1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2019 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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4 | *
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5 | * This file is part of HeuristicLab.
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6 | *
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7 | * HeuristicLab is free software: you can redistribute it and/or modify
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8 | * it under the terms of the GNU General Public License as published by
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9 | * the Free Software Foundation, either version 3 of the License, or
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10 | * (at your option) any later version.
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11 | *
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12 | * HeuristicLab is distributed in the hope that it will be useful,
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13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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15 | * GNU General Public License for more details.
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16 | *
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17 | * You should have received a copy of the GNU General Public License
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18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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19 | */
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20 | #endregion
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21 |
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22 | using System;
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23 | using System.Collections;
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24 | using System.Collections.Generic;
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25 | using System.Globalization;
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26 | using System.Linq;
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27 | using HeuristicLab.Common;
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28 | using HeuristicLab.Core;
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29 | using HeuristicLab.Data;
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30 | using HEAL.Attic;
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31 | using HeuristicLab.Problems.DataAnalysis;
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32 |
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33 | namespace HeuristicLab.DataPreprocessing {
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34 |
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35 | [Item("PreprocessingData", "Represents data used for preprocessing.")]
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36 | [StorableType("DDF0FC89-E180-47EB-B96E-CBD9E15D697E")]
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37 | public class PreprocessingData : NamedItem, IPreprocessingData {
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38 |
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39 | [Storable]
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40 | protected IList<IList> variableValues;
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41 | [Storable]
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42 | protected IList<string> variableNames;
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43 |
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44 | #region Constructor, Cloning & Persistence
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45 | public PreprocessingData(IDataAnalysisProblemData problemData)
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46 | : base() {
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47 | Name = "Preprocessing Data";
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48 |
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49 | Transformations = new List<ITransformation>();
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50 | selection = new Dictionary<int, IList<int>>();
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51 |
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52 | Import(problemData);
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53 |
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54 | RegisterEventHandler();
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55 | }
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56 |
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57 | protected PreprocessingData(PreprocessingData original, Cloner cloner)
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58 | : base(original, cloner) {
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59 | variableValues = CopyVariableValues(original.variableValues);
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60 | variableNames = new List<string>(original.variableNames);
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61 | TrainingPartition = (IntRange)original.TrainingPartition.Clone(cloner);
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62 | TestPartition = (IntRange)original.TestPartition.Clone(cloner);
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63 | Transformations = new List<ITransformation>(original.Transformations.Select(cloner.Clone));
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64 |
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65 | InputVariables = new List<string>(original.InputVariables);
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66 | TargetVariable = original.TargetVariable;
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67 |
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68 | RegisterEventHandler();
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69 | }
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70 | public override IDeepCloneable Clone(Cloner cloner) {
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71 | return new PreprocessingData(this, cloner);
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72 | }
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73 |
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74 | [StorableConstructor]
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75 | protected PreprocessingData(StorableConstructorFlag _) : base(_) { }
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76 | [StorableHook(HookType.AfterDeserialization)]
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77 | private void AfterDeserialization() {
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78 | RegisterEventHandler();
