#region License Information /* HeuristicLab * Copyright (C) 2002-2011 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.Collections.Generic; using System.Linq; using HeuristicLab.Common; using HeuristicLab.Data; using HeuristicLab.Optimization; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; namespace HeuristicLab.Problems.DataAnalysis { [StorableClass] public abstract class RegressionSolutionBase : DataAnalysisSolution, IRegressionSolution { private const string TrainingMeanSquaredErrorResultName = "Mean squared error (training)"; private const string TestMeanSquaredErrorResultName = "Mean squared error (test)"; private const string TrainingSquaredCorrelationResultName = "Pearson's R² (training)"; private const string TestSquaredCorrelationResultName = "Pearson's R² (test)"; private const string TrainingRelativeErrorResultName = "Average relative error (training)"; private const string TestRelativeErrorResultName = "Average relative error (test)"; private const string TrainingNormalizedMeanSquaredErrorResultName = "Normalized mean squared error (training)"; private const string TestNormalizedMeanSquaredErrorResultName = "Normalized mean squared error (test)"; public new IRegressionModel Model { get { return (IRegressionModel)base.Model; } protected set { base.Model = value; } } public new IRegressionProblemData ProblemData { get { return (IRegressionProblemData)base.ProblemData; } protected set { base.ProblemData = value; } } public abstract IEnumerable EstimatedValues { get; } public abstract IEnumerable EstimatedTrainingValues { get; } public abstract IEnumerable EstimatedTestValues { get; } public abstract IEnumerable GetEstimatedValues(IEnumerable rows); #region Results public double TrainingMeanSquaredError { get { return ((DoubleValue)this[TrainingMeanSquaredErrorResultName].Value).Value; } private set { ((DoubleValue)this[TrainingMeanSquaredErrorResultName].Value).Value = value; } } public double TestMeanSquaredError { get { return ((DoubleValue)this[TestMeanSquaredErrorResultName].Value).Value; } private set { ((DoubleValue)this[TestMeanSquaredErrorResultName].Value).Value = value; } } public double TrainingRSquared { get { return ((DoubleValue)this[TrainingSquaredCorrelationResultName].Value).Value; } private set { ((DoubleValue)this[TrainingSquaredCorrelationResultName].Value).Value = value; } } public double TestRSquared { get { return ((DoubleValue)this[TestSquaredCorrelationResultName].Value).Value; } private set { ((DoubleValue)this[TestSquaredCorrelationResultName].Value).Value = value; } } public double TrainingRelativeError { get { return ((DoubleValue)this[TrainingRelativeErrorResultName].Value).Value; } private set { ((DoubleValue)this[TrainingRelativeErrorResultName].Value).Value = value; } } public double TestRelativeError { get { return ((DoubleValue)this[TestRelativeErrorResultName].Value).Value; } private set { ((DoubleValue)this[TestRelativeErrorResultName].Value).Value = value; } } public double TrainingNormalizedMeanSquaredError { get { return ((DoubleValue)this[TrainingNormalizedMeanSquaredErrorResultName].Value).Value; } private set { ((DoubleValue)this[TrainingNormalizedMeanSquaredErrorResultName].Value).Value = value; } } public double TestNormalizedMeanSquaredError { get { return ((DoubleValue)this[TestNormalizedMeanSquaredErrorResultName].Value).Value; } private set { ((DoubleValue)this[TestNormalizedMeanSquaredErrorResultName].Value).Value = value; } } #endregion [StorableConstructor] protected RegressionSolutionBase(bool deserializing) : base(deserializing) { } protected RegressionSolutionBase(RegressionSolutionBase original, Cloner cloner) : base(original, cloner) { } protected RegressionSolutionBase(IRegressionModel model, IRegressionProblemData problemData) : base(model, problemData) { Add(new Result(TrainingMeanSquaredErrorResultName, "Mean of squared errors of the model on the training partition", new DoubleValue())); Add(new Result(TestMeanSquaredErrorResultName, "Mean of squared errors of the model on the test partition", new DoubleValue())); Add(new Result(TrainingSquaredCorrelationResultName, "Squared Pearson's correlation coefficient of the model output and the actual values on the training partition", new DoubleValue())); Add(new Result(TestSquaredCorrelationResultName, "Squared Pearson's correlation coefficient of the model output and the actual values on the test partition", new DoubleValue())); Add(new Result(TrainingRelativeErrorResultName, "Average of the relative errors of the model output and the actual values on the training partition", new PercentValue())); Add(new Result(TestRelativeErrorResultName, "Average of the relative errors of the model output and the actual values on the test partition", new PercentValue())); Add(new Result(TrainingNormalizedMeanSquaredErrorResultName, "Normalized mean of squared errors of the model on the training partition", new DoubleValue())); Add(new Result(TestNormalizedMeanSquaredErrorResultName, "Normalized mean of squared errors of the model on the test partition", new DoubleValue())); } protected void CalculateResults() { double[] estimatedTrainingValues = EstimatedTrainingValues.ToArray(); // cache values double[] originalTrainingValues = ProblemData.Dataset.GetEnumeratedVariableValues(ProblemData.TargetVariable, ProblemData.TrainingIndizes).ToArray(); double[] estimatedTestValues = EstimatedTestValues.ToArray(); // cache values double[] originalTestValues = ProblemData.Dataset.GetEnumeratedVariableValues(ProblemData.TargetVariable, ProblemData.TestIndizes).ToArray(); OnlineCalculatorError errorState; double trainingMSE = OnlineMeanSquaredErrorCalculator.Calculate(estimatedTrainingValues, originalTrainingValues, out errorState); TrainingMeanSquaredError = errorState == OnlineCalculatorError.None ? trainingMSE : double.NaN; double testMSE = OnlineMeanSquaredErrorCalculator.Calculate(estimatedTestValues, originalTestValues, out errorState); TestMeanSquaredError = errorState == OnlineCalculatorError.None ? testMSE : double.NaN; double trainingR2 = OnlinePearsonsRSquaredCalculator.Calculate(estimatedTrainingValues, originalTrainingValues, out errorState); TrainingRSquared = errorState == OnlineCalculatorError.None ? trainingR2 : double.NaN; double testR2 = OnlinePearsonsRSquaredCalculator.Calculate(estimatedTestValues, originalTestValues, out errorState); TestRSquared = errorState == OnlineCalculatorError.None ? testR2 : double.NaN; double trainingRelError = OnlineMeanAbsolutePercentageErrorCalculator.Calculate(estimatedTrainingValues, originalTrainingValues, out errorState); TrainingRelativeError = errorState == OnlineCalculatorError.None ? trainingRelError : double.NaN; double testRelError = OnlineMeanAbsolutePercentageErrorCalculator.Calculate(estimatedTestValues, originalTestValues, out errorState); TestRelativeError = errorState == OnlineCalculatorError.None ? testRelError : double.NaN; double trainingNMSE = OnlineNormalizedMeanSquaredErrorCalculator.Calculate(estimatedTrainingValues, originalTrainingValues, out errorState); TrainingNormalizedMeanSquaredError = errorState == OnlineCalculatorError.None ? trainingNMSE : double.NaN; double testNMSE = OnlineNormalizedMeanSquaredErrorCalculator.Calculate(estimatedTestValues, originalTestValues, out errorState); TestNormalizedMeanSquaredError = errorState == OnlineCalculatorError.None ? testNMSE : double.NaN; } } }