1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2012 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 |
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21 | #endregion
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22 |
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23 | using System;
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24 | using System.Collections.Generic;
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25 | using System.ComponentModel;
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26 | using System.Linq;
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27 | using HeuristicLab.Analysis;
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28 | using HeuristicLab.Common;
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29 | using HeuristicLab.Core;
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30 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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31 | using HeuristicLab.PluginInfrastructure;
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32 |
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33 | namespace HeuristicLab.Problems.DataAnalysis {
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34 | [StorableClass]
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35 | [Item("FeatureCorrelation", "Represents the correlation of features in a data set.")]
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36 | public class FeatureCorrelation : HeatMap {
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37 | private const string PearsonsR = "Pearsons R";
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38 | private const string PearsonsRSquared = "Pearsons R Squared";
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39 | private const string HoeffdingsDependence = "Hoeffdings Dependence";
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40 | private const string SpearmansRank = "Spearmans Rank";
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41 | public IEnumerable<string> CorrelationCalculators {
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42 | get { return new List<string>() { PearsonsR, PearsonsRSquared, HoeffdingsDependence, SpearmansRank }; }
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43 | }
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44 |
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45 | private const string AllSamples = "All Samples";
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46 | private const string TrainingSamples = "Training Samples";
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47 | private const string TestSamples = "Test Samples";
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48 | public IEnumerable<string> Partitions {
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49 | get { return new List<string>() { AllSamples, TrainingSamples, TestSamples }; }
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50 | }
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51 |
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52 | private IDataAnalysisProblemData problemData;
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53 | [Storable]
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54 | public IDataAnalysisProblemData ProblemData {
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55 | get { return problemData; }
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56 | set {
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57 | if (problemData != value) {
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58 | problemData = value;
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59 | columnNames = value.Dataset.DoubleVariables.ToList();
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60 | rowNames = value.Dataset.DoubleVariables.ToList();
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61 | OnProblemDataChanged();
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62 | }
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63 | }
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64 | }
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65 |
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66 | private BackgroundWorker bw;
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67 | private BackgroundWorkerInfo bwInfo;
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68 |
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69 | public FeatureCorrelation() {
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70 | this.Title = "Feature Correlation";
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71 | this.columnNames = problemData.Dataset.DoubleVariables.ToList();
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72 | this.rowNames = problemData.Dataset.DoubleVariables.ToList();
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73 | sortableView = true;
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74 | }
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75 | public FeatureCorrelation(IDataAnalysisProblemData problemData)
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76 | : base() {
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77 | this.problemData = problemData;
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78 | this.Title = "Feature Correlation";
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79 | this.columnNames = problemData.Dataset.DoubleVariables.ToList();
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80 | this.rowNames = problemData.Dataset.DoubleVariables.ToList();
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81 | sortableView = true;
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82 | }
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83 | protected FeatureCorrelation(FeatureCorrelation original, Cloner cloner)
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84 | : base(original, cloner) {
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85 | this.problemData = cloner.Clone(original.problemData);
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86 | }
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87 | public override IDeepCloneable Clone(Cloner cloner) {
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88 | return new FeatureCorrelation(this, cloner);
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89 | }
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90 |
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91 | [StorableConstructor]
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92 | protected FeatureCorrelation(bool deserializing) : base(deserializing) { }
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93 |
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94 | public void Recalculate(string calc, string partition) {
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95 | CalculateElements(problemData.Dataset, calc, partition);
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96 | }
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97 |
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98 | public void CalculateTimeframeElements(string calc, string partition, string variable, int frames) {
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99 | CalculateElements(problemData.Dataset, calc, partition, variable, frames);
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100 | }
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101 |
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102 | private void CalculateElements(Dataset dataset) {
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103 | CalculateElements(dataset, CorrelationCalculators.First(), Partitions.First());
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104 | }
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105 |
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106 | private void CalculateElements(Dataset dataset, string calc, string partition, string variable = null, int frames = 0) {
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107 | bwInfo = new BackgroundWorkerInfo { Dataset = dataset, Calculator = calc, Partition = partition, Variable = variable, Frames = frames };
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108 | if (bw == null) {
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109 | bw = new BackgroundWorker();
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110 | bw.WorkerReportsProgress = true;
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111 | bw.WorkerSupportsCancellation = true;
