#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 TheilInequalityCoefficientEvaluator : GPEvaluatorBase { private bool differential; private DoubleData theilInequaliy; public override string Description { get { return @"Evaluates 'FunctionTree' for all samples of 'Dataset' and calculates the 'Theil inequality coefficient (scale invariant)' of estimated values vs. real values of 'TargetVariable'."; } } public TheilInequalityCoefficientEvaluator() : base() { AddVariableInfo(new VariableInfo("Differential", "Wether to calculate the coefficient for the predicted change vs. original change or for the absolute prediction vs. original value", typeof(BoolData), VariableKind.In)); AddVariableInfo(new VariableInfo("TheilInequalityCoefficient", "Theil's inequality coefficient of the model", typeof(DoubleData), VariableKind.New)); } public override IOperation Apply(IScope scope) { differential = GetVariableValue("Differential", scope, true).Data; theilInequaliy = GetVariableValue("TheilInequalityCoefficient", scope, false, false); if(theilInequaliy == null) { theilInequaliy = new DoubleData(); scope.AddVariable(new HeuristicLab.Core.Variable(scope.TranslateName("TheilInequalityCoefficient"), theilInequaliy)); } return base.Apply(scope); } public override void Evaluate(int start, int end) { double errorsSquaredSum = 0.0; double estimatedSquaredSum = 0.0; double originalSquaredSum = 0.0; for(int sample = start; sample < end; sample++) { double prevValue = 0.0; if(differential) prevValue = GetOriginalValue(sample - 1); double estimatedChange = GetEstimatedValue(sample) - prevValue; double originalChange = GetOriginalValue(sample) - prevValue; SetOriginalValue(sample, estimatedChange + prevValue); if(!double.IsNaN(originalChange) && !double.IsInfinity(originalChange)) { double error = estimatedChange - originalChange; errorsSquaredSum += error * error; estimatedSquaredSum += estimatedChange * estimatedChange; originalSquaredSum += originalChange * originalChange; } } int nSamples = end - start; double quality = Math.Sqrt(errorsSquaredSum / nSamples) / (Math.Sqrt(estimatedSquaredSum / nSamples) + Math.Sqrt(originalSquaredSum / nSamples)); if(double.IsNaN(quality) || double.IsInfinity(quality)) quality = double.MaxValue; theilInequaliy.Data = quality; } } }