[3969] | 1 | #region License Information
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| 2 | /* HeuristicLab
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[11171] | 3 | * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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[3969] | 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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[4385] | 22 | using System;
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[3969] | 23 | using System.Collections.Generic;
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[7179] | 24 | using System.Drawing;
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[3969] | 25 | using System.Linq;
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| 26 | using System.Windows.Forms;
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[4068] | 27 | using HeuristicLab.Common;
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| 28 | using HeuristicLab.Data;
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[3969] | 29 | using HeuristicLab.MainForm;
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| 30 | using HeuristicLab.MainForm.WindowsForms;
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[4037] | 31 | using HeuristicLab.Optimization;
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[3969] | 32 |
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[5693] | 33 | namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Views {
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[3969] | 34 | [Content(typeof(RunCollection), false)]
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[5975] | 35 | [View("Variable Impacts")]
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[4944] | 36 | public sealed partial class RunCollectionVariableImpactView : AsynchronousContentView {
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[5750] | 37 | private const string variableImpactResultName = "Variable impacts";
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[6709] | 38 | private const string crossValidationFoldsResultName = "CrossValidation Folds";
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| 39 | private const string numberOfFoldsParameterName = "Folds";
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[3969] | 40 | public RunCollectionVariableImpactView() {
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| 41 | InitializeComponent();
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| 42 | }
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| 43 |
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| 44 | public new RunCollection Content {
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| 45 | get { return (RunCollection)base.Content; }
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| 46 | set { base.Content = value; }
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| 47 | }
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| 48 |
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[4944] | 49 | #region events
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[3969] | 50 | protected override void RegisterContentEvents() {
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| 51 | base.RegisterContentEvents();
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[7179] | 52 | Content.UpdateOfRunsInProgressChanged += Content_UpdateOfRunsInProgressChanged;
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| 53 | Content.ItemsAdded += Content_ItemsAdded;
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| 54 | Content.ItemsRemoved += Content_ItemsRemoved;
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| 55 | Content.CollectionReset += Content_CollectionReset;
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[4944] | 56 | RegisterRunEvents(Content);
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[3969] | 57 | }
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| 58 | protected override void DeregisterContentEvents() {
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| 59 | base.RegisterContentEvents();
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[7179] | 60 | Content.UpdateOfRunsInProgressChanged -= Content_UpdateOfRunsInProgressChanged;
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| 61 | Content.ItemsAdded -= Content_ItemsAdded;
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| 62 | Content.ItemsRemoved -= Content_ItemsRemoved;
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| 63 | Content.CollectionReset -= Content_CollectionReset;
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[4944] | 64 | DeregisterRunEvents(Content);
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[3969] | 65 | }
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[4944] | 66 | private void RegisterRunEvents(IEnumerable<IRun> runs) {
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| 67 | foreach (IRun run in runs)
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[7179] | 68 | run.Changed += Run_Changed;
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[3969] | 69 | }
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[4944] | 70 | private void DeregisterRunEvents(IEnumerable<IRun> runs) {
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| 71 | foreach (IRun run in runs)
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[7179] | 72 | run.Changed -= Run_Changed;
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[4944] | 73 | }
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[3969] | 74 | private void Content_ItemsAdded(object sender, HeuristicLab.Collections.CollectionItemsChangedEventArgs<IRun> e) {
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[4944] | 75 | RegisterRunEvents(e.Items);
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| 76 | UpdateData();
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[3969] | 77 | }
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| 78 | private void Content_ItemsRemoved(object sender, HeuristicLab.Collections.CollectionItemsChangedEventArgs<IRun> e) {
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[4944] | 79 | DeregisterRunEvents(e.Items);
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| 80 | UpdateData();
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[3969] | 81 | }
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| 82 | private void Content_CollectionReset(object sender, HeuristicLab.Collections.CollectionItemsChangedEventArgs<IRun> e) {
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[4944] | 83 | DeregisterRunEvents(e.OldItems);
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| 84 | RegisterRunEvents(e.Items);
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| 85 | UpdateData();
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| 86 | }
