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source: stable/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlineMeanSquaredErrorCalculator.cs @ 15055

Last change on this file since 15055 was 14801, checked in by mkommend, 8 years ago

#2672: Merged r14293,r14294,r14295,r14372,r14376,r14465 into stable.

File size: 3.9 KB
RevLine 
[3996]1#region License Information
2/* HeuristicLab
[14186]3 * Copyright (C) 2002-2016 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;
[14801]24using HeuristicLab.Common;
[3996]25
[5491]26namespace HeuristicLab.Problems.DataAnalysis {
[14801]27  public class OnlineMeanSquaredErrorCalculator : DeepCloneable, IOnlineCalculator {
[3996]28
29    private double sse;
30    private int n;
31    public double MeanSquaredError {
32      get {
[5746]33        return n > 0 ? sse / n : 0.0;
[3996]34      }
35    }
36
[5942]37    public OnlineMeanSquaredErrorCalculator() {
[3996]38      Reset();
39    }
40
[14801]41    protected OnlineMeanSquaredErrorCalculator(OnlineMeanSquaredErrorCalculator original, Cloner cloner)
42      : base(original, cloner) {
43      sse = original.sse;
44      n = original.n;
45      errorState = original.errorState;
46    }
47    public override IDeepCloneable Clone(Cloner cloner) {
48      return new OnlineMeanSquaredErrorCalculator(this, cloner);
49    }
50
[5942]51    #region IOnlineCalculator Members
52    private OnlineCalculatorError errorState;
53    public OnlineCalculatorError ErrorState {
[5894]54      get { return errorState; }
55    }
[4022]56    public double Value {
57      get { return MeanSquaredError; }
58    }
[3996]59    public void Reset() {
60      n = 0;
61      sse = 0.0;
[5942]62      errorState = OnlineCalculatorError.InsufficientElementsAdded;
[3996]63    }
64
65    public void Add(double original, double estimated) {
66      if (double.IsNaN(estimated) || double.IsInfinity(estimated) ||
[5942]67          double.IsNaN(original) || double.IsInfinity(original) || (errorState & OnlineCalculatorError.InvalidValueAdded) > 0) {
68        errorState = errorState | OnlineCalculatorError.InvalidValueAdded;
[5904]69      } else {
[3996]70        double error = estimated - original;
71        sse += error * error;
72        n++;
[5942]73        errorState = errorState & (~OnlineCalculatorError.InsufficientElementsAdded);        // n >= 1
[3996]74      }
75    }
76    #endregion
[5500]77
[6961]78    public static double Calculate(IEnumerable<double> originalValues, IEnumerable<double> estimatedValues, out OnlineCalculatorError errorState) {
79      IEnumerator<double> originalEnumerator = originalValues.GetEnumerator();
80      IEnumerator<double> estimatedEnumerator = estimatedValues.GetEnumerator();
[5942]81      OnlineMeanSquaredErrorCalculator mseCalculator = new OnlineMeanSquaredErrorCalculator();
[5500]82
[5564]83      // always move forward both enumerators (do not use short-circuit evaluation!)
[6961]84      while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) {
85        double original = originalEnumerator.Current;
86        double estimated = estimatedEnumerator.Current;
[5942]87        mseCalculator.Add(original, estimated);
[5945]88        if (mseCalculator.ErrorState != OnlineCalculatorError.None) break;
[5500]89      }
90
[5564]91      // check if both enumerators are at the end to make sure both enumerations have the same length
[5945]92      if (mseCalculator.ErrorState == OnlineCalculatorError.None &&
[6961]93         (estimatedEnumerator.MoveNext() || originalEnumerator.MoveNext())) {
[6964]94        throw new ArgumentException("Number of elements in originalValues and estimatedValues enumerations doesn't match.");
[5500]95      } else {
[5942]96        errorState = mseCalculator.ErrorState;
97        return mseCalculator.MeanSquaredError;
[5500]98      }
99    }
[3996]100  }
101}
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