#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.Linq; using HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Operators; using HeuristicLab.Optimization; using HeuristicLab.Parameters; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding; using HeuristicLab.Problems.DataAnalysis.Regression.Symbolic; using HeuristicLab.Problems.DataAnalysis.Symbolic; using System.Collections.Generic; using HeuristicLab.Problems.DataAnalysis.Symbolic.Symbols; using HeuristicLab.Problems.DataAnalysis; using HeuristicLab.Problems.DataAnalysis.Evaluators; namespace HeuristicLab.Problems.DataAnalysis.Regression.Symbolic.Analyzers { [StorableClass] public abstract class RegressionSolutionAnalyzer : SingleSuccessorOperator { private const string ProblemDataParameterName = "ProblemData"; private const string QualityParameterName = "Quality"; private const string UpperEstimationLimitParameterName = "UpperEstimationLimit"; private const string LowerEstimationLimitParameterName = "LowerEstimationLimit"; private const string BestSolutionQualityParameterName = "BestSolutionQuality"; private const string ResultsParameterName = "Results"; private const string BestSolutionResultName = "Best solution (on validiation set)"; private const string BestSolutionTrainingRSquared = "Best solution Rē (training)"; private const string BestSolutionTestRSquared = "Best solution Rē (test)"; private const string BestSolutionTrainingMse = "Best solution mean squared error (training)"; private const string BestSolutionTestMse = "Best solution mean squared error (test)"; private const string BestSolutionTrainingRelativeError = "Best solution average relative error (training)"; private const string BestSolutionTestRelativeError = "Best solution average relative error (test)"; #region parameter properties public IValueLookupParameter ProblemDataParameter { get { return (IValueLookupParameter)Parameters[ProblemDataParameterName]; } } public ScopeTreeLookupParameter QualityParameter { get { return (ScopeTreeLookupParameter)Parameters[QualityParameterName]; } } public IValueLookupParameter UpperEstimationLimitParameter { get { return (IValueLookupParameter)Parameters[UpperEstimationLimitParameterName]; } } public IValueLookupParameter LowerEstimationLimitParameter { get { return (IValueLookupParameter)Parameters[LowerEstimationLimitParameterName]; } } public ILookupParameter BestSolutionQualityParameter { get { return (ILookupParameter)Parameters[BestSolutionQualityParameterName]; } } public ILookupParameter ResultsParameter { get { return (ILookupParameter)Parameters[ResultsParameterName]; } } #endregion #region properties public DoubleValue UpperEstimationLimit { get { return UpperEstimationLimitParameter.ActualValue; } } public DoubleValue LowerEstimationLimit { get { return LowerEstimationLimitParameter.ActualValue; } } public ItemArray Quality { get { return QualityParameter.ActualValue; } } public ResultCollection Results { get { return ResultsParameter.ActualValue; } } public DataAnalysisProblemData ProblemData { get { return ProblemDataParameter.ActualValue; } } #endregion public RegressionSolutionAnalyzer() : base() { Parameters.Add(new ValueLookupParameter(ProblemDataParameterName, "The problem data for which the symbolic expression tree is a solution.")); 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 ScopeTreeLookupParameter(QualityParameterName, "The qualities of the symbolic regression trees which should be analyzed.")); Parameters.Add(new LookupParameter(BestSolutionQualityParameterName, "The quality of the best regression solution.")); Parameters.Add(new LookupParameter(ResultsParameterName, "The result collection where the best symbolic regression solution should be stored.")); } public override IOperation Apply() { DoubleValue prevBestSolutionQuality = BestSolutionQualityParameter.ActualValue; var bestSolution = UpdateBestSolution(); if (prevBestSolutionQuality == null || prevBestSolutionQuality.Value > BestSolutionQualityParameter.ActualValue.Value) { UpdateBestSolutionResults(bestSolution); } return base.Apply(); } private void UpdateBestSolutionResults(DataAnalysisSolution bestSolution) { var solution = bestSolution; #region update R2,MSE, Rel Error double[] trainingValues = ProblemData.Dataset.GetVariableValues( ProblemData.TargetVariable.Value, ProblemData.TrainingSamplesStart.Value, ProblemData.TrainingSamplesEnd.Value); double[] testValues = ProblemData.Dataset.GetVariableValues( ProblemData.TargetVariable.Value, ProblemData.TestSamplesStart.Value, ProblemData.TestSamplesEnd.Value); double trainingR2 = SimpleRSquaredEvaluator.Calculate(trainingValues, solution.EstimatedTrainingValues); double testR2 = SimpleRSquaredEvaluator.Calculate(testValues, solution.EstimatedTestValues); double trainingMse = SimpleMSEEvaluator.Calculate(trainingValues, solution.EstimatedTrainingValues); double testMse = SimpleMSEEvaluator.Calculate(testValues, solution.EstimatedTestValues); double trainingRelError = SimpleMeanAbsolutePercentageErrorEvaluator.Calculate(trainingValues, solution.EstimatedTrainingValues); double testRelError = SimpleMeanAbsolutePercentageErrorEvaluator.Calculate(testValues, solution.EstimatedTestValues); if (Results.ContainsKey(BestSolutionResultName)) { Results[BestSolutionResultName].Value = solution; Results[BestSolutionTrainingRSquared].Value = new DoubleValue(trainingR2); Results[BestSolutionTestRSquared].Value = new DoubleValue(testR2); Results[BestSolutionTrainingMse].Value = new DoubleValue(trainingMse); Results[BestSolutionTestMse].Value = new DoubleValue(testMse); Results[BestSolutionTrainingRelativeError].Value = new DoubleValue(trainingRelError); Results[BestSolutionTestRelativeError].Value = new DoubleValue(testRelError); } else { Results.Add(new Result(BestSolutionResultName, solution)); Results.Add(new Result(BestSolutionTrainingRSquared, new DoubleValue(trainingR2))); Results.Add(new Result(BestSolutionTestRSquared, new DoubleValue(testR2))); Results.Add(new Result(BestSolutionTrainingMse, new DoubleValue(trainingMse))); Results.Add(new Result(BestSolutionTestMse, new DoubleValue(testMse))); Results.Add(new Result(BestSolutionTrainingRelativeError, new DoubleValue(trainingRelError))); Results.Add(new Result(BestSolutionTestRelativeError, new DoubleValue(testRelError))); } #endregion } protected abstract DataAnalysisSolution UpdateBestSolution(); } }