#region License Information
/* HeuristicLab
* Copyright (C) 2002-2015 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.Collections;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
namespace HeuristicLab.Problems.DataAnalysis {
///
/// Represents regression solutions that contain an ensemble of multiple regression models
///
[StorableClass]
[Item("Regression Ensemble Solution", "A regression solution that contains an ensemble of multiple regression models")]
[Creatable("Data Analysis - Ensembles")]
public sealed class RegressionEnsembleSolution : RegressionSolutionBase, IRegressionEnsembleSolution {
private readonly Dictionary trainingEvaluationCache = new Dictionary();
private readonly Dictionary testEvaluationCache = new Dictionary();
private readonly Dictionary evaluationCache = new Dictionary();
public new IRegressionEnsembleModel Model {
get { return (IRegressionEnsembleModel)base.Model; }
}
public new RegressionEnsembleProblemData ProblemData {
get { return (RegressionEnsembleProblemData)base.ProblemData; }
set { base.ProblemData = value; }
}
private readonly ItemCollection regressionSolutions;
public IItemCollection RegressionSolutions {
get { return regressionSolutions; }
}
[Storable]
private readonly Dictionary trainingPartitions;
[Storable]
private readonly Dictionary testPartitions;
[StorableConstructor]
private RegressionEnsembleSolution(bool deserializing)
: base(deserializing) {
regressionSolutions = new ItemCollection();
}
[StorableHook(HookType.AfterDeserialization)]
private void AfterDeserialization() {
foreach (var model in Model.Models) {
IRegressionProblemData problemData = (IRegressionProblemData)ProblemData.Clone();
problemData.TrainingPartition.Start = trainingPartitions[model].Start;
problemData.TrainingPartition.End = trainingPartitions[model].End;
problemData.TestPartition.Start = testPartitions[model].Start;
problemData.TestPartition.End = testPartitions[model].End;
regressionSolutions.Add(model.CreateRegressionSolution(problemData));
}
RegisterRegressionSolutionsEventHandler();
}
private RegressionEnsembleSolution(RegressionEnsembleSolution original, Cloner cloner)
: base(original, cloner) {
trainingPartitions = new Dictionary();
testPartitions = new Dictionary();
foreach (var pair in original.trainingPartitions) {
trainingPartitions[cloner.Clone(pair.Key)] = cloner.Clone(pair.Value);
}
foreach (var pair in original.testPartitions) {
testPartitions[cloner.Clone(pair.Key)] = cloner.Clone(pair.Value);
}
trainingEvaluationCache = new Dictionary(original.ProblemData.TrainingIndices.Count());
testEvaluationCache = new Dictionary(original.ProblemData.TestIndices.Count());
regressionSolutions = cloner.Clone(original.regressionSolutions);
RegisterRegressionSolutionsEventHandler();
}
public RegressionEnsembleSolution()
: base(new RegressionEnsembleModel(), RegressionEnsembleProblemData.EmptyProblemData) {
trainingPartitions = new Dictionary();
testPartitions = new Dictionary();
regressionSolutions = new ItemCollection();
RegisterRegressionSolutionsEventHandler();
}
public RegressionEnsembleSolution(IRegressionProblemData problemData)
: this(Enumerable.Empty(), problemData) {
}
public RegressionEnsembleSolution(IEnumerable models, IRegressionProblemData problemData)
: this(models, problemData,
models.Select(m => (IntRange)problemData.TrainingPartition.Clone()),
models.Select(m => (IntRange)problemData.TestPartition.Clone())
) { }
public RegressionEnsembleSolution(IEnumerable models, IRegressionProblemData problemData, IEnumerable trainingPartitions, IEnumerable testPartitions)
: base(new RegressionEnsembleModel(Enumerable.Empty()), new RegressionEnsembleProblemData(problemData)) {
this.trainingPartitions = new Dictionary();
this.testPartitions = new Dictionary();
this.regressionSolutions = new ItemCollection();
List solutions = new List();
var modelEnumerator = models.GetEnumerator();
var trainingPartitionEnumerator = trainingPartitions.GetEnumerator();