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79 | }
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80 |
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81 | private void RegisterEventHandler() {
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82 | Changed += (s, e) => {
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83 | switch (e.Type) {
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84 | case DataPreprocessingChangedEventType.DeleteRow:
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85 | case DataPreprocessingChangedEventType.Any:
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86 | case DataPreprocessingChangedEventType.Transformation:
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87 | int maxRowIndex = Math.Max(0, Rows);
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88 | TrainingPartition.Start = Math.Min(TrainingPartition.Start, maxRowIndex);
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89 | TrainingPartition.End = Math.Min(TrainingPartition.End, maxRowIndex);
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90 | TestPartition.Start = Math.Min(TestPartition.Start, maxRowIndex);
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91 | TestPartition.End = Math.Min(TestPartition.End, maxRowIndex);
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92 | break;
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93 | }
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94 | };
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95 | }
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96 | #endregion
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97 |
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98 | #region Cells
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99 | public bool IsCellEmpty(int columnIndex, int rowIndex) {
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100 | var value = variableValues[columnIndex][rowIndex];
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101 | return IsMissingValue(value);
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102 | }
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103 |
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104 | public T GetCell<T>(int columnIndex, int rowIndex) {
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105 | return (T)variableValues[columnIndex][rowIndex];
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106 | }
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107 |
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108 | public void SetCell<T>(int columnIndex, int rowIndex, T value) {
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109 | SaveSnapshot(DataPreprocessingChangedEventType.ChangeItem, columnIndex, rowIndex);
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110 |
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111 | for (int i = Rows; i <= rowIndex; i++)
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112 | InsertRow(i);
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113 | for (int i = Columns; i <= columnIndex; i++)
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114 | InsertColumn<T>(i.ToString(), i);
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115 |
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116 | variableValues[columnIndex][rowIndex] = value;
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117 | if (!IsInTransaction)
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118 | OnChanged(DataPreprocessingChangedEventType.ChangeItem, columnIndex, rowIndex);
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119 | }
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120 |
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121 | public string GetCellAsString(int columnIndex, int rowIndex) {
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122 | return variableValues[columnIndex][rowIndex].ToString();
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123 | }
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124 |
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125 | public IList<T> GetValues<T>(int columnIndex, bool considerSelection) {
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126 | if (considerSelection) {
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127 | var list = new List<T>();
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128 | foreach (var rowIdx in selection[columnIndex]) {
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129 | list.Add((T)variableValues[columnIndex][rowIdx]);
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130 | }
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131 | return list;
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132 | } else {
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133 | return (IList<T>)variableValues[columnIndex];
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134 | }
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135 | }
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136 |
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137 | public void SetValues<T>(int columnIndex, IList<T> values) {
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138 | SaveSnapshot(DataPreprocessingChangedEventType.ChangeColumn, columnIndex, -1);
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139 | if (VariableHasType<T>(columnIndex)) {
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140 | variableValues[columnIndex] = (IList)values;
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141 | } else {
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142 | throw new ArgumentException("The datatype of column " + columnIndex + " must be of type " + variableValues[columnIndex].GetType().Name + " but was " + typeof(T).Name);
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143 | }
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144 | if (!IsInTransaction)
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145 | OnChanged(DataPreprocessingChangedEventType.ChangeColumn, columnIndex, -1);
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146 | }
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147 |
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148 | public bool SetValue(string value, int columnIndex, int rowIndex) {
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149 | bool valid = false;
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150 | if (VariableHasType<double>(columnIndex)) {
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151 | double val;
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152 | if (string.IsNullOrWhiteSpace(value)) {
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153 | val = double.NaN;
