#region License Information
/* HeuristicLab
* Copyright (C) 2002-2008 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 System.Text;
using HeuristicLab.Core;
using System.Xml;
using System.Diagnostics;
using HeuristicLab.DataAnalysis;
using HeuristicLab.Data;
using HeuristicLab.Modeling;
using HeuristicLab.Operators;
using HeuristicLab.Random;
using HeuristicLab.Selection;
using HeuristicLab.Operators.Programmable;
namespace HeuristicLab.ArtificialNeuralNetworks {
public class MultiLayerPerceptronRegression : ItemBase, IEditable, IAlgorithm {
public virtual string Name { get { return "MultiLayerPerceptronRegression"; } }
public virtual string Description { get { return "TODO"; } }
private IEngine engine;
public virtual IEngine Engine {
get { return engine; }
}
public virtual Dataset Dataset {
get { return ProblemInjector.GetVariableValue("Dataset", null, false); }
set { ProblemInjector.GetVariable("Dataset").Value = value; }
}
public virtual string TargetVariable {
get { return ProblemInjector.GetVariableValue("TargetVariable", null, false).Data; }
set { ProblemInjector.GetVariableValue("TargetVariable", null, false).Data = value; }
}
public virtual IOperator ProblemInjector {
get {
IOperator main = GetMainOperator();
CombinedOperator probInjector = (CombinedOperator)main.SubOperators[2];
return probInjector.OperatorGraph.InitialOperator.SubOperators[0];
}
set {
IOperator main = GetMainOperator();
CombinedOperator probInjector = (CombinedOperator)main.SubOperators[2];
probInjector.OperatorGraph.InitialOperator.RemoveSubOperator(0);
probInjector.OperatorGraph.InitialOperator.AddSubOperator(value, 0);
}
}
public IEnumerable AllowedVariables {
get {
ItemList allowedVariables = ProblemInjector.GetVariableValue>("AllowedFeatures", null, false);
return allowedVariables.Select(x => x.Data);
}
set {
ItemList allowedVariables = ProblemInjector.GetVariableValue>("AllowedFeatures", null, false);
foreach (string x in value) allowedVariables.Add(new StringData(x));
}
}
public int TrainingSamplesStart {
get { return ProblemInjector.GetVariableValue("TrainingSamplesStart", null, false).Data; }
set { ProblemInjector.GetVariableValue("TrainingSamplesStart", null, false).Data = value; }
}
public int TrainingSamplesEnd {
get { return ProblemInjector.GetVariableValue("TrainingSamplesEnd", null, false).Data; }
set { ProblemInjector.GetVariableValue("TrainingSamplesEnd", null, false).Data = value; }
}
public int ValidationSamplesStart {
get { return ProblemInjector.GetVariableValue("ValidationSamplesStart", null, false).Data; }
set { ProblemInjector.GetVariableValue("ValidationSamplesStart", null, false).Data = value; }
}
public int ValidationSamplesEnd {
get { return ProblemInjector.GetVariableValue("ValidationSamplesEnd", null, false).Data; }
set { ProblemInjector.GetVariableValue("ValidationSamplesEnd", null, false).Data = value; }
}
public int TestSamplesStart {
get { return ProblemInjector.GetVariableValue("TestSamplesStart", null, false).Data; }
set { ProblemInjector.GetVariableValue("TestSamplesStart", null, false).Data = value; }
}
public int TestSamplesEnd {
get { return ProblemInjector.GetVariableValue("TestSamplesEnd", null, false).Data; }
set { ProblemInjector.GetVariableValue("TestSamplesEnd", null, false).Data = value; }
}
public IntArrayData NumberOfHiddenNodesList {
get { return GetVariableInjector().GetVariable("NumberOfHiddenNodesList").GetValue(); }
set { GetVariableInjector().GetVariable("NumberOfHiddenNodesList").Value = value; }
}
public int MaxNumberOfHiddenNodesListIndex {
get { return GetVariableInjector().GetVariable("MaxNumberOfHiddenNodesIndex").GetValue().Data; }
set { GetVariableInjector().GetVariable("MaxNumberOfHiddenNodesIndex").GetValue().Data = value; }
}
public virtual IAnalyzerModel Model {
get {
if (!engine.Terminated) throw new InvalidOperationException("The algorithm is still running. Wait until the algorithm is terminated to retrieve the result.");
IScope bestModelScope = engine.GlobalScope;
return CreateMlpModel(bestModelScope);
}
}
public MultiLayerPerceptronRegression() {
