#region License Information /* HeuristicLab * Copyright (C) 2002-2011 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 HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Regression { /// /// Represents a symbolic regression model /// [StorableClass] [Item(Name = "SymbolicRegressionModel", Description = "Represents a symbolic regression model.")] public class SymbolicRegressionModel : SymbolicDataAnalysisModel, ISymbolicRegressionModel { [Storable] private double lowerEstimationLimit; [Storable] private double upperEstimationLimit; [StorableConstructor] protected SymbolicRegressionModel(bool deserializing) : base(deserializing) { } protected SymbolicRegressionModel(SymbolicRegressionModel original, Cloner cloner) : base(original, cloner) { this.lowerEstimationLimit = original.lowerEstimationLimit; this.upperEstimationLimit = original.upperEstimationLimit; } public SymbolicRegressionModel(ISymbolicExpressionTree tree, ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, double lowerEstimationLimit = double.MinValue, double upperEstimationLimit = double.MaxValue) : base(tree, interpreter) { this.lowerEstimationLimit = lowerEstimationLimit; this.upperEstimationLimit = upperEstimationLimit; } public override IDeepCloneable Clone(Cloner cloner) { return new SymbolicRegressionModel(this, cloner); } public IEnumerable GetEstimatedValues(Dataset dataset, IEnumerable rows) { return Interpreter.GetSymbolicExpressionTreeValues(SymbolicExpressionTree, dataset, rows) .LimitToRange(lowerEstimationLimit, upperEstimationLimit); } public static void Scale(SymbolicRegressionModel model, IRegressionProblemData problemData) { var dataset = problemData.Dataset; var targetVariable = problemData.TargetVariable; var rows = problemData.TrainingIndizes; var estimatedValues = model.Interpreter.GetSymbolicExpressionTreeValues(model.SymbolicExpressionTree, dataset, rows); var targetValues = dataset.GetEnumeratedVariableValues(targetVariable, rows); double alpha; double beta; OnlineCalculatorError errorState; OnlineLinearScalingParameterCalculator.Calculate(estimatedValues, targetValues, out alpha, out beta, out errorState); if (errorState != OnlineCalculatorError.None) return; ConstantTreeNode alphaTreeNode = null; ConstantTreeNode betaTreeNode = null; // check if model has been scaled previously by analyzing the structure of the tree var startNode = model.SymbolicExpressionTree.Root.GetSubtree(0); if (startNode.GetSubtree(0).Symbol is Addition) { var addNode = startNode.GetSubtree(0); if (addNode.SubtreesCount == 2 && addNode.GetSubtree(0).Symbol is Multiplication && addNode.GetSubtree(1).Symbol is Constant) { alphaTreeNode = addNode.GetSubtree(1) as ConstantTreeNode; var mulNode = addNode.GetSubtree(0); if (mulNode.SubtreesCount == 2 && mulNode.GetSubtree(1).Symbol is Constant) { betaTreeNode = mulNode.GetSubtree(1) as ConstantTreeNode; } } } // if tree structure matches the structure necessary for linear scaling then reuse the existing tree nodes if (alphaTreeNode != null && betaTreeNode != null) { betaTreeNode.Value *= beta; alphaTreeNode.Value *= beta; alphaTreeNode.Value += alpha; } else { var mainBranch = startNode.GetSubtree(0); startNode.RemoveSubtree(0); var scaledMainBranch = MakeSum(MakeProduct(mainBranch, beta), alpha); startNode.AddSubtree(scaledMainBranch); } } private static ISymbolicExpressionTreeNode MakeSum(ISymbolicExpressionTreeNode treeNode, double alpha) { if (alpha.IsAlmost(0.0)) { return treeNode; } else { var addition = new Addition(); var node = addition.CreateTreeNode(); var alphaConst = MakeConstant(alpha); node.AddSubtree(treeNode); node.AddSubtree(alphaConst); return node; } } private static ISymbolicExpressionTreeNode MakeProduct(ISymbolicExpressionTreeNode treeNode, double beta) { if (beta.IsAlmost(1.0)) { return treeNode; } else { var multipliciation = new Multiplication(); var node = multipliciation.CreateTreeNode(); var betaConst = MakeConstant(beta); node.AddSubtree(treeNode); node.AddSubtree(betaConst); return node; } } private static ISymbolicExpressionTreeNode MakeConstant(double c) { var node = (ConstantTreeNode)(new Constant()).CreateTreeNode(); node.Value = c; return node; } } }