var testPartitionEnumerator = testPartitions.GetEnumerator();
while (modelEnumerator.MoveNext() & trainingPartitionEnumerator.MoveNext() & testPartitionEnumerator.MoveNext()) {
var p = (IRegressionProblemData)problemData.Clone();
p.TrainingPartition.Start = trainingPartitionEnumerator.Current.Start;
p.TrainingPartition.End = trainingPartitionEnumerator.Current.End;
p.TestPartition.Start = testPartitionEnumerator.Current.Start;
p.TestPartition.End = testPartitionEnumerator.Current.End;
solutions.Add(modelEnumerator.Current.CreateRegressionSolution(p));
}
if (modelEnumerator.MoveNext() | trainingPartitionEnumerator.MoveNext() | testPartitionEnumerator.MoveNext()) {
throw new ArgumentException();
}
trainingEvaluationCache = new Dictionary(problemData.TrainingIndices.Count());
testEvaluationCache = new Dictionary(problemData.TestIndices.Count());
RegisterRegressionSolutionsEventHandler();
regressionSolutions.AddRange(solutions);
}
public override IDeepCloneable Clone(Cloner cloner) {
return new RegressionEnsembleSolution(this, cloner);
}
private void RegisterRegressionSolutionsEventHandler() {
regressionSolutions.ItemsAdded += new CollectionItemsChangedEventHandler(regressionSolutions_ItemsAdded);
regressionSolutions.ItemsRemoved += new CollectionItemsChangedEventHandler(regressionSolutions_ItemsRemoved);
regressionSolutions.CollectionReset += new CollectionItemsChangedEventHandler(regressionSolutions_CollectionReset);
}
#region Evaluation
public override IEnumerable EstimatedValues {
get { return GetEstimatedValues(Enumerable.Range(0, ProblemData.Dataset.Rows)); }
}
public override IEnumerable EstimatedTrainingValues {
get {
var rows = ProblemData.TrainingIndices;
var rowsToEvaluate = rows.Except(trainingEvaluationCache.Keys);
var rowsEnumerator = rowsToEvaluate.GetEnumerator();
var valuesEnumerator = GetEstimatedValues(rowsToEvaluate, (r, m) => RowIsTrainingForModel(r, m) && !RowIsTestForModel(r, m)).GetEnumerator();
while (rowsEnumerator.MoveNext() & valuesEnumerator.MoveNext()) {
trainingEvaluationCache.Add(rowsEnumerator.Current, valuesEnumerator.Current);
}
return rows.Select(row => trainingEvaluationCache[row]);
}
}
public override IEnumerable EstimatedTestValues {
get {
var rows = ProblemData.TestIndices;
var rowsToEvaluate = rows.Except(testEvaluationCache.Keys);
var rowsEnumerator = rowsToEvaluate.GetEnumerator();
var valuesEnumerator = GetEstimatedValues(rowsToEvaluate, RowIsTestForModel).GetEnumerator();
while (rowsEnumerator.MoveNext() & valuesEnumerator.MoveNext()) {
testEvaluationCache.Add(rowsEnumerator.Current, valuesEnumerator.Current);
}
return rows.Select(row => testEvaluationCache[row]);
}
}
private IEnumerable GetEstimatedValues(IEnumerable rows, Func modelSelectionPredicate) {
var estimatedValuesEnumerators = (from model in Model.Models
select new { Model = model, EstimatedValuesEnumerator = model.GetEstimatedValues(ProblemData.Dataset, rows).GetEnumerator() })
.ToList();
var rowsEnumerator = rows.GetEnumerator();
// aggregate to make sure that MoveNext is called for all enumerators
while (rowsEnumerator.MoveNext() & estimatedValuesEnumerators.Select(en => en.EstimatedValuesEnumerator.MoveNext()).Aggregate(true, (acc, b) => acc & b)) {
int currentRow = rowsEnumerator.Current;
var selectedEnumerators = from pair in estimatedValuesEnumerators
where modelSelectionPredicate(currentRow, pair.Model)
select pair.EstimatedValuesEnumerator;
yield return AggregateEstimatedValues(selectedEnumerators.Select(x => x.Current));
}
}
private bool RowIsTrainingForModel(int currentRow, IRegressionModel model) {
return trainingPartitions == null || !trainingPartitions.ContainsKey(model) ||
(trainingPartitions[model].Start <= currentRow && currentRow < trainingPartitions[model].End);
}
private bool RowIsTestForModel(int currentRow, IRegressionModel model) {
return testPartitions == null || !testPartitions.ContainsKey(model) ||
(testPartitions[model].Start <= currentRow && currentRow < testPartitions[model].End);
