#region License Information
/* HeuristicLab
* Copyright (C) 2002-2018 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.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Problems.DataAnalysis;
namespace HeuristicLab.Algorithms.DataAnalysis {
///
/// Represents a neural network ensembel model for regression and classification
///
[StorableClass]
[Item("NeuralNetworkEnsembleModel", "Represents a neural network ensemble for regression and classification.")]
public sealed class NeuralNetworkEnsembleModel : ClassificationModel, INeuralNetworkEnsembleModel {
private object mlpEnsembleLocker = new object();
private alglib.mlpensemble mlpEnsemble;
public override IEnumerable VariablesUsedForPrediction {
get { return allowedInputVariables; }
}
[Storable]
private string targetVariable;
[Storable]
private string[] allowedInputVariables;
[Storable]
private double[] classValues;
[StorableConstructor]
private NeuralNetworkEnsembleModel(bool deserializing)
: base(deserializing) {
if (deserializing)
mlpEnsemble = new alglib.mlpensemble();
}
private NeuralNetworkEnsembleModel(NeuralNetworkEnsembleModel original, Cloner cloner)
: base(original, cloner) {
mlpEnsemble = new alglib.mlpensemble();
string serializedEnsemble;
alglib.mlpeserialize(original.mlpEnsemble, out serializedEnsemble);
alglib.mlpeunserialize(serializedEnsemble, out this.mlpEnsemble);
targetVariable = original.targetVariable;
allowedInputVariables = (string[])original.allowedInputVariables.Clone();
if (original.classValues != null)
this.classValues = (double[])original.classValues.Clone();
}
public NeuralNetworkEnsembleModel(alglib.mlpensemble mlpEnsemble, string targetVariable, IEnumerable allowedInputVariables, double[] classValues = null)
: base(targetVariable) {
this.name = ItemName;
this.description = ItemDescription;
this.mlpEnsemble = mlpEnsemble;
this.targetVariable = targetVariable;
this.allowedInputVariables = allowedInputVariables.ToArray();
if (classValues != null)
this.classValues = (double[])classValues.Clone();
}
public override IDeepCloneable Clone(Cloner cloner) {
return new NeuralNetworkEnsembleModel(this, cloner);
}
public IEnumerable GetEstimatedValues(IDataset dataset, IEnumerable rows) {
double[,] inputData = dataset.ToArray(allowedInputVariables, rows);
int n = inputData.GetLength(0);
int columns = inputData.GetLength(1);
double[] x = new double[columns];
double[] y = new double[1];
for (int row = 0; row < n; row++) {
for (int column = 0; column < columns; column++) {
x[column] = inputData[row, column];
}
// mlpeprocess writes data in mlpEnsemble and is therefore not thread-safe
lock (mlpEnsembleLocker) {
alglib.mlpeprocess(mlpEnsemble, x, ref y);
}
yield return y[0];
}
}
public override IEnumerable GetEstimatedClassValues(IDataset dataset, IEnumerable rows) {
double[,] inputData = dataset.ToArray(allowedInputVariables, rows);
int n = inputData.GetLength(0);
int columns = inputData.GetLength(1);
double[] x = new double[columns];
double[] y = new double[classValues.Length];
for (int row = 0; row < n; row++) {
for (int column = 0; column < columns; column++) {
x[column] = inputData[row, column];
}
// mlpeprocess writes data in mlpEnsemble and is therefore not thread-safe
lock (mlpEnsembleLocker) {
alglib.mlpeprocess(mlpEnsemble, x, ref y);
}
// find class for with the largest probability value
int maxProbClassIndex = 0;
double maxProb = y[0];
for (int i = 1; i < y.Length; i++) {
if (maxProb < y[i]) {
maxProb = y[i];
maxProbClassIndex = i;
}
}
yield return classValues[maxProbClassIndex];
}
}
public IRegressionSolution CreateRegressionSolution(IRegressionProblemData problemData) {
return new NeuralNetworkEnsembleRegressionSolution(this, new RegressionEnsembleProblemData(problemData));
}
public override IClassificationSolution CreateClassificationSolution(IClassificationProblemData problemData) {
return new NeuralNetworkEnsembleClassificationSolution(this, new ClassificationEnsembleProblemData(problemData));
}
#region persistence
[Storable]
private string MultiLayerPerceptronEnsembleNetwork {
get {
string serializedNetwork;
alglib.mlpeserialize(this.mlpEnsemble, out serializedNetwork);
return serializedNetwork;
}
set {
alglib.mlpeunserialize(value, out this.mlpEnsemble);
}
}
[Storable]
private double[] MultiLayerPerceptronEnsembleColumnMeans {
get { return mlpEnsemble.innerobj.columnmeans; }
set {
mlpEnsemble.innerobj.columnmeans = value;
mlpEnsemble.innerobj.network.columnmeans = value;
}
}
[Storable]
private double[] MultiLayerPerceptronEnsembleColumnSigmas {
get { return mlpEnsemble.innerobj.columnsigmas; }
set {
mlpEnsemble.innerobj.columnsigmas = value;
mlpEnsemble.innerobj.network.columnsigmas = value;
}
}
[Storable(AllowOneWay = true)]
private double[] MultiLayerPerceptronEnsembleDfdnet {
set {
mlpEnsemble.innerobj.network.dfdnet = value;
}
}
[Storable]
private int MultiLayerPerceptronEnsembleSize {
get { return mlpEnsemble.innerobj.ensemblesize; }
set {
mlpEnsemble.innerobj.ensemblesize = value;
mlpEnsemble.innerobj.ensemblesize = value;
}
}
[Storable(AllowOneWay = true)]
private double[] MultiLayerPerceptronEnsembleNeurons {
set { mlpEnsemble.innerobj.network.neurons = value; }
}
[Storable(AllowOneWay = true)]
private double[] MultiLayerPerceptronEnsembleSerializedMlp {
set {
mlpEnsemble.innerobj.network.dfdnet = value;
}
}
[Storable(AllowOneWay = true)]
private int[] MultiLayerPerceptronStuctinfo {
set {
mlpEnsemble.innerobj.network.structinfo = value;
}
}
[Storable]
private double[] MultiLayerPerceptronWeights {
get {
return mlpEnsemble.innerobj.weights;
}
set {
mlpEnsemble.innerobj.weights = value;
mlpEnsemble.innerobj.network.weights = value;
}
}
[Storable]
private double[] MultiLayerPerceptronY {
get {
return mlpEnsemble.innerobj.y;
}
set {
mlpEnsemble.innerobj.y = value;
mlpEnsemble.innerobj.network.y = value;
}
}
#endregion
}
}