1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2010 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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4 | *
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5 | * This file is part of HeuristicLab.
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6 | *
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7 | * HeuristicLab is free software: you can redistribute it and/or modify
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8 | * it under the terms of the GNU General Public License as published by
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9 | * the Free Software Foundation, either version 3 of the License, or
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10 | * (at your option) any later version.
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11 | *
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12 | * HeuristicLab is distributed in the hope that it will be useful,
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13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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15 | * GNU General Public License for more details.
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16 | *
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17 | * You should have received a copy of the GNU General Public License
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18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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19 | */
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20 | #endregion
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21 |
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22 | using System.Linq;
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23 | using HeuristicLab.Common;
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24 | using HeuristicLab.Core;
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25 | using HeuristicLab.Data;
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26 | using HeuristicLab.Operators;
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27 | using HeuristicLab.Optimization;
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28 | using HeuristicLab.Parameters;
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29 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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30 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
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31 | using HeuristicLab.Problems.DataAnalysis.Regression.Symbolic;
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32 | using HeuristicLab.Problems.DataAnalysis.Symbolic;
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33 | using System.Collections.Generic;
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34 | using HeuristicLab.Problems.DataAnalysis.Symbolic.Symbols;
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35 | using HeuristicLab.Problems.DataAnalysis;
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36 | using HeuristicLab.Analysis;
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37 | using System;
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38 | using HeuristicLab.Optimization.Operators;
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39 |
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40 | namespace HeuristicLab.Problems.DataAnalysis.Regression.Symbolic.Analyzers {
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41 | /// <summary>
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42 | /// An operator that analyzes the validation best scaled symbolic regression solution.
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43 | /// </summary>
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44 | [Item("ValidationBestScaledSymbolicRegressionSolutionAnalyzer", "An operator that analyzes the validation best scaled symbolic regression solution.")]
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45 | [StorableClass]
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46 | public sealed class ValidationBestScaledSymbolicRegressionSolutionAnalyzer : AlgorithmOperator, ISymbolicRegressionAnalyzer {
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47 | private const string SymbolicExpressionTreeParameterName = "SymbolicExpressionTree";
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48 | private const string ScaledSymbolicExpressionTreeParameterName = "ScaledSymbolicExpressionTree";
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49 | private const string SymbolicExpressionTreeInterpreterParameterName = "SymbolicExpressionTreeInterpreter";
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50 | private const string ProblemDataParameterName = "ProblemData";
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51 | private const string TrainingSamplesStartParameterName = "TrainingSamplesStart";
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52 | private const string TrainingSamplesEndParameterName = "TrainingSamplesEnd";
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53 | private const string ValidationSamplesStartParameterName = "ValidationSamplesStart";
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54 | private const string ValidationSamplesEndParameterName = "ValidationSamplesEnd";
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55 | private const string TestSamplesStartParameterName = "TestSamplesStart";
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56 | private const string TestSamplesEndParameterName = "TestSamplesEnd";
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57 | private const string QualityParameterName = "Quality";
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58 | private const string ScaledQualityParameterName = "ScaledQuality";
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59 | private const string UpperEstimationLimitParameterName = "UpperEstimationLimit";
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60 | private const string LowerEstimationLimitParameterName = "LowerEstimationLimit";
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61 | private const string AlphaParameterName = "Alpha";
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62 | private const string BetaParameterName = "Beta";
