#region License Information
/* HeuristicLab
* Copyright (C) 2002-2011 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.Analysis;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
using HeuristicLab.Optimization;
using HeuristicLab.Parameters;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.PluginInfrastructure;
namespace HeuristicLab.Problems.DataAnalysis.Regression.Symbolic.Analyzers {
[Item("SymbolicRegressionOverfittingAnalyzer", "Calculates and tracks correlation of training and validation fitness of symbolic regression models.")]
[StorableClass]
[NonDiscoverableType]
public sealed class SymbolicRegressionOverfittingAnalyzer : SymbolicRegressionValidationAnalyzer, ISymbolicRegressionAnalyzer {
private const string MaximizationParameterName = "Maximization";
private const string QualityParameterName = "Quality";
private const string TrainingValidationCorrelationParameterName = "TrainingValidationCorrelation";
private const string TrainingValidationCorrelationTableParameterName = "TrainingValidationCorrelationTable";
private const string LowerCorrelationThresholdParameterName = "LowerCorrelationThreshold";
private const string UpperCorrelationThresholdParameterName = "UpperCorrelationThreshold";
private const string OverfittingParameterName = "IsOverfitting";
private const string ResultsParameterName = "Results";
#region parameter properties
public ScopeTreeLookupParameter QualityParameter {
get { return (ScopeTreeLookupParameter)Parameters[QualityParameterName]; }
}
public ILookupParameter MaximizationParameter {
get { return (ILookupParameter)Parameters[MaximizationParameterName]; }
}
public ILookupParameter TrainingValidationQualityCorrelationParameter {
get { return (ILookupParameter)Parameters[TrainingValidationCorrelationParameterName]; }
}
public ILookupParameter TrainingValidationQualityCorrelationTableParameter {
get { return (ILookupParameter)Parameters[TrainingValidationCorrelationTableParameterName]; }
}
public IValueLookupParameter LowerCorrelationThresholdParameter {
get { return (IValueLookupParameter)Parameters[LowerCorrelationThresholdParameterName]; }
}
public IValueLookupParameter UpperCorrelationThresholdParameter {
get { return (IValueLookupParameter)Parameters[UpperCorrelationThresholdParameterName]; }
}
public ILookupParameter OverfittingParameter {
get { return (ILookupParameter)Parameters[OverfittingParameterName]; }
}
public ILookupParameter ResultsParameter {
get { return (ILookupParameter)Parameters[ResultsParameterName]; }
}
#endregion
#region properties
public BoolValue Maximization {
get { return MaximizationParameter.ActualValue; }
}
#endregion
[StorableConstructor]
private SymbolicRegressionOverfittingAnalyzer(bool deserializing) : base(deserializing) { }
private SymbolicRegressionOverfittingAnalyzer(SymbolicRegressionOverfittingAnalyzer original, Cloner cloner) : base(original, cloner) { }
public SymbolicRegressionOverfittingAnalyzer()
: base() {
Parameters.Add(new ScopeTreeLookupParameter(QualityParameterName, "Training fitness"));
Parameters.Add(new LookupParameter(MaximizationParameterName, "The direction of optimization."));
Parameters.Add(new LookupParameter(TrainingValidationCorrelationParameterName, "Correlation of training and validation fitnesses"));
Parameters.Add(new LookupParameter(TrainingValidationCorrelationTableParameterName, "Data table of training and validation fitness correlation values over the whole run."));
Parameters.Add(new ValueLookupParameter(LowerCorrelationThresholdParameterName, "Lower threshold for correlation value that marks the boundary from non-overfitting to overfitting.", new DoubleValue(0.65)));
Parameters.Add(new ValueLookupParameter(UpperCorrelationThresholdParameterName, "Upper threshold for correlation value that marks the boundary from overfitting to non-overfitting.", new DoubleValue(0.75)));
Parameters.Add(new LookupParameter(OverfittingParameterName, "Boolean indicator for overfitting."));
Parameters.Add(new LookupParameter(ResultsParameterName, "The results collection."));
}
[StorableHook(HookType.AfterDeserialization)]
private void AfterDeserialization() {
}
public override IDeepCloneable Clone(Cloner cloner) {
return new SymbolicRegressionOverfittingAnalyzer(this, cloner);
}
protected override void Analyze(SymbolicExpressionTree[] trees, double[] validationQuality) {
double[] trainingQuality = QualityParameter.ActualValue.Select(x => x.Value).ToArray();
double r = alglib.spearmancorr2(trainingQuality, validationQuality);
TrainingValidationQualityCorrelationParameter.ActualValue = new DoubleValue(r);
if (TrainingValidationQualityCorrelationTableParameter.ActualValue == null) {
var dataTable = new DataTable("Training and validation fitness correlation table", "Data table of training and validation fitness correlation values over the whole run.");
dataTable.Rows.Add(new DataRow("Training and validation fitness correlation", "Training and validation fitness correlation values"));
TrainingValidationQualityCorrelationTableParameter.ActualValue = dataTable;
ResultsParameter.ActualValue.Add(new Result(TrainingValidationCorrelationTableParameterName, dataTable));
}
TrainingValidationQualityCorrelationTableParameter.ActualValue.Rows["Training and validation fitness correlation"].Values.Add(r);
if (OverfittingParameter.ActualValue != null && OverfittingParameter.ActualValue.Value) {
// overfitting == true
// => r must reach the upper threshold to switch back to non-overfitting state
OverfittingParameter.ActualValue = new BoolValue(r < UpperCorrelationThresholdParameter.ActualValue.Value);
} else {
// overfitting == false
// => r must drop below lower threshold to switch to overfitting state
OverfittingParameter.ActualValue = new BoolValue(r < LowerCorrelationThresholdParameter.ActualValue.Value);
}
}
}
}