1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2016 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;
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23 | using System.Collections.Generic;
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24 | using System.Drawing;
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25 | using System.Linq;
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26 | using System.Threading;
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27 | using HeuristicLab.Collections;
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28 | using HeuristicLab.Common;
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29 | using HeuristicLab.Core;
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30 | using HeuristicLab.Data;
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31 | using HeuristicLab.Optimization;
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32 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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33 | using HeuristicLab.Problems.DataAnalysis;
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34 | using HeuristicLab.Problems.DataAnalysis.Symbolic;
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35 | using HeuristicLab.Random;
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36 |
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37 | namespace HeuristicLab.Algorithms.DataAnalysis {
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38 | [Item("Cross Validation (CV)", "Cross-validation wrapper for data analysis algorithms.")]
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39 | [Creatable(CreatableAttribute.Categories.DataAnalysis, Priority = 100)]
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40 | [StorableClass]
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41 | public sealed class CrossValidation : ParameterizedNamedItem, IAlgorithm, IStorableContent {
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42 | private IDataAnalysisProblemData shuffledProblemData;
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43 |
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44 | public CrossValidation()
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45 | : base() {
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46 | name = ItemName;
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47 | description = ItemDescription;
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48 |
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49 | executionState = ExecutionState.Stopped;
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50 | runs = new RunCollection { OptimizerName = name };
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51 | runsCounter = 0;
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52 |
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53 | algorithm = null;
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54 | clonedAlgorithms = new ItemCollection<IAlgorithm>();
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55 | results = new ResultCollection();
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56 |
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57 | folds = new IntValue(2);
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58 | numberOfWorkers = new IntValue(1);
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59 | samplesStart = new IntValue(0);
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60 | samplesEnd = new IntValue(0);
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61 | shuffleSamples = new BoolValue(false);
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62 | storeAlgorithmInEachRun = false;
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63 |
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64 | RegisterEvents();
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65 | if (Algorithm != null) RegisterAlgorithmEvents();
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66 | }
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67 |
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68 | public string Filename { get; set; }
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69 |
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70 | #region persistence and cloning
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71 | [StorableConstructor]
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72 | private CrossValidation(bool deserializing)
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73 | : base(deserializing) {
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74 | }
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75 | [StorableHook(HookType.AfterDeserialization)]
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76 | private void AfterDeserialization() {
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77 | RegisterEvents();
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78 | if (Algorithm != null) RegisterAlgorithmEvents();
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79 | }
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80 |
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81 | private CrossValidation(CrossValidation original, Cloner cloner)
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82 | : base(original, cloner) {
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83 | executionState = original.executionState;
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84 | storeAlgorithmInEachRun = original.storeAlgorithmInEachRun;
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85 | runs = cloner.Clone(original.runs);
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86 | runsCounter = original.runsCounter;
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87 | algorithm = cloner.Clone(original.algorithm);
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88 | clonedAlgorithms = cloner.Clone(original.clonedAlgorithms);
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89 | results = cloner.Clone(original.results);
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90 |
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91 | folds = cloner.Clone(original.folds);
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92 | numberOfWorkers = cloner.Clone(original.numberOfWorkers);
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93 | samplesStart = cloner.Clone(original.samplesStart);
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94 | samplesEnd = cloner.Clone(original.samplesEnd);
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95 | shuffleSamples = cloner.Clone(original.shuffleSamples);
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96 | RegisterEvents();
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97 | if (Algorithm != null) RegisterAlgorithmEvents();
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98 | }
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99 | public override IDeepCloneable Clone(Cloner cloner) {
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100 | return new CrossValidation(this, cloner);
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101 | }
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102 |
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103 | #endregion
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104 |
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105 | #region properties
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106 | [Storable]
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107 | private IAlgorithm algorithm;
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108 | public IAlgorithm Algorithm {
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109 | get { return algorithm; }
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110 | set {
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111 | if (ExecutionState != ExecutionState.Prepared && ExecutionState != ExecutionState.Stopped)
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112 | throw new InvalidOperationException("Changing the algorithm is only allowed if the CrossValidation is stopped or prepared.");
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113 | if (algorithm != value) {
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114 | if (value != null && value.Problem != null && !(value.Problem is IDataAnalysisProblem))
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115 | throw new ArgumentException("Only algorithms with a DataAnalysisProblem could be used for the cross validation.");
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116 | if (algorithm != null) DeregisterAlgorithmEvents();
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117 | algorithm = value;
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118 | Parameters.Clear();
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119 |
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120 | if (algorithm != null) {
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121 | algorithm.StoreAlgorithmInEachRun = false;
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122 | RegisterAlgorithmEvents();
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123 | algorithm.Prepare(true);
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124 | Parameters.AddRange(algorithm.Parameters);
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125 | }
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126 | OnAlgorithmChanged();
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127 | Prepare();
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128 | }
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129 | }
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130 | }
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131 |
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132 |
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133 | [Storable]
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134 | private IDataAnalysisProblem problem;
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135 | public IDataAnalysisProblem Problem {
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136 | get {
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137 | if (algorithm == null)
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138 | return null;
