[3996] | 1 | #region License Information
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| 2 | /* HeuristicLab
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[14186] | 3 | * Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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[3996] | 4 | *
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| 5 | * This file is part of HeuristicLab.
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| 6 | *
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| 7 | * HeuristicLab is free software: you can redistribute it and/or modify
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| 8 | * it under the terms of the GNU General Public License as published by
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| 9 | * the Free Software Foundation, either version 3 of the License, or
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| 10 | * (at your option) any later version.
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| 11 | *
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| 12 | * HeuristicLab is distributed in the hope that it will be useful,
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| 13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 15 | * GNU General Public License for more details.
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| 16 | *
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| 17 | * You should have received a copy of the GNU General Public License
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| 18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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| 19 | */
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| 20 | #endregion
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| 21 |
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| 22 | using System;
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[5500] | 23 | using System.Collections.Generic;
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[14801] | 24 | using HeuristicLab.Common;
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[3996] | 25 |
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[5491] | 26 | namespace HeuristicLab.Problems.DataAnalysis {
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[14801] | 27 | public class OnlineMeanSquaredErrorCalculator : DeepCloneable, IOnlineCalculator {
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[3996] | 28 |
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| 29 | private double sse;
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| 30 | private int n;
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| 31 | public double MeanSquaredError {
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| 32 | get {
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[5746] | 33 | return n > 0 ? sse / n : 0.0;
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[3996] | 34 | }
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| 35 | }
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| 36 |
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[5942] | 37 | public OnlineMeanSquaredErrorCalculator() {
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[3996] | 38 | Reset();
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| 39 | }
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| 40 |
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[14801] | 41 | protected OnlineMeanSquaredErrorCalculator(OnlineMeanSquaredErrorCalculator original, Cloner cloner)
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| 42 | : base(original, cloner) {
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| 43 | sse = original.sse;
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| 44 | n = original.n;
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| 45 | errorState = original.errorState;
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| 46 | }
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| 47 | public override IDeepCloneable Clone(Cloner cloner) {
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| 48 | return new OnlineMeanSquaredErrorCalculator(this, cloner);
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| 49 | }
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| 50 |
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[5942] | 51 | #region IOnlineCalculator Members
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| 52 | private OnlineCalculatorError errorState;
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| 53 | public OnlineCalculatorError ErrorState {
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[5894] | 54 | get { return errorState; }
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| 55 | }
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[4022] | 56 | public double Value {
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| 57 | get { return MeanSquaredError; }
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| 58 | }
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[3996] | 59 | public void Reset() {
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| 60 | n = 0;
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| 61 | sse = 0.0;
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[5942] | 62 | errorState = OnlineCalculatorError.InsufficientElementsAdded;
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[3996] | 63 | }
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| 64 |
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| 65 | public void Add(double original, double estimated) {
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| 66 | if (double.IsNaN(estimated) || double.IsInfinity(estimated) ||
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[5942] | 67 | double.IsNaN(original) || double.IsInfinity(original) || (errorState & OnlineCalculatorError.InvalidValueAdded) > 0) {
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| 68 | errorState = errorState | OnlineCalculatorError.InvalidValueAdded;
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[5904] | 69 | } else {
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[3996] | 70 | double error = estimated - original;
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| 71 | sse += error * error;
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| 72 | n++;
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[5942] | 73 | errorState = errorState & (~OnlineCalculatorError.InsufficientElementsAdded); // n >= 1
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[3996] | 74 | }
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| 75 | }
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| 76 | #endregion
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[5500] | 77 |
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[6961] | 78 | public static double Calculate(IEnumerable<double> originalValues, IEnumerable<double> estimatedValues, out OnlineCalculatorError errorState) {
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| 79 | IEnumerator<double> originalEnumerator = originalValues.GetEnumerator();
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| 80 | IEnumerator<double> estimatedEnumerator = estimatedValues.GetEnumerator();
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[5942] | 81 | OnlineMeanSquaredErrorCalculator mseCalculator = new OnlineMeanSquaredErrorCalculator();
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[5500] | 82 |
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[5564] | 83 | // always move forward both enumerators (do not use short-circuit evaluation!)
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[6961] | 84 | while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) {
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| 85 | double original = originalEnumerator.Current;
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| 86 | double estimated = estimatedEnumerator.Current;
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[5942] | 87 | mseCalculator.Add(original, estimated);
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[5945] | 88 | if (mseCalculator.ErrorState != OnlineCalculatorError.None) break;
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[5500] | 89 | }
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| 90 |
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[5564] | 91 | // check if both enumerators are at the end to make sure both enumerations have the same length
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[5945] | 92 | if (mseCalculator.ErrorState == OnlineCalculatorError.None &&
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[6961] | 93 | (estimatedEnumerator.MoveNext() || originalEnumerator.MoveNext())) {
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[6964] | 94 | throw new ArgumentException("Number of elements in originalValues and estimatedValues enumerations doesn't match.");
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[5500] | 95 | } else {
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[5942] | 96 | errorState = mseCalculator.ErrorState;
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| 97 | return mseCalculator.MeanSquaredError;
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[5500] | 98 | }
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| 99 | }
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[3996] | 100 | }
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| 101 | }
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