#region License Information /* HeuristicLab * Copyright (C) 2002-2012 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.Collections.Generic; using System.Linq; using HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; using HeuristicLab.Problems.DataAnalysis; namespace HeuristicLab.Algorithms.DataAnalysis { /// /// Represents a neural network ensembel model for regression and classification /// [StorableClass] [Item("NeuralNetworkEnsembleModel", "Represents a neural network ensemble for regression and classification.")] public sealed class NeuralNetworkEnsembleModel : NamedItem, INeuralNetworkEnsembleModel { private alglib.mlpensemble mlpEnsemble; public alglib.mlpensemble MultiLayerPerceptronEnsemble { get { return mlpEnsemble; } set { if (value != mlpEnsemble) { if (value == null) throw new ArgumentNullException(); mlpEnsemble = value; OnChanged(EventArgs.Empty); } } } [Storable] private string targetVariable; [Storable] private string[] allowedInputVariables; [Storable] private double[] classValues; [StorableConstructor] private NeuralNetworkEnsembleModel(bool deserializing) : base(deserializing) { if (deserializing) mlpEnsemble = new alglib.mlpensemble(); } private NeuralNetworkEnsembleModel(NeuralNetworkEnsembleModel original, Cloner cloner) : base(original, cloner) { mlpEnsemble = new alglib.mlpensemble(); mlpEnsemble.innerobj.columnmeans = (double[])original.mlpEnsemble.innerobj.columnmeans.Clone(); mlpEnsemble.innerobj.columnsigmas = (double[])original.mlpEnsemble.innerobj.columnsigmas.Clone(); mlpEnsemble.innerobj.dfdnet = (double[])original.mlpEnsemble.innerobj.dfdnet.Clone(); mlpEnsemble.innerobj.ensemblesize = original.mlpEnsemble.innerobj.ensemblesize; mlpEnsemble.innerobj.issoftmax = original.mlpEnsemble.innerobj.issoftmax; mlpEnsemble.innerobj.neurons = (double[])original.mlpEnsemble.innerobj.neurons.Clone(); mlpEnsemble.innerobj.nin = original.mlpEnsemble.innerobj.nin; mlpEnsemble.innerobj.nout = original.mlpEnsemble.innerobj.nout; mlpEnsemble.innerobj.postprocessing = original.mlpEnsemble.innerobj.postprocessing; mlpEnsemble.innerobj.serializedlen = original.mlpEnsemble.innerobj.serializedlen; mlpEnsemble.innerobj.serializedmlp = (double[])original.mlpEnsemble.innerobj.serializedmlp.Clone(); mlpEnsemble.innerobj.structinfo = (int[])original.mlpEnsemble.innerobj.structinfo.Clone(); mlpEnsemble.innerobj.tmpmeans = (double[])original.mlpEnsemble.innerobj.tmpmeans.Clone(); mlpEnsemble.innerobj.tmpsigmas = (double[])original.mlpEnsemble.innerobj.tmpsigmas.Clone(); mlpEnsemble.innerobj.tmpweights = (double[])original.mlpEnsemble.innerobj.tmpweights.Clone(); mlpEnsemble.innerobj.wcount = original.mlpEnsemble.innerobj.wcount; mlpEnsemble.innerobj.weights = (double[])original.mlpEnsemble.innerobj.weights.Clone(); mlpEnsemble.innerobj.y = (double[])original.mlpEnsemble.innerobj.y.Clone(); targetVariable = original.targetVariable; allowedInputVariables = (string[])original.allowedInputVariables.Clone(); if (original.classValues != null) this.classValues = (double[])original.classValues.Clone(); } public NeuralNetworkEnsembleModel(alglib.mlpensemble mlpEnsemble, string targetVariable, IEnumerable allowedInputVariables, double[] classValues = null) : base() { this.name = ItemName; this.description = ItemDescription; this.mlpEnsemble = mlpEnsemble; this.targetVariable = targetVariable; this.allowedInputVariables = allowedInputVariables.ToArray(); if (classValues != null) this.classValues = (double[])classValues.Clone(); } public override IDeepCloneable Clone(Cloner cloner) { return new NeuralNetworkEnsembleModel(this, cloner); } public IEnumerable GetEstimatedValues(Dataset dataset, IEnumerable rows) { double[,] inputData = AlglibUtil.PrepareInputMatrix(dataset, allowedInputVariables, rows); int n = inputData.GetLength(0); int columns = inputData.GetLength(1); double[] x = new double[columns]; double[] y = new double[1]; for (int row = 0; row < n; row++) { for (int column = 0; column < columns; column++) { x[column] = inputData[row, column]; } alglib.mlpeprocess(mlpEnsemble, x, ref y); yield return y[0]; } } public IEnumerable GetEstimatedClassValues(Dataset dataset, IEnumerable rows) { double[,] inputData = AlglibUtil.PrepareInputMatrix(dataset, allowedInputVariables, rows); int n = inputData.GetLength(0); int columns = inputData.GetLength(1); double[] x = new double[columns]; double[] y = new double[classValues.Length]; for (int row = 0; row < n; row++) { for (int column = 0; column < columns; column++) { x[column] = inputData[row, column]; } alglib.mlpeprocess(mlpEnsemble, x, ref y); // find class for with the largest probability value int maxProbClassIndex = 0; double maxProb = y[0]; for (int i = 1; i < y.Length; i++) { if (maxProb < y[i]) { maxProb = y[i]; maxProbClassIndex = i; } } yield return classValues[maxProbClassIndex]; } } public INeuralNetworkEnsembleRegressionSolution CreateRegressionSolution(IRegressionProblemData problemData) { return new NeuralNetworkEnsembleRegressionSolution(problemData, this); } IRegressionSolution IRegressionModel.CreateRegressionSolution(IRegressionProblemData problemData) { return CreateRegressionSolution(problemData); } public INeuralNetworkEnsembleClassificationSolution CreateClassificationSolution(IClassificationProblemData problemData) { return new NeuralNetworkEnsembleClassificationSolution(problemData, this); } IClassificationSolution IClassificationModel.CreateClassificationSolution(IClassificationProblemData problemData) { return CreateClassificationSolution(problemData); } #region events public event EventHandler Changed; private void OnChanged(EventArgs e) { var handlers = Changed; if (handlers != null) handlers(this, e); } #endregion #region persistence [Storable] private double[] MultiLayerPerceptronEnsembleColumnMeans { get { return mlpEnsemble.innerobj.columnmeans; } set { mlpEnsemble.innerobj.columnmeans = value; } } [Storable] private double[] MultiLayerPerceptronEnsembleColumnSigmas { get { return mlpEnsemble.innerobj.columnsigmas; } set { mlpEnsemble.innerobj.columnsigmas = value; } } [Storable] private double[] MultiLayerPerceptronEnsembleDfdnet { get { return mlpEnsemble.innerobj.dfdnet; } set { mlpEnsemble.innerobj.dfdnet = value; } } [Storable] private int MultiLayerPerceptronEnsembleSize { get { return mlpEnsemble.innerobj.ensemblesize; } set { mlpEnsemble.innerobj.ensemblesize = value; } } [Storable] private bool MultiLayerPerceptronEnsembleIsSoftMax { get { return mlpEnsemble.innerobj.issoftmax; } set { mlpEnsemble.innerobj.issoftmax = value; } } [Storable] private double[] MultiLayerPerceptronEnsembleNeurons { get { return mlpEnsemble.innerobj.neurons; } set { mlpEnsemble.innerobj.neurons = value; } } [Storable] private int MultiLayerPerceptronEnsembleNin { get { return mlpEnsemble.innerobj.nin; } set { mlpEnsemble.innerobj.nin = value; } } [Storable] private int MultiLayerPerceptronEnsembleNout { get { return mlpEnsemble.innerobj.nout; } set { mlpEnsemble.innerobj.nout = value; } } [Storable] private bool MultiLayerPerceptronEnsemblePostprocessing { get { return mlpEnsemble.innerobj.postprocessing; } set { mlpEnsemble.innerobj.postprocessing = value; } } [Storable] private int MultiLayerPerceptronEnsembleSerializedLen { get { return mlpEnsemble.innerobj.serializedlen; } set { mlpEnsemble.innerobj.serializedlen = value; } } [Storable] private double[] MultiLayerPerceptronEnsembleSerializedMlp { get { return mlpEnsemble.innerobj.serializedmlp; } set { mlpEnsemble.innerobj.serializedmlp = value; } } [Storable] private int[] MultiLayerPerceptronStuctinfo { get { return mlpEnsemble.innerobj.structinfo; } set { mlpEnsemble.innerobj.structinfo = value; } } [Storable] private double[] MultiLayerPerceptronEnsembleTmpMeans { get { return mlpEnsemble.innerobj.tmpmeans; } set { mlpEnsemble.innerobj.tmpmeans = value; } } [Storable] private double[] MultiLayerPerceptronEnsembleTmpSigmas { get { return mlpEnsemble.innerobj.tmpsigmas; } set { mlpEnsemble.innerobj.tmpsigmas = value; } } [Storable] private double[] MultiLayerPerceptronEnsembleTmpWeights { get { return mlpEnsemble.innerobj.tmpweights; } set { mlpEnsemble.innerobj.tmpweights = value; } } [Storable] private int MultiLayerPerceptronEnsembleWCount { get { return mlpEnsemble.innerobj.wcount; } set { mlpEnsemble.innerobj.wcount = value; } } [Storable] private double[] MultiLayerPerceptronWeights { get { return mlpEnsemble.innerobj.weights; } set { mlpEnsemble.innerobj.weights = value; } } [Storable] private double[] MultiLayerPerceptronY { get { return mlpEnsemble.innerobj.y; } set { mlpEnsemble.innerobj.y = value; } } #endregion } }