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154 | valid = true;
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155 | } else {
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156 | valid = double.TryParse(value, out val);
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157 | }
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158 | if (valid)
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159 | SetCell(columnIndex, rowIndex, val);
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160 | } else if (VariableHasType<string>(columnIndex)) {
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161 | valid = value != null;
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162 | if (valid)
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163 | SetCell(columnIndex, rowIndex, value);
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164 | } else if (VariableHasType<DateTime>(columnIndex)) {
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165 | DateTime date;
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166 | valid = DateTime.TryParse(value, out date);
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167 | if (valid)
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168 | SetCell(columnIndex, rowIndex, date);
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169 | } else {
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170 | throw new ArgumentException("column " + columnIndex + " contains a non supported type.");
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171 | }
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172 |
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173 | if (!IsInTransaction)
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174 | OnChanged(DataPreprocessingChangedEventType.ChangeColumn, columnIndex, -1);
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175 |
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176 | return valid;
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177 | }
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178 |
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179 | public int Columns {
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180 | get { return variableNames.Count; }
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181 | }
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182 |
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183 | public int Rows {
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184 | get { return variableValues.Count > 0 ? variableValues[0].Count : 0; }
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185 | }
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186 |
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187 | public static bool IsMissingValue(object value) {
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188 | if (value is double) return double.IsNaN((double)value);
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189 | if (value is string) return string.IsNullOrEmpty((string)value);
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190 | if (value is DateTime) return ((DateTime)value).Equals(DateTime.MinValue);
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191 | throw new ArgumentException();
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192 | }
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193 | #endregion
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194 |
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195 | #region Rows
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196 | public void InsertRow(int rowIndex) {
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197 | SaveSnapshot(DataPreprocessingChangedEventType.DeleteRow, -1, rowIndex);
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198 | foreach (IList column in variableValues) {
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199 | Type type = column.GetType().GetGenericArguments()[0];
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200 | column.Insert(rowIndex, type.IsValueType ? Activator.CreateInstance(type) : null);
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201 | }
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202 | if (TrainingPartition.Start <= rowIndex && rowIndex <= TrainingPartition.End) {
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203 | TrainingPartition.End++;
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204 | if (TrainingPartition.End <= TestPartition.Start) {
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205 | TestPartition.Start++;
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206 | TestPartition.End++;
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207 | }
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208 | } else if (TestPartition.Start <= rowIndex && rowIndex <= TestPartition.End) {
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209 | TestPartition.End++;
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210 | if (TestPartition.End <= TrainingPartition.Start) {
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211 | TestPartition.Start++;
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212 | TestPartition.End++;
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213 | }
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214 | }
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215 | if (!IsInTransaction)
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216 | OnChanged(DataPreprocessingChangedEventType.AddRow, -1, rowIndex);
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217 | }
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218 | public void DeleteRow(int rowIndex) {
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219 | SaveSnapshot(DataPreprocessingChangedEventType.AddRow, -1, rowIndex);
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220 | foreach (IList column in variableValues) {
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221 | column.RemoveAt(rowIndex);
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222 | }
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223 | if (TrainingPartition.Start <= rowIndex && rowIndex <= TrainingPartition.End) {
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224 | TrainingPartition.End--;
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225 | if (TrainingPartition.End <= TestPartition.Start) {
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226 | TestPartition.Start--;
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227 | TestPartition.End--;
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228 | }
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229 | } else if (TestPartition.Start <= rowIndex && rowIndex <= TestPartition.End) {
