysisProblem could be used for the cross validation.");
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| 117 | if (algorithm != null) DeregisterAlgorithmEvents();
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| 118 | algorithm = value;
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| 119 | Parameters.Clear();
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| 120 |
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| 121 | if (algorithm != null) {
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| 122 | algorithm.StoreAlgorithmInEachRun = false;
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| 123 | RegisterAlgorithmEvents();
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| 124 | algorithm.Prepare(true);
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| 125 | Parameters.AddRange(algorithm.Parameters);
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| 126 | }
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| 127 | OnAlgorithmChanged();
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| 128 | Prepare();
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| 129 | }
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| 130 | }
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| 131 | }
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| 132 |
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| 133 |
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| 134 | [Storable]
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[5659] | 135 | private IDataAnalysisProblem problem;
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| 136 | public IDataAnalysisProblem Problem {
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[5617] | 137 | get {
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| 138 | if (algorithm == null)
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| 139 | return null;
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[5659] | 140 | return (IDataAnalysisProblem)algorithm.Problem;
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[5617] | 141 | }
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| 142 | set {
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| 143 | if (ExecutionState != ExecutionState.Prepared && ExecutionState != ExecutionState.Stopped)
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| 144 | throw new InvalidOperationException("Changing the problem is only allowed if the CrossValidation is stopped or prepared.");
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| 145 | if (algorithm == null) throw new ArgumentNullException("Could not set a problem before an algorithm was set.");
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| 146 | algorithm.Problem = value;
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| 147 | problem = value;
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| 148 | }
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| 149 | }
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| 150 |
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| 151 | IProblem IAlgorithm.Problem {
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| 152 | get { return Problem; }
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| 153 | set {
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| 154 | if (value != null && !ProblemType.IsInstanceOfType(value))
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| 155 | throw new ArgumentException("Only DataAnalysisProblems could be used for the cross validation.");
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[5659] | 156 | Problem = (IDataAnalysisProblem)value;
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[5617] | 157 | }
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| 158 | }
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| 159 | public Type ProblemType {
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[5659] | 160 | get { return typeof(IDataAnalysisProblem); }
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[5617] | 161 | }
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| 162 |
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| 163 | [Storable]
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| 164 | private ItemCollection<IAlgorithm> clonedAlgorithms;
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| 165 |
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| 166 | public IEnumerable<IOptimizer> NestedOptimizers {
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| 167 | get {
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| 168 | if (Algorithm == null) yield break;
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| 169 | yield return Algorithm;
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| 170 | }
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| 171 | }
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| 172 |
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| 173 | [Storable]
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| 174 | private ResultCollection results;
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| 175 | public ResultCollection Results {
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| 176 | get { return results; }
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| 177 | }
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| 178 |
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[12800] | 179 | // BackwardsCompatibility3.4
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| 180 | #region Backwards compatible code, remove with 3.6
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| 181 | [Storable(Name = "folds")]
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| 182 | private IntValue persistenceCompatibilityFolds;
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| 183 | #endregion
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| 184 |
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| 185 | [Storable(Name = "foldsNew")]
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| 186 | private int folds;
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| 187 | public int Folds {
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[5617] | 188 | get { return folds; }
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[12800] | 189 | set {
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| 190 | if (value != folds) {
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| 191 | folds = value;
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| 192 | partitionVariable = NoPartitionVariable; // setting folds updates the partition variable
