#region License Information
/* HeuristicLab
* Copyright (C) 2002-2016 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 HeuristicLab.Common;
namespace HeuristicLab.Problems.DataAnalysis {
public class OnlineMaxAbsoluteErrorCalculator : DeepCloneable, IOnlineCalculator {
private double mae;
private int n;
public double MaxAbsoluteError {
get {
return n > 0 ? mae : 0.0;
}
}
public OnlineMaxAbsoluteErrorCalculator() {
Reset();
}
protected OnlineMaxAbsoluteErrorCalculator(OnlineMaxAbsoluteErrorCalculator original, Cloner cloner = null)
: base(original, cloner) {
mae = original.mae;
n = original.n;
errorState = original.errorState;
}
public override IDeepCloneable Clone(Cloner cloner) {
return new OnlineMaxAbsoluteErrorCalculator(this, cloner);
}
#region IOnlineCalculator Members
private OnlineCalculatorError errorState;
public OnlineCalculatorError ErrorState {
get { return errorState; }
}
public double Value {
get { return MaxAbsoluteError; }
}
public void Reset() {
n = 0;
mae = double.MinValue;
errorState = OnlineCalculatorError.InsufficientElementsAdded;
}
public void Add(double original, double estimated) {
if (double.IsNaN(estimated) || double.IsInfinity(estimated) ||
double.IsNaN(original) || double.IsInfinity(original) || (errorState & OnlineCalculatorError.InvalidValueAdded) > 0) {
errorState = errorState | OnlineCalculatorError.InvalidValueAdded;
} else {
double error = Math.Abs(estimated - original);
if (error > mae)
mae = error;
n++;
errorState = errorState & (~OnlineCalculatorError.InsufficientElementsAdded); // n >= 1
}
}
#endregion
public static double Calculate(IEnumerable originalValues, IEnumerable estimatedValues, out OnlineCalculatorError errorState) {
IEnumerator originalEnumerator = originalValues.GetEnumerator();
IEnumerator estimatedEnumerator = estimatedValues.GetEnumerator();
OnlineMaxAbsoluteErrorCalculator maeCalculator = new OnlineMaxAbsoluteErrorCalculator();
// always move forward both enumerators (do not use short-circuit evaluation!)
while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) {
double original = originalEnumerator.Current;
double estimated = estimatedEnumerator.Current;
maeCalculator.Add(original, estimated);
if (maeCalculator.ErrorState != OnlineCalculatorError.None) break;
}
// check if both enumerators are at the end to make sure both enumerations have the same length
if (maeCalculator.ErrorState == OnlineCalculatorError.None &&
(estimatedEnumerator.MoveNext() || originalEnumerator.MoveNext())) {
throw new ArgumentException("Number of elements in originalValues and estimatedValues enumerations doesn't match.");
} else {
errorState = maeCalculator.ErrorState;
return maeCalculator.MaxAbsoluteError;
}
}
}
}