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230 | TestPartition.End--;
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231 | if (TestPartition.End <= TrainingPartition.Start) {
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232 | TestPartition.Start--;
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233 | TestPartition.End--;
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234 | }
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235 | }
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236 | if (!IsInTransaction)
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237 | OnChanged(DataPreprocessingChangedEventType.DeleteRow, -1, rowIndex);
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238 | }
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239 | public void DeleteRowsWithIndices(IEnumerable<int> rows) {
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240 | SaveSnapshot(DataPreprocessingChangedEventType.AddRow, -1, -1);
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241 | foreach (int rowIndex in rows.OrderByDescending(x => x)) {
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242 | foreach (IList column in variableValues) {
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243 | column.RemoveAt(rowIndex);
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244 | }
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245 | if (TrainingPartition.Start <= rowIndex && rowIndex <= TrainingPartition.End) {
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246 | TrainingPartition.End--;
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247 | if (TrainingPartition.End <= TestPartition.Start) {
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248 | TestPartition.Start--;
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249 | TestPartition.End--;
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250 | }
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251 | } else if (TestPartition.Start <= rowIndex && rowIndex <= TestPartition.End) {
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252 | TestPartition.End--;
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253 | if (TestPartition.End <= TrainingPartition.Start) {
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254 | TestPartition.Start--;
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255 | TestPartition.End--;
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256 | }
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257 | }
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258 | }
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259 | if (!IsInTransaction)
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260 | OnChanged(DataPreprocessingChangedEventType.DeleteRow, -1, -1);
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261 | }
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262 |
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263 | public void InsertColumn<T>(string variableName, int columnIndex) {
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264 | SaveSnapshot(DataPreprocessingChangedEventType.DeleteColumn, columnIndex, -1);
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265 | variableValues.Insert(columnIndex, new List<T>(Enumerable.Repeat(default(T), Rows)));
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266 | variableNames.Insert(columnIndex, variableName);
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267 | if (!IsInTransaction)
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268 | OnChanged(DataPreprocessingChangedEventType.AddColumn, columnIndex, -1);
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269 | }
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270 |
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271 | public void DeleteColumn(int columnIndex) {
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272 | SaveSnapshot(DataPreprocessingChangedEventType.AddColumn, columnIndex, -1);
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273 | variableValues.RemoveAt(columnIndex);
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274 | variableNames.RemoveAt(columnIndex);
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275 | if (!IsInTransaction)
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276 | OnChanged(DataPreprocessingChangedEventType.DeleteColumn, columnIndex, -1);
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277 | }
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278 |
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279 | public void RenameColumn(int columnIndex, string name) {
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280 | SaveSnapshot(DataPreprocessingChangedEventType.ChangeColumn, columnIndex, -1);
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281 | if (columnIndex < 0 || columnIndex > variableNames.Count)
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282 | throw new ArgumentOutOfRangeException("columnIndex");
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283 | variableNames[columnIndex] = name;
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284 |
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285 | if (!IsInTransaction)
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286 | OnChanged(DataPreprocessingChangedEventType.ChangeColumn, -1, -1);
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287 | }
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288 |
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289 | public void RenameColumns(IList<string> names) {
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290 | if (names == null) throw new ArgumentNullException("names");
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291 | if (names.Count != variableNames.Count) throw new ArgumentException("number of names must match the number of columns.", "names");
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292 |
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293 | SaveSnapshot(DataPreprocessingChangedEventType.ChangeColumn, -1, -1);
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294 | for (int i = 0; i < names.Count; i++)
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295 | variableNames[i] = names[i];
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296 |
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297 | if (!IsInTransaction)
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298 | OnChanged(DataPreprocessingChangedEventType.ChangeColumn, -1, -1);
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299 | }
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300 |
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301 | public bool AreAllStringColumns(IEnumerable<int> columnIndices) {
