1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2010 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 System.Linq;
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25 | using System.Text;
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26 | using HeuristicLab.Common;
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27 | using HeuristicLab.Core;
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28 | using HeuristicLab.Data;
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29 | using HeuristicLab.Parameters;
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30 |
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31 | namespace HeuristicLab.Problems.DataAnalysis.Evaluators {
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32 | public class OnlineNormalizedMeanSquaredErrorEvaluator : IOnlineEvaluator {
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33 | private OnlineMeanAndVarianceCalculator meanSquaredErrorCalculator;
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34 | private OnlineMeanAndVarianceCalculator originalVarianceCalculator;
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35 |
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36 | public double NormalizedMeanSquaredError {
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37 | get {
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38 | return meanSquaredErrorCalculator.Mean / originalVarianceCalculator.Variance;
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39 | }
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40 | }
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41 |
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42 | public OnlineNormalizedMeanSquaredErrorEvaluator() {
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43 | meanSquaredErrorCalculator = new OnlineMeanAndVarianceCalculator();
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44 | originalVarianceCalculator = new OnlineMeanAndVarianceCalculator();
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45 | Reset();
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46 | }
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47 |
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48 | #region IOnlineEvaluator Members
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49 | public double Value {
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50 | get { return NormalizedMeanSquaredError; }
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51 | }
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52 |
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53 | public void Reset() {
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54 | meanSquaredErrorCalculator.Reset();
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55 | originalVarianceCalculator.Reset();
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56 | }
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57 |
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58 | public void Add(double original, double estimated) {
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59 | if (double.IsNaN(estimated) || double.IsInfinity(estimated) ||
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60 | double.IsNaN(original) || double.IsInfinity(original)) {
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61 | throw new ArgumentException("Mean squared error is not defined for NaN or infinity elements");
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62 | } else {
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63 | double error = estimated - original;
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64 | meanSquaredErrorCalculator.Add(error * error);
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65 | originalVarianceCalculator.Add(original);
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66 | }
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67 | }
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68 | #endregion
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69 | }
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70 | }
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