| 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 HeuristicLab.Core;
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| 23 | using HeuristicLab.DataAnalysis;
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| 24 | using HeuristicLab.Operators;
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| 25 | using HeuristicLab.Modeling;
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| 26 | using HeuristicLab.Data;
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| 27 |
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| 28 | namespace HeuristicLab.Modeling {
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| 29 | public static class DefaultRegressionOperators {
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| 30 | public static IOperator CreateProblemInjector() {
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| 31 | CombinedOperator op = new CombinedOperator();
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| 32 | op.Name = "ProblemInjector";
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| 33 | SequentialProcessor seq = new SequentialProcessor();
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| 34 |
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| 35 | seq.AddSubOperator(new ProblemInjector());
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| 36 | DatasetShuffler shuffler = new DatasetShuffler();
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| 37 | shuffler.GetVariableInfo("ShuffleStart").ActualName = "TrainingSamplesStart";
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| 38 | shuffler.GetVariableInfo("ShuffleEnd").ActualName = "TrainingSamplesEnd";
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| 39 | seq.AddSubOperator(shuffler);
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| 40 | op.OperatorGraph.AddOperator(seq);
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| 41 | op.OperatorGraph.InitialOperator = seq;
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| 42 | return op;
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| 43 | }
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| 44 |
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| 45 | public static IOperator CreatePostProcessingOperator() {
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| 46 | CombinedOperator op = new CombinedOperator();
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| 47 | op.Name = "Regression model analyser";
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| 48 | SequentialProcessor seq = new SequentialProcessor();
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| 49 | #region MSE
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| 50 | SimpleMSEEvaluator trainingMseEvaluator = new SimpleMSEEvaluator();
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| 51 | trainingMseEvaluator.Name = "TrainingMseEvaluator";
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| 52 | trainingMseEvaluator.GetVariableInfo("MSE").ActualName = ModelingResult.TrainingMeanSquaredError.ToString();
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| 53 | trainingMseEvaluator.GetVariableInfo("Values").ActualName = "TrainingValues";
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| 54 | SimpleMSEEvaluator validationMseEvaluator = new SimpleMSEEvaluator();
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| 55 | validationMseEvaluator.Name = "ValidationMseEvaluator";
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| 56 | validationMseEvaluator.GetVariableInfo("MSE").ActualName = ModelingResult.ValidationMeanSquaredError.ToString();
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| 57 | validationMseEvaluator.GetVariableInfo("Values").ActualName = "ValidationValues";
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| 58 | SimpleMSEEvaluator testMseEvaluator = new SimpleMSEEvaluator();
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| 59 | testMseEvaluator.Name = "TestMseEvaluator";
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| 60 | testMseEvaluator.GetVariableInfo("MSE").ActualName = ModelingResult.TestMeanSquaredError.ToString();
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| 61 | testMseEvaluator.GetVariableInfo("Values").ActualName = "TestValues";
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| 62 | #endregion
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| 63 | #region MAPE
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| 64 | SimpleMeanAbsolutePercentageErrorEvaluator trainingMapeEvaluator = new SimpleMeanAbsolutePercentageErrorEvaluator();
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| 65 | trainingMapeEvaluator.Name = "TrainingMapeEvaluator";
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| 66 | trainingMapeEvaluator.GetVariableInfo("MAPE").ActualName = ModelingResult.ValidationMeanAbsolutePercentageError.ToString();
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| 67 | trainingMapeEvaluator.GetVariableInfo("Values").ActualName = "TrainingValues";
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| 68 | SimpleMeanAbsolutePercentageErrorEvaluator validationMapeEvaluator = new SimpleMeanAbsolutePercentageErrorEvaluator();
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| 69 | validationMapeEvaluator.Name = "ValidationMapeEvaluator";