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| 193 | OnFoldsChanged();
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| 194 | }
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| 195 | }
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[5617] | 196 | }
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[12800] | 197 |
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[12814] | 198 | // folds are either specified explicitly or by a variable from the dataset
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[12800] | 199 | public const string NoPartitionVariable = "<none>";
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[12821] | 200 | [Storable]
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[12800] | 201 | private string partitionVariable = NoPartitionVariable;
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| 202 | public string PartitionVariable {
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| 203 | get { return partitionVariable; }
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| 204 | set {
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| 205 | if (value != partitionVariable) {
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| 206 | partitionVariable = value;
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| 207 | UpdateNumberOfFolds();
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| 208 | }
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| 209 | }
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| 210 | }
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| 211 |
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| 212 | [Storable]
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[5617] | 213 | private IntValue samplesStart;
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| 214 | public IntValue SamplesStart {
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| 215 | get { return samplesStart; }
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| 216 | }
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| 217 | [Storable]
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| 218 | private IntValue samplesEnd;
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| 219 | public IntValue SamplesEnd {
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| 220 | get { return samplesEnd; }
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| 221 | }
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| 222 | [Storable]
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| 223 | private IntValue numberOfWorkers;
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| 224 | public IntValue NumberOfWorkers {
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| 225 | get { return numberOfWorkers; }
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| 226 | }
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| 227 |
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| 228 | [Storable]
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| 229 | private bool storeAlgorithmInEachRun;
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| 230 | public bool StoreAlgorithmInEachRun {
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| 231 | get { return storeAlgorithmInEachRun; }
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| 232 | set {
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| 233 | if (storeAlgorithmInEachRun != value) {
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| 234 | storeAlgorithmInEachRun = value;
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| 235 | OnStoreAlgorithmInEachRunChanged();
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| 236 | }
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| 237 | }
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| 238 | }
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| 239 |
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| 240 | [Storable]
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| 241 | private int runsCounter;
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| 242 | [Storable]
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| 243 | private RunCollection runs;
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| 244 | public RunCollection Runs {
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| 245 | get { return runs; }
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| 246 | }
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| 247 |
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| 248 | [Storable]
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| 249 | private ExecutionState executionState;
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| 250 | public ExecutionState ExecutionState {
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| 251 | get { return executionState; }
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| 252 | private set {
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| 253 | if (executionState != value) {
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| 254 | executionState = value;
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| 255 | OnExecutionStateChanged();
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| 256 | OnItemImageChanged();
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| 257 | }
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| 258 | }
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| 259 | }
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[7201] | 260 | public static new Image StaticItemImage {
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| 261 | get { return HeuristicLab.Common.Resources.VSImageLibrary.Event; }
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| 262 | }
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[5617] | 263 | public override Image ItemImage {
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| 264 | get {
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| 265 | if (ExecutionState == ExecutionState.Prepared) return HeuristicLab.Common.Resources.VSImageLibrary.ExecutablePrepared;
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| 266 | else if (ExecutionState == ExecutionState.Started) return HeuristicLab.Common.Resources.VSImageLibrary.ExecutableStarted;
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| 267 | else if (ExecutionState == ExecutionState.Paused) return HeuristicLab.Common.Resources.VSImageLibrary.ExecutablePaused;
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| 268 | else if (ExecutionState == ExecutionState.Stopped) return HeuristicLab.Common.Resources.VSImageLibrary.ExecutableStopped;
