[5607] | 1 | #region License Information
|
---|
| 2 | /* HeuristicLab
|
---|
[12012] | 3 | * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
|
---|
[5607] | 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 |
|
---|
[7721] | 22 | using System;
|
---|
[5607] | 23 | using System.Linq;
|
---|
[8844] | 24 | using HeuristicLab.Analysis;
|
---|
[5607] | 25 | using HeuristicLab.Common;
|
---|
| 26 | using HeuristicLab.Core;
|
---|
| 27 | using HeuristicLab.Data;
|
---|
| 28 | using HeuristicLab.Optimization;
|
---|
| 29 | using HeuristicLab.Parameters;
|
---|
| 30 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
|
---|
| 31 |
|
---|
[8844] | 32 | namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Regression {
|
---|
[5607] | 33 | /// <summary>
|
---|
[8844] | 34 | /// An operator that optimizes the constants for the best symbolic expression tress in the current generation.
|
---|
[5607] | 35 | /// </summary>
|
---|
[8844] | 36 | [Item("ConstantOptimizationAnalyzer", "An operator that performs a constant optimization on the best symbolic expression trees.")]
|
---|
[5607] | 37 | [StorableClass]
|
---|
[8849] | 38 | public sealed class ConstantOptimizationAnalyzer : SymbolicDataAnalysisSingleObjectiveAnalyzer, IStatefulItem {
|
---|
[8844] | 39 | private const string PercentageOfBestSolutionsParameterName = "PercentageOfBestSolutions";
|
---|
| 40 | private const string ConstantOptimizationEvaluatorParameterName = "ConstantOptimizationOperator";
|
---|
[5607] | 41 |
|
---|
[8844] | 42 | private const string DataTableNameConstantOptimizationImprovement = "Constant Optimization Improvement";
|
---|
| 43 | private const string DataRowNameMinimumImprovement = "Minimum improvement";
|
---|
[8893] | 44 | private const string DataRowNameMedianImprovement = "Median improvement";
|
---|
[8844] | 45 | private const string DataRowNameAverageImprovement = "Average improvement";
|
---|
| 46 | private const string DataRowNameMaximumImprovement = "Maximum improvement";
|
---|
| 47 |
|
---|
[5607] | 48 | #region parameter properties
|
---|
[8844] | 49 | public IFixedValueParameter<PercentValue> PercentageOfBestSolutionsParameter {
|
---|
| 50 | get { return (IFixedValueParameter<PercentValue>)Parameters[PercentageOfBestSolutionsParameterName]; }
|
---|
[5607] | 51 | }
|
---|
[8844] | 52 |
|
---|
| 53 | public IFixedValueParameter<SymbolicRegressionConstantOptimizationEvaluator> ConstantOptimizationEvaluatorParameter {
|
---|
| 54 | get { return (IFixedValueParameter<SymbolicRegressionConstantOptimizationEvaluator>)Parameters[ConstantOptimizationEvaluatorParameterName]; }
|
---|
[5607] | 55 | }
|
---|
| 56 | #endregion
|
---|
[8844] | 57 |
|
---|
[5607] | 58 | #region properties
|
---|
[8844] | 59 | public SymbolicRegressionConstantOptimizationEvaluator ConstantOptimizationEvaluator {
|
---|
| 60 | get { return ConstantOptimizationEvaluatorParameter.Value; }
|
---|
[5607] | 61 | }
|
---|
[8844] | 62 | public double PercentageOfBestSolutions {
|
---|
| 63 | get { return PercentageOfBestSolutionsParameter.Value.Value; }
|
---|
[5607] | 64 | }
|
---|
[8844] | 65 |
|
---|
| 66 | private DataTable ConstantOptimizationImprovementDataTable {
|
---|
| 67 | get {
|
---|
