[9262] | 1 | using System;
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| 2 | using System.Collections.Generic;
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| 3 | using System.Linq;
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| 4 | using System.Text;
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| 5 | using HeuristicLab.Problems.DataAnalysis.Symbolic;
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| 6 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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| 7 | using HeuristicLab.Core;
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| 8 | using HeuristicLab.Data;
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| 9 | using HeuristicLab.Problems.DataAnalysis;
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| 10 | using HeuristicLab.Parameters;
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| 11 | using HeuristicLab.Common;
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| 12 | using HeuristicLab.Problems.DataAnalysis.Symbolic.Regression;
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| 13 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
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| 14 |
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| 15 | namespace HeuristicLab.Problems.TradeRules
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| 16 | {
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| 17 | [Item("TradeRulesSingleObjectiveTrainingBestSolutionAnalyzer", "An operator that analyzes the training best symbolic regression solution for single objective symbolic regression problems.")]
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| 18 | [StorableClass]
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| 19 | public sealed class TradeRulesSingleObjectiveTrainingBestSolutionAnalyzer : SymbolicDataAnalysisSingleObjectiveTrainingBestSolutionAnalyzer<ISymbolicRegressionSolution>,
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| 20 | ISymbolicDataAnalysisInterpreterOperator, ISymbolicDataAnalysisBoundedOperator
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| 21 | {
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| 22 | private const string ProblemDataParameterName = "ProblemData";
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| 23 | private const string SymbolicDataAnalysisTreeInterpreterParameterName = "SymbolicDataAnalysisTreeInterpreter";
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| 24 | private const string EstimationLimitsParameterName = "EstimationLimits";
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| 25 | private const string ApplyLinearScalingParameterName = "ApplyLinearScaling";
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| 26 | #region parameter properties
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| 27 | public ILookupParameter<IRegressionProblemData> ProblemDataParameter {
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| 28 | get { return (ILookupParameter<IRegressionProblemData>)Parameters[ProblemDataParameterName]; }
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| 29 | }
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| 30 | public ILookupParameter<ISymbolicDataAnalysisExpressionTreeInterpreter> SymbolicDataAnalysisTreeInterpreterParameter {
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| 31 | get { return (ILookupParameter<ISymbolicDataAnalysisExpressionTreeInterpreter>)Parameters[SymbolicDataAnalysisTreeInterpreterParameterName]; }
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| 32 | }
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| 33 | public IValueLookupParameter<DoubleLimit> EstimationLimitsParameter {
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| 34 | get { return (IValueLookupParameter<DoubleLimit>)Parameters[EstimationLimitsParameterName]; }
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| 35 | }
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| 36 | public IValueParameter<BoolValue> ApplyLinearScalingParameter {
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| 37 | get { return (IValueParameter<BoolValue>)Parameters[ApplyLinearScalingParameterName]; }
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| 38 | }
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| 39 | #endregion
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| 40 |
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| 41 | #region properties
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| 42 | public BoolValue ApplyLinearScaling {
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| 43 | get { return ApplyLinearScalingParameter.Value; }
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| 44 | }
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| 45 | #endregion
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| 46 |
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| 47 | [StorableConstructor]
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| 48 | private TradeRulesSingleObjectiveTrainingBestSolutionAnalyzer(bool deserializing) : base(deserializing) { }
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| 49 | private TradeRulesSingleObjectiveTrainingBestSolutionAnalyzer(TradeRulesSingleObjectiveTrainingBestSolutionAnalyzer original, Cloner cloner) : base(original, cloner) { }
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| 50 | public TradeRulesSingleObjectiveTrainingBestSolutionAnalyzer()
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| 51 | : base() {
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| 52 | Parameters.Add(new LookupParameter<IRegressionProblemData>(ProblemDataParameterName, "The problem data for the symbolic regression solution."));
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| 53 | Parameters.Add(new LookupParameter<ISymbolicDataAnalysisExpressionTreeInterpreter>(SymbolicDataAnalysisTreeInterpreterParameterName, "The symbolic data analysis tree interpreter for the symbolic expression tree."));
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| 54 | Parameters.Add(new ValueLookupParameter<DoubleLimit>(EstimationLimitsParameterName, "The lower and upper limit for the estimated values produced by the symbolic regression model."));
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| 55 | Parameters.Add(new ValueParameter<BoolValue>(ApplyLinearScalingParameterName, "Flag that indicates if the produced symbolic regression solution should be linearly scaled.", new BoolValue(false)));
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| 56 | }
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| 57 | public override IDeepCloneable Clone(Cloner cloner) {
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| 58 | return new TradeRulesSingleObjectiveTrainingBestSolutionAnalyzer(this, cloner);
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| 59 | }
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| 60 |
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| 61 | protected override ISymbolicRegressionSolution CreateSolution(ISymbolicExpressionTree bestTree, double bestQuality) {
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| 62 | var model = new SymbolicRegressionModel((ISymbolicExpressionTree)bestTree.Clone(), SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper);
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| 63 | if (ApplyLinearScaling.Value)
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| 64 | SymbolicRegressionModel.Scale(model, ProblemDataParameter.ActualValue);
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| 65 | return new TradingRulesSolution(model, (IRegressionProblemData)ProblemDataParameter.ActualValue.Clone());
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| 66 | }
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| 67 | }
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| 68 | }
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| 69 |
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