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source: trunk/sources/HeuristicLab.ArtificialNeuralNetworks/3.2/Predictor.cs @ 3293

Last change on this file since 3293 was 2985, checked in by gkronber, 14 years ago

Fixed bugs in MLP operators, extended operators to work for time series prognosis and added pre-configured engine for time series prognosis with MLP. #882 (Artificial neural networks engine for time series prognosis)

File size: 3.6 KB
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1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2008 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4 *
5 * This file is part of HeuristicLab.
6 *
7 * HeuristicLab is free software: you can redistribute it and/or modify
8 * it under the terms of the GNU General Public License as published by
9 * the Free Software Foundation, either version 3 of the License, or
10 * (at your option) any later version.
11 *
12 * HeuristicLab is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15 * GNU General Public License for more details.
16 *
17 * You should have received a copy of the GNU General Public License
18 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
19 */
20#endregion
21
22using System.Collections.Generic;
23using HeuristicLab.Core;
24using HeuristicLab.Data;
25using HeuristicLab.Modeling;
26using System;
27using System.Xml;
28using HeuristicLab.DataAnalysis;
29using System.Linq;
30
31namespace HeuristicLab.ArtificialNeuralNetworks {
32  public class Predictor : PredictorBase {
33    private MultiLayerPerceptron perceptron;
34    public Predictor() : base() { } // for persistence
35    public Predictor(MultiLayerPerceptron perceptron, double lowerPredictionLimit, double upperPredictionLimit)
36      : base(lowerPredictionLimit, upperPredictionLimit) {
37      this.perceptron = perceptron;
38    }
39
40    public override IEnumerable<double> Predict(Dataset input, int start, int end) {
41
42      if (start < 0 || end <= start) throw new ArgumentException("start must be larger than zero and strictly smaller than end");
43      if (end > input.Rows) throw new ArgumentOutOfRangeException("number of rows in input is smaller then end");
44
45      for (int i = 0; i < end - start; i++) {
46        double[] output = new double[1];
47        double[] inputRow = new double[GetInputVariables().Count()];
48        int c = 0;
49        foreach (var inputVariable in GetInputVariables()) {
50          int inputVariableIndex = input.GetVariableIndex(inputVariable);
51          inputRow[c++] = input.GetValue(i + start, inputVariableIndex);
52        }
53        double estimatedValue;
54        try {
55          alglib.mlpbase.multilayerperceptron p = perceptron.Perceptron;
56          alglib.mlpbase.mlpprocess(ref p, ref inputRow, ref output);
57          perceptron.Perceptron = p;
58          estimatedValue = output[0];
59        }
60        catch (ArithmeticException) {
61          estimatedValue = UpperPredictionLimit;
62        }
63        yield return Math.Max(Math.Min(estimatedValue, UpperPredictionLimit), LowerPredictionLimit);
64      }
65    }
66
67    public override IEnumerable<string> GetInputVariables() {
68      return perceptron.InputVariables;
69    }
70
71
72    public override object Clone(IDictionary<Guid, object> clonedObjects) {
73      Predictor clone = (Predictor)base.Clone(clonedObjects);
74      clone.perceptron = (MultiLayerPerceptron)Auxiliary.Clone(perceptron, clonedObjects);
75      return clone;
76    }
77
78    public override System.Xml.XmlNode GetXmlNode(string name, System.Xml.XmlDocument document, IDictionary<Guid, IStorable> persistedObjects) {
79      XmlNode node = base.GetXmlNode(name, document, persistedObjects);
80      node.AppendChild(PersistenceManager.Persist("Perceptron", perceptron, document, persistedObjects));
81      return node;
82    }
83
84    public override void Populate(System.Xml.XmlNode node, IDictionary<Guid, IStorable> restoredObjects) {
85      base.Populate(node, restoredObjects);
86      perceptron = (MultiLayerPerceptron)PersistenceManager.Restore(node.SelectSingleNode("Perceptron"), restoredObjects);
87    }
88  }
89}
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