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[7201] | 269 | else return base.ItemImage;
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[5617] | 270 | }
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| 271 | }
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| 272 |
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| 273 | public TimeSpan ExecutionTime {
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| 274 | get {
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| 275 | if (ExecutionState != ExecutionState.Prepared)
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| 276 | return TimeSpan.FromMilliseconds(clonedAlgorithms.Select(x => x.ExecutionTime.TotalMilliseconds).Sum());
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| 277 | return TimeSpan.Zero;
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| 278 | }
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| 279 | }
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[12800] | 280 |
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[5617] | 281 | #endregion
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| 282 |
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[8738] | 283 | protected override void OnNameChanged() {
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| 284 | base.OnNameChanged();
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[8962] | 285 | Runs.OptimizerName = Name;
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[8738] | 286 | }
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| 287 |
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[5617] | 288 | public void Prepare() {
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| 289 | if (ExecutionState == ExecutionState.Started)
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| 290 | throw new InvalidOperationException(string.Format("Prepare not allowed in execution state \"{0}\".", ExecutionState));
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| 291 | results.Clear();
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| 292 | clonedAlgorithms.Clear();
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| 293 | if (Algorithm != null) {
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| 294 | Algorithm.Prepare();
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| 295 | if (Algorithm.ExecutionState == ExecutionState.Prepared) OnPrepared();
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| 296 | }
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| 297 | }
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| 298 | public void Prepare(bool clearRuns) {
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| 299 | if (clearRuns) runs.Clear();
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| 300 | Prepare();
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| 301 | }
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| 302 |
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| 303 | public void Start() {
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| 304 | if ((ExecutionState != ExecutionState.Prepared) && (ExecutionState != ExecutionState.Paused))
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| 305 | throw new InvalidOperationException(string.Format("Start not allowed in execution state \"{0}\".", ExecutionState));
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| 306 |
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[9493] | 307 | if (Algorithm != null) {
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[5617] | 308 | //create cloned algorithms
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| 309 | if (clonedAlgorithms.Count == 0) {
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[5886] | 310 |
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[12800] | 311 | for (int i = 0; i < folds; i++) {
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[5617] | 312 | IAlgorithm clonedAlgorithm = (IAlgorithm)algorithm.Clone();
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| 313 | clonedAlgorithm.Name = algorithm.Name + " Fold " + i;
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[5659] | 314 | IDataAnalysisProblem problem = clonedAlgorithm.Problem as IDataAnalysisProblem;
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[5886] | 315 | ISymbolicDataAnalysisProblem symbolicProblem = problem as ISymbolicDataAnalysisProblem;
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| 316 |
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[12800] | 317 | int trainingStart, trainingEnd, testStart, testEnd;
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| 318 | // assumes that partitions are subset of subsequent rows
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| 319 | GetTrainingAndTestPartitions(i, out trainingStart, out trainingEnd, out testStart, out testEnd);
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[5886] | 320 |
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[7107] | 321 | problem.ProblemData.TrainingPartition.Start = SamplesStart.Value;
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| 322 | problem.ProblemData.TrainingPartition.End = SamplesEnd.Value;
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[5886] | 323 | problem.ProblemData.TestPartition.Start = testStart;
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| 324 | problem.ProblemData.TestPartition.End = testEnd;
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| 325 | DataAnalysisProblemData problemData = problem.ProblemData as DataAnalysisProblemData;
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| 326 | if (problemData != null) {
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| 327 | problemData.TrainingPartitionParameter.Hidden = false;
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| 328 | problemData.TestPartitionParameter.Hidden = false;
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| 329 | }
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| 330 |
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| 331 | if (symbolicProblem != null) {
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| 332 | symbolicProblem.FitnessCalculationPartition.Start = SamplesStart.Value;
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| 333 | symbolicProblem.FitnessCalculationPartition.End = SamplesEnd.Value;
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| 334 | }
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[7738] | 335 | clonedAlgorithm.Prepare();
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[5617] | 336 | clonedAlgorithms.Add(clonedAlgorithm);
