#region License Information
/* HeuristicLab
* Copyright (C) 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 HEAL.Attic;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
using HeuristicLab.Parameters;
using HeuristicLab.PluginInfrastructure;
namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Classification {
[NonDiscoverableType]
[Item("Weighted Performance Measures Evaluator", "Calculates the quality of a symbolic classification solution based on three weighted measures(normalized mean squared error, false negative rate(1-sensitivity) and false positve rate(1-specificity)).")]
[StorableType("0772F316-5E12-4153-857E-8625069B4677")]
public class SymbolicClassificationSingleObjectiveWeightedPerformanceMeasuresEvaluator : SymbolicClassificationSingleObjectiveEvaluator {
private const string NormalizedMeanSquaredErrorWeightingFactorParameterName = "NormalizedMeanSquaredErrorWeightingFactor";
private const string FalseNegativeRateWeightingFactorParameterName = "FalseNegativeRateWeightingFactor";
private const string FalsePositiveRateWeightingFactorParameterName = "FalsePositiveRateWeightingFactor";
private const string ModelCreatorParameterName = "ModelCreator";
public override bool Maximization { get { return false; } }
#region parameter properties
public IFixedValueParameter NormalizedMeanSquaredErrorWeightingFactorParameter {
get { return (IFixedValueParameter)Parameters[NormalizedMeanSquaredErrorWeightingFactorParameterName]; }
}
public IFixedValueParameter FalseNegativeRateWeightingFactorParameter {
get { return (IFixedValueParameter)Parameters[FalseNegativeRateWeightingFactorParameterName]; }
}
public IFixedValueParameter FalsePositiveRateWeightingFactorParameter {
get { return (IFixedValueParameter)Parameters[FalsePositiveRateWeightingFactorParameterName]; }
}
public IValueLookupParameter ModelCreatorParameter {
get { return (IValueLookupParameter)Parameters[ModelCreatorParameterName]; }
}
#endregion
public double NormalizedMeanSquaredErrorWeightingFactor {
get { return NormalizedMeanSquaredErrorWeightingFactorParameter.Value.Value; }
}
public double FalseNegativeRateWeightingFactor {
get { return FalseNegativeRateWeightingFactorParameter.Value.Value; }
}
public double FalsePositiveRateWeightingFactor {
get { return FalsePositiveRateWeightingFactorParameter.Value.Value; }
}
[StorableConstructor]
protected SymbolicClassificationSingleObjectiveWeightedPerformanceMeasuresEvaluator(StorableConstructorFlag _) : base(_) { }
protected SymbolicClassificationSingleObjectiveWeightedPerformanceMeasuresEvaluator(SymbolicClassificationSingleObjectiveWeightedPerformanceMeasuresEvaluator original, Cloner cloner)
: base(original, cloner) {
}
public override IDeepCloneable Clone(Cloner cloner) {
return new SymbolicClassificationSingleObjectiveWeightedPerformanceMeasuresEvaluator(this, cloner);
}
public SymbolicClassificationSingleObjectiveWeightedPerformanceMeasuresEvaluator()
: base() {
Parameters.Add(new FixedValueParameter(NormalizedMeanSquaredErrorWeightingFactorParameterName, "The weighting factor of the normalized mean squared error.", new DoubleValue(1)));
Parameters.Add(new FixedValueParameter(FalseNegativeRateWeightingFactorParameterName, "The weighting factor of the false negative rate (1-sensitivity).", new DoubleValue(1)));
Parameters.Add(new FixedValueParameter(FalsePositiveRateWeightingFactorParameterName, "The weighting factor of the false positive rate (1-specificity).", new DoubleValue(1)));
Parameters.Add(new ValueLookupParameter(ModelCreatorParameterName, "The model creator which is used during the evaluations."));
}
public override IOperation InstrumentedApply() {
IEnumerable rows = GenerateRowsToEvaluate();
var tree = SymbolicExpressionTreeParameter.ActualValue;
var creator = ModelCreatorParameter.ActualValue;
var interpreter = SymbolicDataAnalysisTreeInterpreterParameter.ActualValue;
var estimationLimits = EstimationLimitsParameter.ActualValue;
