#region License Information
/* HeuristicLab
* Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
* and the BEACON Center for the Study of Evolution in Action.
*
* This file is part of HeuristicLab.
*
* HeuristicLab is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* HeuristicLab is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with HeuristicLab. If not, see .
*/
#endregion
using System;
using System.Collections.Generic;
using System.Collections.ObjectModel;
using System.Globalization;
using System.Linq;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Problems.DataAnalysis;
using HeuristicLab.Problems.DataAnalysis.Symbolic;
using HeuristicLab.Problems.DataAnalysis.Symbolic.Regression;
namespace HeuristicLab.Algorithms.DataAnalysis {
[StorableClass]
[Item("RegressionTreeModel", "Represents a decision tree for regression.")]
public sealed class RegressionTreeModel : RegressionModel {
public override IEnumerable VariablesUsedForPrediction {
get { return tree.Select(t => t.VarName).Where(v => v != TreeNode.NO_VARIABLE); }
}
// trees are represented as a flat array
internal struct TreeNode {
public readonly static string NO_VARIABLE = null;
public TreeNode(string varName, double val, int leftIdx = -1, int rightIdx = -1, double weightLeft = -1.0)
: this() {
VarName = varName;
Val = val;
LeftIdx = leftIdx;
RightIdx = rightIdx;
WeightLeft = weightLeft;
}
public string VarName { get; internal set; } // name of the variable for splitting or NO_VARIABLE if terminal node
public double Val { get; internal set; } // threshold
public int LeftIdx { get; internal set; }
public int RightIdx { get; internal set; }
public double WeightLeft { get; internal set; } // for partial dependence plots (value in range [0..1] describes the fraction of training samples for the left sub-tree
// necessary because the default implementation of GetHashCode for structs in .NET would only return the hashcode of val here
public override int GetHashCode() {
return LeftIdx ^ RightIdx ^ Val.GetHashCode();
}
// necessary because of GetHashCode override
public override bool Equals(object obj) {
if (obj is TreeNode) {
var other = (TreeNode)obj;
return Val.Equals(other.Val) &&
LeftIdx.Equals(other.LeftIdx) &&
RightIdx.Equals(other.RightIdx) &&
WeightLeft.Equals(other.WeightLeft) &&
EqualStrings(VarName, other.VarName);
} else {
return false;
}
}
private bool EqualStrings(string a, string b) {
return (a == null && b == null) ||
(a != null && b != null && a.Equals(b));
}
}
// not storable!
private TreeNode[] tree;
#region old storable format
// remove with HL 3.4
[Storable(AllowOneWay = true)]
// to prevent storing the references to data caches in nodes
// seemingly, it is bad (performance-wise) to persist tuples (tuples are used as keys in a dictionary)
private Tuple[] SerializedTree {
// get { return tree.Select(t => Tuple.Create(t.VarName, t.Val, t.LeftIdx, t.RightIdx)).ToArray(); }
set { this.tree = value.Select(t => new TreeNode(t.Item1, t.Item2, t.Item3, t.Item4, -1.0)).ToArray(); } // use a weight of -1.0 to indicate that partial dependence cannot be calculated for old models
}
#endregion
#region new storable format
[Storable]
private string[] SerializedTreeVarNames {
get { return tree.Select(t => t.VarName).ToArray(); }
set {
if (tree == null) tree = new TreeNode[value.Length];
for (int i = 0; i < value.Length; i++) {
tree[i].VarName = value[i];
}
}
}
[Storable]
private double[] SerializedTreeValues {
get { return tree.Select(t => t.Val).ToArray(); }
set {
if (tree == null) tree = new TreeNode[value.Length];
for (int i = 0; i < value.Length; i++) {
tree[i].Val = value[i];
}
}
}
[Storable]
private int[] SerializedTreeLeftIdx {
get { return tree.Select(t => t.LeftIdx).ToArray(); }
set {
if (tree == null) tree = new TreeNode[value.Length];
for (int i = 0; i < value.Length; i++) {
tree[i].LeftIdx = value[i];
}
}
}
[Storable]
private int[] SerializedTreeRightIdx {
get { return tree.Select(t => t.RightIdx).ToArray(); }
set {
if (tree == null) tree = new TreeNode[value.Length];
for (int i = 0; i < value.Length; i++) {
tree[i].RightIdx = value[i];
}
}
}
[Storable]
private double[] SerializedTreeWeightLeft {
get { return tree.Select(t => t.WeightLeft).ToArray(); }
set {
if (tree == null) tree = new TreeNode[value.Length];
for (int i = 0; i < value.Length; i++) {
tree[i].WeightLeft = value[i];
}
}
}
#endregion
[StorableConstructor]
private RegressionTreeModel(bool serializing) : base(serializing) { }
// cloning ctor
private RegressionTreeModel(RegressionTreeModel original, Cloner cloner)
: base(original, cloner) {
if (original.tree != null) {
