1 | #region License Information
|
---|
2 | /* HeuristicLab
|
---|
3 | * Copyright (C) 2002-2011 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
|
---|
4 | *
|
---|
5 | * This file is part of HeuristicLab.
|
---|
6 | *
|
---|
7 | * HeuristicLab is free software: you can redistribute it and/or modify
|
---|
8 | * it under the terms of the GNU General Public License as published by
|
---|
9 | * the Free Software Foundation, either version 3 of the License, or
|
---|
10 | * (at your option) any later version.
|
---|
11 | *
|
---|
12 | * HeuristicLab is distributed in the hope that it will be useful,
|
---|
13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
|
---|
14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
---|
15 | * GNU General Public License for more details.
|
---|
16 | *
|
---|
17 | * You should have received a copy of the GNU General Public License
|
---|
18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
|
---|
19 | */
|
---|
20 | #endregion
|
---|
21 |
|
---|
22 | using System;
|
---|
23 | using HeuristicLab.Analysis;
|
---|
24 | using HeuristicLab.Common;
|
---|
25 | using HeuristicLab.Core;
|
---|
26 | using HeuristicLab.Data;
|
---|
27 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
|
---|
28 | using HeuristicLab.Operators;
|
---|
29 | using HeuristicLab.Optimization;
|
---|
30 | using HeuristicLab.Optimization.Operators;
|
---|
31 | using HeuristicLab.Parameters;
|
---|
32 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
|
---|
33 | using HeuristicLab.Problems.DataAnalysis.Symbolic;
|
---|
34 |
|
---|
35 | namespace HeuristicLab.Problems.DataAnalysis.Regression.Symbolic.Analyzers {
|
---|
36 | /// <summary>
|
---|
37 | /// An operator that analyzes the validation best scaled symbolic regression solution.
|
---|
38 | /// </summary>
|
---|
39 | [Item("ValidationBestScaledSymbolicRegressionSolutionAnalyzer", "An operator that analyzes the validation best scaled symbolic regression solution.")]
|
---|
40 | [StorableClass]
|
---|
41 | [Obsolete("This class should not be used anymore because of performance reasons and will therefore not be updated.")]
|
---|
42 | public sealed class ValidationBestScaledSymbolicRegressionSolutionAnalyzer : AlgorithmOperator, ISymbolicRegressionAnalyzer {
|
---|
43 | private const string SymbolicExpressionTreeParameterName = "SymbolicExpressionTree";
|
---|
44 | private const string ScaledSymbolicExpressionTreeParameterName = "ScaledSymbolicExpressionTree";
|
---|
45 | private const string SymbolicExpressionTreeInterpreterParameterName = "SymbolicExpressionTreeInterpreter";
|
---|
46 | private const string ProblemDataParameterName = "ProblemData";
|
---|
47 | private const string TrainingSamplesStartParameterName = "TrainingSamplesStart";
|
---|
48 | private const string TrainingSamplesEndParameterName = "TrainingSamplesEnd";
|
---|
49 | private const string ValidationSamplesStartParameterName = "ValidationSamplesStart";
|
---|
50 | private const string ValidationSamplesEndParameterName = "ValidationSamplesEnd";
|
---|
51 | private const string TestSamplesStartParameterName = "TestSamplesStart";
|
---|
52 | private const string TestSamplesEndParameterName = "TestSamplesEnd";
|
---|
53 | private const string QualityParameterName = "Quality";
|
---|
54 | private const string ScaledQualityParameterName = "ScaledQuality";
|
---|
55 | private const string UpperEstimationLimitParameterName = "UpperEstimationLimit";
|
---|
