[2285] | 1 | #region License Information
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| 2 | /* HeuristicLab
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| 3 | * Copyright (C) 2002-2008 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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| 4 | *
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| 5 | * This file is part of HeuristicLab.
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| 6 | *
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| 7 | * HeuristicLab is free software: you can redistribute it and/or modify
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| 8 | * it under the terms of the GNU General Public License as published by
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| 9 | * the Free Software Foundation, either version 3 of the License, or
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| 10 | * (at your option) any later version.
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| 11 | *
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| 12 | * HeuristicLab is distributed in the hope that it will be useful,
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| 13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 15 | * GNU General Public License for more details.
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| 16 | *
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| 17 | * You should have received a copy of the GNU General Public License
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| 18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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| 19 | */
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| 20 | #endregion
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| 21 |
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| 22 | using System;
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| 23 | using System.Collections.Generic;
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| 24 | using System.Text;
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| 25 | using System.Xml;
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| 26 | using HeuristicLab.Core;
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| 27 | using System.Globalization;
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| 28 | using System.IO;
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| 29 | using HeuristicLab.Modeling;
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| 30 | using SVM;
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| 31 | using HeuristicLab.DataAnalysis;
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| 32 |
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| 33 | namespace HeuristicLab.SupportVectorMachines {
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[2328] | 34 | public class Predictor : PredictorBase {
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[2285] | 35 | private SVMModel svmModel;
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[2328] | 36 | public SVMModel Model {
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| 37 | get { return svmModel; }
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| 38 | }
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| 39 |
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[2290] | 40 | private Dictionary<string, int> variableNames = new Dictionary<string, int>();
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[2285] | 41 | private string targetVariable;
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[2347] | 42 | private int minTimeOffset;
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| 43 | private int maxTimeOffset;
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[2285] | 44 |
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| 45 | public Predictor() : base() { } // for persistence
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| 46 |
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[2347] | 47 | public Predictor(SVMModel model, string targetVariable, Dictionary<string, int> variableNames) :
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| 48 | this(model, targetVariable, variableNames, 0, 0) {
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| 49 | }
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| 50 |
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| 51 | public Predictor(SVMModel model, string targetVariable, Dictionary<string, int> variableNames, int minTimeOffset, int maxTimeOffset)
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[2285] | 52 | : base() {
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| 53 | this.svmModel = model;
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| 54 | this.targetVariable = targetVariable;
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[2290] | 55 | this.variableNames = variableNames;
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[2347] | 56 | this.minTimeOffset = minTimeOffset;
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| 57 | this.maxTimeOffset = maxTimeOffset;
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[2285] | 58 | }
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| 59 |
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[2328] | 60 | public override double[] Predict(Dataset input, int start, int end) {
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[2285] | 61 | if (start < 0 || end <= start) throw new ArgumentException("start must be larger than zero and strictly smaller than end");
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| 62 | if (end > input.Rows) throw new ArgumentOutOfRangeException("number of rows in input is smaller then end");
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| 63 | RangeTransform transform = svmModel.RangeTransform;
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| 64 | Model model = svmModel.Model;
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[2290] | 65 | // maps columns of the current input dataset to the columns that were originally used in training
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| 66 | Dictionary<int, int> newIndex = new Dictionary<int, int>();
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| 67 | foreach (var pair in variableNames) {
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| 68 | newIndex[input.GetVariableIndex(pair.Key)] = pair.Value;
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| 69 | }
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[2285] | 70 |
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[2347] | 71 | Problem p = SVMHelper.CreateSVMProblem(input, input.GetVariableIndex(targetVariable), newIndex,
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| 72 | start, end, minTimeOffset, maxTimeOffset);
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[2285] | 73 | Problem scaledProblem = SVM.Scaling.Scale(p, transform);
