#region License Information
/* HeuristicLab
* Copyright (C) 2002-2010 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 HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Optimization;
using HeuristicLab.Parameters;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Problems.DataAnalysis;
using HeuristicLab.Problems.DataAnalysis.Evaluators;
using HeuristicLab.Problems.DataAnalysis.Regression.SupportVectorRegression;
using HeuristicLab.Problems.DataAnalysis.SupportVectorMachine;
namespace HeuristicLab.Algorithms.DataAnalysis {
///
/// A support vector machine.
///
[Item("Support Vector Machine", "Support vector machine data analysis algorithm.")]
[Creatable("Data Analysis")]
[StorableClass]
public sealed class SupportVectorMachine : EngineAlgorithm {
private const string TrainingSamplesStartParameterName = "Training start";
private const string TrainingSamplesEndParameterName = "Training end";
private const string DataAnalysisProblemDataParameterName = "DataAnalysisProblemData";
private const string SvmTypeParameterName = "SvmType";
private const string KernelTypeParameterName = "KernelType";
private const string CostParameterName = "Cost";
private const string NuParameterName = "Nu";
private const string GammaParameterName = "Gamma";
private const string EpsilonParameterName = "Epsilon";
private const string ModelParameterName = "SupportVectorMachineModel";
#region Problem Properties
public override Type ProblemType {
get { return typeof(DataAnalysisProblem); }
}
public new DataAnalysisProblem Problem {
get { return (DataAnalysisProblem)base.Problem; }
set { base.Problem = value; }
}
#endregion
#region parameter properties
public IValueParameter TrainingSamplesStartParameter {
get { return (IValueParameter)Parameters[TrainingSamplesStartParameterName]; }
}
public IValueParameter TrainingSamplesEndParameter {
get { return (IValueParameter)Parameters[TrainingSamplesEndParameterName]; }
}
public IValueParameter SvmTypeParameter {
get { return (IValueParameter)Parameters[SvmTypeParameterName]; }
}
public IValueParameter KernelTypeParameter {
get { return (IValueParameter)Parameters[KernelTypeParameterName]; }
}
public IValueParameter NuParameter {
get { return (IValueParameter)Parameters[NuParameterName]; }
}
public IValueParameter CostParameter {
get { return (IValueParameter)Parameters[CostParameterName]; }
}
public IValueParameter GammaParameter {
get { return (IValueParameter)Parameters[GammaParameterName]; }
}
public IValueParameter EpsilonParameter {
get { return (IValueParameter)Parameters[EpsilonParameterName]; }
}
#endregion
[Storable]
private SupportVectorMachineModelCreator solutionCreator;
[Storable]
private SupportVectorMachineModelEvaluator evaluator;
[Storable]
private SimpleMSEEvaluator mseEvaluator;
[Storable]
private BestSupportVectorRegressionSolutionAnalyzer analyzer;
public SupportVectorMachine()
: base() {
#region svm types
StringValue cSvcType = new StringValue("C_SVC").AsReadOnly();
StringValue nuSvcType = new StringValue("NU_SVC").AsReadOnly();
StringValue eSvrType = new StringValue("EPSILON_SVR").AsReadOnly();
StringValue nuSvrType = new StringValue("NU_SVR").AsReadOnly();
ItemSet allowedSvmTypes = new ItemSet();
allowedSvmTypes.Add(cSvcType);
allowedSvmTypes.Add(nuSvcType);
allowedSvmTypes.Add(eSvrType);
allowedSvmTypes.Add(nuSvrType);
#endregion
#region kernel types
StringValue rbfKernelType = new StringValue("RBF").AsReadOnly();
StringValue linearKernelType = new StringValue("LINEAR").AsReadOnly();
StringValue polynomialKernelType = new StringValue("POLY").AsReadOnly();
StringValue sigmoidKernelType = new StringValue("SIGMOID").AsReadOnly();
ItemSet allowedKernelTypes = new ItemSet();
allowedKernelTypes.Add(rbfKernelType);
allowedKernelTypes.Add(linearKernelType);
allowedKernelTypes.Add(polynomialKernelType);
allowedKernelTypes.Add(sigmoidKernelType);
#endregion
Parameters.Add(new ValueParameter(TrainingSamplesStartParameterName, "The first index of the data set partition to use for training."));
Parameters.Add(new ValueParameter(TrainingSamplesEndParameterName, "The last index of the data set partition to use for training."));
Parameters.Add(new ConstrainedValueParameter(SvmTypeParameterName, "The type of SVM to use.", allowedSvmTypes, nuSvrType));
