#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 HeuristicLab.Data; using HeuristicLab.DataAnalysis; using HeuristicLab.Modeling; namespace HeuristicLab.GP.StructureIdentification.ConditionalEvaluation { /// /// The Variance Accounted For (VAF) function calculates is computed as /// VAF(y,y') = ( 1 - var(y-y')/var(y) ) /// where y' denotes the predicted / modelled values for y and var(x) the variance of a signal x. /// public class ConditionalVarianceAccountedForEvaluator : ConditionalEvaluatorBase { public override string OutputVariableName { get { return "VAF"; } } public override string Description { get { return @"Evaluates 'FunctionTree' for all samples of 'DataSet' and calculates the variance-accounted-for quality measure for the estimated values vs. the real values of 'TargetVariable'. The Variance Accounted For (VAF) function is computed as VAF(y,y') = ( 1 - var(y-y')/var(y) ) where y' denotes the predicted / modelled values for y and var(x) the variance of a signal x."; } } public override double Evaluate(double[,] values) { try { return SimpleVarianceAccountedForEvaluator.Calculate(values); } catch (ArgumentException) { return double.NegativeInfinity; } } } }