56 | private const string LowerEstimationLimitParameterName = "LowerEstimationLimit";
|
---|
57 | private const string AlphaParameterName = "Alpha";
|
---|
58 | private const string BetaParameterName = "Beta";
|
---|
59 | private const string BestSolutionParameterName = "Best solution (validation)";
|
---|
60 | private const string BestSolutionQualityParameterName = "Best solution quality (validation)";
|
---|
61 | private const string CurrentBestValidationQualityParameterName = "Current best validation quality";
|
---|
62 | private const string ResultsParameterName = "Results";
|
---|
63 | private const string BestKnownQualityParameterName = "BestKnownQuality";
|
---|
64 |
|
---|
65 | public ScopeTreeLookupParameter<SymbolicExpressionTree> SymbolicExpressionTreeParameter {
|
---|
66 | get { return (ScopeTreeLookupParameter<SymbolicExpressionTree>)Parameters[SymbolicExpressionTreeParameterName]; }
|
---|
67 | }
|
---|
68 | public ScopeTreeLookupParameter<DoubleValue> QualityParameter {
|
---|
69 | get { return (ScopeTreeLookupParameter<DoubleValue>)Parameters[QualityParameterName]; }
|
---|
70 | }
|
---|
71 | public IValueLookupParameter<ISymbolicExpressionTreeInterpreter> SymbolicExpressionTreeInterpreterParameter {
|
---|
72 | get { return (IValueLookupParameter<ISymbolicExpressionTreeInterpreter>)Parameters[SymbolicExpressionTreeInterpreterParameterName]; }
|
---|
73 | }
|
---|
74 | public IValueLookupParameter<DataAnalysisProblemData> ProblemDataParameter {
|
---|
75 | get { return (IValueLookupParameter<DataAnalysisProblemData>)Parameters[ProblemDataParameterName]; }
|
---|
76 | }
|
---|
77 | public IValueLookupParameter<IntValue> TrainingSamplesStartParameter {
|
---|
78 | get { return (IValueLookupParameter<IntValue>)Parameters[TrainingSamplesStartParameterName]; }
|
---|
79 | }
|
---|
80 | public IValueLookupParameter<IntValue> TrainingSamplesEndParameter {
|
---|
81 | get { return (IValueLookupParameter<IntValue>)Parameters[TrainingSamplesEndParameterName]; }
|
---|
82 | }
|
---|
83 | public IValueLookupParameter<IntValue> ValidationSamplesStartParameter {
|
---|
84 | get { return (IValueLookupParameter<IntValue>)Parameters[ValidationSamplesStartParameterName]; }
|
---|
85 | }
|
---|
86 | public IValueLookupParameter<IntValue> ValidationSamplesEndParameter {
|
---|
87 | get { return (IValueLookupParameter<IntValue>)Parameters[ValidationSamplesEndParameterName]; }
|
---|
88 | }
|
---|
89 | public IValueLookupParameter<IntValue> TestSamplesStartParameter {
|
---|
90 | get { return (IValueLookupParameter<IntValue>)Parameters[TestSamplesStartParameterName]; }
|
---|
91 | }
|
---|
92 | public IValueLookupParameter<IntValue> TestSamplesEndParameter {
|
---|
93 | get { return (IValueLookupParameter<IntValue>)Parameters[TestSamplesEndParameterName]; }
|
---|
94 | }
|
---|
95 | public IValueLookupParameter<DoubleValue> UpperEstimationLimitParameter {
|
---|
96 | get { return (IValueLookupParameter<DoubleValue>)Parameters[UpperEstimationLimitParameterName]; }
|
---|
97 | }
|
---|
98 | public IValueLookupParameter<DoubleValue> LowerEstimationLimitParameter {
|
---|
99 | get { return (IValueLookupParameter<DoubleValue>)Parameters[LowerEstimationLimitParameterName]; }
|
---|
100 | }
|
---|
101 | public ILookupParameter<SymbolicRegressionSolution> BestSolutionParameter {
|
---|
102 | get { return (ILookupParameter<SymbolicRegressionSolution>)Parameters[BestSolutionParameterName]; }
|
---|
103 | }
|
---|
104 | public ILookupParameter<DoubleValue> BestSolutionQualityParameter {
