#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;
using System.Linq;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
using HeuristicLab.Operators;
using HeuristicLab.Parameters;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Problems.DataAnalysis.Symbolic;
namespace HeuristicLab.Problems.DataAnalysis.Regression.Symbolic {
[Item("SimpleSymbolicRegressionEvaluator", "Evaluates a symbolic regression solution and outputs a matrix of target and estimated values.")]
[StorableClass]
public class SimpleSymbolicRegressionEvaluator : SingleSuccessorOperator {
private const string SymbolicExpressionTreeInterpreterParameterName = "SymbolicExpressionTreeInterpreter";
private const string FunctionTreeParameterName = "FunctionTree";
private const string RegressionProblemDataParameterName = "RegressionProblemData";
private const string SamplesStartParameterName = "SamplesStart";
private const string SamplesEndParameterName = "SamplesEnd";
private const string ValuesParameterName = "Values";
private const string UpperEstimationLimitParameterName = "UpperEstimationLimit";
private const string LowerEstimationLimitParameterName = "LowerEstimationLimit";
#region ISymbolicRegressionEvaluator Members
public ILookupParameter SymbolicExpressionTreeInterpreterParameter {
get { return (ILookupParameter)Parameters[SymbolicExpressionTreeInterpreterParameterName]; }
}
public ILookupParameter SymbolicExpressionTreeParameter {
get { return (ILookupParameter)Parameters[FunctionTreeParameterName]; }
}
public ILookupParameter RegressionProblemDataParameter {
get { return (ILookupParameter)Parameters[RegressionProblemDataParameterName]; }
}
public IValueLookupParameter SamplesStartParameter {
get { return (IValueLookupParameter)Parameters[SamplesStartParameterName]; }
}
public IValueLookupParameter SamplesEndParameter {
get { return (IValueLookupParameter)Parameters[SamplesEndParameterName]; }
}
public IValueLookupParameter UpperEstimationLimitParameter {
get { return (IValueLookupParameter)Parameters[UpperEstimationLimitParameterName]; }
}
public IValueLookupParameter LowerEstimationLimitParameter {
get { return (IValueLookupParameter)Parameters[LowerEstimationLimitParameterName]; }
}
public ILookupParameter ValuesParameter {
get { return (ILookupParameter)Parameters[ValuesParameterName]; }
}
#endregion
#region properties
public ISymbolicExpressionTreeInterpreter SymbolicExpressionTreeInterpreter {
get { return SymbolicExpressionTreeInterpreterParameter.ActualValue; }
}
public SymbolicExpressionTree SymbolicExpressionTree {
get { return SymbolicExpressionTreeParameter.ActualValue; }
}
public DataAnalysisProblemData RegressionProblemData {
get { return RegressionProblemDataParameter.ActualValue; }
}
public IntValue SamplesStart {
get { return SamplesStartParameter.ActualValue; }
}
public IntValue SamplesEnd {
get { return SamplesEndParameter.ActualValue; }
}
public DoubleValue UpperEstimationLimit {
get { return UpperEstimationLimitParameter.ActualValue; }
}
public DoubleValue LowerEstimationLimit {
get { return LowerEstimationLimitParameter.ActualValue; }
}
#endregion
public SimpleSymbolicRegressionEvaluator()
: base() {
Parameters.Add(new LookupParameter(SymbolicExpressionTreeInterpreterParameterName, "The interpreter that should be used to calculate the output values of the symbolic expression tree."));
Parameters.Add(new LookupParameter(FunctionTreeParameterName, "The symbolic regression solution encoded as a symbolic expression tree."));
Parameters.Add(new LookupParameter(RegressionProblemDataParameterName, "The problem data on which the symbolic regression solution should be evaluated."));
Parameters.Add(new ValueLookupParameter(SamplesStartParameterName, "The start index of the dataset partition on which the symbolic regression solution should be evaluated."));
Parameters.Add(new ValueLookupParameter(SamplesEndParameterName, "The end index of the dataset partition on which the symbolic regression solution should be evaluated."));
Parameters.Add(new ValueLookupParameter(UpperEstimationLimitParameterName, "The upper limit that should be used as cut off value for the output values of symbolic expression trees."));
Parameters.Add(new ValueLookupParameter(LowerEstimationLimitParameterName, "The lower limit that should be used as cut off value for the output values of symbolic expression trees."));
Parameters.Add(new LookupParameter(ValuesParameterName, "The matrix of target and estimated values as generated by the symbolic regression solution."));
}
public override IOperation Apply() {
Dataset dataset = RegressionProblemData.Dataset;
string targetVariable = RegressionProblemData.TargetVariable.Value;
ISymbolicExpressionTreeInterpreter interpreter = SymbolicExpressionTreeInterpreter;
SymbolicExpressionTree tree = SymbolicExpressionTree;
int start = SamplesStart.Value;
int end = SamplesEnd.Value;
double lowerEstimationLimit = LowerEstimationLimit != null ? LowerEstimationLimit.Value : double.NegativeInfinity;
double upperEstimationLimit = UpperEstimationLimit != null ? UpperEstimationLimit.Value : double.PositiveInfinity;
int targetVariableIndex = dataset.GetVariableIndex(targetVariable);
var estimatedValues = from x in interpreter.GetSymbolicExpressionTreeValues(tree, dataset, Enumerable.Range(start, end - start))
let boundedX = Math.Min(upperEstimationLimit, Math.Max(lowerEstimationLimit, x))
select double.IsNaN(boundedX) ? upperEstimationLimit : boundedX;
var originalValues = from row in Enumerable.Range(start, end - start) select dataset[row, targetVariableIndex];
// NB: indexes must match SimpleEvaluator.ORIGINAL_INDEX and SimpleEvaluator.ESTIMATED_INDEX
ValuesParameter.ActualValue = new DoubleMatrix(MatrixExtensions.Create(originalValues.ToArray(), estimatedValues.ToArray()));
return base.Apply();
}
}
}