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| 337 | }
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| 338 | }
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| 339 |
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| 340 | //start prepared or paused cloned algorithms
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| 341 | int startedAlgorithms = 0;
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| 342 | foreach (IAlgorithm clonedAlgorithm in clonedAlgorithms) {
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[12800] | 343 | if (startedAlgorithms < numberOfWorkers.Value) {
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[5617] | 344 | if (clonedAlgorithm.ExecutionState == ExecutionState.Prepared ||
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| 345 | clonedAlgorithm.ExecutionState == ExecutionState.Paused) {
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[8836] | 346 |
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| 347 | // start and wait until the alg is started
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| 348 | using (var signal = new ManualResetEvent(false)) {
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| 349 | EventHandler signalSetter = (sender, args) => { signal.Set(); };
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| 350 | clonedAlgorithm.Started += signalSetter;
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| 351 | clonedAlgorithm.Start();
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| 352 | signal.WaitOne();
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| 353 | clonedAlgorithm.Started -= signalSetter;
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| 354 |
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| 355 | startedAlgorithms++;
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| 356 | }
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[5617] | 357 | }
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| 358 | }
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| 359 | }
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| 360 | OnStarted();
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| 361 | }
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| 362 | }
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| 363 |
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[12800] | 364 | private void GetTrainingAndTestPartitions(int fold, out int trainingStart, out int trainingEnd, out int testStart, out int testEnd) {
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| 365 | if (partitionVariable == NoPartitionVariable) {
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| 366 | // uniform split
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| 367 | int testSamplesCount = (SamplesEnd.Value - SamplesStart.Value) / folds;
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| 368 | trainingStart = SamplesStart.Value;
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| 369 | trainingEnd = SamplesEnd.Value;
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| 370 | testStart = (fold * testSamplesCount) + SamplesStart.Value;
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| 371 | testEnd = (fold + 1) == folds ? SamplesEnd.Value : (fold + 1) * testSamplesCount + SamplesStart.Value;
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| 372 | } else {
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| 373 | // group rowIdx by partition
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| 374 | var partition = Problem.ProblemData.Dataset.GetReadOnlyDoubleValues(partitionVariable);
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| 375 | var g = Enumerable.Range(SamplesStart.Value, SamplesEnd.Value - SamplesStart.Value).GroupBy(r => partition[r]).OrderBy(r => r.Key).ToList();
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| 376 | trainingStart = SamplesStart.Value;
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| 377 | trainingEnd = SamplesEnd.Value;
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| 378 | testStart = g[fold].Min();
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| 379 | testEnd = g[fold].Max() + 1;
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| 380 | }
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| 381 | }
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| 382 |
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[5617] | 383 | private bool pausePending;
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| 384 | public void Pause() {
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| 385 | if (ExecutionState != ExecutionState.Started)
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| 386 | throw new InvalidOperationException(string.Format("Pause not allowed in execution state \"{0}\".", ExecutionState));
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| 387 | if (!pausePending) {
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| 388 | pausePending = true;
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[9493] | 389 | PauseAllClonedAlgorithms();
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[5617] | 390 | }
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| 391 | }
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| 392 | private void PauseAllClonedAlgorithms() {
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| 393 | foreach (IAlgorithm clonedAlgorithm in clonedAlgorithms) {
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| 394 | if (clonedAlgorithm.ExecutionState == ExecutionState.Started)
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| 395 | clonedAlgorithm.Pause();
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| 396 | }
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| 397 | }
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| 398 |
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| 399 | private bool stopPending;
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| 400 | public void Stop() {
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| 401 | if ((ExecutionState != ExecutionState.Started) && (ExecutionState != ExecutionState.Paused))
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| 402 | throw new InvalidOperationException(string.Format("Stop not allowed in execution state \"{0}\".",
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| 403 | ExecutionState));
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| 404 | if (!stopPending) {
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| 405 | stopPending = true;