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139 | return (IDataAnalysisProblem)algorithm.Problem;
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140 | }
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141 | set {
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142 | if (ExecutionState != ExecutionState.Prepared && ExecutionState != ExecutionState.Stopped)
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143 | throw new InvalidOperationException("Changing the problem is only allowed if the CrossValidation is stopped or prepared.");
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144 | if (algorithm == null) throw new ArgumentNullException("Could not set a problem before an algorithm was set.");
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145 | algorithm.Problem = value;
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146 | problem = value;
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147 | }
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148 | }
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149 |
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150 | IProblem IAlgorithm.Problem {
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151 | get { return Problem; }
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152 | set {
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153 | if (value != null && !ProblemType.IsInstanceOfType(value))
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154 | throw new ArgumentException("Only DataAnalysisProblems could be used for the cross validation.");
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155 | Problem = (IDataAnalysisProblem)value;
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156 | }
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157 | }
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158 | public Type ProblemType {
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159 | get { return typeof(IDataAnalysisProblem); }
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160 | }
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161 |
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162 | [Storable]
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163 | private ItemCollection<IAlgorithm> clonedAlgorithms;
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164 |
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165 | public IEnumerable<IOptimizer> NestedOptimizers {
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166 | get {
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167 | if (Algorithm == null) yield break;
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168 | yield return Algorithm;
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169 | }
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170 | }
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171 |
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172 | [Storable]
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173 | private ResultCollection results;
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174 | public ResultCollection Results {
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175 | get { return results; }
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176 | }
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177 | [Storable]
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178 | private BoolValue shuffleSamples;
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179 | public BoolValue ShuffleSamples {
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180 | get { return shuffleSamples; }
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181 | }
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182 | [Storable]
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183 | private IntValue folds;
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184 | public IntValue Folds {
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185 | get { return folds; }
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186 | }
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187 | [Storable]
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188 | private IntValue samplesStart;
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189 | public IntValue SamplesStart {
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190 | get { return samplesStart; }
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191 | }
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192 | [Storable]
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193 | private IntValue samplesEnd;
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194 | public IntValue SamplesEnd {
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195 | get { return samplesEnd; }
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196 | }
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197 | [Storable]
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198 | private IntValue numberOfWorkers;
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199 | public IntValue NumberOfWorkers {
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200 | get { return numberOfWorkers; }
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201 | }
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202 |
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203 | [Storable]
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204 | private bool storeAlgorithmInEachRun;
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205 | public bool StoreAlgorithmInEachRun {
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206 | get { return storeAlgorithmInEachRun; }
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207 | set {
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208 | if (storeAlgorithmInEachRun != value) {
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209 | storeAlgorithmInEachRun = value;
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210 | OnStoreAlgorithmInEachRunChanged();
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211 | }
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212 | }
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213 | }
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214 |
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215 | [Storable]
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216 | private int runsCounter;
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217 | [Storable]
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218 | private RunCollection runs;
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219 | public RunCollection Runs {
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220 | get { return runs; }
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221 | }
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222 |
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223 | [Storable]
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224 | private ExecutionState executionState;
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225 | public ExecutionState ExecutionState {
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226 | get { return executionState; }
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227 | private set {
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228 | if (executionState != value) {
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229 | executionState = value;
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230 | OnExecutionStateChanged();
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231 | OnItemImageChanged();
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232 | }
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233 | }
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234 | }
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235 | public static new Image StaticItemImage {
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236 | get { return HeuristicLab.Common.Resources.VSImageLibrary.Event; }
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237 | }
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238 | public override Image ItemImage {
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239 | get {
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240 | if (ExecutionState == ExecutionState.Prepared) return HeuristicLab.Common.Resources.VSImageLibrary.ExecutablePrepared;
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241 | else if (ExecutionState == ExecutionState.Started) return HeuristicLab.Common.Resources.VSImageLibrary.ExecutableStarted;
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242 | else if (ExecutionState == ExecutionState.Paused) return HeuristicLab.Common.Resources.VSImageLibrary.ExecutablePaused;
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243 | else if (ExecutionState == ExecutionState.Stopped) return HeuristicLab.Common.Resources.VSImageLibrary.ExecutableStopped;
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244 | else return base.ItemImage;
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245 | }
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246 | }
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247 |
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248 | public TimeSpan ExecutionTime {
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249 | get {
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250 | if (ExecutionState != ExecutionState.Prepared)
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251 | return TimeSpan.FromMilliseconds(clonedAlgorithms.Select(x => x.ExecutionTime.TotalMilliseconds).Sum());
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252 | return TimeSpan.Zero;
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253 | }
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254 | }
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255 | #endregion
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256 |
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257 | protected override void OnNameChanged() {
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258 | base.OnNameChanged();
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259 | Runs.OptimizerName = Name;
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260 | }