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112 | bw.DoWork += new DoWorkEventHandler(BwDoWork);
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113 | bw.ProgressChanged += new ProgressChangedEventHandler(BwProgressChanged);
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114 | bw.RunWorkerCompleted += new RunWorkerCompletedEventHandler(BwRunWorkerCompleted);
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115 | }
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116 | if (bw.IsBusy) {
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117 | bw.CancelAsync();
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118 | } else {
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119 | bw.RunWorkerAsync(bwInfo);
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120 | }
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121 | if (calc.Equals(PearsonsR) || calc.Equals(SpearmansRank)) {
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122 | Maximum = 1.0;
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123 | Minimum = -1.0;
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124 | } else if (calc.Equals(HoeffdingsDependence)) {
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125 | Maximum = 1.0;
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126 | Minimum = -0.5;
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127 | } else {
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128 | Maximum = 1.0;
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129 | Minimum = 0.0;
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130 | }
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131 | }
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132 |
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133 | #region backgroundworker
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134 | private void BwDoWork(object sender, DoWorkEventArgs e) {
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135 | BackgroundWorkerInfo bwInfo = (BackgroundWorkerInfo)e.Argument;
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136 | if (bwInfo.Variable == null) {
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137 | BwCalculateCorrelation(sender, e);
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138 | } else {
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139 | BwCalculateTimeframeCorrelation(sender, e);
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140 | }
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141 | }
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142 |
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143 | private void BwCalculateCorrelation(object sender, DoWorkEventArgs e) {
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144 | BackgroundWorker worker = sender as BackgroundWorker;
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145 |
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146 | BackgroundWorkerInfo bwInfo = (BackgroundWorkerInfo)e.Argument;
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147 | Dataset dataset = bwInfo.Dataset;
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148 | string partition = bwInfo.Partition;
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149 | string calc = bwInfo.Calculator;
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150 |
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151 | IList<string> doubleVariableNames = dataset.DoubleVariables.ToList();
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152 | OnlineCalculatorError error;
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153 | int length = doubleVariableNames.Count;
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154 | double[,] elements = new double[length, length];
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155 | double calculations = (Math.Pow(length, 2) + length) / 2;
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156 |
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157 | worker.ReportProgress(0);
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158 |
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159 | for (int i = 0; i < length; i++) {
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160 | for (int j = 0; j < i + 1; j++) {
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161 | if (worker.CancellationPending) {
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162 | e.Cancel = true;
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163 | return;
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164 | }
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165 |
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166 | IEnumerable<double> var1 = GetRelevantValues(problemData, partition, doubleVariableNames[i]);
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167 | IEnumerable<double> var2 = GetRelevantValues(problemData, partition, doubleVariableNames[j]);
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168 |
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169 | elements[i, j] = CalculateElementWithCalculator(calc, var1, var2, out error);
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170 |
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171 | elements[j, i] = elements[i, j];
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172 | if (!error.Equals(OnlineCalculatorError.None)) {
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173 | worker.ReportProgress(100);
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174 | throw new ArgumentException("Calculator returned " + error + Environment.NewLine + "Maybe try another calculator.");
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175 | }
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176 | worker.ReportProgress((int)Math.Round((((Math.Pow(i, 2) + i) / 2 + j + 1.0) / calculations) * 100));
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177 | }
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178 | }
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179 | e.Result = elements;
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180 | }
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181 |
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182 | private void BwCalculateTimeframeCorrelation(object sender, DoWorkEventArgs e) {
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183 | BackgroundWorker worker = sender as BackgroundWorker;
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184 |
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185 | BackgroundWorkerInfo bwInfo = (BackgroundWorkerInfo)e.Argument;
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186 | Dataset dataset = bwInfo.Dataset;
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187 | string partition = bwInfo.Partition;
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188 | string calc = bwInfo.Calculator;
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189 | string variable = bwInfo.Variable;
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190 | int frames = bwInfo.Frames;
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191 |
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192 | IList<string> doubleVariableNames = dataset.DoubleVariables.ToList();
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193 | OnlineCalculatorError error;
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194 | int length = doubleVariableNames.Count;
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195 | double[,] elements = new double[length, frames + 1];
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196 | double calculations = (frames + 1) * length;
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197 |
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198 | worker.ReportProgress(0);
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199 |
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200 | for (int i = 0; i < length; i++) {
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201 | for (int j = 0; j <= frames; j++) {
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202 | if (worker.CancellationPending) {
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203 | e.Cancel = true;
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204 | return;
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205 | }
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206 |
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207 | IEnumerable<double> var1 = GetRelevantValues(problemData, partition, variable);
