#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 System.Xml;
using System.Diagnostics;
using HeuristicLab.DataAnalysis;
using HeuristicLab.Data;
using HeuristicLab.Operators;
using HeuristicLab.GP.StructureIdentification;
using HeuristicLab.Logging;
using HeuristicLab.Operators.Programmable;
using HeuristicLab.Modeling;
namespace HeuristicLab.SupportVectorMachines {
public class SupportVectorRegression : ItemBase, IEditable, IAlgorithm {
public string Name { get { return "SupportVectorRegression"; } }
public string Description { get { return "TODO"; } }
private SequentialEngine.SequentialEngine engine;
public IEngine Engine {
get { return engine; }
}
public IOperator ProblemInjector {
get;
set;
}
public DoubleArrayData NuList {
get { return GetVariableInjector().GetVariable("NuList").GetValue(); }
set { GetVariableInjector().GetVariable("NuList").Value = value; }
}
public int MaxNuIndex {
get { return GetVariableInjector().GetVariable("MaxNuIndex").GetValue().Data; }
set { GetVariableInjector().GetVariable("MaxNuIndex").GetValue().Data = value; }
}
public DoubleArrayData CostList {
get { return GetVariableInjector().GetVariable("CostList").GetValue(); }
set { GetVariableInjector().GetVariable("CostList").Value = value; }
}
public int MaxCostIndex {
get { return GetVariableInjector().GetVariable("MaxCostIndex").GetValue().Data; }
set { GetVariableInjector().GetVariable("MaxCostIndex").GetValue().Data = value; }
}
public SupportVectorRegression() {
engine = new SequentialEngine.SequentialEngine();
ProblemInjector = new EmptyOperator();
CombinedOperator algo = CreateAlgorithm();
engine.OperatorGraph.AddOperator(algo);
engine.OperatorGraph.InitialOperator = algo;
MaxCostIndex = CostList.Data.Length;
MaxNuIndex = NuList.Data.Length;
}
private CombinedOperator CreateAlgorithm() {
CombinedOperator algo = new CombinedOperator();
algo.Name = "SupportVectorRegression";
IOperator main = CreateMainLoop();
algo.OperatorGraph.AddOperator(main);
algo.OperatorGraph.InitialOperator = main;
return algo;
}
private IOperator CreateMainLoop() {
SequentialProcessor main = new SequentialProcessor();
main.AddSubOperator(CreateGlobalInjector());
main.AddSubOperator(ProblemInjector);
SequentialProcessor nuLoop = new SequentialProcessor();
nuLoop.Name = "NuLoop";
SequentialProcessor costLoop = new SequentialProcessor();
costLoop.Name = "CostLoop";
main.AddSubOperator(nuLoop);
nuLoop.AddSubOperator(CreateResetOperator("CostIndex"));
nuLoop.AddSubOperator(costLoop);
SubScopesCreater modelScopeCreator = new SubScopesCreater();
modelScopeCreator.GetVariableInfo("SubScopes").Local = true;
modelScopeCreator.AddVariable(new HeuristicLab.Core.Variable("SubScopes", new IntData(1)));
costLoop.AddSubOperator(modelScopeCreator);
SequentialSubScopesProcessor subScopesProcessor = new SequentialSubScopesProcessor();
costLoop.AddSubOperator(subScopesProcessor);
SequentialProcessor modelProcessor = new SequentialProcessor();
subScopesProcessor.AddSubOperator(modelProcessor);
modelProcessor.AddSubOperator(CreateSetNextParameterValueOperator("Nu"));
modelProcessor.AddSubOperator(CreateSetNextParameterValueOperator("Cost"));
SupportVectorCreator modelCreator = new SupportVectorCreator();
modelCreator.GetVariableInfo("SamplesStart").ActualName = "TrainingSamplesStart";
