1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2009 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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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.Collections.Generic;
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23 | using System.Linq;
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24 | using HeuristicLab.Common;
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25 | using HeuristicLab.Core;
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26 | using HeuristicLab.Data;
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27 | using HeuristicLab.Operators;
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28 | using HeuristicLab.Parameters;
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29 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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30 | using SVM;
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31 |
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32 | namespace HeuristicLab.Problems.DataAnalysis.SupportVectorMachine {
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33 | [StorableClass]
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34 | [Item("SupportVectorMachineModelEvaluator", "Represents a operator that evaluates a support vector machine model on a data set.")]
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35 | public class SupportVectorMachineModelEvaluator : SingleSuccessorOperator {
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36 | private const string DataAnalysisProblemDataParameterName = "DataAnalysisProblemData";
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37 | private const string ModelParameterName = "SupportVectorMachineModel";
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38 | private const string SamplesStartParameterName = "SamplesStart";
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39 | private const string SamplesEndParameterName = "SamplesEnd";
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40 | private const string ValuesParameterName = "Values";
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41 |
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42 | #region parameter properties
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43 | public IValueLookupParameter<DataAnalysisProblemData> DataAnalysisProblemDataParameter {
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44 | get { return (IValueLookupParameter<DataAnalysisProblemData>)Parameters[DataAnalysisProblemDataParameterName]; }
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45 | }
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46 | public IValueLookupParameter<IntValue> SamplesStartParameter {
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47 | get { return (IValueLookupParameter<IntValue>)Parameters[SamplesStartParameterName]; }
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48 | }
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49 | public IValueLookupParameter<IntValue> SamplesEndParameter {
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50 | get { return (IValueLookupParameter<IntValue>)Parameters[SamplesEndParameterName]; }
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51 | }
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52 | public ILookupParameter<SupportVectorMachineModel> SupportVectorMachineModelParameter {
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53 | get { return (ILookupParameter<SupportVectorMachineModel>)Parameters[ModelParameterName]; }
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54 | }
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55 | public ILookupParameter<DoubleMatrix> ValuesParameter {
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56 | get { return (ILookupParameter<DoubleMatrix>)Parameters[ValuesParameterName]; }
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57 | }
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58 | #endregion
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59 | #region properties
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60 | public DataAnalysisProblemData DataAnalysisProblemData {
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61 | get { return DataAnalysisProblemDataParameter.ActualValue; }
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62 | }
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63 | public SupportVectorMachineModel SupportVectorMachineModel {
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64 | get { return SupportVectorMachineModelParameter.ActualValue; }
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65 | }
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66 | public IntValue SamplesStart {
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67 | get { return SamplesStartParameter.ActualValue; }
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68 | }
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69 | public IntValue SamplesEnd {
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70 | get { return SamplesEndParameter.ActualValue; }
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71 | }
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72 | #endregion
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73 |
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74 | [StorableConstructor]
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75 | protected SupportVectorMachineModelEvaluator(bool deserializing) : base(deserializing) { }
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76 | protected SupportVectorMachineModelEvaluator(SupportVectorMachineModelEvaluator original, Cloner cloner) : base(original, cloner) { }
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77 | public override IDeepCloneable Clone(Cloner cloner) {
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78 | return new SupportVectorMachineModelEvaluator(this, cloner);
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79 | }
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80 | public SupportVectorMachineModelEvaluator()
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81 | : base() {
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82 | Parameters.Add(new ValueLookupParameter<DataAnalysisProblemData>(DataAnalysisProblemDataParameterName, "The data analysis problem data to use for training."));
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83 | Parameters.Add(new LookupParameter<SupportVectorMachineModel>(ModelParameterName, "The result model generated by the SVM."));
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84 | Parameters.Add(new ValueLookupParameter<IntValue>(SamplesStartParameterName, "The first index of the data set partition on which the SVM model should be evaluated."));
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85 | Parameters.Add(new ValueLookupParameter<IntValue>(SamplesEndParameterName, "The last index of the data set partition on which the SVM model should be evaluated."));
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86 | Parameters.Add(new LookupParameter<DoubleMatrix>(ValuesParameterName, "A matrix of original values of the target variable and output values of the SVM model."));
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87 | }
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88 |
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89 | public override IOperation Apply() {
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90 | int start = SamplesStart.Value;
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91 | int end = SamplesEnd.Value;
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92 | IEnumerable<int> rows =
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93 | Enumerable.Range(start, end - start)
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94 | .Where(i => i < DataAnalysisProblemData.TestSamplesStart.Value || DataAnalysisProblemData.TestSamplesEnd.Value <= i);
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95 |
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96 | ValuesParameter.ActualValue = new DoubleMatrix(Evaluate(SupportVectorMachineModel, DataAnalysisProblemData, rows));
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97 | return base.Apply();
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98 | }
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99 |
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100 | public static double[,] Evaluate(SupportVectorMachineModel model, DataAnalysisProblemData problemData, IEnumerable<int> rowIndices) {
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101 | SVM.Problem problem = SupportVectorMachineUtil.CreateSvmProblem(problemData, rowIndices);
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102 | SVM.Problem scaledProblem = model.RangeTransform.Scale(problem);
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103 |
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104 | int targetVariableIndex = problemData.Dataset.GetVariableIndex(problemData.TargetVariable.Value);
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105 |
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106 | double[,] values = new double[scaledProblem.Count, 2];
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107 | var rowEnumerator = rowIndices.GetEnumerator();
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108 | for (int i = 0; i < scaledProblem.Count; i++) {
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109 | rowEnumerator.MoveNext();
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110 | values[i, 0] = problemData.Dataset[rowEnumerator.Current, targetVariableIndex];
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111 | values[i, 1] = SVM.Prediction.Predict(model.Model, scaledProblem.X[i]);
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112 | }
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113 |
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114 | return values;
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115 | }
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116 | }
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117 | }
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