|
---|
105 | get { return (ILookupParameter<DoubleValue>)Parameters[BestSolutionQualityParameterName]; }
|
---|
106 | }
|
---|
107 | public ILookupParameter<ResultCollection> ResultsParameter {
|
---|
108 | get { return (ILookupParameter<ResultCollection>)Parameters[ResultsParameterName]; }
|
---|
109 | }
|
---|
110 | public ILookupParameter<DoubleValue> BestKnownQualityParameter {
|
---|
111 | get { return (ILookupParameter<DoubleValue>)Parameters[BestKnownQualityParameterName]; }
|
---|
112 | }
|
---|
113 |
|
---|
114 | [Storable]
|
---|
115 | private UniformSubScopesProcessor subScopesProcessor;
|
---|
116 | [Storable]
|
---|
117 | private SymbolicRegressionSolutionLinearScaler linearScaler;
|
---|
118 | [Storable]
|
---|
119 | private SymbolicRegressionModelQualityAnalyzer modelQualityAnalyzer;
|
---|
120 | [Storable]
|
---|
121 | private SymbolicRegressionMeanSquaredErrorEvaluator validationMseEvaluator;
|
---|
122 | [Storable]
|
---|
123 | private BestSymbolicRegressionSolutionAnalyzer bestSolutionAnalyzer;
|
---|
124 | [Storable]
|
---|
125 | private UniformSubScopesProcessor cleaningSubScopesProcessor;
|
---|
126 | [Storable]
|
---|
127 | private Assigner removeScaledExpressionTreeAssigner;
|
---|
128 | [Storable]
|
---|
129 | private BestQualityMemorizer bestKnownQualityMemorizer;
|
---|
130 | [Storable]
|
---|
131 | private BestAverageWorstQualityCalculator bestAvgWorstValidationQualityCalculator;
|
---|
132 | [Storable]
|
---|
133 | private DataTableValuesCollector validationValuesCollector;
|
---|
134 | [Storable]
|
---|
135 | private ResultsCollector resultsCollector;
|
---|
136 |
|
---|
137 | [StorableConstructor]
|
---|
138 | private ValidationBestScaledSymbolicRegressionSolutionAnalyzer(bool deserializing) : base(deserializing) { }
|
---|
139 | private ValidationBestScaledSymbolicRegressionSolutionAnalyzer(ValidationBestScaledSymbolicRegressionSolutionAnalyzer original, Cloner cloner)
|
---|
140 | : base(original, cloner) {
|
---|
141 | Initialize();
|
---|
142 | }
|
---|
143 | public ValidationBestScaledSymbolicRegressionSolutionAnalyzer()
|
---|
144 | : base() {
|
---|
145 | Parameters.Add(new ScopeTreeLookupParameter<SymbolicExpressionTree>(SymbolicExpressionTreeParameterName, "The symbolic expression trees to analyze."));
|
---|
146 | Parameters.Add(new ScopeTreeLookupParameter<DoubleValue>(QualityParameterName, "The quality of the symbolic expression trees to analyze."));
|
---|
147 | Parameters.Add(new ValueLookupParameter<ISymbolicExpressionTreeInterpreter>(SymbolicExpressionTreeInterpreterParameterName, "The interpreter that should be used for the analysis of symbolic expression trees."));
|
---|
148 | Parameters.Add(new ValueLookupParameter<DataAnalysisProblemData>(ProblemDataParameterName, "The problem data for which the symbolic expression tree is a solution."));
|
---|
149 | Parameters.Add(new ValueLookupParameter<IntValue>(TrainingSamplesStartParameterName, "The first index of the training partition of the data set."));
|
---|
150 | Parameters.Add(new ValueLookupParameter<IntValue>(TrainingSamplesEndParameterName, "The last index of the training partition of the data set."));
|
---|
151 | Parameters.Add(new ValueLookupParameter<IntValue>(ValidationSamplesStartParameterName, "The first index of the validation partition of the data set."));
|
---|
152 | Parameters.Add(new ValueLookupParameter<IntValue>(ValidationSamplesEndParameterName, "The last index of the validation partition of the data set."));