| 68 | IResult result;
|
---|
[8976] | 69 | ResultCollection.TryGetValue(DataTableNameConstantOptimizationImprovement, out result);
|
---|
[8844] | 70 | if (result == null) return null;
|
---|
| 71 | return (DataTable)result.Value;
|
---|
| 72 | }
|
---|
| 73 | }
|
---|
| 74 | private DataRow MinimumImprovement {
|
---|
| 75 | get { return ConstantOptimizationImprovementDataTable.Rows[DataRowNameMinimumImprovement]; }
|
---|
| 76 | }
|
---|
[8893] | 77 | private DataRow MedianImprovement {
|
---|
| 78 | get { return ConstantOptimizationImprovementDataTable.Rows[DataRowNameMedianImprovement]; }
|
---|
| 79 | }
|
---|
[8844] | 80 | private DataRow AverageImprovement {
|
---|
| 81 | get { return ConstantOptimizationImprovementDataTable.Rows[DataRowNameAverageImprovement]; }
|
---|
| 82 | }
|
---|
| 83 | private DataRow MaximumImprovement {
|
---|
| 84 | get { return ConstantOptimizationImprovementDataTable.Rows[DataRowNameMaximumImprovement]; }
|
---|
| 85 | }
|
---|
[5607] | 86 | #endregion
|
---|
| 87 |
|
---|
| 88 | [StorableConstructor]
|
---|
[8845] | 89 | private ConstantOptimizationAnalyzer(bool deserializing) : base(deserializing) { }
|
---|
| 90 | private ConstantOptimizationAnalyzer(ConstantOptimizationAnalyzer original, Cloner cloner) : base(original, cloner) { }
|
---|
[8844] | 91 | public override IDeepCloneable Clone(Cloner cloner) { return new ConstantOptimizationAnalyzer(this, cloner); }
|
---|
| 92 | public ConstantOptimizationAnalyzer()
|
---|
[5607] | 93 | : base() {
|
---|
[8844] | 94 | Parameters.Add(new FixedValueParameter<PercentValue>(PercentageOfBestSolutionsParameterName, "The percentage of the top solutions which should be analyzed.", new PercentValue(0.1)));
|
---|
| 95 | Parameters.Add(new FixedValueParameter<SymbolicRegressionConstantOptimizationEvaluator>(ConstantOptimizationEvaluatorParameterName, "The operator used to perform the constant optimization"));
|
---|
| 96 |
|
---|
| 97 | //Changed the ActualName of the EvaluationPartitionParameter so that it matches the parameter name of symbolic regression problems.
|
---|
| 98 | ConstantOptimizationEvaluator.EvaluationPartitionParameter.ActualName = "FitnessCalculationPartition";
|
---|
[5607] | 99 | }
|
---|
| 100 |
|
---|
[8844] | 101 |
|
---|
| 102 | private double[] qualitiesBeforeCoOp = null;
|
---|
| 103 | private int[] scopeIndexes = null;
|
---|
[8849] | 104 | void IStatefulItem.InitializeState() {
|
---|
| 105 | qualitiesBeforeCoOp = null;
|
---|
| 106 | scopeIndexes = null;
|
---|
| 107 | }
|
---|
| 108 | void IStatefulItem.ClearState() {
|
---|
| 109 | qualitiesBeforeCoOp = null;
|
---|
| 110 | scopeIndexes = null;
|
---|
| 111 | }
|
---|
| 112 |
|
---|
[5607] | 113 | public override IOperation Apply() {
|
---|
[8976] | 114 | //code executed in the first call of analyzer
|
---|
[8844] | 115 | if (qualitiesBeforeCoOp == null) {
|
---|
| 116 | double[] trainingQuality;
|
---|
| 117 | // sort is ascending and we take the first n% => order so that best solutions are smallest
|
---|
| 118 | // sort order is determined by maximization parameter
|
---|
| 119 | if (Maximization.Value) {
|
---|
| 120 | // largest values must be sorted first
|
---|
