#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;
using System;
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 GenerationsParameterName = "Generations";
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)";
private const string BestSolutionGeneration = "Best solution generation";
#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]; }
}
public ILookupParameter GenerationsParameter {
get { return (ILookupParameter)Parameters[GenerationsParameterName]; }
}
#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(GenerationsParameterName, "The number of generations calculated so far."));
Parameters.Add(new LookupParameter(ResultsParameterName, "The result collection where the best symbolic regression solution should be stored."));
}
[StorableHook(HookType.AfterDeserialization)]
public void Initialize() {
// backwards compatibility
if (!Parameters.ContainsKey(GenerationsParameterName)) {
Parameters.Add(new LookupParameter(GenerationsParameterName, "The number of generations calculated so far."));
}
}
public override IOperation Apply() {
DoubleValue prevBestSolutionQuality = BestSolutionQualityParameter.ActualValue;
var bestSolution = UpdateBestSolution();
if (prevBestSolutionQuality == null || prevBestSolutionQuality.Value > BestSolutionQualityParameter.ActualValue.Value) {
RegressionSolutionAnalyzer.UpdateBestSolutionResults(bestSolution, ProblemData, Results, GenerationsParameter.ActualValue);
}
return base.Apply();
}
public static void UpdateBestSolutionResults(DataAnalysisSolution bestSolution, DataAnalysisProblemData problemData, ResultCollection results, IntValue CurrentGeneration) {
var solution = bestSolution;
#region update R2,MSE, Rel Error
IEnumerable trainingValues = problemData.Dataset.GetEnumeratedVariableValues(
problemData.TargetVariable.Value,
problemData.TrainingSamplesStart.Value,
problemData.TrainingSamplesEnd.Value);
IEnumerable testValues = problemData.Dataset.GetEnumeratedVariableValues(
problemData.TargetVariable.Value,
problemData.TestSamplesStart.Value,
problemData.TestSamplesEnd.Value);
OnlineMeanSquaredErrorEvaluator mseEvaluator = new OnlineMeanSquaredErrorEvaluator();
OnlineMeanAbsolutePercentageErrorEvaluator relErrorEvaluator = new OnlineMeanAbsolutePercentageErrorEvaluator();
OnlinePearsonsRSquaredEvaluator r2Evaluator = new OnlinePearsonsRSquaredEvaluator();
#region training
var originalEnumerator = trainingValues.GetEnumerator();
var estimatedEnumerator = solution.EstimatedTrainingValues.GetEnumerator();
while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) {
mseEvaluator.Add(originalEnumerator.Current, estimatedEnumerator.Current);
r2Evaluator.Add(originalEnumerator.Current, estimatedEnumerator.Current);
relErrorEvaluator.Add(originalEnumerator.Current, estimatedEnumerator.Current);
}
double trainingR2 = r2Evaluator.RSquared;
double trainingMse = mseEvaluator.MeanSquaredError;
double trainingRelError = relErrorEvaluator.MeanAbsolutePercentageError;
#endregion
mseEvaluator.Reset();
relErrorEvaluator.Reset();
r2Evaluator.Reset();
#region test
originalEnumerator = testValues.GetEnumerator();
estimatedEnumerator = solution.EstimatedTestValues.GetEnumerator();
while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) {
mseEvaluator.Add(originalEnumerator.Current, estimatedEnumerator.Current);
r2Evaluator.Add(originalEnumerator.Current, estimatedEnumerator.Current);
relErrorEvaluator.Add(originalEnumerator.Current, estimatedEnumerator.Current);
}
double testR2 = r2Evaluator.RSquared;
double testMse = mseEvaluator.MeanSquaredError;
double testRelError = relErrorEvaluator.MeanAbsolutePercentageError;
#endregion
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);
if (CurrentGeneration != null) // this check is needed because linear regression solutions do not have a generations parameter
results[BestSolutionGeneration].Value = new IntValue(CurrentGeneration.Value);
} 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)));
if (CurrentGeneration != null)
results.Add(new Result(BestSolutionGeneration, new IntValue(CurrentGeneration.Value)));
}
#endregion
}
protected abstract DataAnalysisSolution UpdateBestSolution();
}
}