1 | #region License Information |
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2 | /* HeuristicLab |
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3 | * Copyright (C) 2002-2011 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 HeuristicLab.Common; |
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26 | |
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27 | namespace HeuristicLab.Problems.DataAnalysis { |
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28 | public class NormalizedGiniCalculator { |
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29 | |
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30 | public static double Calculate(IEnumerable<double> originalValues, IEnumerable<double> estimatedValues, out OnlineCalculatorError errorState) { |
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31 | var originalValuesArr = originalValues.ToArray(); |
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32 | var estimatedValuesArr = estimatedValues.ToArray(); |
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33 | if (originalValuesArr.Count() != estimatedValuesArr.Count()) { |
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34 | throw new ArgumentException("Number of elements in originalValues and estimatedValues enumerations doesn't match."); |
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35 | } |
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36 | double oe = Gini(originalValuesArr, estimatedValuesArr, out errorState); |
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37 | if (errorState != OnlineCalculatorError.None) return double.NaN; |
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38 | |
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39 | return oe / (Gini(originalValuesArr, originalValuesArr, out errorState)); |
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40 | } |
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41 | |
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42 | private static double Gini(IEnumerable<double> original, IEnumerable<double> estimated, out OnlineCalculatorError errorState) { |
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43 | var pairs = |
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44 | estimated.Zip(original, (e, o) => new { e, o }) |
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45 | .OrderByDescending(p => p.e); |
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46 | if (pairs.Any()) errorState = OnlineCalculatorError.None; |
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47 | else errorState = OnlineCalculatorError.InsufficientElementsAdded; |
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48 | double giniSum = 0.0; |
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49 | double sumOriginal = 0.0; |
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50 | int n = 0; |
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51 | foreach (var p in pairs) { |
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52 | if (double.IsNaN(p.o) || double.IsNaN(p.e)) { |
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53 | errorState = OnlineCalculatorError.InvalidValueAdded; |
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54 | return double.NaN; |
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55 | } |
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56 | sumOriginal += p.o; |
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57 | giniSum += sumOriginal; |
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58 | n++; |
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59 | } |
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60 | giniSum /= sumOriginal; |
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61 | |
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62 | return (giniSum - ((n + 1) / 2.0)) / n; |
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63 | } |
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64 | } |
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65 | } |
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