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| 70 | validationMapeEvaluator.GetVariableInfo("MAPE").ActualName = ModelingResult.ValidationMeanAbsolutePercentageError.ToString();
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| 71 | validationMapeEvaluator.GetVariableInfo("Values").ActualName = "ValidationValues";
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| 72 | SimpleMeanAbsolutePercentageErrorEvaluator testMapeEvaluator = new SimpleMeanAbsolutePercentageErrorEvaluator();
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| 73 | testMapeEvaluator.Name = "TestMapeEvaluator";
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| 74 | testMapeEvaluator.GetVariableInfo("MAPE").ActualName = ModelingResult.TestMeanAbsolutePercentageError.ToString();
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| 75 | testMapeEvaluator.GetVariableInfo("Values").ActualName = "TestValues";
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| 76 | #endregion
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| 77 | #region MAPRE
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| 78 | SimpleMeanAbsolutePercentageOfRangeErrorEvaluator trainingMapreEvaluator = new SimpleMeanAbsolutePercentageOfRangeErrorEvaluator();
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| 79 | trainingMapreEvaluator.Name = "TrainingMapreEvaluator";
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| 80 | trainingMapreEvaluator.GetVariableInfo("MAPRE").ActualName = ModelingResult.TrainingMeanAbsolutePercentageOfRangeError.ToString();
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| 81 | trainingMapreEvaluator.GetVariableInfo("Values").ActualName = "TrainingValues";
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| 82 | SimpleMeanAbsolutePercentageOfRangeErrorEvaluator validationMapreEvaluator = new SimpleMeanAbsolutePercentageOfRangeErrorEvaluator();
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| 83 | validationMapreEvaluator.Name = "ValidationMapreEvaluator";
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| 84 | validationMapreEvaluator.GetVariableInfo("MAPRE").ActualName = ModelingResult.ValidationMeanAbsolutePercentageOfRangeError.ToString();
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| 85 | validationMapreEvaluator.GetVariableInfo("Values").ActualName = "ValidationValues";
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| 86 | SimpleMeanAbsolutePercentageOfRangeErrorEvaluator testMapreEvaluator = new SimpleMeanAbsolutePercentageOfRangeErrorEvaluator();
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| 87 | testMapreEvaluator.Name = "TestMapreEvaluator";
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| 88 | testMapreEvaluator.GetVariableInfo("MAPRE").ActualName = ModelingResult.TestMeanAbsolutePercentageOfRangeError.ToString();
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| 89 | testMapreEvaluator.GetVariableInfo("Values").ActualName = "TestValues";
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| 90 | #endregion MAPRE
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| 91 | #region R2
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| 92 | SimpleR2Evaluator trainingR2Evaluator = new SimpleR2Evaluator();
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| 93 | trainingR2Evaluator.Name = "TrainingR2Evaluator";
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| 94 | trainingR2Evaluator.GetVariableInfo("R2").ActualName = ModelingResult.TrainingCoefficientOfDetermination.ToString();
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| 95 | trainingR2Evaluator.GetVariableInfo("Values").ActualName = "TrainingValues";
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| 96 | SimpleR2Evaluator validationR2Evaluator = new SimpleR2Evaluator();
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| 97 | validationR2Evaluator.Name = "ValidationR2Evaluator";
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| 98 | validationR2Evaluator.GetVariableInfo("R2").ActualName = ModelingResult.ValidationCoefficientOfDetermination.ToString();
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| 99 | validationR2Evaluator.GetVariableInfo("Values").ActualName = "ValidationValues";
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| 100 | SimpleR2Evaluator testR2Evaluator = new SimpleR2Evaluator();
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| 101 | testR2Evaluator.Name = "TestR2Evaluator";
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| 102 | testR2Evaluator.GetVariableInfo("R2").ActualName = ModelingResult.TestCoefficientOfDetermination.ToString();
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| 103 | testR2Evaluator.GetVariableInfo("Values").ActualName = "TestValues";
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| 104 | #endregion
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| 105 | #region VAF
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| 106 | SimpleVarianceAccountedForEvaluator trainingVAFEvaluator = new SimpleVarianceAccountedForEvaluator();
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| 107 | trainingVAFEvaluator.Name = "TrainingVAFEvaluator";
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| 108 | trainingVAFEvaluator.GetVariableInfo("VAF").ActualName = ModelingResult.TrainingVarianceAccountedFor.ToString();
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| 109 | trainingVAFEvaluator.GetVariableInfo("Values").ActualName = "TrainingValues";