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63 | private const string BestSolutionParameterName = "Best solution (validation)";
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64 | private const string BestSolutionQualityParameterName = "Best solution quality (validation)";
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65 | private const string CurrentBestValidationQualityParameterName = "Current best validation quality";
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66 | private const string ResultsParameterName = "Results";
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67 | private const string BestKnownQualityParameterName = "BestKnownQuality";
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68 |
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69 | public ScopeTreeLookupParameter<SymbolicExpressionTree> SymbolicExpressionTreeParameter {
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70 | get { return (ScopeTreeLookupParameter<SymbolicExpressionTree>)Parameters[SymbolicExpressionTreeParameterName]; }
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71 | }
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72 | public ScopeTreeLookupParameter<DoubleValue> QualityParameter {
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73 | get { return (ScopeTreeLookupParameter<DoubleValue>)Parameters[QualityParameterName]; }
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74 | }
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75 | public IValueLookupParameter<ISymbolicExpressionTreeInterpreter> SymbolicExpressionTreeInterpreterParameter {
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76 | get { return (IValueLookupParameter<ISymbolicExpressionTreeInterpreter>)Parameters[SymbolicExpressionTreeInterpreterParameterName]; }
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77 | }
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78 | public IValueLookupParameter<DataAnalysisProblemData> ProblemDataParameter {
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79 | get { return (IValueLookupParameter<DataAnalysisProblemData>)Parameters[ProblemDataParameterName]; }
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80 | }
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81 | public IValueLookupParameter<IntValue> TrainingSamplesStartParameter {
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82 | get { return (IValueLookupParameter<IntValue>)Parameters[TrainingSamplesStartParameterName]; }
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83 | }
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84 | public IValueLookupParameter<IntValue> TrainingSamplesEndParameter {
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85 | get { return (IValueLookupParameter<IntValue>)Parameters[TrainingSamplesEndParameterName]; }
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86 | }
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87 | public IValueLookupParameter<IntValue> ValidationSamplesStartParameter {
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88 | get { return (IValueLookupParameter<IntValue>)Parameters[ValidationSamplesStartParameterName]; }
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89 | }
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90 | public IValueLookupParameter<IntValue> ValidationSamplesEndParameter {
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91 | get { return (IValueLookupParameter<IntValue>)Parameters[ValidationSamplesEndParameterName]; }
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92 | }
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93 | public IValueLookupParameter<IntValue> TestSamplesStartParameter {
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94 | get { return (IValueLookupParameter<IntValue>)Parameters[TestSamplesStartParameterName]; }
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95 | }
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96 | public IValueLookupParameter<IntValue> TestSamplesEndParameter {
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97 | get { return (IValueLookupParameter<IntValue>)Parameters[TestSamplesEndParameterName]; }
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98 | }
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99 | public IValueLookupParameter<DoubleValue> UpperEstimationLimitParameter {
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100 | get { return (IValueLookupParameter<DoubleValue>)Parameters[UpperEstimationLimitParameterName]; }
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101 | }
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102 | public IValueLookupParameter<DoubleValue> LowerEstimationLimitParameter {
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103 | get { return (IValueLookupParameter<DoubleValue>)Parameters[LowerEstimationLimitParameterName]; }
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104 | }
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105 | public ILookupParameter<SymbolicRegressionSolution> BestSolutionParameter {
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106 | get { return (ILookupParameter<SymbolicRegressionSolution>)Parameters[BestSolutionParameterName]; }
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107 | }
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108 | public ILookupParameter<DoubleValue> BestSolutionQualityParameter {
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109 | get { return (ILookupParameter<DoubleValue>)Parameters[BestSolutionQualityParameterName]; }
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110 | }
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111 | public ILookupParameter<ResultCollection> ResultsParameter {
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112 | get { return (ILookupParameter<ResultCollection>)Parameters[ResultsParameterName]; }
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113 | }
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114 | public ILookupParameter<DoubleValue> BestKnownQualityParameter {
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115 | get { return (ILookupParameter<DoubleValue>)Parameters[BestKnownQualityParameterName]; }
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116 | }
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117 |