| 121 | trainingQuality = Quality.Select(x => -x.Value).ToArray();
|
---|
| 122 | } else {
|
---|
| 123 | // smallest values must be sorted first
|
---|
| 124 | trainingQuality = Quality.Select(x => x.Value).ToArray();
|
---|
| 125 | }
|
---|
| 126 | // sort trees by training qualities
|
---|
| 127 | int topN = (int)Math.Max(trainingQuality.Length * PercentageOfBestSolutions, 1);
|
---|
| 128 | scopeIndexes = Enumerable.Range(0, trainingQuality.Length).ToArray();
|
---|
| 129 | Array.Sort(trainingQuality, scopeIndexes);
|
---|
| 130 | scopeIndexes = scopeIndexes.Take(topN).ToArray();
|
---|
| 131 | qualitiesBeforeCoOp = scopeIndexes.Select(x => Quality[x].Value).ToArray();
|
---|
[5759] | 132 |
|
---|
[8844] | 133 | OperationCollection operationCollection = new OperationCollection();
|
---|
| 134 | operationCollection.Parallel = true;
|
---|
| 135 | foreach (var scopeIndex in scopeIndexes) {
|
---|
| 136 | var childOperation = ExecutionContext.CreateChildOperation(ConstantOptimizationEvaluator, ExecutionContext.Scope.SubScopes[scopeIndex]);
|
---|
| 137 | operationCollection.Add(childOperation);
|
---|
| 138 | }
|
---|
| 139 |
|
---|
| 140 | return new OperationCollection { operationCollection, ExecutionContext.CreateOperation(this) };
|
---|
[7721] | 141 | }
|
---|
| 142 |
|
---|
[8844] | 143 | //code executed to analyze results of constant optimization
|
---|
| 144 | double[] qualitiesAfterCoOp = scopeIndexes.Select(x => Quality[x].Value).ToArray();
|
---|
| 145 | var qualityImprovement = qualitiesBeforeCoOp.Zip(qualitiesAfterCoOp, (b, a) => a - b).ToArray();
|
---|
[7721] | 146 |
|
---|
[8844] | 147 | if (!ResultCollection.ContainsKey(DataTableNameConstantOptimizationImprovement)) {
|
---|
| 148 | var dataTable = new DataTable(DataTableNameConstantOptimizationImprovement);
|
---|
| 149 | ResultCollection.Add(new Result(DataTableNameConstantOptimizationImprovement, dataTable));
|
---|
| 150 | dataTable.VisualProperties.YAxisTitle = "R²";
|
---|
[7721] | 151 |
|
---|
[8844] | 152 | dataTable.Rows.Add(new DataRow(DataRowNameMinimumImprovement));
|
---|
| 153 | MinimumImprovement.VisualProperties.StartIndexZero = true;
|
---|
[6728] | 154 |
|
---|
[8893] | 155 | dataTable.Rows.Add(new DataRow(DataRowNameMedianImprovement));
|
---|
| 156 | MedianImprovement.VisualProperties.StartIndexZero = true;
|
---|
| 157 |
|
---|
[8844] | 158 | dataTable.Rows.Add(new DataRow(DataRowNameAverageImprovement));
|
---|
| 159 | AverageImprovement.VisualProperties.StartIndexZero = true;
|
---|
| 160 |
|
---|
| 161 | dataTable.Rows.Add(new DataRow(DataRowNameMaximumImprovement));
|
---|
| 162 | MaximumImprovement.VisualProperties.StartIndexZero = true;
|
---|
[5607] | 163 | }
|
---|
| 164 |
|
---|
[8844] | 165 | MinimumImprovement.Values.Add(qualityImprovement.Min());
|
---|
[8893] | 166 | MedianImprovement.Values.Add(qualityImprovement.Median());
|
---|
[8844] | 167 | AverageImprovement.Values.Add(qualityImprovement.Average());
|
---|
| 168 | MaximumImprovement.Values.Add(qualityImprovement.Max());
|
---|
[5607] | 169 |
|
---|
[8844] | 170 | qualitiesBeforeCoOp = null;
|
---|
| 171 | scopeIndexes = null;
|
---|
[5607] | 172 | return base.Apply();
|
---|
| 173 | }
|
---|
| 174 | }
|
---|
| 175 | }
|
---|