#region License Information
/* HeuristicLab
* Copyright (C) 2002-2014 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 .
*
* Author: Sabine Winkler
*/
#endregion
using System.Linq;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Encodings.IntegerVectorEncoding;
using HeuristicLab.Parameters;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Problems.DataAnalysis;
using HeuristicLab.Problems.DataAnalysis.Symbolic;
using HeuristicLab.Problems.DataAnalysis.Symbolic.Regression;
namespace HeuristicLab.Problems.GrammaticalEvolution {
[Item("Grammatical Evolution Symbolic Regression Problem (single objective)",
"Represents grammatical evolution for single objective symbolic regression problems.")]
[StorableClass]
[Creatable("Problems")]
public class GESymbolicRegressionSingleObjectiveProblem : GESymbolicDataAnalysisSingleObjectiveProblem,
IRegressionProblem {
private const double PunishmentFactor = 10;
private const int InitialMaximumTreeLength = 30;
private const string EstimationLimitsParameterName = "EstimationLimits";
private const string EstimationLimitsParameterDescription
= "The limits for the estimated value that can be returned by the symbolic regression model.";
#region parameter properties
public IFixedValueParameter EstimationLimitsParameter {
get { return (IFixedValueParameter)Parameters[EstimationLimitsParameterName]; }
}
#endregion
#region properties
public DoubleLimit EstimationLimits {
get { return EstimationLimitsParameter.Value; }
}
#endregion
[StorableConstructor]
protected GESymbolicRegressionSingleObjectiveProblem(bool deserializing) : base(deserializing) { }
protected GESymbolicRegressionSingleObjectiveProblem(GESymbolicRegressionSingleObjectiveProblem original, Cloner cloner)
: base(original, cloner) {
RegisterEventHandlers();
}
public override IDeepCloneable Clone(Cloner cloner) { return new GESymbolicRegressionSingleObjectiveProblem(this, cloner); }
public GESymbolicRegressionSingleObjectiveProblem()
: base(new RegressionProblemData(), new GESymbolicRegressionSingleObjectiveEvaluator(), new UniformRandomIntegerVectorCreator()) {
Parameters.Add(new FixedValueParameter(EstimationLimitsParameterName, EstimationLimitsParameterDescription));
EstimationLimitsParameter.Hidden = true;
ApplyLinearScalingParameter.Value.Value = true;
Maximization.Value = Evaluator.Maximization;
MaximumSymbolicExpressionTreeLength.Value = InitialMaximumTreeLength;
RegisterEventHandlers();
InitializeOperators();
UpdateEstimationLimits();
}
[StorableHook(HookType.AfterDeserialization)]
private void AfterDeserialization() {
RegisterEventHandlers();
}
private void RegisterEventHandlers() {
// when the ge evaluator itself changes
EvaluatorParameter.ValueChanged += (sender, args) => {
// register a new hander for the symbreg evaluator in the ge evaluator
// hacky because we the evaluator does not have an event for changes of the maximization property
EvaluatorParameter.Value.EvaluatorParameter.ValueChanged +=
(_, __) => Maximization.Value = Evaluator.Maximization;
};
EvaluatorParameter.Value.EvaluatorParameter.ValueChanged +=
(sender, args) => Maximization.Value = Evaluator.Maximization;
}
private void InitializeOperators() {
Operators.Add(new SymbolicRegressionSingleObjectiveTrainingBestSolutionAnalyzer());
Operators.Add(new SymbolicRegressionSingleObjectiveValidationBestSolutionAnalyzer());
Operators.Add(new SymbolicRegressionSingleObjectiveOverfittingAnalyzer());
Operators.Add(new SymbolicRegressionSingleObjectiveTrainingParetoBestSolutionAnalyzer());
Operators.Add(new SymbolicRegressionSingleObjectiveValidationParetoBestSolutionAnalyzer());
ParameterizeOperators();
}
private void UpdateEstimationLimits() {
if (ProblemData.TrainingIndices.Any()) {
var targetValues = ProblemData.Dataset.GetDoubleValues(ProblemData.TargetVariable, ProblemData.TrainingIndices).ToList();
var mean = targetValues.Average();
var range = targetValues.Max() - targetValues.Min();
EstimationLimits.Upper = mean + PunishmentFactor * range;
EstimationLimits.Lower = mean - PunishmentFactor * range;
} else {
EstimationLimits.Upper = double.MaxValue;
EstimationLimits.Lower = double.MinValue;
}
}
protected override void OnProblemDataChanged() {
base.OnProblemDataChanged();
UpdateEstimationLimits();
}
protected override void ParameterizeOperators() {
base.ParameterizeOperators();
if (Parameters.ContainsKey(EstimationLimitsParameterName)) {
var operators = Parameters.OfType().Select(p => p.Value).OfType().Union(Operators);
foreach (var op in operators.OfType()) {
op.EstimationLimitsParameter.ActualName = EstimationLimitsParameter.Name;
}
}
}
}
}