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 System.Linq;
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27 | using HeuristicLab.Core;
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28 | using System.Globalization;
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29 | using System.IO;
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30 | using HeuristicLab.Modeling;
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31 | using SVM;
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32 | using HeuristicLab.DataAnalysis;
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33 |
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34 | namespace HeuristicLab.SupportVectorMachines {
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35 | public class Predictor : PredictorBase {
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36 | private SVMModel svmModel;
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37 | public SVMModel Model {
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38 | get { return svmModel; }
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39 | }
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40 |
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41 | private Dictionary<string, int> variableNames = new Dictionary<string, int>();
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42 | private string targetVariable;
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43 | private int minTimeOffset;
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44 | public int MinTimeOffset {
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45 | get { return minTimeOffset; }
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46 | }
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47 | private int maxTimeOffset;
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48 | public int MaxTimeOffset {
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49 | get { return maxTimeOffset; }
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50 | }
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51 |
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52 | public Predictor() : base() { } // for persistence
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53 |
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54 | public Predictor(SVMModel model, string targetVariable, Dictionary<string, int> variableNames) :
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55 | this(model, targetVariable, variableNames, 0, 0) {
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56 | }
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57 |
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58 | public Predictor(SVMModel model, string targetVariable, Dictionary<string, int> variableNames, int minTimeOffset, int maxTimeOffset)
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59 | : base() {
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60 | this.svmModel = model;
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61 | this.targetVariable = targetVariable;
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62 | this.variableNames = variableNames;
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63 | this.minTimeOffset = minTimeOffset;
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64 | this.maxTimeOffset = maxTimeOffset;
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65 | }
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66 |
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67 | public override double[] Predict(Dataset input, int start, int end) {
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68 | if (start < 0 || end <= start) throw new ArgumentException("start must be larger than zero and strictly smaller than end");
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69 | if (end > input.Rows) throw new ArgumentOutOfRangeException("number of rows in input is smaller then end");
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70 | RangeTransform transform = svmModel.RangeTransform;
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71 | Model model = svmModel.Model;
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72 | // maps columns of the current input dataset to the columns that were originally used in training
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73 | Dictionary<int, int> newIndex = new Dictionary<int, int>();
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74 | foreach (var pair in variableNames) {
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75 | newIndex[input.GetVariableIndex(pair.Key)] = pair.Value;
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76 | }
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77 |
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78 |
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79 | Problem p = SVMHelper.CreateSVMProblem(input, input.GetVariableIndex(targetVariable), newIndex,
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80 | start, end, minTimeOffset, maxTimeOffset);
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81 | Problem scaledProblem = SVM.Scaling.Scale(p, transform);
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82 |
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83 | int targetVariableIndex = input.GetVariableIndex(targetVariable);
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84 | int rows = end - start;
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85 | double[] result = new double[rows];
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86 | int problemRow = 0;
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87 | for (int resultRow = 0; resultRow < rows; resultRow++) {
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88 | if (double.IsNaN(input.GetValue(resultRow, targetVariableIndex)))
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89 | result[resultRow] = UpperPredictionLimit;
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90 | else
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91 | result[resultRow] = Math.Max(Math.Min(SVM.Prediction.Predict(model, scaledProblem.X[problemRow++]), UpperPredictionLimit), LowerPredictionLimit);
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92 | }
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93 | return result;
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94 | }
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95 |
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96 | public override IEnumerable<string> GetInputVariables() {
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97 | return from pair in variableNames
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98 | orderby pair.Value
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99 | select pair.Key;
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100 | }
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101 |
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102 | public override IView CreateView() {
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103 | return new PredictorView(this);
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104 | }
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105 |
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106 | public override object Clone(IDictionary<Guid, object> clonedObjects) {
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107 | Predictor clone = (Predictor)base.Clone(clonedObjects);
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108 | clone.svmModel = (SVMModel)Auxiliary.Clone(svmModel, clonedObjects);
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109 | clone.targetVariable = targetVariable;
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110 | clone.variableNames = new Dictionary<string, int>(variableNames);
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111 | clone.minTimeOffset = minTimeOffset;
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112 | clone.maxTimeOffset = maxTimeOffset;
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113 | return clone;
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114 | }
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115 |
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116 | public override XmlNode GetXmlNode(string name, XmlDocument document, IDictionary<Guid, IStorable> persistedObjects) {
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117 | XmlNode node = base.GetXmlNode(name, document, persistedObjects);
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118 | XmlAttribute targetVarAttr = document.CreateAttribute("TargetVariable");
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119 | targetVarAttr.Value = targetVariable;
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120 | node.Attributes.Append(targetVarAttr);
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121 | XmlAttribute minTimeOffsetAttr = document.CreateAttribute("MinTimeOffset");
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122 | XmlAttribute maxTimeOffsetAttr = document.CreateAttribute("MaxTimeOffset");
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123 | minTimeOffsetAttr.Value = XmlConvert.ToString(minTimeOffset);
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124 | maxTimeOffsetAttr.Value = XmlConvert.ToString(maxTimeOffset);
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125 | node.Attributes.Append(minTimeOffsetAttr);
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126 | node.Attributes.Append(maxTimeOffsetAttr);
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127 | node.AppendChild(PersistenceManager.Persist(svmModel, document, persistedObjects));
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128 | XmlNode variablesNode = document.CreateElement("Variables");
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129 | foreach (var pair in variableNames) {
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130 | XmlNode pairNode = document.CreateElement("Variable");
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131 | XmlAttribute nameAttr = document.CreateAttribute("Name");
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132 | XmlAttribute indexAttr = document.CreateAttribute("Index");
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133 | nameAttr.Value = pair.Key;
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134 | indexAttr.Value = XmlConvert.ToString(pair.Value);
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135 | pairNode.Attributes.Append(nameAttr);
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136 | pairNode.Attributes.Append(indexAttr);
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137 | variablesNode.AppendChild(pairNode);
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138 | }
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139 | node.AppendChild(variablesNode);
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140 | return node;
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141 | }
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142 |
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143 | public override void Populate(XmlNode node, IDictionary<Guid, IStorable> restoredObjects) {
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144 | base.Populate(node, restoredObjects);
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145 | targetVariable = node.Attributes["TargetVariable"].Value;
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146 | svmModel = (SVMModel)PersistenceManager.Restore(node.ChildNodes[0], restoredObjects);
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147 |
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148 | if (node.Attributes["MinTimeOffset"] != null) minTimeOffset = XmlConvert.ToInt32(node.Attributes["MinTimeOffset"].Value);
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149 | if (node.Attributes["MaxTimeOffset"] != null) maxTimeOffset = XmlConvert.ToInt32(node.Attributes["MaxTimeOffset"].Value);
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150 | variableNames = new Dictionary<string, int>();
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151 | XmlNode variablesNode = node.ChildNodes[1];
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152 | foreach (XmlNode pairNode in variablesNode.ChildNodes) {
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153 | variableNames[pairNode.Attributes["Name"].Value] = XmlConvert.ToInt32(pairNode.Attributes["Index"].Value);
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154 | }
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155 | }
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156 | }
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157 | }
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