Last change
on this file since 2705 was
2428,
checked in by gkronber, 15 years ago
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Implemented #782 (Additional model quality metrics: Pearson product-moment correlation coefficient and Spearman's rank correlation coefficient)
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File size:
1.9 KB
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[1814] | 1 | using System;
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| 2 | using System.Collections.Generic;
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| 3 | using System.Linq;
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| 4 | using System.Text;
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| 5 | using HeuristicLab.Core;
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| 6 | using HeuristicLab.Data;
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| 7 | using HeuristicLab.DataAnalysis;
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| 8 |
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[1869] | 9 | namespace HeuristicLab.Modeling {
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[1888] | 10 | public class SimpleR2Evaluator : SimpleEvaluatorBase {
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[1814] | 11 |
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[1888] | 12 | public override string OutputVariableName {
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| 13 | get {
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| 14 | return "R2";
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| 15 | }
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[1814] | 16 | }
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| 17 |
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[1888] | 18 | public override double Evaluate(double[,] values) {
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[2136] | 19 | try {
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| 20 | return Calculate(values);
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| 21 | }
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| 22 | catch (ArgumentException) {
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| 23 | return double.NegativeInfinity;
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| 24 | }
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[1888] | 25 | }
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[1814] | 26 |
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[1888] | 27 | public static double Calculate(double[,] values) {
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[1814] | 28 | double targetMean = 0;
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| 29 | double sse = 0;
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| 30 | double cnt = 0;
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[1888] | 31 | for (int i = 0; i < values.GetLength(0); i++) {
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[2357] | 32 | double estimated = values[i, ESTIMATION_INDEX];
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| 33 | double target = values[i, ORIGINAL_INDEX];
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[1814] | 34 | if (!double.IsNaN(estimated) && !double.IsInfinity(estimated) &&
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| 35 | !double.IsNaN(target) && !double.IsInfinity(target)) {
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| 36 | targetMean += target;
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| 37 | double error = estimated - target;
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| 38 | sse += error * error;
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| 39 | cnt++;
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| 40 | }
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| 41 | }
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| 42 |
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[2136] | 43 | if (cnt > 0) {
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| 44 | targetMean /= cnt;
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| 45 |
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| 46 | double targetDeviationTotalSumOfSquares = 0;
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| 47 | for (int i = 0; i < values.GetLength(0); i++) {
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[2357] | 48 | double target = values[i, ORIGINAL_INDEX];
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[2136] | 49 | if (!double.IsNaN(target) && !double.IsInfinity(target)) {
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[2428] | 50 | double targetDiff = target - targetMean;
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| 51 | targetDeviationTotalSumOfSquares += targetDiff * targetDiff;
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[2136] | 52 | }
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[1814] | 53 | }
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[2136] | 54 | double quality = 1 - sse / targetDeviationTotalSumOfSquares;
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| 55 | if (quality > 1)
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| 56 | throw new InvalidProgramException();
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| 57 |
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| 58 | return quality;
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| 59 | } else {
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| 60 | throw new ArgumentException("Coefficient of determination is not defined for input vectors of NaN or Inf");
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[1814] | 61 | }
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| 62 | }
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| 63 | }
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| 64 | }
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