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[9493] | 406 | StopAllClonedAlgorithms();
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[5617] | 407 | }
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| 408 | }
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| 409 | private void StopAllClonedAlgorithms() {
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| 410 | foreach (IAlgorithm clonedAlgorithm in clonedAlgorithms) {
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| 411 | if (clonedAlgorithm.ExecutionState == ExecutionState.Started ||
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| 412 | clonedAlgorithm.ExecutionState == ExecutionState.Paused)
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| 413 | clonedAlgorithm.Stop();
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| 414 | }
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| 415 | }
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| 416 |
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| 417 | #region collect parameters and results
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| 418 | public override void CollectParameterValues(IDictionary<string, IItem> values) {
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| 419 | values.Add("Algorithm Name", new StringValue(Name));
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| 420 | values.Add("Algorithm Type", new StringValue(GetType().GetPrettyName()));
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[12800] | 421 | values.Add("Folds", new IntValue(folds));
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[5617] | 422 |
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| 423 | if (algorithm != null) {
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| 424 | values.Add("CrossValidation Algorithm Name", new StringValue(Algorithm.Name));
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| 425 | values.Add("CrossValidation Algorithm Type", new StringValue(Algorithm.GetType().GetPrettyName()));
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| 426 | base.CollectParameterValues(values);
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| 427 | }
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| 428 | if (Problem != null) {
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| 429 | values.Add("Problem Name", new StringValue(Problem.Name));
|
---|
| 430 | values.Add("Problem Type", new StringValue(Problem.GetType().GetPrettyName()));
|
---|
| 431 | Problem.CollectParameterValues(values);
|
---|
| 432 | }
|
---|
| 433 | }
|
---|
| 434 |
|
---|
| 435 | public void CollectResultValues(IDictionary<string, IItem> results) {
|
---|
[6566] | 436 | var clonedResults = (ResultCollection)this.results.Clone();
|
---|
| 437 | foreach (var result in clonedResults) {
|
---|
| 438 | results.Add(result.Name, result.Value);
|
---|
| 439 | }
|
---|
| 440 | }
|
---|
| 441 |
|
---|
| 442 | private void AggregateResultValues(IDictionary<string, IItem> results) {
|
---|
[5617] | 443 | IEnumerable<IRun> runs = clonedAlgorithms.Select(alg => alg.Runs.FirstOrDefault()).Where(run => run != null);
|
---|
| 444 | IEnumerable<KeyValuePair<string, IItem>> resultCollections = runs.Where(x => x != null).SelectMany(x => x.Results).ToList();
|
---|
| 445 |
|
---|
| 446 | foreach (IResult result in ExtractAndAggregateResults<IntValue>(resultCollections))
|
---|
| 447 | results.Add(result.Name, result.Value);
|
---|
| 448 | foreach (IResult result in ExtractAndAggregateResults<DoubleValue>(resultCollections))
|
---|
| 449 | results.Add(result.Name, result.Value);
|
---|
| 450 | foreach (IResult result in ExtractAndAggregateResults<PercentValue>(resultCollections))
|
---|
| 451 | results.Add(result.Name, result.Value);
|
---|
[6184] | 452 | foreach (IResult result in ExtractAndAggregateRegressionSolutions(resultCollections)) {
|
---|
| 453 | results.Add(result.Name, result.Value);
|
---|
| 454 | }
|
---|
[6239] | 455 | foreach (IResult result in ExtractAndAggregateClassificationSolutions(resultCollections)) {
|
---|
| 456 | results.Add(result.Name, result.Value);
|
---|
| 457 | }
|
---|
[5617] | 458 | results.Add("Execution Time", new TimeSpanValue(this.ExecutionTime));
|
---|
| 459 | results.Add("CrossValidation Folds", new RunCollection(runs));
|
---|
| 460 | }
|
---|
| 461 |
|
---|
[6184] | 462 | private IEnumerable<IResult> ExtractAndAggregateRegressionSolutions(IEnumerable<KeyValuePair<string, IItem>> resultCollections) {
|
---|
| 463 | Dictionary<string, List<IRegressionSolution>> resultSolutions = new Dictionary<string, List<IRegressionSolution>>();
|
---|
| 464 | foreach (var result in resultCollections) {
|
---|
| 465 | var regressionSolution = result.Value as IRegressionSolution;
|
---|
| 466 | if (regressionSolution != null) {
|
---|
| 467 | if (resultSolutions.ContainsKey(result.Key)) {
|
---|
| 468 | resultSolutions[result.Key].Add(regressionSolution);
|
---|
| 469 | } else {
|
---|
| 470 | resultSolutions.Add(result.Key, new List<IRegressionSolution>() { regressionSolution });
|
---|
| 471 | }
|
---|
| 472 | }
|
---|
| 473 | }
|
---|
| 474 | List<IResult> aggregatedResults = new List<IResult>();
|
---|
| 475 | foreach (KeyValuePair<string, List<IRegressionSolution>> solutions in resultSolutions) {
|
---|
[6566] | 476 | // clone manually to correctly clone references between cloned root objects
|
---|
| 477 | Cloner cloner = new Cloner();
|
---|
| 478 | var problemDataClone = (IRegressionProblemData)cloner.Clone(Problem.ProblemData);
|
---|
| 479 | // set partitions of problem data clone correctly
|
---|
[6184] | 480 | problemDataClone.TrainingPartition.Start = SamplesStart.Value; problemDataClone.TrainingPartition.End = SamplesEnd.Value;
|
---|
| 481 | problemDataClone.TestPartition.Start = SamplesStart.Value; problemDataClone.TestPartition.End = SamplesEnd.Value;
|
---|
[6566] | 482 | // clone models
|
---|
[7738] | 483 | var ensembleSolution = new RegressionEnsembleSolution(problemDataClone);
|
---|
| 484 | ensembleSolution.AddRegressionSolutions(solutions.Value);
|
---|
[6184] | 485 |
|
---|
[6250] | 486 | aggregatedResults.Add(new Result(solutions.Key + " (ensemble)", ensembleSolution));
|
---|
[6184] | 487 | }
|
---|
[6250] | 488 | List<IResult> flattenedResults = new List<IResult>();
|
---|
| 489 | CollectResultsRecursively("", aggregatedResults, flattenedResults);
|
---|
| 490 | return flattenedResults;
|
---|
[6184] | 491 | }
|
---|
| 492 |
|
---|
[6239] | 493 | private IEnumerable<IResult> ExtractAndAggregateClassificationSolutions(IEnumerable<KeyValuePair<string, IItem>> resultCollections) {
|
---|
