#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.Data;
using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Regression {
[Item("Log Residual Evaluator", "Evaluator for symbolic regression models that calculates the mean of logarithmic absolute residuals avg(log( 1 + abs(y' - y)))" +
"This evaluator does not perform linear scaling!" +
"This evaluator can be useful if the modeled function contains discontinuities (e.g. 1/x). " +
"For some data sets (e.g. Korns benchmark instances containing inverses of near zero values) the squared error or absolute " +
"error put too much emphasis on modeling the outlier values. Using log-residuals instead has the " +
"effect that smaller residuals have a stronger impact on the total quality compared to the large residuals." +
"This effects GP convergence because functional fragments which are necessary to explain small variations are also more likely" +
" to stay in the population. This is useful even when the actual objective function is mean of squared errors.")]
[StorableClass]
public class SymbolicRegressionLogResidualEvaluator : SymbolicRegressionSingleObjectiveEvaluator {
[StorableConstructor]
protected SymbolicRegressionLogResidualEvaluator(bool deserializing) : base(deserializing) { }
protected SymbolicRegressionLogResidualEvaluator(SymbolicRegressionLogResidualEvaluator original, Cloner cloner)
: base(original, cloner) {
}
public override IDeepCloneable Clone(Cloner cloner) {
return new SymbolicRegressionLogResidualEvaluator(this, cloner);
}
public SymbolicRegressionLogResidualEvaluator() : base() { }
public override bool Maximization { get { return false; } }
public override IOperation InstrumentedApply() {
var solution = SymbolicExpressionTreeParameter.ActualValue;
IEnumerable rows = GenerateRowsToEvaluate();
double quality = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, solution, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, ProblemDataParameter.ActualValue, rows);
QualityParameter.ActualValue = new DoubleValue(quality);
return base.InstrumentedApply();
}
public static double Calculate(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, ISymbolicExpressionTree solution, double lowerEstimationLimit, double upperEstimationLimit, IRegressionProblemData problemData, IEnumerable rows) {
IEnumerable estimatedValues = interpreter.GetSymbolicExpressionTreeValues(solution, problemData.Dataset, rows);
IEnumerable targetValues = problemData.Dataset.GetDoubleValues(problemData.TargetVariable, rows);
IEnumerable boundedEstimatedValues = estimatedValues.LimitToRange(lowerEstimationLimit, upperEstimationLimit);
var logRes = boundedEstimatedValues.Zip(targetValues, (e, t) => Math.Log(1.0 + Math.Abs(e - t)));
OnlineCalculatorError errorState;
OnlineCalculatorError varErrorState;
double mlr;
double variance;
OnlineMeanAndVarianceCalculator.Calculate(logRes, out mlr, out variance, out errorState, out varErrorState);
if (errorState != OnlineCalculatorError.None) return double.NaN;
return mlr;
}
public override double Evaluate(IExecutionContext context, ISymbolicExpressionTree tree, IRegressionProblemData problemData, IEnumerable rows) {
SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = context;
EstimationLimitsParameter.ExecutionContext = context;
double mlr = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, tree, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, problemData, rows);
SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = null;
EstimationLimitsParameter.ExecutionContext = null;
return mlr;
}
}
}