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| 87 | private void Content_UpdateOfRunsInProgressChanged(object sender, EventArgs e) {
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| 88 | if (!Content.UpdateOfRunsInProgress) UpdateData();
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| 89 | }
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| 90 | private void Run_Changed(object sender, EventArgs e) {
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| 91 | if (!Content.UpdateOfRunsInProgress) UpdateData();
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| 92 | }
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| 93 | #endregion
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| 94 |
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| 95 | protected override void OnContentChanged() {
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| 96 | base.OnContentChanged();
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[3969] | 97 | this.UpdateData();
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| 98 | }
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| 99 |
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[6709] | 100 | private void comboBox_SelectedValueChanged(object sender, EventArgs e) {
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| 101 | if (comboBox.SelectedItem != null) {
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[7179] | 102 | var visibleRuns = from run in Content where run.Visible select run;
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[6766] | 103 | if (comboBox.SelectedIndex == 0) {
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[7179] | 104 | var selectedFolds = from r in visibleRuns
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| 105 | let foldCollection = (RunCollection)r.Results[crossValidationFoldsResultName]
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| 106 | from run in foldCollection
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| 107 | let name = (r.Name + " " + run.Name)
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| 108 | select new { run, name };
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| 109 | matrixView.Content = CalculateVariableImpactMatrix(selectedFolds.Select(x => x.run).ToArray(), selectedFolds.Select(x => x.name).ToArray());
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[6766] | 110 | } else {
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[7179] | 111 | var selectedFolds = from r in visibleRuns
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[6766] | 112 | let foldCollection = (RunCollection)r.Results[crossValidationFoldsResultName]
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[6775] | 113 | let run = foldCollection.ElementAt(comboBox.SelectedIndex - 1)
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[7179] | 114 | let name = (r.Name + " " + run.Name)
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| 115 | select new { run, name };
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| 116 | matrixView.Content = CalculateVariableImpactMatrix(selectedFolds.Select(x => x.run).ToArray(), selectedFolds.Select(x => x.name).ToArray());
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[6766] | 117 | }
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[6709] | 118 | }
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| 119 | }
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| 120 |
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| 121 |
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[3969] | 122 | private void UpdateData() {
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[7179] | 123 | if (InvokeRequired) {
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| 124 | Invoke((Action)UpdateData);
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| 125 | } else {
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| 126 | if (Content != null) {
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| 127 | comboBox.Items.Clear();
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| 128 | comboBox.Enabled = false;
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| 129 | comboBox.Visible = false;
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| 130 | foldsLabel.Visible = false;
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| 131 | variableImpactsGroupBox.Dock = DockStyle.Fill;
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| 132 | var visibleRuns = Content.Where(r => r.Visible).ToArray();
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| 133 | if (visibleRuns.Length == 0) {
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| 134 | DisplayMessage("Run collection is empty.");
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| 135 | } else if (visibleRuns.All(r => r.Parameters.ContainsKey(numberOfFoldsParameterName))) {
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| 136 | // check if all runs are comparable (CV or normal runs)
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| 137 | CheckAndUpdateCvRuns();
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| 138 | } else if (visibleRuns.All(r => !r.Parameters.ContainsKey(numberOfFoldsParameterName))) {
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| 139 | CheckAndUpdateNormalRuns();
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| 140 | } else {
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| 141 | // there is a mix of CV and normal runs => show an error message
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| 142 | DisplayMessage("The run collection contains a mixture of normal runs and cross-validation runs. Variable impact calculation does not work in this case.");
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| 143 | }
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| 144 | }
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| 145 | }
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| 146 | }
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| 147 |
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| 148 | private void CheckAndUpdateCvRuns() {
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| 149 | var visibleRuns = from run in Content where run.Visible select run;
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| 150 | var representativeRun = visibleRuns.First();
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| 151 | // make sure all runs have the same number of folds
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| 152 | int nFolds = ((IntValue)representativeRun.Parameters[numberOfFoldsParameterName]).Value;
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| 153 | if (visibleRuns.All(r => ((IntValue)r.Parameters[numberOfFoldsParameterName]).Value == nFolds)) {