engine = new SequentialEngine.SequentialEngine();
CombinedOperator algo = CreateAlgorithm();
engine.OperatorGraph.AddOperator(algo);
engine.OperatorGraph.InitialOperator = algo;
MaxNumberOfHiddenNodesListIndex = NumberOfHiddenNodesList.Data.Length;
}
protected virtual CombinedOperator CreateAlgorithm() {
CombinedOperator algo = new CombinedOperator();
SequentialProcessor seq = new SequentialProcessor();
algo.Name = Name;
seq.Name = Name;
IOperator globalInjector = CreateGlobalInjector();
IOperator mainLoop = CreateMainLoop();
seq.AddSubOperator(globalInjector);
seq.AddSubOperator(new RandomInjector());
seq.AddSubOperator(CreateProblemInjector());
seq.AddSubOperator(mainLoop);
seq.AddSubOperator(CreatePostProcessingOperator());
algo.OperatorGraph.InitialOperator = seq;
algo.OperatorGraph.AddOperator(seq);
return algo;
}
private IOperator CreateMainLoop() {
SequentialProcessor seq = new SequentialProcessor();
#region initial solution
SubScopesCreater modelScopeCreator = new SubScopesCreater();
modelScopeCreator.GetVariableInfo("SubScopes").Local = true;
modelScopeCreator.AddVariable(new HeuristicLab.Core.Variable("SubScopes", new IntData(1)));
seq.AddSubOperator(modelScopeCreator);
SequentialSubScopesProcessor seqSubScopesProc = new SequentialSubScopesProcessor();
IOperator modelProcessor = CreateModelProcessor();
seqSubScopesProc.AddSubOperator(modelProcessor);
seq.AddSubOperator(seqSubScopesProc);
#endregion
Counter nHiddenNodesCounter = new Counter();
nHiddenNodesCounter.GetVariableInfo("Value").ActualName = "NumberOfHiddenNodesIndex";
nHiddenNodesCounter.Name = "NumberOfHiddenNodesIndexCounter";
LessThanComparator comparator = new LessThanComparator();
comparator.Name = "NumberOfHiddenNodesIndexComparator";
comparator.GetVariableInfo("LeftSide").ActualName = "NumberOfHiddenNodesIndex";
comparator.GetVariableInfo("RightSide").ActualName = "MaxNumberOfHiddenNodesIndex";
comparator.GetVariableInfo("Result").ActualName = "RepeatNumberOfHiddenNodesIndexLoop";
ConditionalBranch branch = new ConditionalBranch();
branch.Name = "IfValidNumberOfHiddenNodesIndex";
branch.GetVariableInfo("Condition").ActualName = "RepeatNumberOfHiddenNodesIndexLoop";
// build loop
SequentialProcessor loop = new SequentialProcessor();
loop.Name = "HiddenNodesLoop";
#region selection of better solution
loop.AddSubOperator(modelScopeCreator);
SequentialSubScopesProcessor subScopesProcessor = new SequentialSubScopesProcessor();
loop.AddSubOperator(subScopesProcessor);
subScopesProcessor.AddSubOperator(new EmptyOperator());
subScopesProcessor.AddSubOperator(CreateModelProcessor());
Sorter sorter = new Sorter();
sorter.GetVariableInfo("Value").ActualName = "ValidationQuality";
sorter.GetVariableInfo("Descending").Local = true;
sorter.AddVariable(new Variable("Descending", new BoolData(false)));
loop.AddSubOperator(sorter);
LeftSelector selector = new LeftSelector();
selector.GetVariableInfo("Selected").Local = true;
selector.AddVariable(new Variable("Selected", new IntData(1)));
loop.AddSubOperator(selector);
RightReducer reducer = new RightReducer();
loop.AddSubOperator(reducer);
#endregion
loop.AddSubOperator(nHiddenNodesCounter);
loop.AddSubOperator(comparator);
branch.AddSubOperator(loop);
loop.AddSubOperator(branch);
seq.AddSubOperator(loop);
return seq;
}
private IOperator CreateModelProcessor() {
SequentialProcessor modelProcessor = new SequentialProcessor();
modelProcessor.AddSubOperator(CreateSetNextParameterValueOperator("NumberOfHiddenNodes"));
MultiLayerPerceptronRegressionOperator trainingOperator = new MultiLayerPerceptronRegressionOperator();
trainingOperator.GetVariableInfo("NumberOfHiddenLayerNeurons").ActualName = "NumberOfHiddenNodes";
trainingOperator.GetVariableInfo("SamplesStart").ActualName = "ActualTrainingSamplesStart";
trainingOperator.GetVariableInfo("SamplesEnd").ActualName = "ActualTrainingSamplesEnd";
modelProcessor.AddSubOperator(trainingOperator);
CombinedOperator trainingEvaluator = (CombinedOperator)CreateEvaluator("ActualTraining");
trainingEvaluator.OperatorGraph.InitialOperator.SubOperators[1].GetVariableInfo("MSE").ActualName = "Quality";