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302 | return columnIndices.All(x => VariableHasType<string>(x));
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303 | }
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304 | #endregion
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305 |
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306 | #region Variables
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307 | public IEnumerable<string> VariableNames {
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308 | get { return variableNames; }
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309 | }
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310 |
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311 | public IEnumerable<string> GetDoubleVariableNames() {
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312 | var doubleVariableNames = new List<string>();
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313 | for (int i = 0; i < Columns; ++i) {
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314 | if (VariableHasType<double>(i)) {
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315 | doubleVariableNames.Add(variableNames[i]);
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316 | }
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317 | }
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318 | return doubleVariableNames;
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319 | }
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320 |
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321 | public string GetVariableName(int columnIndex) {
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322 | return variableNames[columnIndex];
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323 | }
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324 |
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325 | public int GetColumnIndex(string variableName) {
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326 | return variableNames.IndexOf(variableName);
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327 | }
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328 |
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329 | public bool VariableHasType<T>(int columnIndex) {
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330 | return columnIndex >= variableValues.Count || variableValues[columnIndex] is List<T>;
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331 | }
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332 |
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333 | public Type GetVariableType(int columnIndex) {
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334 | var listType = variableValues[columnIndex].GetType();
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335 | return listType.GenericTypeArguments.Single();
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336 | }
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337 |
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338 | public IList<string> InputVariables { get; private set; }
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339 | public string TargetVariable { get; private set; } // optional
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340 | #endregion
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341 |
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342 | #region Partitions
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343 | [Storable]
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344 | public IntRange TrainingPartition { get; set; }
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345 | [Storable]
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346 | public IntRange TestPartition { get; set; }
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347 | #endregion
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348 |
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349 | #region Transformations
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350 | [Storable]
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351 | public IList<ITransformation> Transformations { get; protected set; }
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352 | #endregion
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353 |
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354 | #region Validation
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355 | public bool Validate(string value, out string errorMessage, int columnIndex) {
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356 | if (columnIndex < 0 || columnIndex > VariableNames.Count()) {
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357 | throw new ArgumentOutOfRangeException("column index is out of range");
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358 | }
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359 |
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360 | bool valid = false;
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361 | errorMessage = string.Empty;
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362 | if (VariableHasType<double>(columnIndex)) {
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363 | if (string.IsNullOrWhiteSpace(value)) {
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364 | valid = true;
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365 | } else {
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366 | double val;
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367 | valid = double.TryParse(value, out val);
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368 | if (!valid) {
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369 | errorMessage = "Invalid Value (Valid Value Format: \"" + FormatPatterns.GetDoubleFormatPattern() + "\")";
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370 | }
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371 | }
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372 | } else if (VariableHasType<string>(columnIndex)) {
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373 | valid = value != null;
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374 | if (!valid) {
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375 | errorMessage = "Invalid Value (string must not be null)";
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376 | }
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377 | } else if (VariableHasType<DateTime>(columnIndex)) {
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378 | DateTime date;
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379 | valid = DateTime.TryParse(value, out date);