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261 |
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262 | public void Prepare() {
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263 | if (ExecutionState == ExecutionState.Started)
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264 | throw new InvalidOperationException(string.Format("Prepare not allowed in execution state \"{0}\".", ExecutionState));
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265 | results.Clear();
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266 | clonedAlgorithms.Clear();
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267 | if (Algorithm != null) {
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268 | Algorithm.Prepare();
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269 | if (Algorithm.ExecutionState == ExecutionState.Prepared) OnPrepared();
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270 | }
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271 | }
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272 | public void Prepare(bool clearRuns) {
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273 | if (clearRuns) runs.Clear();
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274 | Prepare();
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275 | }
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276 |
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277 | public void Start() {
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278 | if ((ExecutionState != ExecutionState.Prepared) && (ExecutionState != ExecutionState.Paused))
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279 | throw new InvalidOperationException(string.Format("Start not allowed in execution state \"{0}\".", ExecutionState));
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280 |
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281 | if (Algorithm != null) {
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282 | //create cloned algorithms
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283 | if (clonedAlgorithms.Count == 0) {
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284 | int testSamplesCount = (SamplesEnd.Value - SamplesStart.Value) / Folds.Value;
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285 | IDataset shuffledDataset = null;
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286 | for (int i = 0; i < Folds.Value; i++) {
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287 | var cloner = new Cloner();
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288 | if (ShuffleSamples.Value) {
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289 | var dataAnalysisProblem = (IDataAnalysisProblem)algorithm.Problem;
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290 | var dataset = (Dataset)dataAnalysisProblem.ProblemData.Dataset;
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291 | shuffledDataset = shuffledDataset ?? dataset.Shuffle(new FastRandom());
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292 | cloner.RegisterClonedObject(dataset, shuffledDataset);
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293 | }
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294 | IAlgorithm clonedAlgorithm = cloner.Clone(Algorithm);
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295 | clonedAlgorithm.Name = algorithm.Name + " Fold " + i;
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296 | IDataAnalysisProblem problem = clonedAlgorithm.Problem as IDataAnalysisProblem;
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297 | ISymbolicDataAnalysisProblem symbolicProblem = problem as ISymbolicDataAnalysisProblem;
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298 |
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299 | int testStart = (i * testSamplesCount) + SamplesStart.Value;
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300 | int testEnd = (i + 1) == Folds.Value ? SamplesEnd.Value : (i + 1) * testSamplesCount + SamplesStart.Value;
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301 |
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302 | problem.ProblemData.TrainingPartition.Start = SamplesStart.Value;
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303 | problem.ProblemData.TrainingPartition.End = SamplesEnd.Value;
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304 | problem.ProblemData.TestPartition.Start = testStart;
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305 | problem.ProblemData.TestPartition.End = testEnd;
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306 | DataAnalysisProblemData problemData = problem.ProblemData as DataAnalysisProblemData;
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307 | if (problemData != null) {
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308 | problemData.TrainingPartitionParameter.Hidden = false;
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309 | problemData.TestPartitionParameter.Hidden = false;
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310 | }
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311 |
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312 | if (symbolicProblem != null) {
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313 | symbolicProblem.FitnessCalculationPartition.Start = SamplesStart.Value;
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314 | symbolicProblem.FitnessCalculationPartition.End = SamplesEnd.Value;
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315 | }
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316 | clonedAlgorithm.Prepare();
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317 | clonedAlgorithms.Add(clonedAlgorithm);
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318 | }
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319 | // save the shuffled problem data because it is necessary when creating the ensemble solution
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320 | if (shuffledProblemData == null && shuffledDataset != null) {
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321 | var dataAnalysisProblem = (IDataAnalysisProblem)algorithm.Problem;
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322 | var dataset = (Dataset)dataAnalysisProblem.ProblemData.Dataset;
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323 | var cloner = new Cloner();
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324 | cloner.RegisterClonedObject(dataset, shuffledDataset);
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325 | shuffledProblemData = cloner.Clone(dataAnalysisProblem.ProblemData);
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326 | }
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327 | }
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328 |
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329 | //start prepared or paused cloned algorithms
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330 | int startedAlgorithms = 0;
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331 | foreach (IAlgorithm clonedAlgorithm in clonedAlgorithms) {
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332 | if (startedAlgorithms < NumberOfWorkers.Value) {
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333 | if (clonedAlgorithm.ExecutionState == ExecutionState.Prepared ||
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334 | clonedAlgorithm.ExecutionState == ExecutionState.Paused) {
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335 |
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336 | // start and wait until the alg is started
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337 | using (var signal = new ManualResetEvent(false)) {
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338 | EventHandler signalSetter = (sender, args) => { signal.Set(); };
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339 | clonedAlgorithm.Started += signalSetter;
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340 | clonedAlgorithm.Start();
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341 | signal.WaitOne();
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342 | clonedAlgorithm.Started -= signalSetter;
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343 |
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344 | startedAlgorithms++;
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345 | }
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346 | }
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347 | }
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348 | }
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349 | OnStarted();
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350 | }
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351 | }
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352 |
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353 | private bool pausePending;
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354 | public void Pause() {
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355 | if (ExecutionState != ExecutionState.Started)
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356 | throw new InvalidOperationException(string.Format("Pause not allowed in execution state \"{0}\".", ExecutionState));
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357 | if (!pausePending) {
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358 | pausePending = true;
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359 | PauseAllClonedAlgorithms();
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360 | }
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361 | }
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362 | private void PauseAllClonedAlgorithms() {
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363 | foreach (IAlgorithm clonedAlgorithm in clonedAlgorithms) {
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364 | if (clonedAlgorithm.ExecutionState == ExecutionState.Started)
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365 | clonedAlgorithm.Pause();
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366 | }
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367 | }
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368 |
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369 | private bool stopPending;