|
---|
153 | Parameters.Add(new ValueLookupParameter<IntValue>(TestSamplesStartParameterName, "The first index of the test partition of the data set."));
|
---|
154 | Parameters.Add(new ValueLookupParameter<IntValue>(TestSamplesEndParameterName, "The last index of the test partition of the data set."));
|
---|
155 | Parameters.Add(new ValueLookupParameter<DoubleValue>(UpperEstimationLimitParameterName, "The upper estimation limit that was set for the evaluation of the symbolic expression trees."));
|
---|
156 | Parameters.Add(new ValueLookupParameter<DoubleValue>(LowerEstimationLimitParameterName, "The lower estimation limit that was set for the evaluation of the symbolic expression trees."));
|
---|
157 | Parameters.Add(new LookupParameter<SymbolicRegressionSolution>(BestSolutionParameterName, "The best symbolic regression solution."));
|
---|
158 | Parameters.Add(new LookupParameter<DoubleValue>(BestSolutionQualityParameterName, "The quality of the best symbolic regression solution."));
|
---|
159 | Parameters.Add(new LookupParameter<ResultCollection>(ResultsParameterName, "The result collection where the best symbolic regression solution should be stored."));
|
---|
160 | Parameters.Add(new LookupParameter<DoubleValue>(BestKnownQualityParameterName, "The best known (validation) quality achieved on the data set."));
|
---|
161 |
|
---|
162 | #region operator initialization
|
---|
163 | subScopesProcessor = new UniformSubScopesProcessor();
|
---|
164 | linearScaler = new SymbolicRegressionSolutionLinearScaler();
|
---|
165 | modelQualityAnalyzer = new SymbolicRegressionModelQualityAnalyzer();
|
---|
166 | validationMseEvaluator = new SymbolicRegressionMeanSquaredErrorEvaluator();
|
---|
167 | bestSolutionAnalyzer = new BestSymbolicRegressionSolutionAnalyzer();
|
---|
168 | cleaningSubScopesProcessor = new UniformSubScopesProcessor();
|
---|
169 | removeScaledExpressionTreeAssigner = new Assigner();
|
---|
170 | bestKnownQualityMemorizer = new BestQualityMemorizer();
|
---|
171 | bestAvgWorstValidationQualityCalculator = new BestAverageWorstQualityCalculator();
|
---|
172 | validationValuesCollector = new DataTableValuesCollector();
|
---|
173 | resultsCollector = new ResultsCollector();
|
---|
174 | #endregion
|
---|
175 |
|
---|
176 | #region parameter wiring
|
---|
177 | subScopesProcessor.Depth.Value = SymbolicExpressionTreeParameter.Depth;
|
---|
178 |
|
---|
179 | linearScaler.AlphaParameter.ActualName = AlphaParameterName;
|
---|
180 | linearScaler.BetaParameter.ActualName = BetaParameterName;
|
---|
181 | linearScaler.SymbolicExpressionTreeParameter.ActualName = SymbolicExpressionTreeParameter.Name;
|
---|
182 | linearScaler.ScaledSymbolicExpressionTreeParameter.ActualName = ScaledSymbolicExpressionTreeParameterName;
|
---|
183 |
|
---|
184 | modelQualityAnalyzer.ProblemDataParameter.ActualName = ProblemDataParameter.Name;
|
---|
185 | modelQualityAnalyzer.SymbolicExpressionTreeParameter.ActualName = ScaledSymbolicExpressionTreeParameterName;
|
---|
186 | modelQualityAnalyzer.SymbolicExpressionTreeParameter.Depth = SymbolicExpressionTreeParameter.Depth;
|
---|
187 | modelQualityAnalyzer.UpperEstimationLimitParameter.ActualName = UpperEstimationLimitParameter.Name;
|
---|
188 | modelQualityAnalyzer.LowerEstimationLimitParameter.ActualName = LowerEstimationLimitParameter.Name;
|
---|
189 | modelQualityAnalyzer.SymbolicExpressionTreeInterpreterParameter.ActualName = SymbolicExpressionTreeInterpreterParameter.Name;