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380 | if (!valid) {
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381 | errorMessage = "Invalid Value (Valid Value Format: \"" + CultureInfo.CurrentCulture.DateTimeFormat + "\"";
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382 | }
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383 | } else {
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384 | throw new ArgumentException("column " + columnIndex + " contains a non supported type.");
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385 | }
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386 |
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387 | return valid;
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388 | }
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389 | #endregion
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390 |
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391 | #region Import & Export
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392 | public void Import(IDataAnalysisProblemData problemData) {
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393 | Dataset dataset = (Dataset)problemData.Dataset;
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394 | variableNames = new List<string>(problemData.Dataset.VariableNames);
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395 | InputVariables = new List<string>(problemData.AllowedInputVariables);
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396 | TargetVariable = (problemData is IRegressionProblemData) ? ((IRegressionProblemData)problemData).TargetVariable
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397 | : (problemData is IClassificationProblemData) ? ((IClassificationProblemData)problemData).TargetVariable
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398 | : null;
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399 |
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400 | int columnIndex = 0;
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401 | variableValues = new List<IList>();
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402 | foreach (var variableName in problemData.Dataset.VariableNames) {
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403 | if (dataset.VariableHasType<double>(variableName)) {
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404 | variableValues.Insert(columnIndex, dataset.GetDoubleValues(variableName).ToList());
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405 | } else if (dataset.VariableHasType<string>(variableName)) {
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406 | variableValues.Insert(columnIndex, dataset.GetStringValues(variableName).ToList());
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407 | } else if (dataset.VariableHasType<DateTime>(variableName)) {
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408 | variableValues.Insert(columnIndex, dataset.GetDateTimeValues(variableName).ToList());
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409 | } else {
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410 | throw new ArgumentException("The datatype of column " + variableName + " must be of type double, string or DateTime");
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411 | }
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412 | ++columnIndex;
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413 | }
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414 |
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415 | TrainingPartition = new IntRange(problemData.TrainingPartition.Start, problemData.TrainingPartition.End);
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416 | TestPartition = new IntRange(problemData.TestPartition.Start, problemData.TestPartition.End);
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417 | }
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418 |
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419 | public Dataset ExportToDataset() {
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420 | IList<IList> values = new List<IList>();
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421 |
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422 | for (int i = 0; i < Columns; ++i) {
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423 | values.Add(variableValues[i]);
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424 | }
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425 |
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426 | var dataset = new Dataset(variableNames, values);
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427 | return dataset;
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428 | }
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429 | #endregion
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430 |
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431 | #region Selection
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432 | [Storable]
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433 | protected IDictionary<int, IList<int>> selection;
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434 | public IDictionary<int, IList<int>> Selection {
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435 | get { return selection; }
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436 | set {
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437 | selection = value;
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438 | OnSelectionChanged();
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439 | }
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440 | }
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441 | public void ClearSelection() {
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442 | Selection = new Dictionary<int, IList<int>>();
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443 | }
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444 |
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445 | public event EventHandler SelectionChanged;
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446 | protected void OnSelectionChanged() {
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447 | var listeners = SelectionChanged;
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448 | if (listeners != null) listeners(this, EventArgs.Empty);
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449 | }
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450 | #endregion
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451 |
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452 | #region Transactions
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453 | // Stapshot/History are nost storable/cloneable on purpose
