#region License Information /* HeuristicLab * Copyright (C) 2002-2009 Heuristic and Evolutionary Algorithms Laboratory (HEAL) * * This file is part of HeuristicLab. * * HeuristicLab is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * HeuristicLab is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with HeuristicLab. If not, see . */ #endregion using System; using System.Collections.Generic; using System.Linq; using System.Text; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.StatisticalAnalysis; namespace HeuristicLab.Selection.Uncertainty { public class UncertainBestSelector : StochasticSelectorBase { public override string Description { get { return @"Selects an individual from a tournament group, based on tests of statistical significance of quality arrays."; } } public UncertainBestSelector() : base() { AddVariableInfo(new VariableInfo("QualitySamples", "The array of quality samples resulting from several evaluations", typeof(DoubleArrayData), VariableKind.In)); AddVariableInfo(new VariableInfo("Maximization", "Maximization problem", typeof(BoolData), VariableKind.In)); GetVariable("CopySelected").GetValue().Data = true; AddVariableInfo(new VariableInfo("SignificanceLevel", "The significance level for the mann whitney wilcoxon rank sum test", typeof(DoubleData), VariableKind.In)); GetVariableInfo("SignificanceLevel").Local = true; AddVariable(new Variable("SignificanceLevel", new DoubleData(0.05))); } protected override void Select(IRandom random, IScope source, int selected, IScope target, bool copySelected) { if (source.SubScopes.Count < 1) throw new InvalidOperationException("No source scopes available to select."); IVariableInfo qualityInfo = GetVariableInfo("QualitySamples"); bool maximization = GetVariableValue("Maximization", source, true).Data; double alpha = GetVariableValue("SignificanceLevel", source, true).Data; int poolSize = source.SubScopes.Count; double[][] selectionGroupSamples = new double[poolSize][]; double[] selectionGroupAverages = new double[poolSize]; int[] selectionGroupIndices = new int[poolSize]; for (int j = 0; j < poolSize; j++) { selectionGroupIndices[j] = j; selectionGroupSamples[j] = source.SubScopes[j].GetVariableValue(qualityInfo.FormalName, false).Data; double sum = 0.0; for (int k = 0; k < selectionGroupSamples[j].Length; k++) { sum += selectionGroupSamples[j][k]; } selectionGroupAverages[j] = sum / (double)selectionGroupSamples[j].Length; } int[] rankList = new int[poolSize]; for (int j = 0; j < poolSize - 1; j++) { for (int k = j + 1; k < poolSize; k++) { if (MannWhitneyWilcoxonTest.TwoTailedTest(selectionGroupSamples[j], selectionGroupSamples[k], alpha)) { // if a 2-tailed test is successful it means that two solutions are likely different if (maximization && selectionGroupAverages[j] > selectionGroupAverages[k] || !maximization && selectionGroupAverages[j] < selectionGroupAverages[k]) { rankList[j]++; } else if (maximization && selectionGroupAverages[j] < selectionGroupAverages[k] || !maximization && selectionGroupAverages[j] > selectionGroupAverages[k]) { rankList[k]++; } // else there's a statistical significant difference, but equal average qualities... can that happen? in any case, nobody gets a rank increase } } } Array.Sort(rankList, selectionGroupIndices); Array.Sort(rankList); List selectedScopes = new List(); for (int i = 0; i < selected; i++) { int selectedScopeIndex = selectionGroupIndices[poolSize - i - 1]; IScope selectedScope = source.SubScopes[selectedScopeIndex]; target.AddSubScope((IScope)selectedScope.Clone()); selectedScopes.Add(selectedScope); } if (!copySelected) { while (selectedScopes.Count > 0) { source.RemoveSubScope(selectedScopes[0]); selectedScopes.RemoveAt(0); } } } } }