1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2012 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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4 | *
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5 | * This file is part of HeuristicLab.
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6 | *
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7 | * HeuristicLab is free software: you can redistribute it and/or modify
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8 | * it under the terms of the GNU General Public License as published by
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9 | * the Free Software Foundation, either version 3 of the License, or
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10 | * (at your option) any later version.
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11 | *
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12 | * HeuristicLab is distributed in the hope that it will be useful,
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13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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15 | * GNU General Public License for more details.
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16 | *
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17 | * You should have received a copy of the GNU General Public License
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18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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19 | */
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20 | #endregion
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21 |
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22 | using System;
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23 | using System.Collections.Generic;
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24 | using HeuristicLab.Common;
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25 | using HeuristicLab.Core;
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26 | using HeuristicLab.Data;
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27 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
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28 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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29 |
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30 | namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Regression {
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31 | [Item("Maximum absolute error Evaluator", "Calculates the maximum squared error of a symbolic regression solution.")]
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32 | [StorableClass]
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33 | public class SymbolicRegressionSingleObjectiveMaxAbsoluteErrorEvaluator : SymbolicRegressionSingleObjectiveEvaluator {
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34 | public override bool Maximization { get { return false; } }
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35 | [StorableConstructor]
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36 | protected SymbolicRegressionSingleObjectiveMaxAbsoluteErrorEvaluator(bool deserializing) : base(deserializing) { }
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37 | protected SymbolicRegressionSingleObjectiveMaxAbsoluteErrorEvaluator(SymbolicRegressionSingleObjectiveMaxAbsoluteErrorEvaluator original, Cloner cloner)
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38 | : base(original, cloner) {
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39 | }
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40 | public override IDeepCloneable Clone(Cloner cloner) {
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41 | return new SymbolicRegressionSingleObjectiveMaxAbsoluteErrorEvaluator(this, cloner);
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42 | }
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43 | public SymbolicRegressionSingleObjectiveMaxAbsoluteErrorEvaluator() : base() { }
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44 |
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45 | public override IOperation Apply() {
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46 | var solution = SymbolicExpressionTreeParameter.ActualValue;
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47 | IEnumerable<int> rows = GenerateRowsToEvaluate();
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48 |
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49 | double quality = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, solution, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, ProblemDataParameter.ActualValue, rows, ApplyLinearScaling);
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50 | QualityParameter.ActualValue = new DoubleValue(quality);
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51 |
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52 | return base.Apply();
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53 | }
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54 |
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55 | public static double Calculate(ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, ISymbolicExpressionTree solution, double lowerEstimationLimit, double upperEstimationLimit, IRegressionProblemData problemData, IEnumerable<int> rows, bool applyLinearScaling) {
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56 | IEnumerable<double> estimatedValues = interpreter.GetSymbolicExpressionTreeValues(solution, problemData.Dataset, rows);
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57 | IEnumerable<double> targetValues = problemData.Dataset.GetDoubleValues(problemData.TargetVariable, rows);
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58 | IEnumerable<double> boundedEstimatedValues = estimatedValues.LimitToRange(lowerEstimationLimit, upperEstimationLimit);
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59 | OnlineCalculatorError errorState;
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60 |
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61 | double mse;
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62 | if (applyLinearScaling) {
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63 | var maeCalculator = new OnlineMaxAbsoluteErrorCalculator();
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64 | CalculateWithScaling(targetValues, boundedEstimatedValues, maeCalculator, problemData.Dataset.Rows);
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65 | errorState = maeCalculator.ErrorState;
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66 | mse = maeCalculator.MaxAbsoluteError;
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67 | } else
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68 | mse = OnlineMaxAbsoluteErrorCalculator.Calculate(targetValues, boundedEstimatedValues, out errorState);
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69 |
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70 | if (errorState != OnlineCalculatorError.None) return Double.NaN;
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71 | else return mse;
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72 | }
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73 |
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74 | public override double Evaluate(IExecutionContext context, ISymbolicExpressionTree tree, IRegressionProblemData problemData, IEnumerable<int> rows) {
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75 | SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = context;
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76 | EstimationLimitsParameter.ExecutionContext = context;
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77 |
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78 | double mse = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, tree, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, problemData, rows, ApplyLinearScaling);
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79 |
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80 | SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = null;
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81 | EstimationLimitsParameter.ExecutionContext = null;
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82 |
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83 | return mse;
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84 | }
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85 | }
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86 | }
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