#region License Information /* HeuristicLab * Copyright (C) 2002-2010 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.Collections.Generic; using System.Linq; using HeuristicLab.Analysis; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding; using HeuristicLab.Operators; using HeuristicLab.Optimization; using HeuristicLab.Parameters; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; using HeuristicLab.Problems.DataAnalysis.MultiVariate.Regression.Symbolic.Evaluators; using HeuristicLab.Problems.DataAnalysis.Symbolic; namespace HeuristicLab.Problems.DataAnalysis.MultiVariate.Regression.Symbolic.Analyzers { /// /// An operator that analyzes the validation best scaled symbolic vector regression solution. /// [Item("ValidationBestScaledSymbolicVectorRegressionSolutionAnalyzer", "An operator that analyzes the validation best scaled symbolic vector regression solution.")] [StorableClass] public sealed class ValidationBestScaledSymbolicVectorRegressionSolutionAnalyzer : SingleSuccessorOperator, IAnalyzer { private const string SymbolicExpressionTreeParameterName = "SymbolicExpressionTree"; private const string ScaledSymbolicExpressionTreeParameterName = "ScaledSymbolicExpressionTree"; private const string SymbolicExpressionTreeInterpreterParameterName = "SymbolicExpressionTreeInterpreter"; private const string ProblemDataParameterName = "ProblemData"; private const string TrainingSamplesStartParameterName = "TrainingSamplesStart"; private const string TrainingSamplesEndParameterName = "TrainingSamplesEnd"; private const string ValidationSamplesStartParameterName = "ValidationSamplesStart"; private const string ValidationSamplesEndParameterName = "ValidationSamplesEnd"; private const string TestSamplesStartParameterName = "TestSamplesStart"; private const string TestSamplesEndParameterName = "TestSamplesEnd"; private const string QualityParameterName = "Quality"; private const string ScaledQualityParameterName = "ScaledQuality"; private const string UpperEstimationLimitParameterName = "UpperEstimationLimit"; private const string LowerEstimationLimitParameterName = "LowerEstimationLimit"; private const string AlphaParameterName = "Alpha"; private const string BetaParameterName = "Beta"; private const string BestSolutionParameterName = "Best solution (validation)"; private const string BestSolutionQualityParameterName = "Best solution quality (validation)"; private const string CurrentBestValidationQualityParameterName = "Current best validation quality"; private const string BestSolutionQualityValuesParameterName = "Validation Quality"; private const string ResultsParameterName = "Results"; private const string BestKnownQualityParameterName = "BestKnownQuality"; #region parameter properties public ScopeTreeLookupParameter SymbolicExpressionTreeParameter { get { return (ScopeTreeLookupParameter)Parameters[SymbolicExpressionTreeParameterName]; } } public ScopeTreeLookupParameter AlphaParameter { get { return (ScopeTreeLookupParameter)Parameters[AlphaParameterName]; } } public ScopeTreeLookupParameter BetaParameter { get { return (ScopeTreeLookupParameter)Parameters[BetaParameterName]; } } public IValueLookupParameter SymbolicExpressionTreeInterpreterParameter { get { return (IValueLookupParameter)Parameters[SymbolicExpressionTreeInterpreterParameterName]; } } public IValueLookupParameter ProblemDataParameter { get { return (IValueLookupParameter)Parameters[ProblemDataParameterName]; } } public IValueLookupParameter ValidationSamplesStartParameter { get { return (IValueLookupParameter)Parameters[ValidationSamplesStartParameterName]; } } public IValueLookupParameter ValidationSamplesEndParameter { get { return (IValueLookupParameter)Parameters[ValidationSamplesEndParameterName]; } } public IValueLookupParameter UpperEstimationLimitParameter { get { return (IValueLookupParameter)Parameters[UpperEstimationLimitParameterName]; } } public IValueLookupParameter LowerEstimationLimitParameter { get { return (IValueLookupParameter)Parameters[LowerEstimationLimitParameterName]; } } public ILookupParameter BestSolutionParameter { get { return (ILookupParameter)Parameters[BestSolutionParameterName]; } } public ILookupParameter BestSolutionQualityParameter { get { return (ILookupParameter)Parameters[BestSolutionQualityParameterName]; } } public ILookupParameter ResultsParameter { get { return (ILookupParameter)Parameters[ResultsParameterName]; } } public ILookupParameter BestKnownQualityParameter { get { return (ILookupParameter)Parameters[BestKnownQualityParameterName]; } } #endregion #region properties public MultiVariateDataAnalysisProblemData ProblemData { get { return ProblemDataParameter.ActualValue; } } public ItemArray Alpha { get { return AlphaParameter.ActualValue; } } public ItemArray Beta { get { return BetaParameter.ActualValue; } } public DoubleArray LowerEstimationLimit { get { return LowerEstimationLimitParameter.ActualValue; } } public DoubleArray UpperEstimationLimit { get { return UpperEstimationLimitParameter.ActualValue; } } #endregion public