Parameters.Add(new ConstrainedValueParameter(KernelTypeParameterName, "The kernel type to use for the SVM.", allowedKernelTypes, rbfKernelType));
Parameters.Add(new ValueParameter(NuParameterName, "The value of the nu parameter nu-SVC, one-class SVM and nu-SVR.", new DoubleValue(0.5)));
Parameters.Add(new ValueParameter(CostParameterName, "The value of the C (cost) parameter of C-SVC, epsilon-SVR and nu-SVR.", new DoubleValue(1.0)));
Parameters.Add(new ValueParameter(GammaParameterName, "The value of the gamma parameter in the kernel function.", new DoubleValue(1.0)));
Parameters.Add(new ValueLookupParameter(EpsilonParameterName, "The value of the epsilon parameter (only for epsilon-SVR).", new DoubleValue(1.0)));
solutionCreator = new SupportVectorMachineModelCreator();
evaluator = new SupportVectorMachineModelEvaluator();
mseEvaluator = new SimpleMSEEvaluator();
analyzer = new BestSupportVectorRegressionSolutionAnalyzer();
OperatorGraph.InitialOperator = solutionCreator;
solutionCreator.Successor = evaluator;
evaluator.Successor = mseEvaluator;
mseEvaluator.Successor = analyzer;
Initialize();
}
[StorableConstructor]
private SupportVectorMachine(bool deserializing) : base(deserializing) { }
public override IDeepCloneable Clone(Cloner cloner) {
SupportVectorMachine clone = (SupportVectorMachine)base.Clone(cloner);
clone.solutionCreator = (SupportVectorMachineModelCreator)cloner.Clone(solutionCreator);
clone.evaluator = (SupportVectorMachineModelEvaluator)cloner.Clone(evaluator);
clone.mseEvaluator = (SimpleMSEEvaluator)cloner.Clone(mseEvaluator);
clone.analyzer = (BestSupportVectorRegressionSolutionAnalyzer)cloner.Clone(analyzer);
clone.Initialize();
return clone;
}
public override void Prepare() {
if (Problem != null) base.Prepare();
}
protected override void Problem_Reset(object sender, EventArgs e) {
UpdateAlgorithmParameters();
base.Problem_Reset(sender, e);
}
#region Events
protected override void OnProblemChanged() {
solutionCreator.DataAnalysisProblemDataParameter.ActualName = Problem.DataAnalysisProblemDataParameter.Name;
evaluator.DataAnalysisProblemDataParameter.ActualName = Problem.DataAnalysisProblemDataParameter.Name;
analyzer.ProblemDataParameter.ActualName = Problem.DataAnalysisProblemDataParameter.Name;
UpdateAlgorithmParameters();
Problem.Reset += new EventHandler(Problem_Reset);
base.OnProblemChanged();
}
#endregion
#region Helpers
[StorableHook(HookType.AfterDeserialization)]
private void Initialize() {
solutionCreator.SvmTypeParameter.ActualName = SvmTypeParameter.Name;
solutionCreator.KernelTypeParameter.ActualName = KernelTypeParameter.Name;
solutionCreator.CostParameter.ActualName = CostParameter.Name;
solutionCreator.GammaParameter.ActualName = GammaParameter.Name;
solutionCreator.NuParameter.ActualName = NuParameter.Name;
solutionCreator.SamplesStartParameter.ActualName = TrainingSamplesStartParameter.Name;
solutionCreator.SamplesEndParameter.ActualName = TrainingSamplesEndParameter.Name;
evaluator.SamplesStartParameter.ActualName = TrainingSamplesStartParameter.Name;
evaluator.SamplesEndParameter.ActualName = TrainingSamplesEndParameter.Name;
evaluator.SupportVectorMachineModelParameter.ActualName = solutionCreator.SupportVectorMachineModelParameter.ActualName;
evaluator.ValuesParameter.ActualName = "Training values";
mseEvaluator.ValuesParameter.ActualName = "Training values";
mseEvaluator.MeanSquaredErrorParameter.ActualName = "Training MSE";
analyzer.SupportVectorRegressionModelParameter.ActualName = solutionCreator.SupportVectorMachineModelParameter.ActualName;
analyzer.SupportVectorRegressionModelParameter.Depth = 0;
analyzer.QualityParameter.ActualName = mseEvaluator.MeanSquaredErrorParameter.ActualName;
analyzer.QualityParameter.Depth = 0;
if (Problem != null) {
solutionCreator.DataAnalysisProblemDataParameter.ActualName = Problem.DataAnalysisProblemDataParameter.Name;
evaluator.DataAnalysisProblemDataParameter.ActualName = Problem.DataAnalysisProblemDataParameter.Name;
analyzer.ProblemDataParameter.ActualName = Problem.DataAnalysisProblemDataParameter.Name;
Problem.Reset += new EventHandler(Problem_Reset);
}
}
private void UpdateAlgorithmParameters() {
TrainingSamplesStartParameter.ActualValue = Problem.DataAnalysisProblemData.TrainingSamplesStart;
TrainingSamplesEndParameter.ActualValue = Problem.DataAnalysisProblemData.TrainingSamplesEnd;
}
#endregion
}
}