modelProcessor.AddSubOperator(trainingEvaluator);
modelProcessor.AddSubOperator(CreateEvaluator("Validation"));
DataCollector collector = new DataCollector();
collector.GetVariableInfo("Values").ActualName = "Log";
((ItemList)collector.GetVariable("VariableNames").Value).Add(new StringData("NumberOfHiddenNodes"));
((ItemList)collector.GetVariable("VariableNames").Value).Add(new StringData("ValidationQuality"));
modelProcessor.AddSubOperator(collector);
return modelProcessor;
}
protected virtual IOperator CreateEvaluator(string p) {
CombinedOperator op = new CombinedOperator();
op.Name = p + "Evaluator";
SequentialProcessor seqProc = new SequentialProcessor();
MultiLayerPerceptronEvaluator evaluator = new MultiLayerPerceptronEvaluator();
evaluator.Name = p + "SimpleEvaluator";
evaluator.GetVariableInfo("SamplesStart").ActualName = p + "SamplesStart";
evaluator.GetVariableInfo("SamplesEnd").ActualName = p + "SamplesEnd";
evaluator.GetVariableInfo("Values").ActualName = p + "Values";
SimpleMSEEvaluator mseEvaluator = new SimpleMSEEvaluator();
mseEvaluator.Name = p + "MseEvaluator";
mseEvaluator.GetVariableInfo("Values").ActualName = p + "Values";
mseEvaluator.GetVariableInfo("MSE").ActualName = p + "Quality";
SimpleR2Evaluator r2Evaluator = new SimpleR2Evaluator();
r2Evaluator.Name = p + "R2Evaluator";
r2Evaluator.GetVariableInfo("Values").ActualName = p + "Values";
r2Evaluator.GetVariableInfo("R2").ActualName = p + "R2";
SimpleMeanAbsolutePercentageErrorEvaluator mapeEvaluator = new SimpleMeanAbsolutePercentageErrorEvaluator();
mapeEvaluator.Name = p + "MAPEEvaluator";
mapeEvaluator.GetVariableInfo("Values").ActualName = p + "Values";
mapeEvaluator.GetVariableInfo("MAPE").ActualName = p + "MAPE";
SimpleMeanAbsolutePercentageOfRangeErrorEvaluator mapreEvaluator = new SimpleMeanAbsolutePercentageOfRangeErrorEvaluator();
mapreEvaluator.Name = p + "MAPREEvaluator";
mapreEvaluator.GetVariableInfo("Values").ActualName = p + "Values";
mapreEvaluator.GetVariableInfo("MAPRE").ActualName = p + "MAPRE";
SimpleVarianceAccountedForEvaluator vafEvaluator = new SimpleVarianceAccountedForEvaluator();
vafEvaluator.Name = p + "VAFEvaluator";
vafEvaluator.GetVariableInfo("Values").ActualName = p + "Values";
vafEvaluator.GetVariableInfo("VAF").ActualName = p + "VAF";
seqProc.AddSubOperator(evaluator);
seqProc.AddSubOperator(mseEvaluator);
seqProc.AddSubOperator(r2Evaluator);
seqProc.AddSubOperator(mapeEvaluator);
seqProc.AddSubOperator(mapreEvaluator);
seqProc.AddSubOperator(vafEvaluator);
op.OperatorGraph.AddOperator(seqProc);
op.OperatorGraph.InitialOperator = seqProc;
return op;
}
private IOperator CreateSetNextParameterValueOperator(string paramName) {
ProgrammableOperator progOp = new ProgrammableOperator();
progOp.Name = "SetNext" + paramName;
progOp.RemoveVariableInfo("Result");
progOp.AddVariableInfo(new VariableInfo("Value", "Value", typeof(IntData), VariableKind.New));
progOp.AddVariableInfo(new VariableInfo("ValueIndex", "ValueIndex", typeof(IntData), VariableKind.In));
progOp.AddVariableInfo(new VariableInfo("ValueList", "ValueList", typeof(IntArrayData), VariableKind.In));
progOp.Code =
@"
Value.Data = ValueList.Data[ValueIndex.Data];
";
progOp.GetVariableInfo("Value").ActualName = paramName;
progOp.GetVariableInfo("ValueIndex").ActualName = paramName + "Index";
progOp.GetVariableInfo("ValueList").ActualName = paramName + "List";
return progOp;
}
protected virtual IOperator CreateProblemInjector() {
return DefaultRegressionOperators.CreateProblemInjector();
}
protected virtual VariableInjector CreateGlobalInjector() {
VariableInjector injector = new VariableInjector();
injector.AddVariable(new HeuristicLab.Core.Variable("MaxNumberOfTrainingSamples", new IntData(4000)));
injector.AddVariable(new HeuristicLab.Core.Variable("PunishmentFactor", new DoubleData(1000)));
injector.AddVariable(new HeuristicLab.Core.Variable("NumberOfHiddenNodesIndex", new IntData(0)));
injector.AddVariable(new HeuristicLab.Core.Variable("MaxNumberOfHiddenNodesIndex", new IntData(0)));