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| 110 | SimpleVarianceAccountedForEvaluator validationVAFEvaluator = new SimpleVarianceAccountedForEvaluator();
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| 111 | validationVAFEvaluator.Name = "ValidationVAFEvaluator";
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| 112 | validationVAFEvaluator.GetVariableInfo("VAF").ActualName = ModelingResult.ValidationVarianceAccountedFor.ToString();
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| 113 | validationVAFEvaluator.GetVariableInfo("Values").ActualName = "ValidationValues";
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| 114 | SimpleVarianceAccountedForEvaluator testVAFEvaluator = new SimpleVarianceAccountedForEvaluator();
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| 115 | testVAFEvaluator.Name = "TestVAFEvaluator";
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| 116 | testVAFEvaluator.GetVariableInfo("VAF").ActualName = ModelingResult.TestVarianceAccountedFor.ToString();
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| 117 | testVAFEvaluator.GetVariableInfo("Values").ActualName = "TestValues";
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| 118 | #endregion
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| 119 |
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| 120 | seq.AddSubOperator(trainingMseEvaluator);
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| 121 | seq.AddSubOperator(validationMseEvaluator);
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| 122 | seq.AddSubOperator(testMseEvaluator);
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| 123 | seq.AddSubOperator(trainingMapeEvaluator);
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| 124 | seq.AddSubOperator(validationMapeEvaluator);
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| 125 | seq.AddSubOperator(testMapeEvaluator);
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| 126 | seq.AddSubOperator(trainingMapreEvaluator);
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| 127 | seq.AddSubOperator(validationMapreEvaluator);
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| 128 | seq.AddSubOperator(testMapreEvaluator);
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| 129 | seq.AddSubOperator(trainingR2Evaluator);
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| 130 | seq.AddSubOperator(validationR2Evaluator);
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| 131 | seq.AddSubOperator(testR2Evaluator);
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| 132 | seq.AddSubOperator(trainingVAFEvaluator);
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| 133 | seq.AddSubOperator(validationVAFEvaluator);
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| 134 | seq.AddSubOperator(testVAFEvaluator);
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| 135 |
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| 136 | #region variable impacts
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| 137 | VariableEvaluationImpactCalculator evaluationImpactCalculator = new VariableEvaluationImpactCalculator();
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| 138 | evaluationImpactCalculator.GetVariableInfo("SamplesStart").ActualName = "TrainingSamplesStart";
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| 139 | evaluationImpactCalculator.GetVariableInfo("SamplesEnd").ActualName = "TrainingSamplesEnd";
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| 140 | VariableQualityImpactCalculator qualityImpactCalculator = new VariableQualityImpactCalculator();
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| 141 | qualityImpactCalculator.GetVariableInfo("SamplesStart").ActualName = "TrainingSamplesStart";
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| 142 | qualityImpactCalculator.GetVariableInfo("SamplesEnd").ActualName = "TrainingSamplesEnd";
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| 143 |
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| 144 | seq.AddSubOperator(evaluationImpactCalculator);
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| 145 | seq.AddSubOperator(qualityImpactCalculator);
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| 146 | #endregion
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| 147 |
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| 148 | op.OperatorGraph.AddOperator(seq);
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| 149 | op.OperatorGraph.InitialOperator = seq;
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| 150 | return op;
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| 151 | }
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| 152 |
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| 153 | public static IAnalyzerModel PopulateAnalyzerModel(IScope modelScope, IAnalyzerModel model) {
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| 154 | model.Predictor = modelScope.GetVariableValue<IPredictor>("Predictor", false);
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| 155 | Dataset ds = modelScope.GetVariableValue<Dataset>("Dataset", true);
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| 156 | model.Dataset = ds;
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| 157 | model.TargetVariable = ds.GetVariableName(modelScope.GetVariableValue<IntData>("TargetVariable", true).Data);