ValidationBestScaledSymbolicVectorRegressionSolutionAnalyzer() : base() { Parameters.Add(new ScopeTreeLookupParameter(SymbolicExpressionTreeParameterName, "The symbolic expression trees to analyze.")); Parameters.Add(new ScopeTreeLookupParameter(AlphaParameterName, "The alpha parameter for linear scaling.")); Parameters.Add(new ScopeTreeLookupParameter(BetaParameterName, "The beta parameter for linear scaling.")); Parameters.Add(new ValueLookupParameter(SymbolicExpressionTreeInterpreterParameterName, "The interpreter that should be used for the analysis of symbolic expression trees.")); Parameters.Add(new ValueLookupParameter(ProblemDataParameterName, "The problem data for which the symbolic expression tree is a solution.")); Parameters.Add(new ValueLookupParameter(ValidationSamplesStartParameterName, "The first index of the validation partition of the data set.")); Parameters.Add(new ValueLookupParameter(ValidationSamplesEndParameterName, "The last index of the validation partition of the data set.")); Parameters.Add(new ValueLookupParameter(UpperEstimationLimitParameterName, "The upper estimation limit that was set for the evaluation of the symbolic expression trees.")); Parameters.Add(new ValueLookupParameter(LowerEstimationLimitParameterName, "The lower estimation limit that was set for the evaluation of the symbolic expression trees.")); Parameters.Add(new LookupParameter(BestSolutionParameterName, "The best symbolic regression solution.")); Parameters.Add(new LookupParameter(BestSolutionQualityParameterName, "The quality of the best symbolic regression solution.")); Parameters.Add(new LookupParameter(ResultsParameterName, "The result collection where the best symbolic regression solution should be stored.")); Parameters.Add(new LookupParameter(BestKnownQualityParameterName, "The best known (validation) quality achieved on the data set.")); } public override IOperation Apply() { var trees = SymbolicExpressionTreeParameter.ActualValue; IEnumerable scaledTrees; if (Alpha.Length == trees.Length) { scaledTrees = from i in Enumerable.Range(0, trees.Length) select SymbolicVectorRegressionSolutionLinearScaler.Scale(trees[i], Beta[i].ToArray(), Alpha[i].ToArray()); } else { scaledTrees = trees; } IEnumerable selectedTargetVariables = from item in ProblemData.TargetVariables.CheckedItems select item.Value.Value; var interpreter = SymbolicExpressionTreeInterpreterParameter.ActualValue; int validationStart = ValidationSamplesStartParameter.ActualValue.Value; int validationEnd = ValidationSamplesEndParameter.ActualValue.Value; IEnumerable rows = Enumerable.Range(validationStart, validationEnd - validationStart); SymbolicExpressionTree bestTree = null; double bestValidationError = double.PositiveInfinity; foreach (var tree in scaledTrees) { // calculate error on validation set double validationMse = SymbolicVectorRegressionNormalizedMseEvaluator.Calculate(tree, interpreter, ProblemData, selectedTargetVariables, rows, LowerEstimationLimit, UpperEstimationLimit); if (bestValidationError > validationMse) { bestValidationError = validationMse; bestTree = tree; } } if (BestSolutionQualityParameter.ActualValue == null || BestSolutionQualityParameter.ActualValue.Value > bestValidationError) { var bestSolution = bestTree; //bestSolution.Name = BestSolutionParameterName; //solution.Description = "Best solution on validation partition found over the whole run."; BestSolutionParameter.ActualValue = bestSolution; BestSolutionQualityParameter.ActualValue = new DoubleValue(bestValidationError); } // update results var results = ResultsParameter.ActualValue; if (!results.ContainsKey(BestSolutionQualityValuesParameterName)) { results.Add(new Result(BestSolutionParameterName, BestSolutionParameter.ActualValue)); results.Add(new Result(BestSolutionQualityValuesParameterName, new DataTable(BestSolutionQualityValuesParameterName, BestSolutionQualityValuesParameterName))); results.Add(new Result(BestSolutionQualityParameterName, new DoubleValue())); results.Add(new Result(CurrentBestValidationQualityParameterName, new DoubleValue())); } results[BestSolutionParameterName].Value = BestSolutionParameter.ActualValue; results[BestSolutionQualityParameterName].Value = new DoubleValue(BestSolutionQualityParameter.ActualValue.Value); results[CurrentBestValidationQualityParameterName].Value = new DoubleValue(bestValidationError); DataTable validationValues = (DataTable)results[BestSolutionQualityValuesParameterName].Value; AddValue(validationValues, BestSolutionQualityParameter.ActualValue.Value, BestSolutionQualityParameterName, BestSolutionQualityParameterName); AddValue(validationValues, bestValidationError, CurrentBestValidationQualityParameterName, CurrentBestValidationQualityParameterName); return base.Apply(); } private static void AddValue(DataTable table, double data, string name, string description) { DataRow row; table.Rows.TryGetValue(name, out row); if (row == null) { row = new DataRow(name, description); row.Values.Add(data); table.Rows.Add(row); } else { row.Values.Add(data); } } } }