this.tree = new TreeNode[original.tree.Length];
Array.Copy(original.tree, this.tree, this.tree.Length);
}
}
internal RegressionTreeModel(TreeNode[] tree, string targetVariable)
: base(targetVariable, "RegressionTreeModel", "Represents a decision tree for regression.") {
this.tree = tree;
}
private static double GetPredictionForRow(TreeNode[] t, ReadOnlyCollection[] columnCache, int nodeIdx, int row) {
while (nodeIdx != -1) {
var node = t[nodeIdx];
if (node.VarName == TreeNode.NO_VARIABLE)
return node.Val;
if (columnCache[nodeIdx] == null || double.IsNaN(columnCache[nodeIdx][row])) {
if (node.WeightLeft.IsAlmost(-1.0)) throw new InvalidOperationException("Cannot calculate partial dependence for trees loaded from older versions of HeuristicLab.");
// weighted average for partial dependence plot (recursive here because we need to calculate both sub-trees)
return node.WeightLeft * GetPredictionForRow(t, columnCache, node.LeftIdx, row) +
(1.0 - node.WeightLeft) * GetPredictionForRow(t, columnCache, node.RightIdx, row);
} else if (columnCache[nodeIdx][row] <= node.Val)
nodeIdx = node.LeftIdx;
else
nodeIdx = node.RightIdx;
}
throw new InvalidOperationException("Invalid tree in RegressionTreeModel");
}
public override IDeepCloneable Clone(Cloner cloner) {
return new RegressionTreeModel(this, cloner);
}
public override IEnumerable GetEstimatedValues(IDataset ds, IEnumerable rows) {
// lookup columns for variableNames in one pass over the tree to speed up evaluation later on
ReadOnlyCollection[] columnCache = new ReadOnlyCollection[tree.Length];
for (int i = 0; i < tree.Length; i++) {
if (tree[i].VarName != TreeNode.NO_VARIABLE) {
// tree models also support calculating estimations if not all variables used for training are available in the dataset
if (ds.ColumnNames.Contains(tree[i].VarName))
columnCache[i] = ds.GetReadOnlyDoubleValues(tree[i].VarName);
}
}
return rows.Select(r => GetPredictionForRow(tree, columnCache, 0, r));
}
public override IRegressionSolution CreateRegressionSolution(IRegressionProblemData problemData) {
return new RegressionSolution(this, new RegressionProblemData(problemData));
}
// mainly for debugging
public override string ToString() {
return TreeToString(0, "");
}
///
/// Transforms the tree model to a symbolic regression solution
///
///
/// A new symbolic regression solution which matches the tree model
public ISymbolicRegressionSolution CreateSymbolicRegressionSolution(IRegressionProblemData problemData) {
return CreateSymbolicRegressionModel().CreateRegressionSolution(problemData);
}
///
/// Transforms the tree model to a symbolic regression model
///
/// A new symbolic regression model which matches the tree model
public SymbolicRegressionModel CreateSymbolicRegressionModel() {
var rootSy = new ProgramRootSymbol();
var startSy = new StartSymbol();
var varCondSy = new VariableCondition() { IgnoreSlope = true };
var constSy = new Constant();
var startNode = startSy.CreateTreeNode();
startNode.AddSubtree(CreateSymbolicRegressionTreeRecursive(tree, 0, varCondSy, constSy));
var rootNode = rootSy.CreateTreeNode();
rootNode.AddSubtree(startNode);
return new SymbolicRegressionModel(TargetVariable, new SymbolicExpressionTree(rootNode), new SymbolicDataAnalysisExpressionTreeLinearInterpreter());
}
private ISymbolicExpressionTreeNode CreateSymbolicRegressionTreeRecursive(TreeNode[] treeNodes, int nodeIdx, VariableCondition varCondSy, Constant constSy) {
var curNode = treeNodes[nodeIdx];
if (curNode.VarName == TreeNode.NO_VARIABLE) {
var node = (ConstantTreeNode)constSy.CreateTreeNode();
node.Value = curNode.Val;
return node;
} else {
var node = (VariableConditionTreeNode)varCondSy.CreateTreeNode();
node.VariableName = curNode.VarName;
node.Threshold = curNode.Val;
var left = CreateSymbolicRegressionTreeRecursive(treeNodes, curNode.LeftIdx, varCondSy, constSy);
var right = CreateSymbolicRegressionTreeRecursive(treeNodes, curNode.RightIdx, varCondSy, constSy);
node.AddSubtree(left);
node.AddSubtree(right);
return node;
}
}
private string TreeToString(int idx, string part) {
var n = tree[idx];
if (n.VarName == TreeNode.NO_VARIABLE) {
return string.Format(CultureInfo.InvariantCulture, "{0} -> {1:F}{2}", part, n.Val, Environment.NewLine);
} else {
return
TreeToString(n.LeftIdx, string.Format(CultureInfo.InvariantCulture, "{0}{1}{2} <= {3:F} ({4:N3})", part, string.IsNullOrEmpty(part) ? "" : " and ", n.VarName, n.Val, n.WeightLeft))
+ TreeToString(n.RightIdx, string.Format(CultureInfo.InvariantCulture, "{0}{1}{2} > {3:F} ({4:N3}))", part, string.IsNullOrEmpty(part) ? "" : " and ", n.VarName, n.Val, 1.0 - n.WeightLeft));
}
}
}
}