[15830] | 1 | #region License Information
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| 2 | /* HeuristicLab
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[17180] | 3 | * Copyright (C) Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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[15830] | 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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| 23 | using System.Collections.Generic;
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| 24 | using System.Linq;
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| 25 | using System.Text;
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| 26 | using System.Threading;
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| 27 | using HeuristicLab.Common;
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| 28 | using HeuristicLab.Core;
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| 29 | using HeuristicLab.Optimization;
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| 30 | using HeuristicLab.Problems.DataAnalysis;
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[16847] | 31 | using HEAL.Attic;
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[15830] | 32 |
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| 33 | namespace HeuristicLab.Algorithms.DataAnalysis {
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[16847] | 34 | [StorableType("425AF262-A756-4E9A-B76F-4D2480BEA4FD")]
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[17081] | 35 | public class RegressionRuleModel : RegressionModel, IDecisionTreeModel {
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[15830] | 36 | #region Properties
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| 37 | [Storable]
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| 38 | public string[] SplitAttributes { get; set; }
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| 39 | [Storable]
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| 40 | private double[] SplitValues { get; set; }
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| 41 | [Storable]
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| 42 | private Comparison[] Comparisons { get; set; }
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| 43 | [Storable]
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| 44 | private IRegressionModel RuleModel { get; set; }
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| 45 | [Storable]
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| 46 | private IReadOnlyList<string> variables;
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| 47 | #endregion
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| 48 |
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| 49 | #region HLConstructors
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| 50 | [StorableConstructor]
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[16847] | 51 | protected RegressionRuleModel(StorableConstructorFlag _) : base(_) { }
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[15830] | 52 | protected RegressionRuleModel(RegressionRuleModel original, Cloner cloner) : base(original, cloner) {
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| 53 | if (original.SplitAttributes != null) SplitAttributes = original.SplitAttributes.ToArray();
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| 54 | if (original.SplitValues != null) SplitValues = original.SplitValues.ToArray();
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| 55 | if (original.Comparisons != null) Comparisons = original.Comparisons.ToArray();
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| 56 | RuleModel = cloner.Clone(original.RuleModel);
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| 57 | if (original.variables != null) variables = original.variables.ToList();
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| 58 | }
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| 59 | private RegressionRuleModel(string target) : base(target) { }
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| 60 | public override IDeepCloneable Clone(Cloner cloner) {
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| 61 | return new RegressionRuleModel(this, cloner);
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| 62 | }
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| 63 | #endregion
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| 64 |
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| 65 | internal static RegressionRuleModel CreateRuleModel(string target, RegressionTreeParameters regressionTreeParams) {
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| 66 | return regressionTreeParams.LeafModel.ProvidesConfidence ? new ConfidenceRegressionRuleModel(target) : new RegressionRuleModel(target);
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| 67 | }
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| 68 |
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| 69 | #region IRegressionModel
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| 70 | public override IEnumerable<string> VariablesUsedForPrediction {
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| 71 | get { return variables; }
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| 72 | }
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| 73 |
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| 74 | public override IEnumerable<double> GetEstimatedValues(IDataset dataset, IEnumerable<int> rows) {
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| 75 | if (RuleModel == null) throw new NotSupportedException("The model has not been built correctly");
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| 76 | return RuleModel.GetEstimatedValues(dataset, rows);
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| 77 | }
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| 78 |
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| 79 | public override IRegressionSolution CreateRegressionSolution(IRegressionProblemData problemData) {
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| 80 | return new RegressionSolution(this, problemData);
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| 81 | }
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| 82 | #endregion
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| 83 |
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| 84 | public void Build(IReadOnlyList<int> trainingRows, IReadOnlyList<int> pruningRows, IScope statescope, ResultCollection results, CancellationToken cancellationToken) {
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[17080] | 85 | var regressionTreeParams = (RegressionTreeParameters)statescope.Variables[DecisionTreeRegression.RegressionTreeParameterVariableName].Value;
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[15830] | 86 | variables = regressionTreeParams.AllowedInputVariables.ToList();
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| 87 |
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| 88 | //build tree and select node with maximum coverage
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| 89 | var tree = RegressionNodeTreeModel.CreateTreeModel(regressionTreeParams.TargetVariable, regressionTreeParams);
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[16847] | 90 | tree.BuildModel(trainingRows, pruningRows, statescope, results, cancellationToken);
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[15830] | 91 | var nodeModel = tree.Root.EnumerateNodes().Where(x => x.IsLeaf).MaxItems(x => x.NumSamples).First();
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| 92 |
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| 93 | var satts = new List<string>();
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| 94 | var svals = new List<double>();
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| 95 | var reops = new List<Comparison>();
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| 96 |
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[16847] | 97 | //extract splits
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[15830] | 98 | for (var temp = nodeModel; temp.Parent != null; temp = temp.Parent) {
