#region License Information
/* HeuristicLab
* Copyright (C) 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 OnlineWeightedClassificationMeanSquaredErrorCalculator : IOnlineCalculator {
private double sse;
private int n;
public double WeightedResidualsMeanSquaredError {
get {
return n > 0 ? sse / n : 0.0;
}
}
public double PositiveClassValue { get; private set; }
public double ClassValuesMax { get; private set; }
public double ClassValuesMin { get; private set; }
public double DefiniteResidualsWeight { get; private set; }
public double PositiveClassResidualsWeight { get; private set; }
public double NegativeClassesResidualsWeight { get; private set; }
public OnlineWeightedClassificationMeanSquaredErrorCalculator(double positiveClassValue, double classValuesMax, double classValuesMin,
double definiteResidualsWeight, double positiveClassResidualsWeight, double negativeClassesResidualsWeight) {
PositiveClassValue = positiveClassValue;
ClassValuesMax = classValuesMax;
ClassValuesMin = classValuesMin;
DefiniteResidualsWeight = definiteResidualsWeight;
PositiveClassResidualsWeight = positiveClassResidualsWeight;
NegativeClassesResidualsWeight = negativeClassesResidualsWeight;
Reset();
}
#region IOnlineCalculator Members
private OnlineCalculatorError errorState;
public OnlineCalculatorError ErrorState {
get { return errorState; }
}
public double Value {
get { return WeightedResidualsMeanSquaredError; }
}
public void Reset() {
n = 0;
sse = 0.0;
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 = estimated - original;
double weight;
//apply weight
if (estimated > ClassValuesMax || estimated < ClassValuesMin) {
weight = DefiniteResidualsWeight;
} else if (original.IsAlmost(PositiveClassValue)) {
weight = PositiveClassResidualsWeight;
} else {
weight = NegativeClassesResidualsWeight;
}
sse += error * error * weight;
n++;
errorState = errorState & (~OnlineCalculatorError.InsufficientElementsAdded); // n >= 1
}
}
#endregion
public static double Calculate(IEnumerable originalValues, IEnumerable estimatedValues, double positiveClassValue, double classValuesMax, double classValuesMin,
double definiteResidualsWeight, double positiveClassResidualsWeight, double negativeClassesResidualsWeight, out OnlineCalculatorError errorState) {
IEnumerator originalEnumerator = originalValues.GetEnumerator();
IEnumerator estimatedEnumerator = estimatedValues.GetEnumerator();
OnlineWeightedClassificationMeanSquaredErrorCalculator calculator = new OnlineWeightedClassificationMeanSquaredErrorCalculator(positiveClassValue, classValuesMax, classValuesMin, definiteResidualsWeight, positiveClassResidualsWeight, negativeClassesResidualsWeight);
// always move forward both enumerators (do not use short-circuit evaluation!)
while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) {
double original = originalEnumerator.Current;
double estimated = estimatedEnumerator.Current;
calculator.Add(original, estimated);
if (calculator.ErrorState != OnlineCalculatorError.None) break;
}
// check if both enumerators are at the end to make sure both enumerations have the same length
if (calculator.ErrorState == OnlineCalculatorError.None &&
(estimatedEnumerator.MoveNext() || originalEnumerator.MoveNext())) {
throw new ArgumentException("Number of elements in originalValues and estimatedValues enumerations doesn't match.");
} else {
errorState = calculator.ErrorState;
return calculator.WeightedResidualsMeanSquaredError;
}
}
}
}