|
---|
190 |
|
---|
191 | validationMseEvaluator.LowerEstimationLimitParameter.ActualName = LowerEstimationLimitParameter.Name;
|
---|
192 | validationMseEvaluator.UpperEstimationLimitParameter.ActualName = UpperEstimationLimitParameter.Name;
|
---|
193 | validationMseEvaluator.SymbolicExpressionTreeParameter.ActualName = ScaledSymbolicExpressionTreeParameterName;
|
---|
194 | validationMseEvaluator.SymbolicExpressionTreeInterpreterParameter.ActualName = SymbolicExpressionTreeInterpreterParameter.Name;
|
---|
195 | validationMseEvaluator.QualityParameter.ActualName = ScaledQualityParameterName;
|
---|
196 | validationMseEvaluator.RegressionProblemDataParameter.ActualName = ProblemDataParameter.Name;
|
---|
197 | validationMseEvaluator.SamplesStartParameter.ActualName = ValidationSamplesStartParameter.Name;
|
---|
198 | validationMseEvaluator.SamplesEndParameter.ActualName = ValidationSamplesEndParameter.Name;
|
---|
199 |
|
---|
200 | bestSolutionAnalyzer.BestSolutionParameter.ActualName = BestSolutionParameter.Name;
|
---|
201 | bestSolutionAnalyzer.BestSolutionQualityParameter.ActualName = BestSolutionQualityParameter.Name;
|
---|
202 | bestSolutionAnalyzer.LowerEstimationLimitParameter.ActualName = LowerEstimationLimitParameter.Name;
|
---|
203 | bestSolutionAnalyzer.ProblemDataParameter.ActualName = ProblemDataParameter.Name;
|
---|
204 | bestSolutionAnalyzer.QualityParameter.ActualName = ScaledQualityParameterName;
|
---|
205 | bestSolutionAnalyzer.ResultsParameter.ActualName = ResultsParameter.Name;
|
---|
206 | bestSolutionAnalyzer.SymbolicExpressionTreeInterpreterParameter.ActualName = SymbolicExpressionTreeInterpreterParameter.Name;
|
---|
207 | bestSolutionAnalyzer.SymbolicExpressionTreeParameter.ActualName = ScaledSymbolicExpressionTreeParameterName;
|
---|
208 | bestSolutionAnalyzer.SymbolicExpressionTreeParameter.Depth = SymbolicExpressionTreeParameter.Depth;
|
---|
209 | bestSolutionAnalyzer.UpperEstimationLimitParameter.ActualName = UpperEstimationLimitParameter.Name;
|
---|
210 |
|
---|
211 | cleaningSubScopesProcessor.Depth.Value = SymbolicExpressionTreeParameter.Depth;
|
---|
212 |
|
---|
213 | removeScaledExpressionTreeAssigner.LeftSideParameter.ActualName = ScaledSymbolicExpressionTreeParameterName;
|
---|
214 | removeScaledExpressionTreeAssigner.RightSideParameter.Value = new SymbolicExpressionTree();
|
---|
215 |
|
---|
216 | bestAvgWorstValidationQualityCalculator.AverageQualityParameter.ActualName = "Current average validation quality";
|
---|
217 | bestAvgWorstValidationQualityCalculator.BestQualityParameter.ActualName = CurrentBestValidationQualityParameterName;
|
---|
218 | bestAvgWorstValidationQualityCalculator.MaximizationParameter.Value = new BoolValue(false);
|
---|
219 | bestAvgWorstValidationQualityCalculator.QualityParameter.ActualName = ScaledQualityParameterName;
|
---|
220 | bestAvgWorstValidationQualityCalculator.QualityParameter.Depth = SymbolicExpressionTreeParameter.Depth;
|
---|
221 | bestAvgWorstValidationQualityCalculator.WorstQualityParameter.ActualName = "Current worst validation quality";
|
---|
222 |
|
---|
223 | bestKnownQualityMemorizer.BestQualityParameter.ActualName = BestKnownQualityParameterName;
|
---|
224 | bestKnownQualityMemorizer.MaximizationParameter.Value = new BoolValue(false);
|
---|
225 | bestKnownQualityMemorizer.QualityParameter.ActualName = QualityParameter.Name;
|
---|
226 | bestKnownQualityMemorizer.QualityParameter.Depth = QualityParameter.Depth;
|
---|
227 |