modelCreator.GetVariableInfo("SamplesEnd").ActualName = "TrainingSamplesEnd";
modelCreator.GetVariableInfo("SVMCost").ActualName = "Cost";
modelCreator.GetVariableInfo("SVMGamma").ActualName = "Gamma";
modelCreator.GetVariableInfo("SVMKernelType").ActualName = "KernelType";
modelCreator.GetVariableInfo("SVMModel").ActualName = "Model";
modelCreator.GetVariableInfo("SVMNu").ActualName = "Nu";
modelCreator.GetVariableInfo("SVMRangeTransform").ActualName = "RangeTransform";
modelCreator.GetVariableInfo("SVMType").ActualName = "Type";
modelProcessor.AddSubOperator(modelCreator);
modelProcessor.AddSubOperator(CreateEvaluator("Training"));
modelProcessor.AddSubOperator(CreateEvaluator("Validation"));
modelProcessor.AddSubOperator(CreateEvaluator("Test"));
DataCollector collector = new DataCollector();
collector.GetVariableInfo("Values").ActualName = "Log";
((ItemList)collector.GetVariable("VariableNames").Value).Add(new StringData("Nu"));
((ItemList)collector.GetVariable("VariableNames").Value).Add(new StringData("Cost"));
((ItemList)collector.GetVariable("VariableNames").Value).Add(new StringData("ValidationMSE"));
modelProcessor.AddSubOperator(collector);
BestSolutionStorer solStorer = new BestSolutionStorer();
solStorer.GetVariableInfo("Quality").ActualName = "ValidationMSE";
solStorer.GetVariableInfo("Maximization").Local = true;
solStorer.AddVariable(new HeuristicLab.Core.Variable("Maximization", new BoolData(false)));
costLoop.AddSubOperator(solStorer);
SubScopesRemover remover = new SubScopesRemover();
costLoop.AddSubOperator(remover);
costLoop.AddSubOperator(CreateCounter("Cost"));
costLoop.AddSubOperator(CreateComparator("Cost"));
ConditionalBranch costBranch = new ConditionalBranch();
costBranch.Name = "CostLoop";
costBranch.GetVariableInfo("Condition").ActualName = "RepeatCostLoop";
costBranch.AddSubOperator(costLoop);
costLoop.AddSubOperator(costBranch);
nuLoop.AddSubOperator(CreateCounter("Nu"));
nuLoop.AddSubOperator(CreateComparator("Nu"));
ConditionalBranch nuBranch = new ConditionalBranch();
nuBranch.Name = "NuLoop";
nuBranch.GetVariableInfo("Condition").ActualName = "RepeatNuLoop";
nuBranch.AddSubOperator(nuLoop);
nuLoop.AddSubOperator(nuBranch);
return main;
}
private IOperator CreateComparator(string p) {
LessThanComparator comparator = new LessThanComparator();
comparator.Name = p + "IndexComparator";
comparator.GetVariableInfo("LeftSide").ActualName = p + "Index";
comparator.GetVariableInfo("RightSide").ActualName = "Max" + p + "Index";
comparator.GetVariableInfo("Result").ActualName = "Repeat" + p + "Loop";
return comparator;
}
private IOperator CreateCounter(string p) {
Counter c = new Counter();
c.GetVariableInfo("Value").ActualName = p + "Index";
c.Name = p + "Counter";
return c;
}
private IOperator CreateEvaluator(string p) {
CombinedOperator op = new CombinedOperator();
op.Name = p + "Evaluator";
SequentialProcessor seqProc = new SequentialProcessor();
SupportVectorEvaluator evaluator = new SupportVectorEvaluator();
evaluator.Name = p + "SimpleEvaluator";
evaluator.GetVariableInfo("SVMModel").ActualName = "Model";
evaluator.GetVariableInfo("SVMRangeTransform").ActualName = "RangeTransform";
evaluator.GetVariableInfo("SamplesStart").ActualName = p + "SamplesStart";
evaluator.GetVariableInfo("SamplesEnd").ActualName = p + "SamplesEnd";
