#region License Information /* HeuristicLab * Copyright (C) 2002-2010 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; using System.Collections.Generic; using System.Linq; using System.Text; using HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Parameters; namespace HeuristicLab.Problems.DataAnalysis.Evaluators { public class SimpleMSEEvaluator : SimpleEvaluator { public ILookupParameter MeanSquaredErrorParameter { get { return (ILookupParameter)Parameters["MeanSquaredError"]; } } public SimpleMSEEvaluator() { Parameters.Add(new LookupParameter("MeanSquaredError", "The mean squared error of estimated values.")); } protected override void Apply(DoubleMatrix values) { MeanSquaredErrorParameter.ActualValue = new DoubleValue(Calculate(values)); } public static double Calculate(IEnumerable original, IEnumerable estimated) { double sse = 0.0; int cnt = 0; var originalEnumerator = original.GetEnumerator(); var estimatedEnumerator = estimated.GetEnumerator(); while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) { double e = estimatedEnumerator.Current; double o = originalEnumerator.Current; if (!double.IsNaN(e) && !double.IsInfinity(e) && !double.IsNaN(o) && !double.IsInfinity(o)) { double error = e - o; sse += error * error; cnt++; } } if (estimatedEnumerator.MoveNext() || originalEnumerator.MoveNext()) { throw new ArgumentException("Number of elements in original and estimated enumeration doesn't match."); } else if (cnt == 0) { throw new ArgumentException("Mean squared errors is not defined for input vectors of NaN or Inf"); } else { double mse = sse / cnt; return mse; } } public static double Calculate(DoubleMatrix values) { var original = from row in Enumerable.Range(0, values.Rows) select values[row, ORIGINAL_INDEX]; var estimated = from row in Enumerable.Range(0, values.Rows) select values[row, ESTIMATION_INDEX]; return Calculate(original, estimated); } } }