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source: trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineEvaluators/OnlineNormalizedMeanSquaredErrorEvaluator.cs @ 5809

Last change on this file since 5809 was 5809, checked in by mkommend, 12 years ago

#1418: Reintegrated branch into trunk.

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 OnlineNormalizedMeanSquaredErrorEvaluator : IOnlineEvaluator {
27    private OnlineMeanAndVarianceCalculator meanSquaredErrorCalculator;
28    private OnlineMeanAndVarianceCalculator originalVarianceCalculator;
29
30    public double NormalizedMeanSquaredError {
31      get {
32        double var = originalVarianceCalculator.Variance;
33        double m = meanSquaredErrorCalculator.Mean;
34        return var > 0 ? m / var : 0.0;
35      }
36    }
37
38    public OnlineNormalizedMeanSquaredErrorEvaluator() {
39      meanSquaredErrorCalculator = new OnlineMeanAndVarianceCalculator();
40      originalVarianceCalculator = new OnlineMeanAndVarianceCalculator();
41      Reset();
42    }
43
44    #region IOnlineEvaluator Members
45    public double Value {
46      get { return NormalizedMeanSquaredError; }
47    }
48
49    public void Reset() {
50      meanSquaredErrorCalculator.Reset();
51      originalVarianceCalculator.Reset();
52    }
53
54    public void Add(double original, double estimated) {
55      // no need to check for validity of values explicitly as it is checked in the meanAndVariance calculator anyway
56      double error = estimated - original;
57      meanSquaredErrorCalculator.Add(error * error);
58      originalVarianceCalculator.Add(original);
59    }
60    #endregion
61
62    public static double Calculate(IEnumerable<double> first, IEnumerable<double> second) {
63      IEnumerator<double> firstEnumerator = first.GetEnumerator();
64      IEnumerator<double> secondEnumerator = second.GetEnumerator();
65      OnlineNormalizedMeanSquaredErrorEvaluator normalizedMSEEvaluator = new OnlineNormalizedMeanSquaredErrorEvaluator();
66
67      // always move forward both enumerators (do not use short-circuit evaluation!)
68      while (firstEnumerator.MoveNext() & secondEnumerator.MoveNext()) {
69        double estimated = secondEnumerator.Current;
70        double original = firstEnumerator.Current;
71        normalizedMSEEvaluator.Add(original, estimated);
72      }
73
74      // check if both enumerators are at the end to make sure both enumerations have the same length
75      if (secondEnumerator.MoveNext() || firstEnumerator.MoveNext()) {
76        throw new ArgumentException("Number of elements in first and second enumeration doesn't match.");
77      } else {
78        return normalizedMSEEvaluator.NormalizedMeanSquaredError;
79      }
80    }
81  }
82}
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