Free cookie consent management tool by TermsFeed Policy Generator

source: trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineEvaluators/OnlineMeanAbsolutePercentageErrorEvaluator.cs @ 5904

Last change on this file since 5904 was 5904, checked in by gkronber, 13 years ago

#1453: improved performance of online evaluators.

File size: 3.3 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;
24using HeuristicLab.Common;
25
26namespace HeuristicLab.Problems.DataAnalysis {
27  public class OnlineMeanAbsolutePercentageErrorEvaluator : IOnlineEvaluator {
28
29    private double sre;
30    private int n;
31    public double MeanAbsolutePercentageError {
32      get {
33        return n > 0 ? sre / n : 0.0;
34      }
35    }
36
37    public OnlineMeanAbsolutePercentageErrorEvaluator() {
38      Reset();
39    }
40
41    #region IOnlineEvaluator Members
42    private OnlineEvaluatorError errorState;
43    public OnlineEvaluatorError ErrorState {
44      get { return errorState; }
45    }
46    public double Value {
47      get { return MeanAbsolutePercentageError; }
48    }
49    public void Reset() {
50      n = 0;
51      sre = 0.0;
52      errorState = OnlineEvaluatorError.InsufficientElementsAdded;
53    }
54
55    public void Add(double original, double estimated) {
56      if (double.IsNaN(estimated) || double.IsInfinity(estimated) ||
57          double.IsNaN(original) || double.IsInfinity(original) ||
58        original.IsAlmost(0.0)) {
59        errorState = errorState | OnlineEvaluatorError.InvalidValueAdded;
60      } else {
61        sre += Math.Abs((estimated - original) / original);
62        n++;
63        errorState = errorState & (~OnlineEvaluatorError.InsufficientElementsAdded);        // n >= 1
64      }
65    }
66
67    #endregion
68
69    public static double Calculate(IEnumerable<double> first, IEnumerable<double> second, out OnlineEvaluatorError errorState) {
70      IEnumerator<double> firstEnumerator = first.GetEnumerator();
71      IEnumerator<double> secondEnumerator = second.GetEnumerator();
72      OnlineMeanAbsolutePercentageErrorEvaluator evaluator = new OnlineMeanAbsolutePercentageErrorEvaluator();
73
74      // always move forward both enumerators (do not use short-circuit evaluation!)
75      while (firstEnumerator.MoveNext() & secondEnumerator.MoveNext()) {
76        double estimated = secondEnumerator.Current;
77        double original = firstEnumerator.Current;
78        evaluator.Add(original, estimated);
79      }
80
81      // check if both enumerators are at the end to make sure both enumerations have the same length
82      if (secondEnumerator.MoveNext() || firstEnumerator.MoveNext()) {
83        throw new ArgumentException("Number of elements in first and second enumeration doesn't match.");
84      } else {
85        errorState = evaluator.ErrorState;
86        return evaluator.MeanAbsolutePercentageError;
87      }
88    }
89  }
90}
Note: See TracBrowser for help on using the repository browser.