| 494 | Dictionary<string, List<IClassificationSolution>> resultSolutions = new Dictionary<string, List<IClassificationSolution>>();
|
---|
| 495 | foreach (var result in resultCollections) {
|
---|
| 496 | var classificationSolution = result.Value as IClassificationSolution;
|
---|
| 497 | if (classificationSolution != null) {
|
---|
| 498 | if (resultSolutions.ContainsKey(result.Key)) {
|
---|
| 499 | resultSolutions[result.Key].Add(classificationSolution);
|
---|
| 500 | } else {
|
---|
| 501 | resultSolutions.Add(result.Key, new List<IClassificationSolution>() { classificationSolution });
|
---|
| 502 | }
|
---|
| 503 | }
|
---|
| 504 | }
|
---|
[6250] | 505 | var aggregatedResults = new List<IResult>();
|
---|
[6239] | 506 | foreach (KeyValuePair<string, List<IClassificationSolution>> solutions in resultSolutions) {
|
---|
[6566] | 507 | // clone manually to correctly clone references between cloned root objects
|
---|
| 508 | Cloner cloner = new Cloner();
|
---|
| 509 | var problemDataClone = (IClassificationProblemData)cloner.Clone(Problem.ProblemData);
|
---|
| 510 | // set partitions of problem data clone correctly
|
---|
[6239] | 511 | problemDataClone.TrainingPartition.Start = SamplesStart.Value; problemDataClone.TrainingPartition.End = SamplesEnd.Value;
|
---|
| 512 | problemDataClone.TestPartition.Start = SamplesStart.Value; problemDataClone.TestPartition.End = SamplesEnd.Value;
|
---|
[6566] | 513 | // clone models
|
---|
[8528] | 514 | var ensembleSolution = new ClassificationEnsembleSolution(problemDataClone);
|
---|
| 515 | ensembleSolution.AddClassificationSolutions(solutions.Value);
|
---|
[6239] | 516 |
|
---|
[6250] | 517 | aggregatedResults.Add(new Result(solutions.Key + " (ensemble)", ensembleSolution));
|
---|
[6239] | 518 | }
|
---|
[6250] | 519 | List<IResult> flattenedResults = new List<IResult>();
|
---|
| 520 | CollectResultsRecursively("", aggregatedResults, flattenedResults);
|
---|
| 521 | return flattenedResults;
|
---|
[6239] | 522 | }
|
---|
| 523 |
|
---|
[6250] | 524 | private void CollectResultsRecursively(string path, IEnumerable<IResult> results, IList<IResult> flattenedResults) {
|
---|
| 525 | foreach (IResult result in results) {
|
---|
| 526 | flattenedResults.Add(new Result(path + result.Name, result.Value));
|
---|
| 527 | ResultCollection childCollection = result.Value as ResultCollection;
|
---|
| 528 | if (childCollection != null) {
|
---|
| 529 | CollectResultsRecursively(path + result.Name + ".", childCollection, flattenedResults);
|
---|
| 530 | }
|
---|
| 531 | }
|
---|
| 532 | }
|
---|
| 533 |
|
---|
[5617] | 534 | private static IEnumerable<IResult> ExtractAndAggregateResults<T>(IEnumerable<KeyValuePair<string, IItem>> results)
|
---|
| 535 | where T : class, IItem, new() {
|
---|
| 536 | Dictionary<string, List<double>> resultValues = new Dictionary<string, List<double>>();
|
---|
| 537 | foreach (var resultValue in results.Where(r => r.Value.GetType() == typeof(T))) {
|
---|
| 538 | if (!resultValues.ContainsKey(resultValue.Key))
|
---|
| 539 | resultValues[resultValue.Key] = new List<double>();
|
---|
| 540 | resultValues[resultValue.Key].Add(ConvertToDouble(resultValue.Value));
|
---|
| 541 | }
|
---|
| 542 |
|
---|
| 543 | DoubleValue doubleValue;
|
---|
| 544 | if (typeof(T) == typeof(PercentValue))
|
---|
| 545 | doubleValue = new PercentValue();
|
---|
| 546 | else if (typeof(T) == typeof(DoubleValue))
|
---|
| 547 | doubleValue = new DoubleValue();
|
---|
| 548 | else if (typeof(T) == typeof(IntValue))
|
---|
| 549 | doubleValue = new DoubleValue();
|
---|
| 550 | else
|
---|
| 551 | throw new NotSupportedException();
|
---|
| 552 |
|
---|
| 553 | List<IResult> aggregatedResults = new List<IResult>();
|
---|
| 554 | foreach (KeyValuePair<string, List<double>> resultValue in resultValues) {
|
---|
| 555 | doubleValue.Value = resultValue.Value.Average();
|
---|
[6250] | 556 | aggregatedResults.Add(new Result(resultValue.Key + " (average)", (IItem)doubleValue.Clone()));
|
---|
[5617] | 557 | doubleValue.Value = resultValue.Value.StandardDeviation();
|
---|
[6250] | 558 | aggregatedResults.Add(new Result(resultValue.Key + " (std.dev.)", (IItem)doubleValue.Clone()));
|
---|
[5617] | 559 | }
|
---|
| 560 | return aggregatedResults;
|
---|
| 561 | }
|
---|
| 562 |
|
---|
| 563 | private static double ConvertToDouble(IItem item) {
|
---|
| 564 | if (item is DoubleValue) return ((DoubleValue)item).Value;
|
---|
| 565 | else if (item is IntValue) return ((IntValue)item).Value;
|
---|
| 566 | else throw new NotSupportedException("Could not convert any item type to double");
|
---|
| 567 | }
|
---|
| 568 | #endregion
|
---|
| 569 |
|
---|
| 570 | #region events
|
---|
| 571 | private void RegisterEvents() {
|
---|
[12800] | 572 | SamplesStart.ValueChanged += (s, e) => UpdateNumberOfFolds();
|
---|
| 573 | SamplesEnd.ValueChanged += (s, e) => UpdateNumberOfFolds();
|
---|
| 574 |
|
---|
[5617] | 575 | RegisterClonedAlgorithmsEvents();
|
---|
| 576 | }
|
---|
[12800] | 577 |
|
---|
| 578 | private void UpdateNumberOfFolds() {
|
---|
| 579 | if (ExecutionState == ExecutionState.Paused || executionState == ExecutionState.Started)
|
---|
| 580 | throw new InvalidOperationException("Can not change number of folds if crossvalidation is paused or started.");
|
---|
| 581 |
|
---|
| 582 | if (partitionVariable != NoPartitionVariable) {
|
---|
| 583 | // number of folds is the number of distinct values of the partition variable in the range [SamplesStart..SamplesEnd[
|
---|
| 584 | var ds = Problem.ProblemData.Dataset;
|
---|
| 585 | var partitionValues = ds.GetDoubleValues(PartitionVariable, Enumerable.Range(SamplesStart.Value, SamplesEnd.Value - SamplesStart.Value)).Distinct().Count();
|
---|
| 586 | folds = partitionValues;
|
---|
| 587 | OnFoldsChanged();
|
---|
| 588 | }
|
---|
[5617] | 589 | }
|
---|
[7107] | 590 |
|
---|
[5617] | 591 |
|
---|
| 592 | #region template algorithms events
|
---|
| 593 | public event EventHandler AlgorithmChanged;
|
---|
| 594 | private void OnAlgorithmChanged() {
|
---|
| 595 | EventHandler handler = AlgorithmChanged;
|
---|
| 596 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
| 597 | OnProblemChanged();
|
---|
| 598 | if (Problem == null) ExecutionState = ExecutionState.Stopped;
|
---|
| 599 | }
|
---|
| 600 | private void RegisterAlgorithmEvents() {
|
---|
| 601 | algorithm.ProblemChanged += new EventHandler(Algorithm_ProblemChanged);
|
---|
| 602 | algorithm.ExecutionStateChanged += new EventHandler(Algorithm_ExecutionStateChanged);
|
---|
[8969] | 603 | if (Problem != null) Problem.Reset += new EventHandler(Problem_Reset);
|
---|