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370 | public void Stop() {
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371 | if ((ExecutionState != ExecutionState.Started) && (ExecutionState != ExecutionState.Paused))
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372 | throw new InvalidOperationException(string.Format("Stop not allowed in execution state \"{0}\".",
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373 | ExecutionState));
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374 | if (!stopPending) {
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375 | stopPending = true;
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376 | StopAllClonedAlgorithms();
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377 | }
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378 | }
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379 | private void StopAllClonedAlgorithms() {
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380 | foreach (IAlgorithm clonedAlgorithm in clonedAlgorithms) {
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381 | if (clonedAlgorithm.ExecutionState == ExecutionState.Started ||
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382 | clonedAlgorithm.ExecutionState == ExecutionState.Paused)
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383 | clonedAlgorithm.Stop();
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384 | }
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385 | }
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386 |
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387 | #region collect parameters and results
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388 | public override void CollectParameterValues(IDictionary<string, IItem> values) {
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389 | values.Add("Algorithm Name", new StringValue(Name));
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390 | values.Add("Algorithm Type", new StringValue(GetType().GetPrettyName()));
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391 | values.Add("Folds", new IntValue(Folds.Value));
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392 |
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393 | if (algorithm != null) {
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394 | values.Add("CrossValidation Algorithm Name", new StringValue(Algorithm.Name));
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395 | values.Add("CrossValidation Algorithm Type", new StringValue(Algorithm.GetType().GetPrettyName()));
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396 | base.CollectParameterValues(values);
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397 | }
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398 | if (Problem != null) {
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399 | values.Add("Problem Name", new StringValue(Problem.Name));
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400 | values.Add("Problem Type", new StringValue(Problem.GetType().GetPrettyName()));
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401 | Problem.CollectParameterValues(values);
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402 | }
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403 | }
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404 |
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405 | public void CollectResultValues(IDictionary<string, IItem> results) {
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406 | var clonedResults = (ResultCollection)this.results.Clone();
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407 | foreach (var result in clonedResults) {
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408 | results.Add(result.Name, result.Value);
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409 | }
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410 | }
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411 |
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412 | private void AggregateResultValues(IDictionary<string, IItem> results) {
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413 | IEnumerable<IRun> runs = clonedAlgorithms.Select(alg => alg.Runs.FirstOrDefault()).Where(run => run != null);
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414 | IEnumerable<KeyValuePair<string, IItem>> resultCollections = runs.Where(x => x != null).SelectMany(x => x.Results).ToList();
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415 |
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416 | foreach (IResult result in ExtractAndAggregateResults<IntValue>(resultCollections))
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417 | results.Add(result.Name, result.Value);
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418 | foreach (IResult result in ExtractAndAggregateResults<DoubleValue>(resultCollections))
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419 | results.Add(result.Name, result.Value);
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420 | foreach (IResult result in ExtractAndAggregateResults<PercentValue>(resultCollections))
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421 | results.Add(result.Name, result.Value);
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422 | foreach (IResult result in ExtractAndAggregateRegressionSolutions(resultCollections)) {
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423 | results.Add(result.Name, result.Value);
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424 | }
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425 | foreach (IResult result in ExtractAndAggregateClassificationSolutions(resultCollections)) {
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426 | results.Add(result.Name, result.Value);
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427 | }
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428 | results.Add("Execution Time", new TimeSpanValue(this.ExecutionTime));
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429 | results.Add("CrossValidation Folds", new RunCollection(runs));
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430 | }
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431 |
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432 | private IEnumerable<IResult> ExtractAndAggregateRegressionSolutions(IEnumerable<KeyValuePair<string, IItem>> resultCollections) {
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433 | Dictionary<string, List<IRegressionSolution>> resultSolutions = new Dictionary<string, List<IRegressionSolution>>();
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434 | foreach (var result in resultCollections) {
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435 | var regressionSolution = result.Value as IRegressionSolution;
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436 | if (regressionSolution != null) {
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437 | if (resultSolutions.ContainsKey(result.Key)) {
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438 | resultSolutions[result.Key].Add(regressionSolution);
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439 | } else {
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440 | resultSolutions.Add(result.Key, new List<IRegressionSolution>() { regressionSolution });
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441 | }
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442 | }
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443 | }
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444 | List<IResult> aggregatedResults = new List<IResult>();
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445 | foreach (KeyValuePair<string, List<IRegressionSolution>> solutions in resultSolutions) {
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446 | // clone manually to correctly clone references between cloned root objects
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447 | Cloner cloner = new Cloner();
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448 | var problemDataClone = ShuffleSamples.Value
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449 | ? (IRegressionProblemData)cloner.Clone(shuffledProblemData)
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450 | : (IRegressionProblemData)cloner.Clone(Problem.ProblemData);
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451 | // set partitions of problem data clone correctly
|
---|
452 | problemDataClone.TrainingPartition.Start = SamplesStart.Value; problemDataClone.TrainingPartition.End = SamplesEnd.Value;
|
---|
453 | problemDataClone.TestPartition.Start = SamplesStart.Value; problemDataClone.TestPartition.End = SamplesEnd.Value;
|
---|
454 | // clone models
|
---|
455 | var ensembleSolution = new RegressionEnsembleSolution(problemDataClone);
|
---|
456 | ensembleSolution.AddRegressionSolutions(solutions.Value);
|
---|
457 |
|
---|
458 | aggregatedResults.Add(new Result(solutions.Key + " (ensemble)", ensembleSolution));
|
---|
459 | }
|
---|
460 | List<IResult> flattenedResults = new List<IResult>();
|
---|
461 | CollectResultsRecursively("", aggregatedResults, flattenedResults);
|
---|
462 | return flattenedResults;
|
---|
463 | }
|
---|
464 |
|
---|
465 | private IEnumerable<IResult> ExtractAndAggregateClassificationSolutions(IEnumerable<KeyValuePair<string, IItem>> resultCollections) {
|
---|
466 | Dictionary<string, List<IClassificationSolution>> resultSolutions = new Dictionary<string, List<IClassificationSolution>>();
|
---|
467 | foreach (var result in resultCollections) {
|
---|
468 | var classificationSolution = result.Value as IClassificationSolution;
|
---|
469 | if (classificationSolution != null) {
|
---|
470 | if (resultSolutions.ContainsKey(result.Key)) {
|
---|
471 | resultSolutions[result.Key].Add(classificationSolution);
|
---|
472 | } else {
|
---|
473 | resultSolutions.Add(result.Key, new List<IClassificationSolution>() { classificationSolution });
|
---|
474 | }
|
---|
475 | }
|
---|
476 | }
|
---|
477 | var aggregatedResults = new List<IResult>();
|
---|
478 | foreach (KeyValuePair<string, List<IClassificationSolution>> solutions in resultSolutions) {
|
---|
479 | // at least one algorithm (GBT with logistic regression loss) produces a classification solution even though the original problem is a regression problem.