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| 99 | satts.Add(temp.Parent.SplitAttribute);
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| 100 | svals.Add(temp.Parent.SplitValue);
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| 101 | reops.Add(temp.Parent.Left == temp ? Comparison.LessEqual : Comparison.Greater);
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| 102 | }
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| 103 | Comparisons = reops.ToArray();
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| 104 | SplitAttributes = satts.ToArray();
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| 105 | SplitValues = svals.ToArray();
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| 106 | int np;
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| 107 | RuleModel = regressionTreeParams.LeafModel.BuildModel(trainingRows.Union(pruningRows).Where(r => Covers(regressionTreeParams.Data, r)).ToArray(), regressionTreeParams, cancellationToken, out np);
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| 108 | }
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| 109 |
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| 110 | public void Update(IReadOnlyList<int> rows, IScope statescope, CancellationToken cancellationToken) {
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[17080] | 111 | var regressionTreeParams = (RegressionTreeParameters)statescope.Variables[DecisionTreeRegression.RegressionTreeParameterVariableName].Value;
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[15830] | 112 | int np;
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| 113 | RuleModel = regressionTreeParams.LeafModel.BuildModel(rows, regressionTreeParams, cancellationToken, out np);
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| 114 | }
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| 115 |
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| 116 | public bool Covers(IDataset dataset, int row) {
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| 117 | return !SplitAttributes.Where((t, i) => !Comparisons[i].Compare(dataset.GetDoubleValue(t, row), SplitValues[i])).Any();
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| 118 | }
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| 119 |
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| 120 | public string ToCompactString() {
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| 121 | var mins = new Dictionary<string, double>();
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| 122 | var maxs = new Dictionary<string, double>();
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| 123 | for (var i = 0; i < SplitAttributes.Length; i++) {
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| 124 | var n = SplitAttributes[i];
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| 125 | var v = SplitValues[i];
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| 126 | if (!mins.ContainsKey(n)) mins.Add(n, double.NegativeInfinity);
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| 127 | if (!maxs.ContainsKey(n)) maxs.Add(n, double.PositiveInfinity);
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| 128 | if (Comparisons[i] == Comparison.LessEqual) maxs[n] = Math.Min(maxs[n], v);
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| 129 | else mins[n] = Math.Max(mins[n], v);
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| 130 | }
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| 131 | if (maxs.Count == 0) return "";
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| 132 | var s = new StringBuilder();
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| 133 | foreach (var key in maxs.Keys)
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| 134 | s.Append(string.Format("{0} ∈ [{1:e2}; {2:e2}] && ", key, mins[key], maxs[key]));
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| 135 | s.Remove(s.Length - 4, 4);
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| 136 | return s.ToString();
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| 137 | }
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| 138 |
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[16847] | 139 | [StorableType("7302AA30-9F58-42F3-BF6A-ECF1536508AB")]
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[15830] | 140 | private sealed class ConfidenceRegressionRuleModel : RegressionRuleModel, IConfidenceRegressionModel {
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| 141 | #region HLConstructors
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| 142 | [StorableConstructor]
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[16847] | 143 | private ConfidenceRegressionRuleModel(StorableConstructorFlag _) : base(_) { }
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[15830] | 144 | private ConfidenceRegressionRuleModel(ConfidenceRegressionRuleModel original, Cloner cloner) : base(original, cloner) { }
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| 145 | public ConfidenceRegressionRuleModel(string targetAttr) : base(targetAttr) { }
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| 146 | public override IDeepCloneable Clone(Cloner cloner) {
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| 147 | return new ConfidenceRegressionRuleModel(this, cloner);
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| 148 | }
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| 149 | #endregion
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| 150 |
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| 151 | public IEnumerable<double> GetEstimatedVariances(IDataset dataset, IEnumerable<int> rows) {
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| 152 | return ((IConfidenceRegressionModel)RuleModel).GetEstimatedVariances(dataset, rows);
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| 153 | }
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| 154 |
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| 155 | public override IRegressionSolution CreateRegressionSolution(IRegressionProblemData problemData) {
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| 156 | return new ConfidenceRegressionSolution(this, problemData);
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| 157 | }
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| 158 | }
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| 159 | }
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| 160 |
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[16847] | 161 | [StorableType("152DECE4-2692-4D53-B290-974806ADCD72")]
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[15830] | 162 | internal enum Comparison {
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| 163 | LessEqual,
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| 164 | Greater
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| 165 | }
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| 166 |
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| 167 | internal static class ComparisonExtentions {
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| 168 | public static bool Compare(this Comparison op, double x, double y) {
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| 169 | switch (op) {
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| 170 | case Comparison.Greater:
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| 171 | return x > y;
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| 172 | case Comparison.LessEqual:
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| 173 | return x <= y;
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| 174 | default:
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| 175 | throw new ArgumentOutOfRangeException(op.ToString(), op, null);
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| 176 | }
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| 177 | }
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| 178 | }
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| 179 | } |
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