[5617] | 604 | }
|
---|
| 605 | private void DeregisterAlgorithmEvents() {
|
---|
| 606 | algorithm.ProblemChanged -= new EventHandler(Algorithm_ProblemChanged);
|
---|
| 607 | algorithm.ExecutionStateChanged -= new EventHandler(Algorithm_ExecutionStateChanged);
|
---|
[8969] | 608 | if (Problem != null) Problem.Reset -= new EventHandler(Problem_Reset);
|
---|
[5617] | 609 | }
|
---|
| 610 | private void Algorithm_ProblemChanged(object sender, EventArgs e) {
|
---|
[5659] | 611 | if (algorithm.Problem != null && !(algorithm.Problem is IDataAnalysisProblem)) {
|
---|
[5617] | 612 | algorithm.Problem = problem;
|
---|
| 613 | throw new ArgumentException("A cross validation algorithm can only contain DataAnalysisProblems.");
|
---|
| 614 | }
|
---|
[8970] | 615 | if (problem != null) problem.Reset -= new EventHandler(Problem_Reset);
|
---|
[5659] | 616 | problem = (IDataAnalysisProblem)algorithm.Problem;
|
---|
[9517] | 617 | if (problem != null) problem.Reset += new EventHandler(Problem_Reset);
|
---|
[5617] | 618 | OnProblemChanged();
|
---|
| 619 | }
|
---|
| 620 | public event EventHandler ProblemChanged;
|
---|
| 621 | private void OnProblemChanged() {
|
---|
[12800] | 622 | ConfigureProblem();
|
---|
[5617] | 623 | EventHandler handler = ProblemChanged;
|
---|
| 624 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
[8969] | 625 | }
|
---|
[5617] | 626 |
|
---|
[8969] | 627 | private void Problem_Reset(object sender, EventArgs e) {
|
---|
| 628 | ConfigureProblem();
|
---|
| 629 | }
|
---|
| 630 |
|
---|
[8970] | 631 | private void ConfigureProblem() {
|
---|
[12800] | 632 | folds = 2;
|
---|
| 633 | partitionVariable = NoPartitionVariable;
|
---|
[8970] | 634 | SamplesStart.Value = 0;
|
---|
[5806] | 635 | if (Problem != null) {
|
---|
[5617] | 636 | SamplesEnd.Value = Problem.ProblemData.Dataset.Rows;
|
---|
[5886] | 637 |
|
---|
| 638 | DataAnalysisProblemData problemData = Problem.ProblemData as DataAnalysisProblemData;
|
---|
| 639 | if (problemData != null) {
|
---|
| 640 | problemData.TrainingPartitionParameter.Hidden = true;
|
---|
| 641 | problemData.TestPartitionParameter.Hidden = true;
|
---|
| 642 | }
|
---|
| 643 | ISymbolicDataAnalysisProblem symbolicProblem = Problem as ISymbolicDataAnalysisProblem;
|
---|
| 644 | if (symbolicProblem != null) {
|
---|
| 645 | symbolicProblem.FitnessCalculationPartitionParameter.Hidden = true;
|
---|
| 646 | symbolicProblem.FitnessCalculationPartition.Start = SamplesStart.Value;
|
---|
| 647 | symbolicProblem.FitnessCalculationPartition.End = SamplesEnd.Value;
|
---|
| 648 | symbolicProblem.ValidationPartitionParameter.Hidden = true;
|
---|
| 649 | symbolicProblem.ValidationPartition.Start = 0;
|
---|
| 650 | symbolicProblem.ValidationPartition.End = 0;
|
---|
| 651 | }
|
---|
[5806] | 652 | } else
|
---|
[5617] | 653 | SamplesEnd.Value = 0;
|
---|
| 654 | }
|
---|
| 655 |
|
---|
| 656 | private void Algorithm_ExecutionStateChanged(object sender, EventArgs e) {
|
---|
| 657 | switch (Algorithm.ExecutionState) {
|
---|
| 658 | case ExecutionState.Prepared: OnPrepared();
|
---|
| 659 | break;
|
---|
| 660 | case ExecutionState.Started: throw new InvalidOperationException("Algorithm template can not be started.");
|
---|
| 661 | case ExecutionState.Paused: throw new InvalidOperationException("Algorithm template can not be paused.");
|
---|
| 662 | case ExecutionState.Stopped: OnStopped();
|
---|
| 663 | break;
|
---|
| 664 | }
|
---|
| 665 | }
|
---|
| 666 | #endregion
|
---|
| 667 |
|
---|
| 668 | #region clonedAlgorithms events
|
---|
| 669 | private void RegisterClonedAlgorithmsEvents() {
|
---|
| 670 | clonedAlgorithms.ItemsAdded += new CollectionItemsChangedEventHandler<IAlgorithm>(ClonedAlgorithms_ItemsAdded);
|
---|
| 671 | clonedAlgorithms.ItemsRemoved += new CollectionItemsChangedEventHandler<IAlgorithm>(ClonedAlgorithms_ItemsRemoved);
|
---|
| 672 | clonedAlgorithms.CollectionReset += new CollectionItemsChangedEventHandler<IAlgorithm>(ClonedAlgorithms_CollectionReset);
|
---|
| 673 | foreach (IAlgorithm algorithm in clonedAlgorithms)
|
---|
| 674 | RegisterClonedAlgorithmEvents(algorithm);
|
---|
| 675 | }
|
---|
| 676 | private void DeregisterClonedAlgorithmsEvents() {
|
---|
| 677 | clonedAlgorithms.ItemsAdded -= new CollectionItemsChangedEventHandler<IAlgorithm>(ClonedAlgorithms_ItemsAdded);
|
---|
| 678 | clonedAlgorithms.ItemsRemoved -= new CollectionItemsChangedEventHandler<IAlgorithm>(ClonedAlgorithms_ItemsRemoved);
|
---|
| 679 | clonedAlgorithms.CollectionReset -= new CollectionItemsChangedEventHandler<IAlgorithm>(ClonedAlgorithms_CollectionReset);
|
---|
| 680 | foreach (IAlgorithm algorithm in clonedAlgorithms)
|
---|
| 681 | DeregisterClonedAlgorithmEvents(algorithm);
|
---|
| 682 | }
|
---|
| 683 | private void ClonedAlgorithms_ItemsAdded(object sender, CollectionItemsChangedEventArgs<IAlgorithm> e) {
|
---|
| 684 | foreach (IAlgorithm algorithm in e.Items)
|
---|
| 685 | RegisterClonedAlgorithmEvents(algorithm);
|
---|
| 686 | }
|
---|
| 687 | private void ClonedAlgorithms_ItemsRemoved(object sender, CollectionItemsChangedEventArgs<IAlgorithm> e) {
|
---|
| 688 | foreach (IAlgorithm algorithm in e.Items)
|
---|
| 689 | DeregisterClonedAlgorithmEvents(algorithm);
|
---|
| 690 | }
|
---|
| 691 | private void ClonedAlgorithms_CollectionReset(object sender, CollectionItemsChangedEventArgs<IAlgorithm> e) {
|
---|
| 692 | foreach (IAlgorithm algorithm in e.OldItems)
|
---|
| 693 | DeregisterClonedAlgorithmEvents(algorithm);
|
---|
| 694 | foreach (IAlgorithm algorithm in e.Items)
|
---|
| 695 | RegisterClonedAlgorithmEvents(algorithm);
|
---|
| 696 | }
|
---|
| 697 | private void RegisterClonedAlgorithmEvents(IAlgorithm algorithm) {
|
---|
| 698 | algorithm.ExceptionOccurred += new EventHandler<EventArgs<Exception>>(ClonedAlgorithm_ExceptionOccurred);
|
---|
| 699 | algorithm.ExecutionTimeChanged += new EventHandler(ClonedAlgorithm_ExecutionTimeChanged);
|
---|
| 700 | algorithm.Started += new EventHandler(ClonedAlgorithm_Started);
|
---|
| 701 | algorithm.Paused += new EventHandler(ClonedAlgorithm_Paused);
|
---|
| 702 | algorithm.Stopped += new EventHandler(ClonedAlgorithm_Stopped);
|
---|
| 703 | }
|
---|
| 704 | private void DeregisterClonedAlgorithmEvents(IAlgorithm algorithm) {
|
---|
| 705 | algorithm.ExceptionOccurred -= new EventHandler<EventArgs<Exception>>(ClonedAlgorithm_ExceptionOccurred);
|
---|
| 706 | algorithm.ExecutionTimeChanged -= new EventHandler(ClonedAlgorithm_ExecutionTimeChanged);
|
---|
| 707 | algorithm.Started -= new EventHandler(ClonedAlgorithm_Started);
|
---|
| 708 | algorithm.Paused -= new EventHandler(ClonedAlgorithm_Paused);