|
---|
480 | var targetVariable = solutions.Value.First().ProblemData.TargetVariable;
|
---|
481 | var problemDataClone = ShuffleSamples.Value
|
---|
482 | ? new ClassificationProblemData(shuffledProblemData.Dataset, shuffledProblemData.AllowedInputVariables, targetVariable)
|
---|
483 | : new ClassificationProblemData(Problem.ProblemData.Dataset, Problem.ProblemData.AllowedInputVariables, targetVariable);
|
---|
484 | // set partitions of problem data clone correctly
|
---|
485 | problemDataClone.TrainingPartition.Start = SamplesStart.Value; problemDataClone.TrainingPartition.End = SamplesEnd.Value;
|
---|
486 | problemDataClone.TestPartition.Start = SamplesStart.Value; problemDataClone.TestPartition.End = SamplesEnd.Value;
|
---|
487 | // clone models
|
---|
488 | var ensembleSolution = new ClassificationEnsembleSolution(problemDataClone);
|
---|
489 | ensembleSolution.AddClassificationSolutions(solutions.Value);
|
---|
490 |
|
---|
491 | aggregatedResults.Add(new Result(solutions.Key + " (ensemble)", ensembleSolution));
|
---|
492 | }
|
---|
493 | List<IResult> flattenedResults = new List<IResult>();
|
---|
494 | CollectResultsRecursively("", aggregatedResults, flattenedResults);
|
---|
495 | return flattenedResults;
|
---|
496 | }
|
---|
497 |
|
---|
498 | private void CollectResultsRecursively(string path, IEnumerable<IResult> results, IList<IResult> flattenedResults) {
|
---|
499 | foreach (IResult result in results) {
|
---|
500 | flattenedResults.Add(new Result(path + result.Name, result.Value));
|
---|
501 | ResultCollection childCollection = result.Value as ResultCollection;
|
---|
502 | if (childCollection != null) {
|
---|
503 | CollectResultsRecursively(path + result.Name + ".", childCollection, flattenedResults);
|
---|
504 | }
|
---|
505 | }
|
---|
506 | }
|
---|
507 |
|
---|
508 | private static IEnumerable<IResult> ExtractAndAggregateResults<T>(IEnumerable<KeyValuePair<string, IItem>> results)
|
---|
509 | where T : class, IItem, new() {
|
---|
510 | Dictionary<string, List<double>> resultValues = new Dictionary<string, List<double>>();
|
---|
511 | foreach (var resultValue in results.Where(r => r.Value.GetType() == typeof(T))) {
|
---|
512 | if (!resultValues.ContainsKey(resultValue.Key))
|
---|
513 | resultValues[resultValue.Key] = new List<double>();
|
---|
514 | resultValues[resultValue.Key].Add(ConvertToDouble(resultValue.Value));
|
---|
515 | }
|
---|
516 |
|
---|
517 | DoubleValue doubleValue;
|
---|
518 | if (typeof(T) == typeof(PercentValue))
|
---|
519 | doubleValue = new PercentValue();
|
---|
520 | else if (typeof(T) == typeof(DoubleValue))
|
---|
521 | doubleValue = new DoubleValue();
|
---|
522 | else if (typeof(T) == typeof(IntValue))
|
---|
523 | doubleValue = new DoubleValue();
|
---|
524 | else
|
---|
525 | throw new NotSupportedException();
|
---|
526 |
|
---|
527 | List<IResult> aggregatedResults = new List<IResult>();
|
---|
528 | foreach (KeyValuePair<string, List<double>> resultValue in resultValues) {
|
---|
529 | doubleValue.Value = resultValue.Value.Average();
|
---|
530 | aggregatedResults.Add(new Result(resultValue.Key + " (average)", (IItem)doubleValue.Clone()));
|
---|
531 | doubleValue.Value = resultValue.Value.StandardDeviation();
|
---|
532 | aggregatedResults.Add(new Result(resultValue.Key + " (std.dev.)", (IItem)doubleValue.Clone()));
|
---|
533 | }
|
---|
534 | return aggregatedResults;
|
---|
535 | }
|
---|
536 |
|
---|
537 | private static double ConvertToDouble(IItem item) {
|
---|
538 | if (item is DoubleValue) return ((DoubleValue)item).Value;
|
---|
539 | else if (item is IntValue) return ((IntValue)item).Value;
|
---|
540 | else throw new NotSupportedException("Could not convert any item type to double");
|
---|
541 | }
|
---|
542 | #endregion
|
---|
543 |
|
---|
544 | #region events
|
---|
545 | private void RegisterEvents() {
|
---|
546 | Folds.ValueChanged += new EventHandler(Folds_ValueChanged);
|
---|
547 | RegisterClonedAlgorithmsEvents();
|
---|
548 | }
|
---|
549 | private void Folds_ValueChanged(object sender, EventArgs e) {
|
---|
550 | if (ExecutionState != ExecutionState.Prepared)
|
---|
551 | throw new InvalidOperationException("Can not change number of folds if the execution state is not prepared.");