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| 154 | var allFoldResults = visibleRuns.SelectMany(run => (RunCollection)run.Results[crossValidationFoldsResultName]);
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| 155 |
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| 156 | // make sure each fold contains variable impacts
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| 157 | if (!allFoldResults.All(r => r.Results.ContainsKey(variableImpactResultName))) {
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| 158 | DisplayMessage("At least one of the runs does not contain a variable impact result.");
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| 159 | } else {
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| 160 | // make sure each of the runs has the same input variables
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| 161 | var allVariableNames = from run in allFoldResults
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| 162 | let varImpacts = (DoubleMatrix)run.Results[variableImpactResultName]
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| 163 | select varImpacts.RowNames;
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| 164 | var groupedVariableNames = allVariableNames
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| 165 | .SelectMany(x => x)
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| 166 | .GroupBy(x => x);
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| 167 |
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| 168 | if (groupedVariableNames.Any(g => g.Count() != allFoldResults.Count())) {
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| 169 | DisplayMessage("At least one of the runs has a different input variable set than the rest.");
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| 170 | } else {
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[6709] | 171 | // populate combobox
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[6766] | 172 | comboBox.Items.Add("Overall");
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[6709] | 173 | for (int foldIndex = 0; foldIndex < nFolds; foldIndex++) {
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[6766] | 174 | comboBox.Items.Add("Fold " + foldIndex);
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[6709] | 175 | }
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[6766] | 176 | comboBox.SelectedIndex = 0;
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[6709] | 177 | comboBox.Enabled = true;
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[7179] | 178 | comboBox.Visible = true;
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| 179 | foldsLabel.Visible = true;
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| 180 | variableImpactsGroupBox.Controls.Clear();
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| 181 | variableImpactsGroupBox.Dock = DockStyle.None;
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| 182 | variableImpactsGroupBox.Anchor = AnchorStyles.Left | AnchorStyles.Top | AnchorStyles.Right |
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| 183 | AnchorStyles.Bottom;
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| 184 | variableImpactsGroupBox.Height = this.Height - comboBox.Height - 12;
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| 185 | variableImpactsGroupBox.Width = this.Width;
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| 186 | matrixView.Dock = DockStyle.Fill;
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| 187 | variableImpactsGroupBox.Controls.Add(matrixView);
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[6709] | 188 | }
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| 189 | }
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[7179] | 190 | } else {
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| 191 | DisplayMessage("At least on of the cross-validation runs has a different number of folds than the rest.");
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[6709] | 192 | }
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[3969] | 193 | }
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| 194 |
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[7179] | 195 | private void CheckAndUpdateNormalRuns() {
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| 196 | // make sure all runs contain variable impact results
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| 197 | var visibleRuns = from run in Content where run.Visible select run;
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| 198 |
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| 199 | if (!visibleRuns.All(r => r.Results.ContainsKey(variableImpactResultName))) {
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| 200 | DisplayMessage("At least one of the runs does not contain a variable impact result.");
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| 201 | } else {
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| 202 | // make sure each of the runs has the same input variables
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| 203 | var allVariableNames = from run in visibleRuns
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| 204 | let varImpacts = (DoubleMatrix)run.Results[variableImpactResultName]
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| 205 | select varImpacts.RowNames;
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| 206 | var groupedVariableNames = allVariableNames
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| 207 | .SelectMany(x => x)
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| 208 | .GroupBy(x => x);
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| 209 |
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| 210 | if (groupedVariableNames.Any(g => g.Count() != visibleRuns.Count())) {
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| 211 | DisplayMessage("At least one of the runs has a different input variable set than the rest.");
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| 212 | } else {
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| 213 | if (!variableImpactsGroupBox.Controls.Contains(matrixView)) {
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| 214 | variableImpactsGroupBox.Controls.Clear();
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| 215 | matrixView.Dock = DockStyle.Fill;
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| 216 | variableImpactsGroupBox.Controls.Add(matrixView);
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| 217 | }
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| 218 | matrixView.Content = CalculateVariableImpactMatrix(visibleRuns.ToArray(), visibleRuns.Select(r => r.Name).ToArray());
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| 219 | }
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| 220 | }
