#region License Information /* HeuristicLab * Copyright (C) 2002-2008 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.Operators; using HeuristicLab.Functions; using HeuristicLab.DataAnalysis; namespace HeuristicLab.StructureIdentification { public class CoefficientOfDeterminationEvaluator : GPEvaluatorBase { public override string Description { get { return @"Evaluates 'FunctionTree' for all samples of 'Dataset' and calculates the 'coefficient of determination' of estimated values vs. real values of 'TargetVariable'."; } } public CoefficientOfDeterminationEvaluator() : base() { } public override double Evaluate(IScope scope, IFunctionTree functionTree, int targetVariable, Dataset dataset) { int trainingStart = GetVariableValue("TrainingSamplesStart", scope, true).Data; int trainingEnd = GetVariableValue("TrainingSamplesEnd", scope, true).Data; double errorsSquaredSum = 0.0; double originalDeviationTotalSumOfSquares = 0.0; double targetMean = dataset.GetMean(targetVariable, trainingStart, trainingEnd); functionTree.PrepareEvaluation(dataset); for(int sample = trainingStart; sample < trainingEnd; sample++) { double estimated = functionTree.Evaluate(sample); double original = dataset.GetValue(sample, targetVariable); if(!double.IsNaN(original) && !double.IsInfinity(original)) { if(double.IsNaN(estimated) || double.IsInfinity(estimated)) estimated = targetMean + maximumPunishment; else if(estimated > (targetMean + maximumPunishment)) estimated = targetMean + maximumPunishment; else if(estimated < (targetMean - maximumPunishment)) estimated = targetMean - maximumPunishment; double error = estimated - original; errorsSquaredSum += error * error; double origDeviation = original - targetMean; originalDeviationTotalSumOfSquares += origDeviation * origDeviation; } } double quality = 1 - errorsSquaredSum / originalDeviationTotalSumOfSquares; if(quality > 1) throw new InvalidProgramException(); if(double.IsNaN(quality) || double.IsInfinity(quality)) quality = double.MaxValue; return quality; } } }