|
---|
552 | }
|
---|
553 |
|
---|
554 |
|
---|
555 | #region template algorithms events
|
---|
556 | public event EventHandler AlgorithmChanged;
|
---|
557 | private void OnAlgorithmChanged() {
|
---|
558 | EventHandler handler = AlgorithmChanged;
|
---|
559 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
560 | OnProblemChanged();
|
---|
561 | if (Problem == null) ExecutionState = ExecutionState.Stopped;
|
---|
562 | }
|
---|
563 | private void RegisterAlgorithmEvents() {
|
---|
564 | algorithm.ProblemChanged += new EventHandler(Algorithm_ProblemChanged);
|
---|
565 | algorithm.ExecutionStateChanged += new EventHandler(Algorithm_ExecutionStateChanged);
|
---|
566 | if (Problem != null) {
|
---|
567 | Problem.Reset += new EventHandler(Problem_Reset);
|
---|
568 | Problem.ProblemDataChanged += Problem_ProblemDataChanged;
|
---|
569 | }
|
---|
570 | }
|
---|
571 | private void DeregisterAlgorithmEvents() {
|
---|
572 | algorithm.ProblemChanged -= new EventHandler(Algorithm_ProblemChanged);
|
---|
573 | algorithm.ExecutionStateChanged -= new EventHandler(Algorithm_ExecutionStateChanged);
|
---|
574 | if (Problem != null) {
|
---|
575 | Problem.Reset -= new EventHandler(Problem_Reset);
|
---|
576 | Problem.ProblemDataChanged -= Problem_ProblemDataChanged;
|
---|
577 | }
|
---|
578 | }
|
---|
579 | private void Algorithm_ProblemChanged(object sender, EventArgs e) {
|
---|
580 | if (algorithm.Problem != null && !(algorithm.Problem is IDataAnalysisProblem)) {
|
---|
581 | algorithm.Problem = problem;
|
---|
582 | throw new ArgumentException("A cross validation algorithm can only contain DataAnalysisProblems.");
|
---|
583 | }
|
---|
584 | if (problem != null) problem.Reset -= new EventHandler(Problem_Reset);
|
---|
585 | problem = (IDataAnalysisProblem)algorithm.Problem;
|
---|
586 | if (problem != null) problem.Reset += new EventHandler(Problem_Reset);
|
---|
587 | OnProblemChanged();
|
---|
588 | }
|
---|
589 | public event EventHandler ProblemChanged;
|
---|
590 | private void OnProblemChanged() {
|
---|
591 | EventHandler handler = ProblemChanged;
|
---|
592 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
593 | ConfigureProblem();
|
---|
594 | }
|
---|
595 | public event EventHandler ProblemDataChanged;
|
---|
596 | private void OnProblemDataChanged() {
|
---|
597 | var handler = ProblemDataChanged;
|
---|
598 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
599 | shuffledProblemData = null;
|
---|
600 | }
|
---|
601 | private void Problem_ProblemDataChanged(object sender, EventArgs e) {
|
---|
602 | OnProblemDataChanged();
|
---|
603 | }
|
---|
604 | private void Problem_Reset(object sender, EventArgs e) {
|
---|
605 | ConfigureProblem();
|
---|
606 | }
|
---|
607 | private void ConfigureProblem() {
|
---|
608 | SamplesStart.Value = 0;
|
---|
609 | if (Problem != null) {
|
---|
610 | SamplesEnd.Value = Problem.ProblemData.Dataset.Rows;
|
---|
611 |
|
---|
612 | DataAnalysisProblemData problemData = Problem.ProblemData as DataAnalysisProblemData;
|
---|
613 | if (problemData != null) {
|
---|
614 | problemData.TrainingPartitionParameter.Hidden = true;
|
---|
615 | problemData.TestPartitionParameter.Hidden = true;
|
---|
616 | }
|
---|
617 | ISymbolicDataAnalysisProblem symbolicProblem = Problem as ISymbolicDataAnalysisProblem;
|
---|
618 | if (symbolicProblem != null) {
|
---|
619 | symbolicProblem.FitnessCalculationPartitionParameter.Hidden = true;
|
---|
620 | symbolicProblem.FitnessCalculationPartition.Start = SamplesStart.Value;
|
---|
621 | symbolicProblem.FitnessCalculationPartition.End = SamplesEnd.Value;
|
---|
622 | symbolicProblem.ValidationPartitionParameter.Hidden = true;
|
---|
623 | symbolicProblem.ValidationPartition.Start = 0;
|
---|
624 | symbolicProblem.ValidationPartition.End = 0;
|
---|
625 | }
|
---|
626 | } else
|
---|
627 | SamplesEnd.Value = 0;
|
---|
628 | }
|
---|
629 |
|
---|
630 | private void Algorithm_ExecutionStateChanged(object sender, EventArgs e) {
|
---|
631 | switch (Algorithm.ExecutionState) {
|
---|
632 | case ExecutionState.Prepared:
|
---|
633 | OnPrepared();
|
---|
634 | break;
|
---|