}
public override IEnumerable GetEstimatedValues(IEnumerable rows) {
var rowsToEvaluate = rows.Except(evaluationCache.Keys);
var rowsEnumerator = rowsToEvaluate.GetEnumerator();
var valuesEnumerator = (from xs in GetEstimatedValueVectors(ProblemData.Dataset, rowsToEvaluate)
select AggregateEstimatedValues(xs))
.GetEnumerator();
while (rowsEnumerator.MoveNext() & valuesEnumerator.MoveNext()) {
evaluationCache.Add(rowsEnumerator.Current, valuesEnumerator.Current);
}
return rows.Select(row => evaluationCache[row]);
}
public IEnumerable> GetEstimatedValueVectors(Dataset dataset, IEnumerable rows) {
if (!Model.Models.Any()) yield break;
var estimatedValuesEnumerators = (from model in Model.Models
select model.GetEstimatedValues(dataset, rows).GetEnumerator())
.ToList();
while (estimatedValuesEnumerators.All(en => en.MoveNext())) {
yield return from enumerator in estimatedValuesEnumerators
select enumerator.Current;
}
}
private double AggregateEstimatedValues(IEnumerable estimatedValues) {
return estimatedValues.DefaultIfEmpty(double.NaN).Average();
}
#endregion
protected override void OnProblemDataChanged() {
trainingEvaluationCache.Clear();
testEvaluationCache.Clear();
evaluationCache.Clear();
IRegressionProblemData problemData = new RegressionProblemData(ProblemData.Dataset,
ProblemData.AllowedInputVariables,
ProblemData.TargetVariable);
problemData.TrainingPartition.Start = ProblemData.TrainingPartition.Start;
problemData.TrainingPartition.End = ProblemData.TrainingPartition.End;
problemData.TestPartition.Start = ProblemData.TestPartition.Start;
problemData.TestPartition.End = ProblemData.TestPartition.End;
foreach (var solution in RegressionSolutions) {
if (solution is RegressionEnsembleSolution)
solution.ProblemData = ProblemData;
else
solution.ProblemData = problemData;
}
foreach (var trainingPartition in trainingPartitions.Values) {
trainingPartition.Start = ProblemData.TrainingPartition.Start;
trainingPartition.End = ProblemData.TrainingPartition.End;
}
foreach (var testPartition in testPartitions.Values) {
testPartition.Start = ProblemData.TestPartition.Start;
testPartition.End = ProblemData.TestPartition.End;
}
base.OnProblemDataChanged();
}
public void AddRegressionSolutions(IEnumerable solutions) {
regressionSolutions.AddRange(solutions);
trainingEvaluationCache.Clear();
testEvaluationCache.Clear();
evaluationCache.Clear();
}
public void RemoveRegressionSolutions(IEnumerable solutions) {
regressionSolutions.RemoveRange(solutions);
trainingEvaluationCache.Clear();
testEvaluationCache.Clear();
evaluationCache.Clear();
}
private void regressionSolutions_ItemsAdded(object sender, CollectionItemsChangedEventArgs e) {
foreach (var solution in e.Items) AddRegressionSolution(solution);
RecalculateResults();
}
private void regressionSolutions_ItemsRemoved(object sender, CollectionItemsChangedEventArgs e) {
foreach (var solution in e.Items) RemoveRegressionSolution(solution);
RecalculateResults();
}
private void regressionSolutions_CollectionReset(object sender, CollectionItemsChangedEventArgs e) {
foreach (var solution in e.OldItems) RemoveRegressionSolution(solution);
foreach (var solution in e.Items) AddRegressionSolution(solution);
RecalculateResults();
}
private void AddRegressionSolution(IRegressionSolution solution) {
if (Model.Models.Contains(solution.Model)) throw new ArgumentException();
Model.Add(solution.Model);
trainingPartitions[solution.Model] = solution.ProblemData.TrainingPartition;
testPartitions[solution.Model] = solution.ProblemData.TestPartition;
trainingEvaluationCache.Clear();
testEvaluationCache.Clear();
evaluationCache.Clear();
}
private void RemoveRegressionSolution(IRegressionSolution solution) {
if (!Model.Models.Contains(solution.Model)) throw new ArgumentException();
Model.Remove(solution.Model);
trainingPartitions.Remove(solution.Model);
testPartitions.Remove(solution.Model);
trainingEvaluationCache.Clear();
testEvaluationCache.Clear();
evaluationCache.Clear();
}
}
}