1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2008 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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4 | *
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5 | * This file is part of HeuristicLab.
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6 | *
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7 | * HeuristicLab is free software: you can redistribute it and/or modify
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8 | * it under the terms of the GNU General Public License as published by
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9 | * the Free Software Foundation, either version 3 of the License, or
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10 | * (at your option) any later version.
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11 | *
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12 | * HeuristicLab is distributed in the hope that it will be useful,
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13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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15 | * GNU General Public License for more details.
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16 | *
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17 | * You should have received a copy of the GNU General Public License
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18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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19 | */
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20 | #endregion
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21 |
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22 | using System;
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23 | using System.Collections.Generic;
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24 | using System.Linq;
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25 | using System.Text;
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26 | using HeuristicLab.Core;
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27 | using HeuristicLab.Data;
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28 | using HeuristicLab.DataAnalysis;
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29 | using HeuristicLab.Modeling;
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30 |
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31 | namespace HeuristicLab.GP.StructureIdentification.ConditionalEvaluation {
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32 | /// <summary>
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33 | /// The Variance Accounted For (VAF) function calculates is computed as
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34 | /// VAF(y,y') = ( 1 - var(y-y')/var(y) )
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35 | /// where y' denotes the predicted / modelled values for y and var(x) the variance of a signal x.
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36 | /// </summary>
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37 | public class ConditionalVarianceAccountedForEvaluator : ConditionalEvaluatorBase {
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38 | public override string OutputVariableName {
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39 | get {
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40 | return "VAF";
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41 | }
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42 | }
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43 | public override string Description {
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44 | get {
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45 | return @"Evaluates 'FunctionTree' for all samples of 'DataSet' and calculates
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46 | the variance-accounted-for quality measure for the estimated values vs. the real values of 'TargetVariable'.
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47 |
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48 | The Variance Accounted For (VAF) function is computed as
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49 | VAF(y,y') = ( 1 - var(y-y')/var(y) )
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50 | where y' denotes the predicted / modelled values for y and var(x) the variance of a signal x.";
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51 | }
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52 | }
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53 |
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54 | public override double Evaluate(double[,] values) {
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55 | double quality = SimpleVarianceAccountedForEvaluator.Calculate(values);
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56 |
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57 | if (double.IsNaN(quality) || double.IsInfinity(quality)) {
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58 | quality = double.MaxValue;
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59 | }
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60 | return quality;
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61 | }
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62 | }
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63 | }
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