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| 74 |
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| 75 | int rows = end - start;
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| 76 | int columns = input.Columns;
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| 77 | double[] result = new double[rows];
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| 78 | for (int row = 0; row < rows; row++) {
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[2328] | 79 | result[row] = Math.Max(Math.Min(SVM.Prediction.Predict(model, scaledProblem.X[row]), UpperPredictionLimit), LowerPredictionLimit);
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[2285] | 80 | }
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| 81 | return result;
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| 82 | }
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| 83 |
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| 84 | public override IView CreateView() {
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[2328] | 85 | return new PredictorView(this);
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[2285] | 86 | }
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| 87 |
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| 88 | public override object Clone(IDictionary<Guid, object> clonedObjects) {
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| 89 | Predictor clone = (Predictor)base.Clone(clonedObjects);
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| 90 | clone.svmModel = (SVMModel)Auxiliary.Clone(svmModel, clonedObjects);
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| 91 | clone.targetVariable = targetVariable;
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[2290] | 92 | clone.variableNames = new Dictionary<string, int>(variableNames);
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[2347] | 93 | clone.minTimeOffset = minTimeOffset;
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| 94 | clone.maxTimeOffset = maxTimeOffset;
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[2285] | 95 | return clone;
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| 96 | }
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| 97 |
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| 98 | public override XmlNode GetXmlNode(string name, XmlDocument document, IDictionary<Guid, IStorable> persistedObjects) {
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| 99 | XmlNode node = base.GetXmlNode(name, document, persistedObjects);
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| 100 | XmlAttribute targetVarAttr = document.CreateAttribute("TargetVariable");
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| 101 | targetVarAttr.Value = targetVariable;
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| 102 | node.Attributes.Append(targetVarAttr);
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[2347] | 103 | XmlAttribute minTimeOffsetAttr = document.CreateAttribute("MinTimeOffset");
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| 104 | XmlAttribute maxTimeOffsetAttr = document.CreateAttribute("MaxTimeOffset");
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| 105 | minTimeOffsetAttr.Value = XmlConvert.ToString(minTimeOffset);
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| 106 | maxTimeOffsetAttr.Value = XmlConvert.ToString(maxTimeOffset);
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| 107 | node.Attributes.Append(minTimeOffsetAttr);
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| 108 | node.Attributes.Append(maxTimeOffsetAttr);
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[2285] | 109 | node.AppendChild(PersistenceManager.Persist(svmModel, document, persistedObjects));
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[2290] | 110 | XmlNode variablesNode = document.CreateElement("Variables");
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| 111 | foreach (var pair in variableNames) {
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| 112 | XmlNode pairNode = document.CreateElement("Variable");
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| 113 | XmlAttribute nameAttr = document.CreateAttribute("Name");
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| 114 | XmlAttribute indexAttr = document.CreateAttribute("Index");
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| 115 | nameAttr.Value = pair.Key;
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| 116 | indexAttr.Value = XmlConvert.ToString(pair.Value);
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| 117 | pairNode.Attributes.Append(nameAttr);
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| 118 | pairNode.Attributes.Append(indexAttr);
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| 119 | variablesNode.AppendChild(pairNode);
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| 120 | }
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| 121 | node.AppendChild(variablesNode);
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[2285] | 122 | return node;
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| 123 | }
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| 124 |
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| 125 | public override void Populate(XmlNode node, IDictionary<Guid, IStorable> restoredObjects) {
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| 126 | base.Populate(node, restoredObjects);
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| 127 | targetVariable = node.Attributes["TargetVariable"].Value;
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| 128 | svmModel = (SVMModel)PersistenceManager.Restore(node.ChildNodes[0], restoredObjects);
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[2290] | 129 |
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[2347] | 130 | if (node.Attributes["MinTimeOffset"] != null) minTimeOffset = XmlConvert.ToInt32(node.Attributes["MinTimeOffset"].Value);
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| 131 | if (node.Attributes["MaxTimeOffset"] != null) maxTimeOffset = XmlConvert.ToInt32(node.Attributes["MaxTimeOffset"].Value);
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[2290] | 132 | variableNames = new Dictionary<string, int>();
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| 133 | XmlNode variablesNode = node.ChildNodes[1];
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| 134 | foreach (XmlNode pairNode in variablesNode.ChildNodes) {
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| 135 | variableNames[pairNode.Attributes["Name"].Value] = XmlConvert.ToInt32(pairNode.Attributes["Index"].Value);
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| 136 | }
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[2285] | 137 | }
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| 138 | }
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| 139 | }
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