[12590] | 1 | #region License Information
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| 2 | /* HeuristicLab
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| 3 | * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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| 4 | * and the BEACON Center for the Study of Evolution in Action.
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| 5 | *
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| 6 | * This file is part of HeuristicLab.
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| 7 | *
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| 8 | * HeuristicLab is free software: you can redistribute it and/or modify
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| 9 | * it under the terms of the GNU General Public License as published by
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| 10 | * the Free Software Foundation, either version 3 of the License, or
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| 11 | * (at your option) any later version.
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| 12 | *
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| 13 | * HeuristicLab is distributed in the hope that it will be useful,
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| 14 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 15 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 16 | * GNU General Public License for more details.
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| 17 | *
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| 18 | * You should have received a copy of the GNU General Public License
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| 19 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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| 20 | */
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| 21 | #endregion
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| 22 |
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| 23 | using System;
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[12332] | 24 | using System.Collections.Generic;
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| 25 | using System.Linq;
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| 26 | using HeuristicLab.Common;
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| 27 | using HeuristicLab.Core;
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| 28 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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| 29 | using HeuristicLab.Problems.DataAnalysis;
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| 30 |
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[12590] | 31 | namespace HeuristicLab.Algorithms.DataAnalysis {
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[12332] | 32 | [StorableClass]
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[12372] | 33 | [Item("Gradient boosted tree model", "")]
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[12590] | 34 | // this is essentially a collection of weighted regression models
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[14029] | 35 | public sealed class GradientBoostedTreesModel : RegressionModel, IGradientBoostedTreesModel {
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[12869] | 36 | // BackwardsCompatibility3.4 for allowing deserialization & serialization of old models
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| 37 | #region Backwards compatible code, remove with 3.5
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| 38 | private bool isCompatibilityLoaded = false; // only set to true if the model is deserialized from the old format, needed to make sure that information is serialized again if it was loaded from the old format
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| 39 |
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| 40 | [Storable(Name = "models")]
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| 41 | private IList<IRegressionModel> __persistedModels {
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| 42 | set {
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| 43 | this.isCompatibilityLoaded = true;
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| 44 | this.models.Clear();
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| 45 | foreach (var m in value) this.models.Add(m);
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| 46 | }
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| 47 | get { if (this.isCompatibilityLoaded) return models; else return null; }
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| 48 | }
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| 49 | [Storable(Name = "weights")]
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| 50 | private IList<double> __persistedWeights {
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| 51 | set {
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| 52 | this.isCompatibilityLoaded = true;
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| 53 | this.weights.Clear();
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| 54 | foreach (var w in value) this.weights.Add(w);
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| 55 | }
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| 56 | get { if (this.isCompatibilityLoaded) return weights; else return null; }
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| 57 | }
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| 58 | #endregion
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| 59 |
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[14029] | 60 | public override IEnumerable<string> VariablesUsedForPrediction {
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| 61 | get { return models.SelectMany(x => x.VariablesUsedForPrediction).Distinct().OrderBy(x => x); }
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| 62 | }
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| 63 |
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[12332] | 64 | private readonly IList<IRegressionModel> models;
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[12372] | 65 | public IEnumerable<IRegressionModel> Models { get { return models; } }
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| 66 |
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[12332] | 67 | private readonly IList<double> weights;
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[12372] | 68 | public IEnumerable<double> Weights { get { return weights; } }
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[12332] | 69 |
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| 70 | [StorableConstructor]
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[12869] | 71 | private GradientBoostedTreesModel(bool deserializing)
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| 72 | : base(deserializing) {
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| 73 | models = new List<IRegressionModel>();
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| 74 | weights = new List<double>();
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| 75 | }
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[12332] | 76 | private GradientBoostedTreesModel(GradientBoostedTreesModel original, Cloner cloner)
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| 77 | : base(original, cloner) {
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| 78 | this.weights = new List<double>(original.weights);
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| 79 | this.models = new List<IRegressionModel>(original.models.Select(m => cloner.Clone(m)));
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[12869] | 80 | this.isCompatibilityLoaded = original.isCompatibilityLoaded;
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[12332] | 81 | }
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[14029] | 82 | [Obsolete("The constructor of GBTModel should not be used directly anymore (use GBTModelSurrogate instead)")]
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| 83 | internal GradientBoostedTreesModel(IEnumerable<IRegressionModel> models, IEnumerable<double> weights)
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| 84 | : base(string.Empty, "Gradient boosted tree model", string.Empty) {
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[12332] | 85 | this.models = new List<IRegressionModel>(models);
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| 86 | this.weights = new List<double>(weights);
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| 87 |
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| 88 | if (this.models.Count != this.weights.Count) throw new ArgumentException();
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| 89 | }
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| 90 |
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| 91 | public override IDeepCloneable Clone(Cloner cloner) {
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| 92 | return new GradientBoostedTreesModel(this, cloner);
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| 93 | }
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| 94 |
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[14029] | 95 | public override IEnumerable<double> GetEstimatedValues(IDataset dataset, IEnumerable<int> rows) {
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[12590] | 96 | // allocate target array go over all models and add up weighted estimation for each row
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[12660] | 97 | if (!rows.Any()) return Enumerable.Empty<double>(); // return immediately if rows is empty. This prevents multiple iteration over lazy rows enumerable.
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[12869] | 98 | // (which essentially looks up indexes in a dictionary)
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[12590] | 99 | var res = new double[rows.Count()];
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| 100 | for (int i = 0; i < models.Count; i++) {
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| 101 | var w = weights[i];
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| 102 | var m = models[i];
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| 103 | int r = 0;
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| 104 | foreach (var est in m.GetEstimatedValues(dataset, rows)) {
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| 105 | res[r++] += w * est;
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| 106 | }
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[12332] | 107 | }
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[12590] | 108 | return res;
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[12332] | 109 | }
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| 110 |
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[14029] | 111 | public override IRegressionSolution CreateRegressionSolution(IRegressionProblemData problemData) {
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[12332] | 112 | return new RegressionSolution(this, (IRegressionProblemData)problemData.Clone());
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| 113 | }
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[14029] | 114 |
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[12332] | 115 | }
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| 116 | }
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