|
---|
228 | validationValuesCollector.DataTableParameter.ActualName = "Validation quality";
|
---|
229 | validationValuesCollector.CollectedValues.Add(new LookupParameter<DoubleValue>(CurrentBestValidationQualityParameterName, null, CurrentBestValidationQualityParameterName));
|
---|
230 | validationValuesCollector.CollectedValues.Add(new LookupParameter<DoubleValue>(BestSolutionQualityParameter.Name, null, BestSolutionQualityParameter.Name));
|
---|
231 |
|
---|
232 | resultsCollector.CollectedValues.Add(new LookupParameter<DoubleValue>(CurrentBestValidationQualityParameterName, null, CurrentBestValidationQualityParameterName));
|
---|
233 | resultsCollector.CollectedValues.Add(new LookupParameter<DoubleValue>(BestSolutionQualityParameter.Name, null, BestSolutionQualityParameter.Name));
|
---|
234 | resultsCollector.CollectedValues.Add(new LookupParameter<DataTable>("Validation quality"));
|
---|
235 | resultsCollector.ResultsParameter.ActualName = ResultsParameter.Name;
|
---|
236 | #endregion
|
---|
237 |
|
---|
238 | #region operator graph
|
---|
239 | OperatorGraph.InitialOperator = subScopesProcessor;
|
---|
240 | subScopesProcessor.Operator = linearScaler;
|
---|
241 | linearScaler.Successor = validationMseEvaluator;
|
---|
242 | validationMseEvaluator.Successor = null;
|
---|
243 | subScopesProcessor.Successor = modelQualityAnalyzer;
|
---|
244 | modelQualityAnalyzer.Successor = bestSolutionAnalyzer;
|
---|
245 | bestSolutionAnalyzer.Successor = cleaningSubScopesProcessor;
|
---|
246 | cleaningSubScopesProcessor.Operator = removeScaledExpressionTreeAssigner;
|
---|
247 | cleaningSubScopesProcessor.Successor = bestAvgWorstValidationQualityCalculator;
|
---|
248 | bestAvgWorstValidationQualityCalculator.Successor = bestKnownQualityMemorizer;
|
---|
249 | bestKnownQualityMemorizer.Successor = validationValuesCollector;
|
---|
250 | validationValuesCollector.Successor = resultsCollector;
|
---|
251 | resultsCollector.Successor = null;
|
---|
252 | #endregion
|
---|
253 |
|
---|
254 | Initialize();
|
---|
255 | }
|
---|
256 |
|
---|
257 | public override IDeepCloneable Clone(Cloner cloner) {
|
---|
258 | return new ValidationBestScaledSymbolicRegressionSolutionAnalyzer(this, cloner);
|
---|
259 | }
|
---|
260 |
|
---|
261 | [StorableHook(HookType.AfterDeserialization)]
|
---|
262 | private void AfterDeserialization() {
|
---|
263 | Initialize();
|
---|
264 | }
|
---|
265 | private void Initialize() {
|
---|
266 | SymbolicExpressionTreeParameter.DepthChanged += new EventHandler(SymbolicExpressionTreeParameter_DepthChanged);
|
---|
267 | }
|
---|
268 |
|
---|
269 |
|
---|
270 | private void SymbolicExpressionTreeParameter_DepthChanged(object sender, EventArgs e) {
|
---|
271 | subScopesProcessor.Depth.Value = SymbolicExpressionTreeParameter.Depth;
|
---|
272 | cleaningSubScopesProcessor.Depth.Value = SymbolicExpressionTreeParameter.Depth;
|
---|
273 | bestSolutionAnalyzer.SymbolicExpressionTreeParameter.Depth = SymbolicExpressionTreeParameter.Depth;
|
---|
274 | bestSolutionAnalyzer.QualityParameter.Depth = SymbolicExpressionTreeParameter.Depth;
|
---|
275 | bestAvgWorstValidationQualityCalculator.QualityParameter.Depth = SymbolicExpressionTreeParameter.Depth;
|
---|
276 | bestKnownQualityMemorizer.QualityParameter.Depth = SymbolicExpressionTreeParameter.Depth;
|
---|
277 | modelQualityAnalyzer.SymbolicExpressionTreeParameter.Depth = SymbolicExpressionTreeParameter.Depth;
|
---|
278 | }
|
---|
279 | }
|
---|
280 | }
|
---|