source: trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlineMeanSquaredErrorCalculator.cs @ 6964

Last change on this file since 6964 was 6964, checked in by gkronber, 11 years ago

#1670 changed remaining calculators to follow originalValues/estimatedValues convention.

File size: 3.5 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2011 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;
24
25namespace HeuristicLab.Problems.DataAnalysis {
26  public class OnlineMeanSquaredErrorCalculator : IOnlineCalculator {
27
28    private double sse;
29    private int n;
30    public double MeanSquaredError {
31      get {
32        return n > 0 ? sse / n : 0.0;
33      }
34    }
35
36    public OnlineMeanSquaredErrorCalculator() {
37      Reset();
38    }
39
40    #region IOnlineCalculator Members
41    private OnlineCalculatorError errorState;
42    public OnlineCalculatorError ErrorState {
43      get { return errorState; }
44    }
45    public double Value {
46      get { return MeanSquaredError; }
47    }
48    public void Reset() {
49      n = 0;
50      sse = 0.0;
51      errorState = OnlineCalculatorError.InsufficientElementsAdded;
52    }
53
54    public void Add(double original, double estimated) {
55      if (double.IsNaN(estimated) || double.IsInfinity(estimated) ||
56          double.IsNaN(original) || double.IsInfinity(original) || (errorState & OnlineCalculatorError.InvalidValueAdded) > 0) {
57        errorState = errorState | OnlineCalculatorError.InvalidValueAdded;
58      } else {
59        double error = estimated - original;
60        sse += error * error;
61        n++;
62        errorState = errorState & (~OnlineCalculatorError.InsufficientElementsAdded);        // n >= 1
63      }
64    }
65    #endregion
66
67    public static double Calculate(IEnumerable<double> originalValues, IEnumerable<double> estimatedValues, out OnlineCalculatorError errorState) {
68      IEnumerator<double> originalEnumerator = originalValues.GetEnumerator();
69      IEnumerator<double> estimatedEnumerator = estimatedValues.GetEnumerator();
70      OnlineMeanSquaredErrorCalculator mseCalculator = new OnlineMeanSquaredErrorCalculator();
71
72      // always move forward both enumerators (do not use short-circuit evaluation!)
73      while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) {
74        double original = originalEnumerator.Current;
75        double estimated = estimatedEnumerator.Current;
76        mseCalculator.Add(original, estimated);
77        if (mseCalculator.ErrorState != OnlineCalculatorError.None) break;
78      }
79
80      // check if both enumerators are at the end to make sure both enumerations have the same length
81      if (mseCalculator.ErrorState == OnlineCalculatorError.None &&
82         (estimatedEnumerator.MoveNext() || originalEnumerator.MoveNext())) {
83        throw new ArgumentException("Number of elements in originalValues and estimatedValues enumerations doesn't match.");
84      } else {
85        errorState = mseCalculator.ErrorState;
86        return mseCalculator.MeanSquaredError;
87      }
88    }
89  }
90}
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