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source: trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineEvaluators/OnlineMeanSquaredErrorEvaluator.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: 3.2 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 OnlineMeanSquaredErrorEvaluator : IOnlineEvaluator {
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 OnlineMeanSquaredErrorEvaluator() {
37      Reset();
38    }
39
40    #region IOnlineEvaluator Members
41    private OnlineEvaluatorError errorState;
42    public OnlineEvaluatorError 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 = OnlineEvaluatorError.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 & OnlineEvaluatorError.InvalidValueAdded) > 0) {
57        errorState = errorState | OnlineEvaluatorError.InvalidValueAdded;
58      } else {
59        double error = estimated - original;
60        sse += error * error;
61        n++;
62        errorState = errorState & (~OnlineEvaluatorError.InsufficientElementsAdded);        // n >= 1
63      }
64    }
65    #endregion
66
67    public static double Calculate(IEnumerable<double> first, IEnumerable<double> second, out OnlineEvaluatorError errorState) {
68      IEnumerator<double> firstEnumerator = first.GetEnumerator();
69      IEnumerator<double> secondEnumerator = second.GetEnumerator();
70      OnlineMeanSquaredErrorEvaluator mseEvaluator = new OnlineMeanSquaredErrorEvaluator();
71
72      // always move forward both enumerators (do not use short-circuit evaluation!)
73      while (firstEnumerator.MoveNext() & secondEnumerator.MoveNext()) {
74        double estimated = secondEnumerator.Current;
75        double original = firstEnumerator.Current;
76        mseEvaluator.Add(original, estimated);
77      }
78
79      // check if both enumerators are at the end to make sure both enumerations have the same length
80      if (secondEnumerator.MoveNext() || firstEnumerator.MoveNext()) {
81        throw new ArgumentException("Number of elements in first and second enumeration doesn't match.");
82      } else {
83        errorState = mseEvaluator.ErrorState;
84        return mseEvaluator.MeanSquaredError;
85      }
86    }
87  }
88}
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