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118 | [Storable]
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119 | private BestSymbolicRegressionSolutionAnalyzer bestSolutionAnalyzer;
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120 | [Storable]
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121 | private UniformSubScopesProcessor subScopesProcessor;
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122 | [Storable]
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123 | private BestAverageWorstQualityCalculator bestAvgWorstValidationQualityCalculator;
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124 | [Storable]
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125 | private BestQualityMemorizer bestKnownQualityMemorizer;
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126 | [Storable]
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127 | private SymbolicRegressionModelQualityAnalyzer modelQualityAnalyzer;
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128 |
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129 | public ValidationBestScaledSymbolicRegressionSolutionAnalyzer()
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130 | : base() {
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131 | Parameters.Add(new ScopeTreeLookupParameter<SymbolicExpressionTree>(SymbolicExpressionTreeParameterName, "The symbolic expression trees to analyze."));
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132 | Parameters.Add(new ScopeTreeLookupParameter<DoubleValue>(QualityParameterName, "The quality of the symbolic expression trees to analyze."));
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133 | Parameters.Add(new ValueLookupParameter<ISymbolicExpressionTreeInterpreter>(SymbolicExpressionTreeInterpreterParameterName, "The interpreter that should be used for the analysis of symbolic expression trees."));
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134 | Parameters.Add(new ValueLookupParameter<DataAnalysisProblemData>(ProblemDataParameterName, "The problem data for which the symbolic expression tree is a solution."));
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135 | Parameters.Add(new ValueLookupParameter<IntValue>(TrainingSamplesStartParameterName, "The first index of the training partition of the data set."));
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136 | Parameters.Add(new ValueLookupParameter<IntValue>(TrainingSamplesEndParameterName, "The last index of the training partition of the data set."));
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137 | Parameters.Add(new ValueLookupParameter<IntValue>(ValidationSamplesStartParameterName, "The first index of the validation partition of the data set."));
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138 | Parameters.Add(new ValueLookupParameter<IntValue>(ValidationSamplesEndParameterName, "The last index of the validation partition of the data set."));
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139 | Parameters.Add(new ValueLookupParameter<IntValue>(TestSamplesStartParameterName, "The first index of the test partition of the data set."));
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140 | Parameters.Add(new ValueLookupParameter<IntValue>(TestSamplesEndParameterName, "The last index of the test partition of the data set."));
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141 | Parameters.Add(new ValueLookupParameter<DoubleValue>(UpperEstimationLimitParameterName, "The upper estimation limit that was set for the evaluation of the symbolic expression trees."));
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142 | Parameters.Add(new ValueLookupParameter<DoubleValue>(LowerEstimationLimitParameterName, "The lower estimation limit that was set for the evaluation of the symbolic expression trees."));
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143 | Parameters.Add(new LookupParameter<SymbolicRegressionSolution>(BestSolutionParameterName, "The best symbolic regression solution."));
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144 | Parameters.Add(new LookupParameter<DoubleValue>(BestSolutionQualityParameterName, "The quality of the best symbolic regression solution."));
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145 | Parameters.Add(new LookupParameter<ResultCollection>(ResultsParameterName, "The result collection where the best symbolic regression solution should be stored."));
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146 | Parameters.Add(new LookupParameter<DoubleValue>(BestKnownQualityParameterName, "The best known (validation) quality achieved on the data set."));
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147 |
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148 | #region operator initialization
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149 | subScopesProcessor = new UniformSubScopesProcessor();
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150 | SymbolicRegressionSolutionLinearScaler linearScaler = new SymbolicRegressionSolutionLinearScaler();
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151 | modelQualityAnalyzer = new SymbolicRegressionModelQualityAnalyzer();
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152 | SymbolicRegressionMeanSquaredErrorEvaluator validationMseEvaluator = new SymbolicRegressionMeanSquaredErrorEvaluator();
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153 | bestSolutionAnalyzer = new BestSymbolicRegressionSolutionAnalyzer();
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154 | bestKnownQualityMemorizer = new BestQualityMemorizer();
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155 | bestAvgWorstValidationQualityCalculator = new BestAverageWorstQualityCalculator();
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156 | DataTableValuesCollector validationValuesCollector = new DataTableValuesCollector();
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157 | ResultsCollector resultsCollector = new ResultsCollector();
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158 | #endregion
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159 |
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160 | #region parameter wiring
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161 | subScopesProcessor.Depth.Value = SymbolicExpressionTreeParameter.Depth;