|
---|
| 709 | algorithm.Stopped -= new EventHandler(ClonedAlgorithm_Stopped);
|
---|
| 710 | }
|
---|
| 711 | private void ClonedAlgorithm_ExceptionOccurred(object sender, EventArgs<Exception> e) {
|
---|
| 712 | OnExceptionOccurred(e.Value);
|
---|
| 713 | }
|
---|
| 714 | private void ClonedAlgorithm_ExecutionTimeChanged(object sender, EventArgs e) {
|
---|
| 715 | OnExecutionTimeChanged();
|
---|
| 716 | }
|
---|
| 717 |
|
---|
| 718 | private readonly object locker = new object();
|
---|
[9504] | 719 | private readonly object resultLocker = new object();
|
---|
[5617] | 720 | private void ClonedAlgorithm_Started(object sender, EventArgs e) {
|
---|
[9493] | 721 | IAlgorithm algorithm = sender as IAlgorithm;
|
---|
[9504] | 722 | lock (resultLocker) {
|
---|
| 723 | if (algorithm != null && !results.ContainsKey(algorithm.Name))
|
---|
| 724 | results.Add(new Result(algorithm.Name, "Contains results for the specific fold.", algorithm.Results));
|
---|
| 725 | }
|
---|
[5617] | 726 | }
|
---|
| 727 |
|
---|
| 728 | private void ClonedAlgorithm_Paused(object sender, EventArgs e) {
|
---|
| 729 | lock (locker) {
|
---|
| 730 | if (pausePending && clonedAlgorithms.All(alg => alg.ExecutionState != ExecutionState.Started))
|
---|
| 731 | OnPaused();
|
---|
| 732 | }
|
---|
| 733 | }
|
---|
| 734 |
|
---|
| 735 | private void ClonedAlgorithm_Stopped(object sender, EventArgs e) {
|
---|
| 736 | lock (locker) {
|
---|
| 737 | if (!stopPending && ExecutionState == ExecutionState.Started) {
|
---|
[8965] | 738 | IAlgorithm preparedAlgorithm = clonedAlgorithms.FirstOrDefault(alg => alg.ExecutionState == ExecutionState.Prepared ||
|
---|
| 739 | alg.ExecutionState == ExecutionState.Paused);
|
---|
[5617] | 740 | if (preparedAlgorithm != null) preparedAlgorithm.Start();
|
---|
| 741 | }
|
---|
| 742 | if (ExecutionState != ExecutionState.Stopped) {
|
---|
| 743 | if (clonedAlgorithms.All(alg => alg.ExecutionState == ExecutionState.Stopped))
|
---|
| 744 | OnStopped();
|
---|
| 745 | else if (stopPending &&
|
---|
| 746 | clonedAlgorithms.All(
|
---|
| 747 | alg => alg.ExecutionState == ExecutionState.Prepared || alg.ExecutionState == ExecutionState.Stopped))
|
---|
| 748 | OnStopped();
|
---|
| 749 | }
|
---|
| 750 | }
|
---|
| 751 | }
|
---|
| 752 | #endregion
|
---|
| 753 | #endregion
|
---|
| 754 |
|
---|
| 755 | #region event firing
|
---|
[12800] | 756 |
|
---|
| 757 | public event EventHandler FoldsChanged;
|
---|
| 758 | private void OnFoldsChanged() {
|
---|
| 759 | EventHandler handler = FoldsChanged;
|
---|
| 760 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
| 761 | }
|
---|
[5617] | 762 | public event EventHandler ExecutionStateChanged;
|
---|
| 763 | private void OnExecutionStateChanged() {
|
---|
| 764 | EventHandler handler = ExecutionStateChanged;
|
---|
| 765 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
| 766 | }
|
---|
| 767 | public event EventHandler ExecutionTimeChanged;
|
---|
| 768 | private void OnExecutionTimeChanged() {
|
---|
| 769 | EventHandler handler = ExecutionTimeChanged;
|
---|
| 770 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
| 771 | }
|
---|
| 772 | public event EventHandler Prepared;
|
---|
| 773 | private void OnPrepared() {
|
---|
| 774 | ExecutionState = ExecutionState.Prepared;
|
---|
| 775 | EventHandler handler = Prepared;
|
---|
| 776 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
| 777 | OnExecutionTimeChanged();
|
---|
| 778 | }
|
---|
| 779 | public event EventHandler Started;
|
---|
| 780 | private void OnStarted() {
|
---|
| 781 | ExecutionState = ExecutionState.Started;
|
---|
| 782 | EventHandler handler = Started;
|
---|
| 783 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
| 784 | }
|
---|
| 785 | public event EventHandler Paused;
|
---|
| 786 | private void OnPaused() {
|
---|
| 787 | pausePending = false;
|
---|
| 788 | ExecutionState = ExecutionState.Paused;
|
---|
| 789 | EventHandler handler = Paused;
|
---|
| 790 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
| 791 | }
|
---|
| 792 | public event EventHandler Stopped;
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| 793 | private void OnStopped() {
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| 794 | stopPending = false;
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| 795 | Dictionary<string, IItem> collectedResults = new Dictionary<string, IItem>();
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[6566] | 796 | AggregateResultValues(collectedResults);
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[5617] | 797 | results.AddRange(collectedResults.Select(x => new Result(x.Key, x.Value)).Cast<IResult>().ToArray());
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| 798 | runsCounter++;
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| 799 | runs.Add(new Run(string.Format("{0} Run {1}", Name, runsCounter), this));
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| 800 | ExecutionState = ExecutionState.Stopped;
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| 801 | EventHandler handler = Stopped;
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| 802 | if (handler != null) handler(this, EventArgs.Empty);
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| 803 | }
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| 804 | public event EventHandler<EventArgs<Exception>> ExceptionOccurred;
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| 805 | private void OnExceptionOccurred(Exception exception) {
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| 806 | EventHandler<EventArgs<Exception>> handler = ExceptionOccurred;
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| 807 | if (handler != null) handler(this, new EventArgs<Exception>(exception));
|
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| 808 | }
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| 809 | public event EventHandler StoreAlgorithmInEachRunChanged;
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| 810 | private void OnStoreAlgorithmInEachRunChanged() {
|
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| 811 | EventHandler handler = StoreAlgorithmInEachRunChanged;
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| 812 | if (handler != null) handler(this, EventArgs.Empty);
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| 813 | }
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| 814 | #endregion
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| 815 | }
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| 816 | }
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