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source: stable/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlineBoundedMeanSquaredErrorCalculator.cs @ 11497

Last change on this file since 11497 was 11170, checked in by ascheibe, 10 years ago

#2115 updated copyright year in stable branch

File size: 4.0 KB
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[3996]1#region License Information
2/* HeuristicLab
[11170]3 * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
[3996]4 *
5 * This file is part of HeuristicLab.
6 *
7 * HeuristicLab is free software: you can redistribute it and/or modify
8 * it under the terms of the GNU General Public License as published by
9 * the Free Software Foundation, either version 3 of the License, or
10 * (at your option) any later version.
11 *
12 * HeuristicLab is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15 * GNU General Public License for more details.
16 *
17 * You should have received a copy of the GNU General Public License
18 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
19 */
20#endregion
21
22using System;
[5500]23using System.Collections.Generic;
[3996]24
[5491]25namespace HeuristicLab.Problems.DataAnalysis {
[8664]26  public class OnlineBoundedMeanSquaredErrorCalculator : IOnlineCalculator {
[3996]27
[8664]28    private double errorSum;
[3996]29    private int n;
[8664]30    public double BoundedMeanSquaredError {
[3996]31      get {
[8664]32        return n > 0 ? errorSum / n : 0.0;
[3996]33      }
34    }
35
[8664]36    public double LowerBound { get; private set; }
37    public double UpperBound { get; private set; }
38
39
40    public OnlineBoundedMeanSquaredErrorCalculator(double lowerBound, double upperbound) {
41      LowerBound = lowerBound;
42      UpperBound = upperbound;
[3996]43      Reset();
44    }
45
[5942]46    #region IOnlineCalculator Members
47    private OnlineCalculatorError errorState;
48    public OnlineCalculatorError ErrorState {
[5894]49      get { return errorState; }
50    }
[4022]51    public double Value {
[8664]52      get { return BoundedMeanSquaredError; }
[4022]53    }
[3996]54    public void Reset() {
55      n = 0;
[8664]56      errorSum = 0.0;
[5942]57      errorState = OnlineCalculatorError.InsufficientElementsAdded;
[3996]58    }
59
60    public void Add(double original, double estimated) {
61      if (double.IsNaN(estimated) || double.IsInfinity(estimated) ||
[5942]62          double.IsNaN(original) || double.IsInfinity(original) || (errorState & OnlineCalculatorError.InvalidValueAdded) > 0) {
63        errorState = errorState | OnlineCalculatorError.InvalidValueAdded;
[5904]64      } else {
[3996]65        double error = estimated - original;
[8664]66        if (estimated < LowerBound || estimated > UpperBound)
67          errorSum += Math.Abs(error);
68        else
69          errorSum += error * error;
[3996]70        n++;
[5942]71        errorState = errorState & (~OnlineCalculatorError.InsufficientElementsAdded);        // n >= 1
[3996]72      }
73    }
74    #endregion
[5500]75
[8664]76    public static double Calculate(IEnumerable<double> originalValues, IEnumerable<double> estimatedValues, double lowerBound, double upperBound, out OnlineCalculatorError errorState) {
[6961]77      IEnumerator<double> originalEnumerator = originalValues.GetEnumerator();
78      IEnumerator<double> estimatedEnumerator = estimatedValues.GetEnumerator();
[8664]79      OnlineBoundedMeanSquaredErrorCalculator boundedMseCalculator = new OnlineBoundedMeanSquaredErrorCalculator(lowerBound, upperBound);
[5500]80
[5564]81      // always move forward both enumerators (do not use short-circuit evaluation!)
[6961]82      while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) {
83        double original = originalEnumerator.Current;
84        double estimated = estimatedEnumerator.Current;
[8664]85        boundedMseCalculator.Add(original, estimated);
86        if (boundedMseCalculator.ErrorState != OnlineCalculatorError.None) break;
[5500]87      }
88
[5564]89      // check if both enumerators are at the end to make sure both enumerations have the same length
[8664]90      if (boundedMseCalculator.ErrorState == OnlineCalculatorError.None &&
[6961]91         (estimatedEnumerator.MoveNext() || originalEnumerator.MoveNext())) {
[6964]92        throw new ArgumentException("Number of elements in originalValues and estimatedValues enumerations doesn't match.");
[5500]93      } else {
[8664]94        errorState = boundedMseCalculator.ErrorState;
95        return boundedMseCalculator.BoundedMeanSquaredError;
[5500]96      }
97    }
[3996]98  }
99}
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