var applyLinearScaling = ApplyLinearScalingParameter.ActualValue.Value;
double quality = Calculate(interpreter, tree, estimationLimits.Lower, estimationLimits.Upper,
ProblemDataParameter.ActualValue, rows, applyLinearScaling, creator, NormalizedMeanSquaredErrorWeightingFactor, FalseNegativeRateWeightingFactor, FalsePositiveRateWeightingFactor);
QualityParameter.ActualValue = new DoubleValue(quality);
return base.InstrumentedApply();
}
public static double Calculate(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, ISymbolicExpressionTree tree, double lowerEstimationLimit, double upperEstimationLimit, IClassificationProblemData problemData,
IEnumerable rows, bool applyLinearScaling, ISymbolicClassificationModelCreator modelCreator, double normalizedMeanSquaredErrorWeightingFactor, double falseNegativeRateWeightingFactor, double falsePositiveRateWeightingFactor) {
var estimatedValues = interpreter.GetSymbolicExpressionTreeValues(tree, problemData.Dataset, rows);
var targetClassValues = problemData.Dataset.GetDoubleValues(problemData.TargetVariable, rows);
var boundedEstimatedValues = estimatedValues.LimitToRange(lowerEstimationLimit, upperEstimationLimit).ToArray();
OnlineCalculatorError errorState;
double nmse;
//calculate performance measures
string positiveClassName = problemData.PositiveClass;
double[] classValues, thresholds;
IEnumerable estimatedClassValues = null;
ISymbolicDiscriminantFunctionClassificationModel m;
var model = modelCreator.CreateSymbolicClassificationModel(problemData.TargetVariable, tree, interpreter, lowerEstimationLimit, upperEstimationLimit);
if ((m = model as ISymbolicDiscriminantFunctionClassificationModel) != null) {
m.ThresholdCalculator.Calculate(problemData, boundedEstimatedValues, targetClassValues, out classValues, out thresholds);
m.SetThresholdsAndClassValues(thresholds, classValues);
estimatedClassValues = m.GetEstimatedClassValues(boundedEstimatedValues);
} else {
model.RecalculateModelParameters(problemData, rows);
estimatedClassValues = model.GetEstimatedClassValues(problemData.Dataset, rows);
}
var performanceCalculator = new ClassificationPerformanceMeasuresCalculator(positiveClassName, problemData.GetClassValue(positiveClassName));
performanceCalculator.Calculate(targetClassValues, estimatedClassValues);
if (performanceCalculator.ErrorState != OnlineCalculatorError.None)
return Double.NaN;
double falseNegativeRate = 1 - performanceCalculator.TruePositiveRate;
double falsePositiveRate = performanceCalculator.FalsePositiveRate;
if (applyLinearScaling) {
throw new NotSupportedException("The Weighted Performance Measures Evaluator does not suppport linear scaling!");
}
nmse = OnlineNormalizedMeanSquaredErrorCalculator.Calculate(targetClassValues, boundedEstimatedValues, out errorState);
if (errorState != OnlineCalculatorError.None) return Double.NaN;
return normalizedMeanSquaredErrorWeightingFactor * nmse + falseNegativeRateWeightingFactor * falseNegativeRate + falsePositiveRateWeightingFactor * falsePositiveRate;
}
public override double Evaluate(IExecutionContext context, ISymbolicExpressionTree tree, IClassificationProblemData problemData, IEnumerable rows) {
SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = context;
EstimationLimitsParameter.ExecutionContext = context;
ApplyLinearScalingParameter.ExecutionContext = context;
ModelCreatorParameter.ExecutionContext = context;
double quality = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, tree, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper,
problemData, rows, ApplyLinearScalingParameter.ActualValue.Value, ModelCreatorParameter.ActualValue, NormalizedMeanSquaredErrorWeightingFactorParameter.Value.Value, FalseNegativeRateWeightingFactor, FalsePositiveRateWeightingFactor);
SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = null;
EstimationLimitsParameter.ExecutionContext = null;
ApplyLinearScalingParameter.ExecutionContext = null;
ModelCreatorParameter.ExecutionContext = null;
return quality;
}
}
}