#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.Operators;
namespace HeuristicLab.GP.StructureIdentification {
public class CoefficientOfDeterminationEvaluator : GPEvaluatorBase {
public override string Description {
get {
return @"Evaluates 'FunctionTree' for all samples of 'Dataset' and calculates
the 'coefficient of determination' of estimated values vs. real values of 'TargetVariable'.";
}
}
public CoefficientOfDeterminationEvaluator()
: base() {
AddVariableInfo(new VariableInfo("R2", "The coefficient of determination of the model", typeof(DoubleData), VariableKind.New));
}
public override void Evaluate(IScope scope, ITreeEvaluator evaluator, IFunctionTree tree, HeuristicLab.DataAnalysis.Dataset dataset, int targetVariable, int start, int end, bool updateTargetValues) {
double errorsSquaredSum = 0.0;
double originalDeviationTotalSumOfSquares = 0.0;
double targetMean = dataset.GetMean(targetVariable, start, end);
double originalSum = 0.0;
int n = 0;
for (int sample = start; sample < end; sample++) {
double estimated = evaluator.Evaluate(tree, sample);
double original = dataset.GetValue(sample, targetVariable);
if (updateTargetValues) {
dataset.SetValue(sample, targetVariable, estimated);
}
if (!double.IsNaN(original) && !double.IsInfinity(original)) {
double error = estimated - original;
errorsSquaredSum += error * error;
originalSum += original;
n++;
}
}
double originalMean = originalSum / n;
for(int sample = start; sample < end; sample++){
double original = dataset.GetValue(sample, targetVariable);
if (!double.IsNaN(original) && !double.IsInfinity(original)) {
original = original - originalMean;
original = original * original;
originalDeviationTotalSumOfSquares += original;
}
}
double quality = 1 - errorsSquaredSum / originalDeviationTotalSumOfSquares;
if (quality > 1)
throw new InvalidProgramException();
if (double.IsNaN(quality) || double.IsInfinity(quality))
quality = double.MaxValue;
DoubleData r2 = GetVariableValue("R2", scope, false, false);
if (r2 == null) {
r2 = new DoubleData();
scope.AddVariable(new HeuristicLab.Core.Variable(scope.TranslateName("R2"), r2));
}
r2.Data = quality;
}
}
}