635 | case ExecutionState.Started: throw new InvalidOperationException("Algorithm template can not be started.");
|
---|
636 | case ExecutionState.Paused: throw new InvalidOperationException("Algorithm template can not be paused.");
|
---|
637 | case ExecutionState.Stopped:
|
---|
638 | OnStopped();
|
---|
639 | break;
|
---|
640 | }
|
---|
641 | }
|
---|
642 | #endregion
|
---|
643 |
|
---|
644 | #region clonedAlgorithms events
|
---|
645 | private void RegisterClonedAlgorithmsEvents() {
|
---|
646 | clonedAlgorithms.ItemsAdded += new CollectionItemsChangedEventHandler<IAlgorithm>(ClonedAlgorithms_ItemsAdded);
|
---|
647 | clonedAlgorithms.ItemsRemoved += new CollectionItemsChangedEventHandler<IAlgorithm>(ClonedAlgorithms_ItemsRemoved);
|
---|
648 | clonedAlgorithms.CollectionReset += new CollectionItemsChangedEventHandler<IAlgorithm>(ClonedAlgorithms_CollectionReset);
|
---|
649 | foreach (IAlgorithm algorithm in clonedAlgorithms)
|
---|
650 | RegisterClonedAlgorithmEvents(algorithm);
|
---|
651 | }
|
---|
652 | private void DeregisterClonedAlgorithmsEvents() {
|
---|
653 | clonedAlgorithms.ItemsAdded -= new CollectionItemsChangedEventHandler<IAlgorithm>(ClonedAlgorithms_ItemsAdded);
|
---|
654 | clonedAlgorithms.ItemsRemoved -= new CollectionItemsChangedEventHandler<IAlgorithm>(ClonedAlgorithms_ItemsRemoved);
|
---|
655 | clonedAlgorithms.CollectionReset -= new CollectionItemsChangedEventHandler<IAlgorithm>(ClonedAlgorithms_CollectionReset);
|
---|
656 | foreach (IAlgorithm algorithm in clonedAlgorithms)
|
---|
657 | DeregisterClonedAlgorithmEvents(algorithm);
|
---|
658 | }
|
---|
659 | private void ClonedAlgorithms_ItemsAdded(object sender, CollectionItemsChangedEventArgs<IAlgorithm> e) {
|
---|
660 | foreach (IAlgorithm algorithm in e.Items)
|
---|
661 | RegisterClonedAlgorithmEvents(algorithm);
|
---|
662 | }
|
---|
663 | private void ClonedAlgorithms_ItemsRemoved(object sender, CollectionItemsChangedEventArgs<IAlgorithm> e) {
|
---|
664 | foreach (IAlgorithm algorithm in e.Items)
|
---|
665 | DeregisterClonedAlgorithmEvents(algorithm);
|
---|
666 | }
|
---|
667 | private void ClonedAlgorithms_CollectionReset(object sender, CollectionItemsChangedEventArgs<IAlgorithm> e) {
|
---|
668 | foreach (IAlgorithm algorithm in e.OldItems)
|
---|
669 | DeregisterClonedAlgorithmEvents(algorithm);
|
---|
670 | foreach (IAlgorithm algorithm in e.Items)
|
---|
671 | RegisterClonedAlgorithmEvents(algorithm);
|
---|
672 | }
|
---|
673 | private void RegisterClonedAlgorithmEvents(IAlgorithm algorithm) {
|
---|
674 | algorithm.ExceptionOccurred += new EventHandler<EventArgs<Exception>>(ClonedAlgorithm_ExceptionOccurred);
|
---|
675 | algorithm.ExecutionTimeChanged += new EventHandler(ClonedAlgorithm_ExecutionTimeChanged);
|
---|
676 | algorithm.Started += new EventHandler(ClonedAlgorithm_Started);
|
---|
677 | algorithm.Paused += new EventHandler(ClonedAlgorithm_Paused);
|
---|
678 | algorithm.Stopped += new EventHandler(ClonedAlgorithm_Stopped);
|
---|
679 | }
|
---|
680 | private void DeregisterClonedAlgorithmEvents(IAlgorithm algorithm) {
|
---|
681 | algorithm.ExceptionOccurred -= new EventHandler<EventArgs<Exception>>(ClonedAlgorithm_ExceptionOccurred);
|
---|
682 | algorithm.ExecutionTimeChanged -= new EventHandler(ClonedAlgorithm_ExecutionTimeChanged);
|
---|
683 | algorithm.Started -= new EventHandler(ClonedAlgorithm_Started);
|
---|
684 | algorithm.Paused -= new EventHandler(ClonedAlgorithm_Paused);
|
---|
685 | algorithm.Stopped -= new EventHandler(ClonedAlgorithm_Stopped);
|
---|
686 | }
|
---|
687 | private void ClonedAlgorithm_ExceptionOccurred(object sender, EventArgs<Exception> e) {
|
---|
688 | OnExceptionOccurred(e.Value);
|
---|
689 | }
|
---|
690 | private void ClonedAlgorithm_ExecutionTimeChanged(object sender, EventArgs e) {
|
---|
691 | OnExecutionTimeChanged();
|
---|
692 | }
|
---|
693 |
|
---|
694 | private readonly object locker = new object();
|
---|
695 | private readonly object resultLocker = new object();
|
---|
696 | private void ClonedAlgorithm_Started(object sender, EventArgs e) {
|
---|
697 | IAlgorithm algorithm = sender as IAlgorithm;
|
---|
698 | lock (resultLocker) {
|
---|
699 | if (algorithm != null && !results.ContainsKey(algorithm.Name))