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[6709] | 221 | }
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| 222 |
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| 223 | private DoubleMatrix CalculateVariableImpactMatrix(IRun[] runs, string[] runNames) {
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[3969] | 224 | DoubleMatrix matrix = null;
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[6709] | 225 | IEnumerable<DoubleMatrix> allVariableImpacts = (from run in runs
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| 226 | select run.Results[variableImpactResultName]).Cast<DoubleMatrix>();
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| 227 | IEnumerable<string> variableNames = (from variableImpact in allVariableImpacts
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| 228 | from variableName in variableImpact.RowNames
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| 229 | select variableName)
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| 230 | .Distinct();
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| 231 | // filter variableNames: only include names that have at least one non-zero value in a run
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| 232 | List<string> variableNamesList = (from variableName in variableNames
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| 233 | where GetVariableImpacts(variableName, allVariableImpacts).Any(x => !x.IsAlmost(0.0))
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| 234 | select variableName)
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| 235 | .ToList();
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[4124] | 236 |
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[6709] | 237 | List<string> statictics = new List<string> { "Median Rank", "Mean", "StdDev", "pValue" };
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| 238 | List<string> columnNames = new List<string>(runNames);
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| 239 | columnNames.AddRange(statictics);
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| 240 | int numberOfRuns = runs.Length;
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[3969] | 241 |
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[6709] | 242 | matrix = new DoubleMatrix(variableNamesList.Count, numberOfRuns + statictics.Count);
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| 243 | matrix.SortableView = true;
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| 244 | matrix.ColumnNames = columnNames;
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[3969] | 245 |
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[6709] | 246 | // calculate statistics
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| 247 | List<List<double>> variableImpactsOverRuns = (from variableName in variableNamesList
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| 248 | select GetVariableImpacts(variableName, allVariableImpacts).ToList())
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| 249 | .ToList();
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| 250 | List<List<double>> variableRanks = (from variableName in variableNamesList
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| 251 | select GetVariableImpactRanks(variableName, allVariableImpacts).ToList())
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| 252 | .ToList();
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| 253 | if (variableImpactsOverRuns.Count() > 0) {
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| 254 | // the variable with the worst median impact value is chosen as the reference variable
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| 255 | // this is problematic if all variables are relevant, however works often in practice
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| 256 | List<double> referenceImpacts = (from impacts in variableImpactsOverRuns
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| 257 | let avg = impacts.Median()
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| 258 | orderby avg
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| 259 | select impacts)
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| 260 | .First();
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| 261 | // for all variables
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| 262 | for (int row = 0; row < variableImpactsOverRuns.Count; row++) {
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| 263 | // median rank
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| 264 | matrix[row, numberOfRuns] = variableRanks[row].Median();
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| 265 | // also show mean and std.dev. of relative variable impacts to indicate the relative difference in impacts of variables
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| 266 | matrix[row, numberOfRuns + 1] = Math.Round(variableImpactsOverRuns[row].Average(), 3);
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| 267 | matrix[row, numberOfRuns + 2] = Math.Round(variableImpactsOverRuns[row].StandardDeviation(), 3);
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| 268 |
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| 269 | double leftTail = 0; double rightTail = 0; double bothTails = 0;
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| 270 | // calc differences of impacts for current variable and reference variable
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| 271 | double[] z = new double[referenceImpacts.Count];
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| 272 | for (int i = 0; i < z.Length; i++) {
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| 273 | z[i] = variableImpactsOverRuns[row][i] - referenceImpacts[i];
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[3969] | 274 | }
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[6709] | 275 | // wilcoxon signed rank test is used because the impact values of two variables in a single run are not independent
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| 276 | alglib.wsr.wilcoxonsignedranktest(z, z.Length, 0, ref bothTails, ref leftTail, ref rightTail);
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| 277 | matrix[row, numberOfRuns + 3] = Math.Round(bothTails, 4);
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[3969] | 278 | }
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[6709] | 279 | }
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[3969] | 280 |
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[6709] | 281 | // fill matrix with impacts from runs
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| 282 | for (int i = 0; i < runs.Length; i++) {
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| 283 | IRun run = runs[i];