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162 |
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163 | linearScaler.AlphaParameter.ActualName = AlphaParameterName;
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164 | linearScaler.BetaParameter.ActualName = BetaParameterName;
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165 | linearScaler.SymbolicExpressionTreeParameter.ActualName = SymbolicExpressionTreeParameter.Name;
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166 | linearScaler.ScaledSymbolicExpressionTreeParameter.ActualName = ScaledSymbolicExpressionTreeParameterName;
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167 |
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168 | modelQualityAnalyzer.ProblemDataParameter.ActualName = ProblemDataParameter.Name;
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169 | modelQualityAnalyzer.SymbolicExpressionTreeParameter.ActualName = ScaledSymbolicExpressionTreeParameterName;
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170 | modelQualityAnalyzer.SymbolicExpressionTreeParameter.Depth = SymbolicExpressionTreeParameter.Depth;
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171 | modelQualityAnalyzer.UpperEstimationLimitParameter.ActualName = UpperEstimationLimitParameter.Name;
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172 | modelQualityAnalyzer.LowerEstimationLimitParameter.ActualName = LowerEstimationLimitParameter.Name;
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173 | modelQualityAnalyzer.SymbolicExpressionTreeInterpreterParameter.ActualName = SymbolicExpressionTreeInterpreterParameter.Name;
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174 | modelQualityAnalyzer.TrainingSamplesStartParameter.ActualName = TrainingSamplesStartParameter.Name;
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175 | modelQualityAnalyzer.TrainingSamplesEndParameter.ActualName = TrainingSamplesEndParameter.Name;
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176 | modelQualityAnalyzer.TestSamplesStartParameter.ActualName = TestSamplesStartParameter.Name;
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177 | modelQualityAnalyzer.TestSamplesEndParameter.ActualName = TestSamplesEndParameter.Name;
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178 |
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179 | validationMseEvaluator.LowerEstimationLimitParameter.ActualName = LowerEstimationLimitParameter.Name;
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180 | validationMseEvaluator.UpperEstimationLimitParameter.ActualName = UpperEstimationLimitParameter.Name;
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181 | validationMseEvaluator.SymbolicExpressionTreeParameter.ActualName = ScaledSymbolicExpressionTreeParameterName;
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182 | validationMseEvaluator.SymbolicExpressionTreeInterpreterParameter.ActualName = SymbolicExpressionTreeInterpreterParameter.Name;
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183 | validationMseEvaluator.QualityParameter.ActualName = ScaledQualityParameterName;
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184 | validationMseEvaluator.RegressionProblemDataParameter.ActualName = ProblemDataParameter.Name;
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185 | validationMseEvaluator.SamplesStartParameter.ActualName = ValidationSamplesStartParameter.Name;
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186 | validationMseEvaluator.SamplesEndParameter.ActualName = ValidationSamplesEndParameter.Name;
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187 |
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188 | bestSolutionAnalyzer.BestSolutionParameter.ActualName = BestSolutionParameter.Name;
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189 | bestSolutionAnalyzer.BestSolutionQualityParameter.ActualName = BestSolutionQualityParameter.Name;
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190 | bestSolutionAnalyzer.LowerEstimationLimitParameter.ActualName = LowerEstimationLimitParameter.Name;
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191 | bestSolutionAnalyzer.ProblemDataParameter.ActualName = ProblemDataParameter.Name;
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192 | bestSolutionAnalyzer.QualityParameter.ActualName = ScaledQualityParameterName;
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193 | bestSolutionAnalyzer.ResultsParameter.ActualName = ResultsParameter.Name;
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194 | bestSolutionAnalyzer.SymbolicExpressionTreeInterpreterParameter.ActualName = SymbolicExpressionTreeInterpreterParameter.Name;
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195 | bestSolutionAnalyzer.SymbolicExpressionTreeParameter.ActualName = ScaledSymbolicExpressionTreeParameterName;
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196 | bestSolutionAnalyzer.SymbolicExpressionTreeParameter.Depth = SymbolicExpressionTreeParameter.Depth;
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197 | bestSolutionAnalyzer.UpperEstimationLimitParameter.ActualName = UpperEstimationLimitParameter.Name;
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198 |
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199 | bestAvgWorstValidationQualityCalculator.AverageQualityParameter.ActualName = "Current average validation quality";
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200 | bestAvgWorstValidationQualityCalculator.BestQualityParameter.ActualName = CurrentBestValidationQualityParameterName;
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201 | bestAvgWorstValidationQualityCalculator.MaximizationParameter.Value = new BoolValue(false);
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202 | bestAvgWorstValidationQualityCalculator.QualityParameter.ActualName = ScaledQualityParameterName;
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203 | bestAvgWorstValidationQualityCalculator.QualityParameter.Depth = SymbolicExpressionTreeParameter.Depth;
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204 | bestAvgWorstValidationQualityCalculator.WorstQualityParameter.ActualName = "Current worst validation quality";
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205 |