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454 | private class Snapshot {
|
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455 | public IList<IList> VariableValues { get; set; }
|
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456 | public IList<string> VariableNames { get; set; }
|
---|
457 |
|
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458 | public IntRange TrainingPartition { get; set; }
|
---|
459 | public IntRange TestPartition { get; set; }
|
---|
460 | public IList<ITransformation> Transformations { get; set; }
|
---|
461 | public DataPreprocessingChangedEventType ChangedType { get; set; }
|
---|
462 |
|
---|
463 | public int ChangedColumn { get; set; }
|
---|
464 | public int ChangedRow { get; set; }
|
---|
465 | }
|
---|
466 |
|
---|
467 | public event DataPreprocessingChangedEventHandler Changed;
|
---|
468 | protected virtual void OnChanged(DataPreprocessingChangedEventType type, int column, int row) {
|
---|
469 | var listeners = Changed;
|
---|
470 | if (listeners != null) listeners(this, new DataPreprocessingChangedEventArgs(type, column, row));
|
---|
471 | }
|
---|
472 |
|
---|
473 | private const int MAX_UNDO_DEPTH = 5;
|
---|
474 |
|
---|
475 | private readonly IList<Snapshot> undoHistory = new List<Snapshot>();
|
---|
476 | private readonly Stack<DataPreprocessingChangedEventType> eventStack = new Stack<DataPreprocessingChangedEventType>();
|
---|
477 |
|
---|
478 | public bool IsInTransaction { get { return eventStack.Count > 0; } }
|
---|
479 |
|
---|
480 | private void SaveSnapshot(DataPreprocessingChangedEventType changedType, int column, int row) {
|
---|
481 | if (IsInTransaction) return;
|
---|
482 |
|
---|
483 | var currentSnapshot = new Snapshot {
|
---|
484 | VariableValues = CopyVariableValues(variableValues),
|
---|
485 | VariableNames = new List<string>(variableNames),
|
---|
486 | TrainingPartition = new IntRange(TrainingPartition.Start, TrainingPartition.End),
|
---|
487 | TestPartition = new IntRange(TestPartition.Start, TestPartition.End),
|
---|
488 | Transformations = new List<ITransformation>(Transformations),
|
---|
489 | ChangedType = changedType,
|
---|
490 | ChangedColumn = column,
|
---|
491 | ChangedRow = row
|
---|
492 | };
|
---|
493 |
|
---|
494 | if (undoHistory.Count >= MAX_UNDO_DEPTH)
|
---|
495 | undoHistory.RemoveAt(0);
|
---|
496 |
|
---|
497 | undoHistory.Add(currentSnapshot);
|
---|
498 | }
|
---|
499 |
|
---|
500 | public bool IsUndoAvailable {
|
---|
501 | get { return undoHistory.Count > 0; }
|
---|
502 | }
|
---|
503 |
|
---|
504 | public void Undo() {
|
---|
505 | if (IsUndoAvailable) {
|
---|
506 | Snapshot previousSnapshot = undoHistory[undoHistory.Count - 1];
|
---|
507 | variableValues = previousSnapshot.VariableValues;
|
---|
508 | variableNames = previousSnapshot.VariableNames;
|
---|
509 | TrainingPartition = previousSnapshot.TrainingPartition;
|
---|
510 | TestPartition = previousSnapshot.TestPartition;
|
---|
511 | Transformations = previousSnapshot.Transformations;
|
---|
512 | undoHistory.Remove(previousSnapshot);
|
---|
513 | OnChanged(previousSnapshot.ChangedType,
|
---|
514 | previousSnapshot.ChangedColumn,
|
---|
515 | previousSnapshot.ChangedRow);
|
---|
516 | }
|
---|
517 | }
|
---|
518 |
|
---|
519 | public void InTransaction(Action action, DataPreprocessingChangedEventType type = DataPreprocessingChangedEventType.Any) {
|
---|
520 | BeginTransaction(type);
|
---|
521 | action();
|
---|
522 | EndTransaction();
|
---|
523 | }
|
---|
524 |
|
---|
525 | public void BeginTransaction(DataPreprocessingChangedEventType type) {
|
---|
526 | SaveSnapshot(type, -1, -1);
|
---|
527 | eventStack.Push(type);
|
---|
528 | }
|
---|
529 |
|
---|
530 | public void EndTransaction() {
|
---|
531 | if (eventStack.Count == 0)
|
---|
532 | throw new InvalidOperationException("There is no open transaction that can be ended.");
|
---|
533 |
|
---|
534 | var @event = eventStack.Pop();
|
---|
535 | OnChanged(@event, -1, -1);
|
---|
536 | }
|
---|
537 | #endregion
|
---|
538 |
|
---|
539 | #region Statistics
|
---|
540 | public T GetMin<T>(int columnIndex, bool considerSelection = false, T emptyValue = default(T)) {
|
---|
541 | var values = GetValuesWithoutMissingValues<T>(columnIndex, considerSelection);
|
---|
542 | return values.Any() ? values.Min() : emptyValue;
|
---|
543 | }
|
---|
544 |
|
---|
545 | public T GetMax<T>(int columnIndex, bool considerSelection = false, T emptyValue = default(T)) {
|
---|
546 | var values = GetValuesWithoutMissingValues<T>(columnIndex, considerSelection);
|
---|
547 | return values.Any() ? values.Max() : emptyValue;
|
---|
548 | }
|
---|
549 |
|
---|
550 | public T GetMean<T>(int columnIndex, bool considerSelection = false, T emptyValue = default(T)) {
|
---|
551 | if (typeof(T) == typeof(double)) {
|
---|
552 | var values = GetValuesWithoutMissingValues<double>(columnIndex, considerSelection);
|
---|
553 | return values.Any() ? Convert<T>(values.Average()) : emptyValue;
|
---|
554 | }
|
---|
555 | if (typeof(T) == typeof(string)) {
|
---|
556 | return Convert<T>(string.Empty);
|
---|
557 | }
|
---|
558 | if (typeof(T) == typeof(DateTime)) {
|
---|
559 | var values = GetValuesWithoutMissingValues<DateTime>(columnIndex, considerSelection);
|
---|
560 | return values.Any() ? Convert<T>(AggregateAsDouble(values, Enumerable.Average)) : emptyValue;
|
---|
561 | }
|
---|
562 |
|
---|
563 | throw new InvalidOperationException(typeof(T) + " not supported");
|
---|
564 | }
|
---|
565 |
|
---|
566 | public T GetMedian<T>(int columnIndex, bool considerSelection = false, T emptyValue = default(T)) where T : IComparable<T> {
|
---|
567 | if (typeof(T) == typeof(double)) {// IEnumerable<double> is faster
|
---|
568 | var doubleValues = GetValuesWithoutMissingValues<double>(columnIndex, considerSelection);
|
---|
569 | return doubleValues.Any() ? Convert<T>(doubleValues.Median()) : emptyValue;
|
---|
570 | }
|
---|
571 | var values = GetValuesWithoutMissingValues<T>(columnIndex, considerSelection);
|
---|
572 | return values.Any() ? values.Quantile(0.5) : emptyValue;
|
---|
573 | }
|
---|
574 |
|
---|
575 | public T GetMode<T>(int columnIndex, bool considerSelection = false, T emptyValue = default(T)) where T : IEquatable<T> {
|
---|
576 | var values = GetValuesWithoutMissingValues<T>(columnIndex, considerSelection);
|
---|
577 | return values.Any() ? values.GroupBy(x => x).OrderByDescending(g => g.Count()).Select(g => g.Key).First() : emptyValue;
|
---|
578 | }
|
---|
579 |
|
---|
580 | public T GetStandardDeviation<T>(int columnIndex, bool considerSelection = false, T emptyValue = default(T)) {
|
---|
581 | if (typeof(T) == typeof(double)) {
|
---|
582 | var values = GetValuesWithoutMissingValues<double>(columnIndex, considerSelection);