injector.AddVariable(new HeuristicLab.Core.Variable("NumberOfHiddenNodesList", new IntArrayData(new int[] { 2, 4, 8, 16, 32, 64, 128 })));
injector.AddVariable(new HeuristicLab.Core.Variable("Log", new ItemList()));
return injector;
}
protected virtual IOperator CreatePostProcessingOperator() {
CombinedOperator op = new CombinedOperator();
op.Name = "Model Analyzer";
SequentialSubScopesProcessor seqSubScopesProc = new SequentialSubScopesProcessor();
SequentialProcessor seq = new SequentialProcessor();
seqSubScopesProc.AddSubOperator(seq);
#region simple evaluators
MultiLayerPerceptronEvaluator trainingEvaluator = new MultiLayerPerceptronEvaluator();
trainingEvaluator.GetVariableInfo("SamplesStart").ActualName = "TrainingSamplesStart";
trainingEvaluator.GetVariableInfo("SamplesEnd").ActualName = "TrainingSamplesEnd";
trainingEvaluator.GetVariableInfo("Values").ActualName = "TrainingValues";
MultiLayerPerceptronEvaluator testEvaluator = new MultiLayerPerceptronEvaluator();
testEvaluator.GetVariableInfo("SamplesStart").ActualName = "TestSamplesStart";
testEvaluator.GetVariableInfo("SamplesEnd").ActualName = "TestSamplesEnd";
testEvaluator.GetVariableInfo("Values").ActualName = "TestValues";
seq.AddSubOperator(trainingEvaluator);
seq.AddSubOperator(testEvaluator);
#endregion
#region variable impacts
// calculate and set variable impacts
PredictorBuilder predictorBuilder = new PredictorBuilder();
seq.AddSubOperator(predictorBuilder);
VariableQualityImpactCalculator qualityImpactCalculator = new VariableQualityImpactCalculator();
qualityImpactCalculator.GetVariableInfo("SamplesStart").ActualName = "TrainingSamplesStart";
qualityImpactCalculator.GetVariableInfo("SamplesEnd").ActualName = "TrainingSamplesEnd";
seq.AddSubOperator(qualityImpactCalculator);
#endregion
seq.AddSubOperator(CreateModelAnalyzerOperator());
op.OperatorGraph.AddOperator(seqSubScopesProc);
op.OperatorGraph.InitialOperator = seqSubScopesProc;
return op;
}
protected virtual IOperator CreateModelAnalyzerOperator() {
return DefaultRegressionOperators.CreatePostProcessingOperator();
}
protected virtual IAnalyzerModel CreateMlpModel(IScope bestModelScope) {
var model = new AnalyzerModel();
CreateSpecificMlpModel(bestModelScope, model);
#region variable impacts
ItemList qualityImpacts = bestModelScope.GetVariableValue(ModelingResult.VariableQualityImpact.ToString(), false);
foreach (ItemList row in qualityImpacts) {
string variableName = ((StringData)row[0]).Data;
double impact = ((DoubleData)row[1]).Data;
model.SetVariableResult(ModelingResult.VariableQualityImpact, variableName, impact);
model.AddInputVariable(variableName);
}
#endregion
return model;
}
protected virtual void CreateSpecificMlpModel(IScope bestModelScope, IAnalyzerModel model) {
DefaultRegressionOperators.PopulateAnalyzerModel(bestModelScope, model);
}
protected virtual IOperator GetMainOperator() {
CombinedOperator lr = (CombinedOperator)Engine.OperatorGraph.InitialOperator;
return lr.OperatorGraph.InitialOperator;
}
protected virtual IOperator GetVariableInjector() {
return GetMainOperator().SubOperators[0];
}
public override IView CreateView() {
return engine.CreateView();
}
#region IEditable Members
public virtual IEditor CreateEditor() {
return ((SequentialEngine.SequentialEngine)engine).CreateEditor();
}
#endregion
#region persistence
public override object Clone(IDictionary clonedObjects) {
MultiLayerPerceptronRegression clone = (MultiLayerPerceptronRegression)base.Clone(clonedObjects);
clone.engine = (IEngine)Auxiliary.Clone(Engine, clonedObjects);
return clone;
}
public override XmlNode GetXmlNode(string name, XmlDocument document, IDictionary persistedObjects) {
XmlNode node = base.GetXmlNode(name, document, persistedObjects);
node.AppendChild(PersistenceManager.Persist("Engine", engine, document, persistedObjects));
return node;
}
public override void Populate(XmlNode node, IDictionary restoredObjects) {
base.Populate(node, restoredObjects);
engine = (IEngine)PersistenceManager.Restore(node.SelectSingleNode("Engine"), restoredObjects);
}
#endregion
}
}