source: trunk/sources/HeuristicLab.Problems.DataAnalysis/3.3/Evaluators/SimpleNMSEEvaluator.cs @ 4022

Last change on this file since 4022 was 4022, checked in by gkronber, 11 years ago

Worked on symbolic regression classes to prepare for time series prognosis plugin. #1081

File size: 2.7 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2010 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4 *
5 * This file is part of HeuristicLab.
6 *
7 * HeuristicLab is free software: you can redistribute it and/or modify
8 * it under the terms of the GNU General Public License as published by
9 * the Free Software Foundation, either version 3 of the License, or
10 * (at your option) any later version.
11 *
12 * HeuristicLab is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15 * GNU General Public License for more details.
16 *
17 * You should have received a copy of the GNU General Public License
18 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
19 */
20#endregion
21
22using System;
23using System.Collections.Generic;
24using System.Linq;
25using System.Text;
26using HeuristicLab.Common;
27using HeuristicLab.Core;
28using HeuristicLab.Data;
29using HeuristicLab.Parameters;
30
31namespace HeuristicLab.Problems.DataAnalysis.Evaluators {
32  public class SimpleNMSEEvaluator : SimpleEvaluator {
33
34    public ILookupParameter<DoubleValue> NormalizedMeanSquaredErrorParameter {
35      get { return (ILookupParameter<DoubleValue>)Parameters["NormalizedMeanSquaredError"]; }
36    }
37
38    public SimpleNMSEEvaluator() {
39      Parameters.Add(new LookupParameter<DoubleValue>("NormalizedMeanSquaredError", "The normalized mean squared error (divided by variance) of estimated values."));
40    }
41
42    protected override void Apply(DoubleMatrix values) {
43      var original = from i in Enumerable.Range(0, values.Rows)
44                     select values[i, ORIGINAL_INDEX];
45      var estimated = from i in Enumerable.Range(0, values.Rows)
46                      select values[i, ESTIMATION_INDEX];
47
48      NormalizedMeanSquaredErrorParameter.ActualValue = new DoubleValue(Calculate(original, estimated));
49    }
50
51    public static double Calculate(IEnumerable<double> original, IEnumerable<double> estimated) {
52      OnlineNormalizedMeanSquaredErrorEvaluator nmseEvaluator = new OnlineNormalizedMeanSquaredErrorEvaluator();
53      var originalEnumerator = original.GetEnumerator();
54      var estimatedEnumerator = estimated.GetEnumerator();
55      while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) {
56        nmseEvaluator.Add(originalEnumerator.Current, estimatedEnumerator.Current);
57      }
58      if (originalEnumerator.MoveNext() || estimatedEnumerator.MoveNext()) {
59        throw new ArgumentException("Number of elements in original and estimated enumerations doesn't match.");
60      }
61      return nmseEvaluator.NormalizedMeanSquaredError;
62    }
63  }
64}
Note: See TracBrowser for help on using the repository browser.