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208 | IEnumerable<double> var2 = GetRelevantValues(problemData, partition, doubleVariableNames[i]);
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209 |
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210 | var valuesInFrame = var1.Take(j);
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211 | var help = var1.Skip(j).ToList();
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212 | help.AddRange(valuesInFrame);
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213 | var1 = help;
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214 |
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215 | elements[i, j] = CalculateElementWithCalculator(calc, var1, var2, out error);
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216 |
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217 | if (!error.Equals(OnlineCalculatorError.None)) {
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218 | worker.ReportProgress(100);
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219 | throw new ArgumentException("Calculator returned " + error + Environment.NewLine + "Maybe try another calculator.");
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220 | }
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221 | worker.ReportProgress((int)((100.0 / calculations) * (i * (frames + 1) + j + 1)));
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222 | }
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223 | }
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224 | e.Result = elements;
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225 | }
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226 |
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227 | private IEnumerable<double> GetRelevantValues(IDataAnalysisProblemData problemData, string partition, string variable) {
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228 | IEnumerable<double> var = problemData.Dataset.GetDoubleValues(variable);
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229 | if (partition.Equals(TrainingSamples)) {
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230 | var = var.Skip(problemData.TrainingPartition.Start).Take(problemData.TrainingPartition.End - problemData.TrainingPartition.Start);
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231 | } else if (partition.Equals(TestSamples)) {
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232 | var = var.Skip(problemData.TestPartition.Start).Take(problemData.TestPartition.End - problemData.TestPartition.Start);
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233 | }
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234 | return var;
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235 | }
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236 |
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237 | private double CalculateElementWithCalculator(string calc, IEnumerable<double> var1, IEnumerable<double> var2, out OnlineCalculatorError error) {
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238 | if (calc.Equals(HoeffdingsDependence)) {
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239 | return HoeffdingsDependenceCalculator.Calculate(var1, var2, out error);
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240 | } else if (calc.Equals(SpearmansRank)) {
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241 | return SpearmansRankCorrelationCoefficientCalculator.Calculate(var1, var2, out error);
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242 | } else if (calc.Equals(PearsonsRSquared)) {
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243 | return OnlinePearsonsRSquaredCalculator.Calculate(var1, var2, out error);
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244 | } else {
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245 | return Math.Sqrt(OnlinePearsonsRSquaredCalculator.Calculate(var1, var2, out error));
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246 | }
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247 | }
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248 |
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249 | private void BwRunWorkerCompleted(object sender, RunWorkerCompletedEventArgs e) {
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250 | BackgroundWorker worker = sender as BackgroundWorker;
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251 | if (!e.Cancelled && !worker.CancellationPending) {
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252 | if (!(e.Error == null)) {
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253 | ErrorHandling.ShowErrorDialog(e.Error);
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254 | } else {
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255 | matrix = (double[,])e.Result;
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256 | OnCorrelationCalculationFinished();
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257 | }
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258 | } else {
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259 | bw.RunWorkerAsync(bwInfo);
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260 | }
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261 | }
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262 | #endregion
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263 |
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264 | #region events
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265 | public event EventHandler CorrelationCalculationFinished;
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266 | protected virtual void OnCorrelationCalculationFinished() {
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267 | EventHandler handler = CorrelationCalculationFinished;
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268 | if (handler != null)
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269 | handler(this, EventArgs.Empty);
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270 | }
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271 |
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272 | public delegate void ProgressCalculationHandler(object sender, ProgressChangedEventArgs e);
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273 | public event ProgressCalculationHandler ProgressCalculation;
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274 | protected void BwProgressChanged(object sender, ProgressChangedEventArgs e) {
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275 | BackgroundWorker worker = sender as BackgroundWorker;
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276 | if (!worker.CancellationPending && ProgressCalculation != null) {
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277 | ProgressCalculation(sender, e);
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278 | }
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279 | }
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280 |
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281 | public event EventHandler ProblemDataChanged;
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282 | protected virtual void OnProblemDataChanged() {
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283 | EventHandler handler = ProblemDataChanged;
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284 | if (handler != null)
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285 | handler(this, EventArgs.Empty);
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286 | }
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287 | #endregion
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288 |
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289 | protected class BackgroundWorkerInfo {
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290 | public Dataset Dataset { get; set; }
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291 | public string Calculator { get; set; }
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292 | public string Partition { get; set; }
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293 | public string Variable { get; set; }
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294 | public int Frames { get; set; }
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295 | }
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296 | }
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297 | }
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