evaluator.GetVariableInfo("Values").ActualName = p + "Values";
SimpleMSEEvaluator mseEvaluator = new SimpleMSEEvaluator();
mseEvaluator.Name = p + "MseEvaluator";
mseEvaluator.GetVariableInfo("Values").ActualName = p + "Values";
mseEvaluator.GetVariableInfo("MSE").ActualName = p + "MSE";
SimpleR2Evaluator r2Evaluator = new SimpleR2Evaluator();
r2Evaluator.Name = p + "R2Evaluator";
r2Evaluator.GetVariableInfo("Values").ActualName = p + "Values";
r2Evaluator.GetVariableInfo("R2").ActualName = p + "R2";
seqProc.AddSubOperator(evaluator);
seqProc.AddSubOperator(mseEvaluator);
seqProc.AddSubOperator(r2Evaluator);
op.OperatorGraph.AddOperator(seqProc);
op.OperatorGraph.InitialOperator = seqProc;
return op;
}
private IOperator CreateSetNextParameterValueOperator(string paramName) {
ProgrammableOperator progOp = new ProgrammableOperator();
progOp.Name = "SetNext" + paramName;
progOp.RemoveVariableInfo("Result");
progOp.AddVariableInfo(new VariableInfo("Value", "Value", typeof(DoubleData), VariableKind.New));
progOp.AddVariableInfo(new VariableInfo("ValueIndex", "ValueIndex", typeof(IntData), VariableKind.In));
progOp.AddVariableInfo(new VariableInfo("ValueList", "ValueList", typeof(DoubleArrayData), VariableKind.In));
progOp.Code =
@"
Value.Data = ValueList.Data[ValueIndex.Data];
";
progOp.GetVariableInfo("Value").ActualName = paramName;
progOp.GetVariableInfo("ValueIndex").ActualName = paramName + "Index";
progOp.GetVariableInfo("ValueList").ActualName = paramName + "List";
return progOp;
}
private IOperator CreateResetOperator(string paramName) {
ProgrammableOperator progOp = new ProgrammableOperator();
progOp.Name = "Reset" + paramName;
progOp.RemoveVariableInfo("Result");
progOp.AddVariableInfo(new VariableInfo("Value", "Value", typeof(IntData), VariableKind.In | VariableKind.Out));
progOp.Code ="Value.Data = 0;";
progOp.GetVariableInfo("Value").ActualName = paramName;
return progOp;
}
private IOperator CreateGlobalInjector() {
VariableInjector injector = new VariableInjector();
injector.AddVariable(new HeuristicLab.Core.Variable("CostIndex", new IntData(0)));
injector.AddVariable(new HeuristicLab.Core.Variable("CostList", new DoubleArrayData(new double[] { 0.1, 0.25, 0.5, 1.0, 2.0, 4.0, 8.0, 16.0, 32.0, 64.0, 128.0 })));
injector.AddVariable(new HeuristicLab.Core.Variable("MaxCostIndex", new IntData()));
injector.AddVariable(new HeuristicLab.Core.Variable("NuIndex", new IntData(0)));
injector.AddVariable(new HeuristicLab.Core.Variable("NuList", new DoubleArrayData(new double[] { 0.01, 0.05, 0.1, 0.5, 0.9 })));
injector.AddVariable(new HeuristicLab.Core.Variable("MaxNuIndex", new IntData()));
injector.AddVariable(new HeuristicLab.Core.Variable("Log", new ItemList()));
injector.AddVariable(new HeuristicLab.Core.Variable("Gamma", new DoubleData(1)));
injector.AddVariable(new HeuristicLab.Core.Variable("KernelType", new StringData("RBF")));
injector.AddVariable(new HeuristicLab.Core.Variable("Type", new StringData("NU_SVR")));
return injector;
}
private IOperator GetVariableInjector() {
CombinedOperator svm = (CombinedOperator)Engine.OperatorGraph.InitialOperator;
return svm.OperatorGraph.InitialOperator.SubOperators[0];
}
public override IView CreateView() {
return engine.CreateView();
}
#region IEditable Members
public IEditor CreateEditor() {
return engine.CreateEditor();
}
#endregion
}
}