#region License Information /* HeuristicLab * Copyright (C) 2002-2015 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.Collections.Generic; using System.Linq; using HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Regression { [Item("Maximum absolute error Evaluator", "Calculates the maximum squared error of a symbolic regression solution.")] [StorableClass] public class SymbolicRegressionSingleObjectiveMaxAbsoluteErrorEvaluator : SymbolicRegressionSingleObjectiveEvaluator { public override bool Maximization { get { return false; } } [StorableConstructor] protected SymbolicRegressionSingleObjectiveMaxAbsoluteErrorEvaluator(bool deserializing) : base(deserializing) { } protected SymbolicRegressionSingleObjectiveMaxAbsoluteErrorEvaluator(SymbolicRegressionSingleObjectiveMaxAbsoluteErrorEvaluator original, Cloner cloner) : base(original, cloner) { } public override IDeepCloneable Clone(Cloner cloner) { return new SymbolicRegressionSingleObjectiveMaxAbsoluteErrorEvaluator(this, cloner); } public SymbolicRegressionSingleObjectiveMaxAbsoluteErrorEvaluator() : base() { } public override IOperation InstrumentedApply() { var solution = SymbolicExpressionTreeParameter.ActualValue; IEnumerable rows = GenerateRowsToEvaluate(); var problemData = ProblemDataParameter.ActualValue; var interpreter = SymbolicDataAnalysisTreeInterpreterParameter.ActualValue; var estimatedValues = interpreter.GetSymbolicExpressionTreeValues(solution, problemData.Dataset, rows).ToArray(); var targetValues = problemData.Dataset.GetDoubleValues(problemData.TargetVariable, rows); var estimationLimits = EstimationLimitsParameter.ActualValue; if (SaveEstimatedValuesToScope) { var boundedValues = estimatedValues.LimitToRange(estimationLimits.Lower, estimationLimits.Upper).ToArray(); var scope = ExecutionContext.Scope; if (scope.Variables.ContainsKey("EstimatedValues")) scope.Variables["EstimatedValues"].Value = new DoubleArray(boundedValues); else scope.Variables.Add(new Core.Variable("EstimatedValues", new DoubleArray(boundedValues))); } double quality = Calculate(targetValues, estimatedValues, estimationLimits.Lower, estimationLimits.Upper, problemData, ApplyLinearScalingParameter.ActualValue.Value); QualityParameter.ActualValue = new DoubleValue(quality); return base.InstrumentedApply(); } public static double Calculate(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, ISymbolicExpressionTree solution, double lowerEstimationLimit, double upperEstimationLimit, IRegressionProblemData problemData, IEnumerable rows, bool applyLinearScaling) { IEnumerable estimatedValues = interpreter.GetSymbolicExpressionTreeValues(solution, problemData.Dataset, rows); IEnumerable targetValues = problemData.Dataset.GetDoubleValues(problemData.TargetVariable, rows); return Calculate(targetValues, estimatedValues, lowerEstimationLimit, upperEstimationLimit, problemData, applyLinearScaling); } private static double Calculate(IEnumerable targetValues, IEnumerable estimatedValues, double lowerEstimationLimit, double upperEstimationLimit, IRegressionProblemData problemData, bool applyLinearScaling) { OnlineCalculatorError errorState; double mse; if (applyLinearScaling) { var maeCalculator = new OnlineMaxAbsoluteErrorCalculator(); CalculateWithScaling(targetValues, estimatedValues, lowerEstimationLimit, upperEstimationLimit, maeCalculator, problemData.Dataset.Rows); errorState = maeCalculator.ErrorState; mse = maeCalculator.MaxAbsoluteError; } else { IEnumerable boundedEstimatedValues = estimatedValues.LimitToRange(lowerEstimationLimit, upperEstimationLimit); mse = OnlineMaxAbsoluteErrorCalculator.Calculate(targetValues, boundedEstimatedValues, out errorState); } if (errorState != OnlineCalculatorError.None) return double.NaN; return mse; } public override double Evaluate(IExecutionContext context, ISymbolicExpressionTree tree, IRegressionProblemData problemData, IEnumerable rows) { SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = context; EstimationLimitsParameter.ExecutionContext = context; ApplyLinearScalingParameter.ExecutionContext = context; double mse = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, tree, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, problemData, rows, ApplyLinearScalingParameter.ActualValue.Value); SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = null; EstimationLimitsParameter.ExecutionContext = null; ApplyLinearScalingParameter.ExecutionContext = null; return mse; } } }