|
---|
700 | results.Add(new Result(algorithm.Name, "Contains results for the specific fold.", algorithm.Results));
|
---|
701 | }
|
---|
702 | }
|
---|
703 |
|
---|
704 | private void ClonedAlgorithm_Paused(object sender, EventArgs e) {
|
---|
705 | lock (locker) {
|
---|
706 | if (pausePending && clonedAlgorithms.All(alg => alg.ExecutionState != ExecutionState.Started))
|
---|
707 | OnPaused();
|
---|
708 | }
|
---|
709 | }
|
---|
710 |
|
---|
711 | private void ClonedAlgorithm_Stopped(object sender, EventArgs e) {
|
---|
712 | lock (locker) {
|
---|
713 | if (!stopPending && ExecutionState == ExecutionState.Started) {
|
---|
714 | IAlgorithm preparedAlgorithm = clonedAlgorithms.FirstOrDefault(alg => alg.ExecutionState == ExecutionState.Prepared ||
|
---|
715 | alg.ExecutionState == ExecutionState.Paused);
|
---|
716 | if (preparedAlgorithm != null) preparedAlgorithm.Start();
|
---|
717 | }
|
---|
718 | if (ExecutionState != ExecutionState.Stopped) {
|
---|
719 | if (clonedAlgorithms.All(alg => alg.ExecutionState == ExecutionState.Stopped))
|
---|
720 | OnStopped();
|
---|
721 | else if (stopPending &&
|
---|
722 | clonedAlgorithms.All(
|
---|
723 | alg => alg.ExecutionState == ExecutionState.Prepared || alg.ExecutionState == ExecutionState.Stopped))
|
---|
724 | OnStopped();
|
---|
725 | }
|
---|
726 | }
|
---|
727 | }
|
---|
728 | #endregion
|
---|
729 | #endregion
|
---|
730 |
|
---|
731 | #region event firing
|
---|
732 | public event EventHandler ExecutionStateChanged;
|
---|
733 | private void OnExecutionStateChanged() {
|
---|
734 | EventHandler handler = ExecutionStateChanged;
|
---|
735 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
736 | }
|
---|
737 | public event EventHandler ExecutionTimeChanged;
|
---|
738 | private void OnExecutionTimeChanged() {
|
---|
739 | EventHandler handler = ExecutionTimeChanged;
|
---|
740 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
741 | }
|
---|
742 | public event EventHandler Prepared;
|
---|
743 | private void OnPrepared() {
|
---|
744 | ExecutionState = ExecutionState.Prepared;
|
---|
745 | EventHandler handler = Prepared;
|
---|
746 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
747 | OnExecutionTimeChanged();
|
---|
748 | }
|
---|
749 | public event EventHandler Started;
|
---|
750 | private void OnStarted() {
|
---|
751 | ExecutionState = ExecutionState.Started;
|
---|
752 | EventHandler handler = Started;
|
---|
753 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
754 | }
|
---|
755 | public event EventHandler Paused;
|
---|
756 | private void OnPaused() {
|
---|
757 | pausePending = false;
|
---|
758 | ExecutionState = ExecutionState.Paused;
|
---|
759 | EventHandler handler = Paused;
|
---|
760 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
761 | }
|
---|
762 | public event EventHandler Stopped;
|
---|
763 | private void OnStopped() {
|
---|
764 | stopPending = false;
|
---|
765 | Dictionary<string, IItem> collectedResults = new Dictionary<string, IItem>();
|
---|
766 | AggregateResultValues(collectedResults);
|
---|
767 | results.AddRange(collectedResults.Select(x => new Result(x.Key, x.Value)).Cast<IResult>().ToArray());
|
---|
768 | clonedAlgorithms.Clear();
|
---|
769 | runsCounter++;
|
---|
770 | runs.Add(new Run(string.Format("{0} Run {1}", Name, runsCounter), this));
|
---|
771 | ExecutionState = ExecutionState.Stopped;
|
---|
772 | EventHandler handler = Stopped;
|
---|
773 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
774 | }
|
---|
775 | public event EventHandler<EventArgs<Exception>> ExceptionOccurred;
|
---|
776 | private void OnExceptionOccurred(Exception exception) {
|
---|
777 | EventHandler<EventArgs<Exception>> handler = ExceptionOccurred;
|
---|
778 | if (handler != null) handler(this, new EventArgs<Exception>(exception));
|
---|
779 | }
|
---|
780 | public event EventHandler StoreAlgorithmInEachRunChanged;
|
---|
781 | private void OnStoreAlgorithmInEachRunChanged() {
|
---|
782 | EventHandler handler = StoreAlgorithmInEachRunChanged;
|
---|
783 | if (handler != null) handler(this, EventArgs.Empty);
|
---|
784 | }
|
---|
785 | #endregion
|
---|
786 | }
|
---|
787 | }
|
---|