#region License Information
/* HeuristicLab
* Copyright (C) 2002-2016 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 System.Threading;
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;
namespace HeuristicLab.Algorithms.DataAnalysis {
///
/// Nearest neighbour regression data analysis algorithm.
///
[Item("Nearest Neighbour Regression (kNN)", "Nearest neighbour regression data analysis algorithm (wrapper for ALGLIB).")]
[Creatable(CreatableAttribute.Categories.DataAnalysisRegression, Priority = 150)]
[StorableClass]
public sealed class NearestNeighbourRegression : FixedDataAnalysisAlgorithm {
private const string KParameterName = "K";
private const string NearestNeighbourRegressionModelResultName = "Nearest neighbour regression solution";
private const string WeightsParameterName = "Weights";
#region parameter properties
public IFixedValueParameter KParameter {
get { return (IFixedValueParameter)Parameters[KParameterName]; }
}
public IValueParameter WeightsParameter {
get { return (IValueParameter)Parameters[WeightsParameterName]; }
}
#endregion
#region properties
public int K {
get { return KParameter.Value.Value; }
set {
if (value <= 0) throw new ArgumentException("K must be larger than zero.", "K");
else KParameter.Value.Value = value;
}
}
public DoubleArray Weights {
get { return WeightsParameter.Value; }
set { WeightsParameter.Value = value; }
}
#endregion
[StorableConstructor]
private NearestNeighbourRegression(bool deserializing) : base(deserializing) { }
private NearestNeighbourRegression(NearestNeighbourRegression original, Cloner cloner)
: base(original, cloner) {
}
public NearestNeighbourRegression()
: base() {
Parameters.Add(new FixedValueParameter(KParameterName, "The number of nearest neighbours to consider for regression.", new IntValue(3)));
Parameters.Add(new OptionalValueParameter(WeightsParameterName, "Optional: use weights to specify individual scaling values for all features. If not set the weights are calculated automatically (each feature is scaled to unit variance)"));
Problem = new RegressionProblem();
}
[StorableHook(HookType.AfterDeserialization)]
private void AfterDeserialization() {
// BackwardsCompatibility3.3
#region Backwards compatible code, remove with 3.4
if (!Parameters.ContainsKey(WeightsParameterName)) {
Parameters.Add(new OptionalValueParameter(WeightsParameterName, "Optional: use weights to specify individual scaling values for all features. If not set the weights are calculated automatically (each feature is scaled to unit variance)"));
}
#endregion
}
public override IDeepCloneable Clone(Cloner cloner) {
return new NearestNeighbourRegression(this, cloner);
}
#region nearest neighbour
protected override void Run(CancellationToken cancellationToken) {
double[] weights = null;
if (Weights != null) weights = Weights.CloneAsArray();
var solution = CreateNearestNeighbourRegressionSolution(Problem.ProblemData, K, weights);
Results.Add(new Result(NearestNeighbourRegressionModelResultName, "The nearest neighbour regression solution.", solution));
}
public static IRegressionSolution CreateNearestNeighbourRegressionSolution(IRegressionProblemData problemData, int k, double[] weights = null) {
var clonedProblemData = (IRegressionProblemData)problemData.Clone();
return new NearestNeighbourRegressionSolution(Train(problemData, k, weights), clonedProblemData);
}
public static INearestNeighbourModel Train(IRegressionProblemData problemData, int k, double[] weights = null) {
return new NearestNeighbourModel(problemData.Dataset,
problemData.TrainingIndices,
k,
problemData.TargetVariable,
problemData.AllowedInputVariables,
weights);
}
#endregion
}
}