#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.Collections.Generic;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
using HeuristicLab.Parameters;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Problems.DataAnalysis.Evaluators;
using HeuristicLab.Problems.DataAnalysis.Symbolic;
namespace HeuristicLab.Problems.DataAnalysis.Regression.Symbolic {
[Item("SymbolicRegressionMeanSquaredErrorEvaluator", "Calculates the mean squared error of a symbolic regression solution.")]
[StorableClass]
public class SymbolicRegressionMeanSquaredErrorEvaluator : SymbolicRegressionEvaluator {
private const string UpperEstimationLimitParameterName = "UpperEstimationLimit";
private const string LowerEstimationLimitParameterName = "LowerEstimationLimit";
#region parameter properties
public IValueLookupParameter UpperEstimationLimitParameter {
get { return (IValueLookupParameter)Parameters[UpperEstimationLimitParameterName]; }
}
public IValueLookupParameter LowerEstimationLimitParameter {
get { return (IValueLookupParameter)Parameters[LowerEstimationLimitParameterName]; }
}
#endregion
#region properties
public DoubleValue UpperEstimationLimit {
get { return UpperEstimationLimitParameter.ActualValue; }
}
public DoubleValue LowerEstimationLimit {
get { return LowerEstimationLimitParameter.ActualValue; }
}
#endregion
public SymbolicRegressionMeanSquaredErrorEvaluator()
: base() {
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."));
}
protected override double Evaluate(ISymbolicExpressionTreeInterpreter interpreter, SymbolicExpressionTree solution, Dataset dataset, StringValue targetVariable, IEnumerable rows) {
double mse = Calculate(interpreter, solution, LowerEstimationLimit.Value, UpperEstimationLimit.Value, dataset, targetVariable.Value, rows);
return mse;
}
public static double Calculate(ISymbolicExpressionTreeInterpreter interpreter, SymbolicExpressionTree solution, double lowerEstimationLimit, double upperEstimationLimit, Dataset dataset, string targetVariable, IEnumerable rows) {
IEnumerable estimatedValues = interpreter.GetSymbolicExpressionTreeValues(solution, dataset, rows);
IEnumerable originalValues = dataset.GetEnumeratedVariableValues(targetVariable, rows);
IEnumerator originalEnumerator = originalValues.GetEnumerator();
IEnumerator estimatedEnumerator = estimatedValues.GetEnumerator();
OnlineMeanSquaredErrorEvaluator mseEvaluator = new OnlineMeanSquaredErrorEvaluator();
while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) {
double estimated = estimatedEnumerator.Current;
double original = originalEnumerator.Current;
if (double.IsNaN(estimated))
estimated = upperEstimationLimit;
else
estimated = Math.Min(upperEstimationLimit, Math.Max(lowerEstimationLimit, estimated));
mseEvaluator.Add(original, estimated);
}
if (estimatedEnumerator.MoveNext() || originalEnumerator.MoveNext()) {
throw new ArgumentException("Number of elements in original and estimated enumeration doesn't match.");
} else {
return mseEvaluator.MeanSquaredError;
}
}
}
}