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| 284 | DoubleMatrix runVariableImpacts = (DoubleMatrix)run.Results[variableImpactResultName];
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| 285 | for (int j = 0; j < runVariableImpacts.Rows; j++) {
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| 286 | int rowIndex = variableNamesList.FindIndex(s => s == runVariableImpacts.RowNames.ElementAt(j));
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| 287 | if (rowIndex > -1) {
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| 288 | matrix[rowIndex, i] = Math.Round(runVariableImpacts[j, 0], 3);
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[4124] | 289 | }
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[3969] | 290 | }
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| 291 | }
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[6709] | 292 | // sort by median
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| 293 | var sortedMatrix = (DoubleMatrix)matrix.Clone();
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| 294 | var sortedIndexes = from i in Enumerable.Range(0, sortedMatrix.Rows)
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| 295 | orderby matrix[i, numberOfRuns]
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| 296 | select i;
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| 297 |
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| 298 | int targetIndex = 0;
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| 299 | foreach (var sourceIndex in sortedIndexes) {
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| 300 | for (int c = 0; c < matrix.Columns; c++)
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| 301 | sortedMatrix[targetIndex, c] = matrix[sourceIndex, c];
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| 302 | targetIndex++;
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| 303 | }
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[6783] | 304 | sortedMatrix.RowNames = sortedIndexes.Select(i => variableNamesList[i]);
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| 305 |
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[6709] | 306 | return sortedMatrix;
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[3969] | 307 | }
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[4124] | 308 |
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| 309 | private IEnumerable<double> GetVariableImpactRanks(string variableName, IEnumerable<DoubleMatrix> allVariableImpacts) {
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| 310 | foreach (DoubleMatrix runVariableImpacts in allVariableImpacts) {
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| 311 | // certainly not yet very efficient because ranks are computed multiple times for the same run
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| 312 | string[] variableNames = runVariableImpacts.RowNames.ToArray();
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| 313 | double[] values = (from row in Enumerable.Range(0, runVariableImpacts.Rows)
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| 314 | select runVariableImpacts[row, 0] * -1)
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| 315 | .ToArray();
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| 316 | Array.Sort(values, variableNames);
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| 317 | // calculate ranks
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| 318 | double[] ranks = new double[values.Length];
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| 319 | // check for tied ranks
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| 320 | int i = 0;
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| 321 | while (i < values.Length) {
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| 322 | ranks[i] = i + 1;
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| 323 | int j = i + 1;
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| 324 | while (j < values.Length && values[i].IsAlmost(values[j])) {
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| 325 | ranks[j] = ranks[i];
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| 326 | j++;
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| 327 | }
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| 328 | i = j;
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| 329 | }
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| 330 | int rankIndex = 0;
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| 331 | foreach (string rowVariableName in variableNames) {
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| 332 | if (rowVariableName == variableName)
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| 333 | yield return ranks[rankIndex];
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| 334 | rankIndex++;
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| 335 | }
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| 336 | }
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| 337 | }
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| 338 |
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| 339 | private IEnumerable<double> GetVariableImpacts(string variableName, IEnumerable<DoubleMatrix> allVariableImpacts) {
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| 340 | foreach (DoubleMatrix runVariableImpacts in allVariableImpacts) {
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| 341 | int row = 0;
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| 342 | foreach (string rowName in runVariableImpacts.RowNames) {
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| 343 | if (rowName == variableName)
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| 344 | yield return runVariableImpacts[row, 0];
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| 345 | row++;
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| 346 | }
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| 347 | }
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| 348 | }
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[6709] | 349 |
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[7179] | 350 | private void DisplayMessage(string message) {
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| 351 | variableImpactsGroupBox.Controls.Remove(matrixView);
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| 352 | var label = new Label { TextAlign = ContentAlignment.MiddleCenter, Text = message, Dock = DockStyle.Fill };
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| 353 | variableImpactsGroupBox.Controls.Add(label);
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| 354 | }
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[3969] | 355 | }
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| 356 | }
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