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206 | bestKnownQualityMemorizer.BestQualityParameter.ActualName = BestKnownQualityParameterName;
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207 | bestKnownQualityMemorizer.MaximizationParameter.Value = new BoolValue(false);
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208 | bestKnownQualityMemorizer.QualityParameter.ActualName = QualityParameter.Name;
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209 | bestKnownQualityMemorizer.QualityParameter.Depth = QualityParameter.Depth;
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210 |
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211 | validationValuesCollector.DataTableParameter.ActualName = "Validation quality";
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212 | validationValuesCollector.CollectedValues.Add(new LookupParameter<DoubleValue>(CurrentBestValidationQualityParameterName, null, CurrentBestValidationQualityParameterName));
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213 | validationValuesCollector.CollectedValues.Add(new LookupParameter<DoubleValue>(BestSolutionQualityParameter.Name, null, BestSolutionQualityParameter.Name));
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214 |
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215 | resultsCollector.CollectedValues.Add(new LookupParameter<DoubleValue>(CurrentBestValidationQualityParameterName, null, CurrentBestValidationQualityParameterName));
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216 | resultsCollector.CollectedValues.Add(new LookupParameter<DoubleValue>(BestSolutionQualityParameter.Name, null, BestSolutionQualityParameter.Name));
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217 | resultsCollector.CollectedValues.Add(new LookupParameter<DataTable>("Validation quality"));
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218 | resultsCollector.ResultsParameter.ActualName = ResultsParameter.Name;
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219 | #endregion
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220 |
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221 | #region operator graph
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222 | OperatorGraph.InitialOperator = subScopesProcessor;
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223 | subScopesProcessor.Operator = linearScaler;
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224 | linearScaler.Successor = validationMseEvaluator;
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225 | validationMseEvaluator.Successor = null;
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226 | subScopesProcessor.Successor = modelQualityAnalyzer;
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227 | modelQualityAnalyzer.Successor = bestSolutionAnalyzer;
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228 | bestSolutionAnalyzer.Successor = bestAvgWorstValidationQualityCalculator;
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229 | bestAvgWorstValidationQualityCalculator.Successor = bestKnownQualityMemorizer;
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230 | bestKnownQualityMemorizer.Successor = validationValuesCollector;
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231 | validationValuesCollector.Successor = resultsCollector;
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232 | resultsCollector.Successor = null;
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233 | #endregion
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234 |
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235 | Initialize();
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236 | }
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237 |
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238 | [StorableConstructor]
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239 | private ValidationBestScaledSymbolicRegressionSolutionAnalyzer(bool deserializing) : base() { }
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240 |
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241 | [StorableHook(HookType.AfterDeserialization)]
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242 | private void Initialize() {
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243 | SymbolicExpressionTreeParameter.DepthChanged += new EventHandler(SymbolicExpressionTreeParameter_DepthChanged);
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244 | }
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245 |
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246 | public override IDeepCloneable Clone(Cloner cloner) {
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247 | ValidationBestScaledSymbolicRegressionSolutionAnalyzer clone = (ValidationBestScaledSymbolicRegressionSolutionAnalyzer)base.Clone(cloner);
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248 | clone.Initialize();
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249 | return clone;
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250 | }
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251 |
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252 | private void SymbolicExpressionTreeParameter_DepthChanged(object sender, EventArgs e) {
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253 | subScopesProcessor.Depth.Value = SymbolicExpressionTreeParameter.Depth;
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254 | bestSolutionAnalyzer.SymbolicExpressionTreeParameter.Depth = SymbolicExpressionTreeParameter.Depth;
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255 | bestSolutionAnalyzer.QualityParameter.Depth = SymbolicExpressionTreeParameter.Depth;
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256 | bestAvgWorstValidationQualityCalculator.QualityParameter.Depth = SymbolicExpressionTreeParameter.Depth;
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257 | bestKnownQualityMemorizer.QualityParameter.Depth = SymbolicExpressionTreeParameter.Depth;
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258 | modelQualityAnalyzer.SymbolicExpressionTreeParameter.Depth = SymbolicExpressionTreeParameter.Depth;
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259 | }
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260 | }
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261 | }
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