#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 MCCEvaluator : GPEvaluatorBase {
public override string Description {
get {
return @"TASK";
}
}
public MCCEvaluator()
: base() {
AddVariableInfo(new VariableInfo("ClassSeparation", "The value of separation between negative and positive target classification values (for instance 0.5 if negative=0 and positive=1).", typeof(DoubleData), VariableKind.In));
}
private double[] original = new double[1];
private double[] estimated = new double[1];
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;
int nSamples = trainingEnd-trainingStart;
double limit = GetVariableValue("ClassSeparation", scope, false).Data;
if(estimated.Length != nSamples) {
estimated = new double[nSamples];
original = new double[nSamples];
}
double positive = 0;
double negative = 0;
double targetMean = dataset.GetMean(targetVariable, trainingStart, trainingEnd);
functionTree.PrepareEvaluation(dataset);
for(int sample = trainingStart; sample < trainingEnd; sample++) {
double est = functionTree.Evaluate(sample);
double orig = dataset.GetValue(sample, targetVariable);
if(double.IsNaN(est) || double.IsInfinity(est)) {
est = targetMean + maximumPunishment;
} else if(est > targetMean + maximumPunishment) {
est = targetMean + maximumPunishment;
} else if(est < targetMean - maximumPunishment) {
est = targetMean - maximumPunishment;
}
estimated[sample-trainingStart] = est;
original[sample-trainingStart] = orig;
if(orig >= limit) positive++;
else negative++;
}
Array.Sort(estimated, original);
double best_mcc = -1.0;
double tp = 0;
double fn = positive;
double tn = negative;
double fp = 0;
for(int i = original.Length-1; i >= 0 ; i--) {
if(original[i] >= limit) {
tp++; fn--;
} else {
tn--; fp++;
}
double mcc = (tp * tn - fp * fn) / Math.Sqrt(positive * (tp + fn) * (tn + fp) * negative);
if(best_mcc < mcc) {
best_mcc = mcc;
}
}
return best_mcc;
}
}
}