#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 EarlyStoppingMeanSquaredErrorEvaluator : MeanSquaredErrorEvaluator { private double qualityLimit; public override string Description { get { return @"Evaluates 'FunctionTree' for all samples of the dataset and calculates the mean-squared-error for the estimated values vs. the real values of 'TargetVariable'. This operator stops the computation as soon as an upper limit for the mean-squared-error is reached."; } } public EarlyStoppingMeanSquaredErrorEvaluator() : base() { AddVariableInfo(new VariableInfo("QualityLimit", "The upper limit of the MSE which is used as early stopping criterion.", typeof(DoubleData), VariableKind.In)); } public override IOperation Apply(IScope scope) { qualityLimit = GetVariableValue("QualityLimit", scope, false).Data; return base.Apply(scope); } // evaluates the function-tree for the given target-variable and the whole dataset and returns the MSE public override void Evaluate(int start, int end) { double errorsSquaredSum = 0; int rows = end - start; for(int sample = start; sample < end; sample++) { double estimated = GetEstimatedValue(sample); double original = GetOriginalValue(sample); SetOriginalValue(sample, estimated); if(!double.IsNaN(original) && !double.IsInfinity(original)) { double error = estimated - original; errorsSquaredSum += error * error; } // check the limit and stop as soon as we hit the limit if(errorsSquaredSum / rows >= qualityLimit) { mse.Data = errorsSquaredSum / (sample - start + 1); // return estimated MSE (when the remaining errors are on average the same) return; } } errorsSquaredSum /= rows; if(double.IsNaN(errorsSquaredSum) || double.IsInfinity(errorsSquaredSum)) { errorsSquaredSum = double.MaxValue; } mse.Data = errorsSquaredSum; } } }