|
---|
583 | return values.Any() ? Convert<T>(values.StandardDeviation()) : emptyValue;
|
---|
584 | }
|
---|
585 | // For DateTime, std.dev / variance would have to be TimeSpan
|
---|
586 | //if (typeof(T) == typeof(DateTime)) {
|
---|
587 | // var values = GetValuesWithoutMissingValues<DateTime>(columnIndex, considerSelection);
|
---|
588 | // return values.Any() ? Convert<T>(AggregateAsDouble(values, EnumerableStatisticExtensions.StandardDeviation)) : emptyValue;
|
---|
589 | //}
|
---|
590 | return default(T);
|
---|
591 | }
|
---|
592 |
|
---|
593 | public T GetVariance<T>(int columnIndex, bool considerSelection = false, T emptyValue = default(T)) {
|
---|
594 | if (typeof(T) == typeof(double)) {
|
---|
595 | var values = GetValuesWithoutMissingValues<double>(columnIndex, considerSelection);
|
---|
596 | return values.Any() ? Convert<T>(values.Variance()) : emptyValue;
|
---|
597 | }
|
---|
598 | // DateTime variance often overflows long, thus the corresponding DateTime is invalid
|
---|
599 | //if (typeof(T) == typeof(DateTime)) {
|
---|
600 | // var values = GetValuesWithoutMissingValues<DateTime>(columnIndex, considerSelection);
|
---|
601 | // return values.Any() ? Convert<T>(AggregateAsDouble(values, EnumerableStatisticExtensions.Variance)) : emptyValue;
|
---|
602 | //}
|
---|
603 | return default(T);
|
---|
604 | }
|
---|
605 |
|
---|
606 | public T GetQuantile<T>(double alpha, int columnIndex, bool considerSelection = false, T emptyValue = default(T)) where T : IComparable<T> {
|
---|
607 | if (typeof(T) == typeof(double)) {// IEnumerable<double> is faster
|
---|
608 | var doubleValues = GetValuesWithoutMissingValues<double>(columnIndex, considerSelection);
|
---|
609 | return doubleValues.Any() ? Convert<T>(doubleValues.Quantile(alpha)) : emptyValue;
|
---|
610 | }
|
---|
611 | var values = GetValuesWithoutMissingValues<T>(columnIndex, considerSelection);
|
---|
612 | return values.Any() ? values.Quantile(alpha) : emptyValue;
|
---|
613 | }
|
---|
614 |
|
---|
615 | public int GetDistinctValues<T>(int columnIndex, bool considerSelection = false) {
|
---|
616 | var values = GetValuesWithoutMissingValues<T>(columnIndex, considerSelection);
|
---|
617 | return values.GroupBy(x => x).Count();
|
---|
618 | }
|
---|
619 |
|
---|
620 | private IEnumerable<T> GetValuesWithoutMissingValues<T>(int columnIndex, bool considerSelection) {
|
---|
621 | return GetValues<T>(columnIndex, considerSelection).Where(x => !IsMissingValue(x));
|
---|
622 | }
|
---|
623 |
|
---|
624 | private static DateTime AggregateAsDouble(IEnumerable<DateTime> values, Func<IEnumerable<double>, double> func) {
|
---|
625 | return new DateTime((long)(func(values.Select(x => (double)x.Ticks / TimeSpan.TicksPerSecond)) * TimeSpan.TicksPerSecond));
|
---|
626 | }
|
---|
627 | private static T Convert<T>(object obj) { return (T)obj; }
|
---|
628 |
|
---|
629 | public int GetMissingValueCount() {
|
---|
630 | int count = 0;
|
---|
631 | for (int i = 0; i < Columns; ++i) {
|
---|
632 | count += GetMissingValueCount(i);
|
---|
633 | }
|
---|
634 | return count;
|
---|
635 | }
|
---|
636 | public int GetMissingValueCount(int columnIndex) {
|
---|
637 | int sum = 0;
|
---|
638 | for (int i = 0; i < Rows; i++) {
|
---|
639 | if (IsCellEmpty(columnIndex, i))
|
---|
640 | sum++;
|
---|
641 | }
|
---|
642 | return sum;
|
---|
643 | }
|
---|
644 | public int GetRowMissingValueCount(int rowIndex) {
|
---|
645 | int sum = 0;
|
---|
646 | for (int i = 0; i < Columns; i++) {
|
---|
647 | if (IsCellEmpty(i, rowIndex))
|
---|
648 | sum++;
|
---|
649 | }
|
---|
650 | return sum;
|
---|
651 | }
|
---|
652 | #endregion
|
---|
653 |
|
---|
654 | #region Helpers
|
---|
655 | private static IList<IList> CopyVariableValues(IList<IList> original) {
|
---|
656 | var copy = new List<IList>(original);
|
---|
657 | for (int i = 0; i < original.Count; ++i) {
|
---|
658 | copy[i] = (IList)Activator.CreateInstance(original[i].GetType(), original[i]);
|
---|
659 | }
|
---|
660 | return copy;
|
---|
661 | }
|
---|
662 | #endregion
|
---|
663 | }
|
---|
664 |
|
---|
665 | // Adapted from HeuristicLab.Common.EnumerableStatisticExtensions
|
---|
666 | internal static class EnumerableExtensions {
|
---|
667 | public static T Quantile<T>(this IEnumerable<T> values, double alpha) where T : IComparable<T> {
|
---|
668 | T[] valuesArr = values.ToArray();
|
---|
669 | int n = valuesArr.Length;
|
---|
670 | if (n == 0) throw new InvalidOperationException("Enumeration contains no elements.");
|
---|
671 |
|
---|
672 | var pos = n * alpha;
|
---|
673 |
|
---|
674 | return Select((int)Math.Ceiling(pos) - 1, valuesArr);
|
---|
675 |
|
---|
676 | }
|
---|
677 |
|
---|
678 | private static T Select<T>(int k, T[] arr) where T : IComparable<T> {
|
---|
679 | int i, ir, j, l, mid, n = arr.Length;
|
---|
680 | T a;
|
---|
681 | l = 0;
|
---|
682 | ir = n - 1;
|
---|
683 | for (;;) {
|
---|
684 | if (ir <= l + 1) {
|
---|
685 | // Active partition contains 1 or 2 elements.
|
---|
686 | if (ir == l + 1 && arr[ir].CompareTo(arr[l]) < 0) {
|
---|
687 | // Case of 2 elements.
|
---|
688 | Swap(arr, l, ir);
|
---|
689 | }
|
---|
690 | return arr[k];
|
---|
691 | } else {
|
---|
692 | mid = (l + ir) >> 1; // Choose median of left, center, and right elements
|
---|
693 | Swap(arr, mid, l + 1); // as partitioning element a. Also
|
---|
694 |
|
---|
695 | if (arr[l].CompareTo(arr[ir]) > 0) { // rearrange so that arr[l] arr[ir] <= arr[l+1],
|
---|
696 | Swap(arr, l, ir); // . arr[ir] >= arr[l+1]
|
---|
697 | }
|
---|
698 |
|
---|
699 | if (arr[l + 1].CompareTo(arr[ir]) > 0) {
|
---|
700 | Swap(arr, l + 1, ir);
|
---|
701 | }
|
---|
702 | if (arr[l].CompareTo(arr[l + 1]) > 0) {
|
---|
703 | Swap(arr, l, l + 1);
|
---|
704 | }
|
---|
705 | i = l + 1; // Initialize pointers for partitioning.
|
---|
706 | j = ir;
|
---|
707 | a = arr[l + 1]; // Partitioning element.
|
---|
708 | for (;;) { // Beginning of innermost loop.
|
---|
709 | do i++; while (arr[i].CompareTo(a) < 0); // Scan up to find element > a.
|
---|
710 | do j--; while (arr[j].CompareTo(a) > 0); // Scan down to find element < a.
|
---|
711 | if (j < i) break; // Pointers crossed. Partitioning complete.
|
---|
712 | Swap(arr, i, j);
|
---|
713 | } // End of innermost loop.
|
---|
714 | arr[l + 1] = arr[j]; // Insert partitioning element.
|
---|
715 | arr[j] = a;
|
---|
716 | if (j >= k) ir = j - 1; // Keep active the partition that contains the
|
---|
717 | if (j <= k) l = i; // kth element.
|
---|
718 | }
|
---|
719 | }
|
---|
720 | }
|
---|
721 |
|
---|
722 | private static void Swap<T>(T[] arr, int i, int j) {
|
---|
723 | T temp = arr[i];
|
---|
724 | arr[i] = arr[j];
|
---|
725 | arr[j] = temp;
|
---|
726 | }
|
---|
727 | }
|
---|
728 | }
|
---|