#region License Information
/* HeuristicLab
* Copyright (C) 2002-2012 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 HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Parameters;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Problems.DataAnalysis.Symbolic;
using HeuristicLab.Problems.DataAnalysis;
using HeuristicLab.Problems.DataAnalysis.Symbolic.Regression;
namespace HeuristicLab.Problems.TradeRules {
[StorableClass]
public abstract class TradeRulesSingleObjectiveEvaluator : TradeRulesAnalysisSingleObjectiveEvaluator, ISymbolicRegressionSingleObjectiveEvaluator
{
private const string ApplyLinearScalingParameterName = "ApplyLinearScaling";
public IFixedValueParameter ApplyLinearScalingParameter {
get { return (IFixedValueParameter)Parameters[ApplyLinearScalingParameterName]; }
}
public bool ApplyLinearScaling {
get { return ApplyLinearScalingParameter.Value.Value; }
set { ApplyLinearScalingParameter.Value.Value = value; }
}
[StorableConstructor]
protected TradeRulesSingleObjectiveEvaluator(bool deserializing) : base(deserializing) { }
protected TradeRulesSingleObjectiveEvaluator(TradeRulesSingleObjectiveEvaluator original, Cloner cloner) : base(original, cloner) { }
protected TradeRulesSingleObjectiveEvaluator()
: base() {
Parameters.Add(new FixedValueParameter(ApplyLinearScalingParameterName, "Flag that indicates if the individual should be linearly scaled before evaluating.", new BoolValue(false)));
ApplyLinearScalingParameter.Hidden = true;
}
[StorableHook(HookType.AfterDeserialization)]
private void AfterDeserialization() {
if (!Parameters.ContainsKey(ApplyLinearScalingParameterName)) {
Parameters.Add(new FixedValueParameter(ApplyLinearScalingParameterName, "Flag that indicates if the individual should be linearly scaled before evaluating.", new BoolValue(false)));
ApplyLinearScalingParameter.Hidden = true;
}
}
[ThreadStatic]
private static double[] cache;
protected static void CalculateWithScaling(IEnumerable targetValues, IEnumerable estimatedValues,
double lowerEstimationLimit, double upperEstimationLimit,
IOnlineCalculator calculator, int maxRows) {
if (cache == null || cache.GetLength(0) < maxRows) {
cache = new double[maxRows];
}
//calculate linear scaling
//the static methods of the calculator could not be used as it performs a check if the enumerators have an equal amount of elements
//this is not true if the cache is used
int i = 0;
var linearScalingCalculator = new OnlineLinearScalingParameterCalculator();
var targetValuesEnumerator = targetValues.GetEnumerator();
var estimatedValuesEnumerator = estimatedValues.GetEnumerator();
while (targetValuesEnumerator.MoveNext() && estimatedValuesEnumerator.MoveNext()) {
double target = targetValuesEnumerator.Current;
double estimated = estimatedValuesEnumerator.Current;
cache[i] = estimated;
linearScalingCalculator.Add(estimated, target);
i++;
}
double alpha = linearScalingCalculator.Alpha;
double beta = linearScalingCalculator.Beta;
//calculate the quality by using the passed online calculator
targetValuesEnumerator = targetValues.GetEnumerator();
var scaledBoundedEstimatedValuesEnumerator = Enumerable.Range(0, i).Select(x => cache[x] * beta + alpha)
.LimitToRange(lowerEstimationLimit, upperEstimationLimit).GetEnumerator();
while (targetValuesEnumerator.MoveNext() & scaledBoundedEstimatedValuesEnumerator.MoveNext()) {
calculator.Add(targetValuesEnumerator.Current, scaledBoundedEstimatedValuesEnumerator.Current);
}
}
}
}