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| 158 | model.Type = ModelType.Regression;
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| 159 | model.TrainingSamplesStart = modelScope.GetVariableValue<IntData>("TrainingSamplesStart", true).Data;
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| 160 | model.TrainingSamplesEnd = modelScope.GetVariableValue<IntData>("TrainingSamplesEnd", true).Data;
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| 161 | model.ValidationSamplesStart = modelScope.GetVariableValue<IntData>("ValidationSamplesStart", true).Data;
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| 162 | model.ValidationSamplesEnd = modelScope.GetVariableValue<IntData>("ValidationSamplesEnd", true).Data;
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| 163 | model.TestSamplesStart = modelScope.GetVariableValue<IntData>("TestSamplesStart", true).Data;
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| 164 | model.TestSamplesEnd = modelScope.GetVariableValue<IntData>("TestSamplesEnd", true).Data;
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| 165 |
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| 166 | model.ExtractResult(modelScope, ModelingResult.TrainingMeanSquaredError);
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| 167 | model.ExtractResult(modelScope, ModelingResult.ValidationMeanSquaredError);
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| 168 | model.ExtractResult(modelScope, ModelingResult.TestMeanSquaredError);
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| 169 | model.ExtractResult(modelScope, ModelingResult.TrainingMeanAbsolutePercentageError);
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| 170 | model.ExtractResult(modelScope, ModelingResult.ValidationMeanAbsolutePercentageError);
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| 171 | model.ExtractResult(modelScope, ModelingResult.TestMeanAbsolutePercentageError);
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| 172 | model.ExtractResult(modelScope, ModelingResult.TrainingMeanAbsolutePercentageOfRangeError);
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| 173 | model.ExtractResult(modelScope, ModelingResult.ValidationMeanAbsolutePercentageOfRangeError);
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| 174 | model.ExtractResult(modelScope, ModelingResult.TestMeanAbsolutePercentageOfRangeError);
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| 175 | model.ExtractResult(modelScope, ModelingResult.TrainingCoefficientOfDetermination);
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| 176 | model.ExtractResult(modelScope, ModelingResult.ValidationCoefficientOfDetermination);
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| 177 | model.ExtractResult(modelScope, ModelingResult.TestCoefficientOfDetermination);
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| 178 | model.ExtractResult(modelScope, ModelingResult.TrainingVarianceAccountedFor);
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| 179 | model.ExtractResult(modelScope, ModelingResult.ValidationVarianceAccountedFor);
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| 180 | model.ExtractResult(modelScope, ModelingResult.TestVarianceAccountedFor);
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| 181 |
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| 182 | ItemList evaluationImpacts = modelScope.GetVariableValue<ItemList>(ModelingResult.VariableEvaluationImpact.ToString(), false);
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| 183 | ItemList qualityImpacts = modelScope.GetVariableValue<ItemList>(ModelingResult.VariableQualityImpact.ToString(), false);
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| 184 | foreach (ItemList row in evaluationImpacts) {
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| 185 | string variableName = ((StringData)row[0]).Data;
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| 186 | double impact = ((DoubleData)row[1]).Data;
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| 187 | model.SetVariableResult(ModelingResult.VariableEvaluationImpact, variableName, impact);
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| 188 | model.AddInputVariable(variableName);
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| 189 | }
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| 190 | foreach (ItemList row in qualityImpacts) {
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| 191 | string variableName = ((StringData)row[0]).Data;
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| 192 | double impact = ((DoubleData)row[1]).Data;
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| 193 | model.SetVariableResult(ModelingResult.VariableQualityImpact, variableName, impact);
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| 194 | model.AddInputVariable(variableName);
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| 195 | }
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| 196 |
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| 197 | return model;
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| 198 | }
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| 199 | }
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| 200 | }
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