| 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.Linq;
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| 25 | using System.Text;
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| 26 | using HeuristicLab.Core;
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| 27 | using System.Xml;
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| 28 | using System.Diagnostics;
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| 29 | using HeuristicLab.DataAnalysis;
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| 30 | using HeuristicLab.Data;
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| 31 | using HeuristicLab.Operators;
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| 32 | using HeuristicLab.GP.StructureIdentification;
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| 33 | using HeuristicLab.Logging;
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| 34 | using HeuristicLab.Operators.Programmable;
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| 35 | using HeuristicLab.Modeling;
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| 36 |
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| 37 | namespace HeuristicLab.SupportVectorMachines {
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| 38 | public class SupportVectorRegression : ItemBase, IEditable, IAlgorithm {
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| 39 |
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| 40 | public string Name { get { return "SupportVectorRegression"; } }
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| 41 | public string Description { get { return "TODO"; } }
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| 42 |
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| 43 | private SequentialEngine.SequentialEngine engine;
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| 44 | public IEngine Engine {
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| 45 | get { return engine; }
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| 46 | }
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| 47 |
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| 48 | public IOperator ProblemInjector {
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| 49 | get {
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| 50 | IOperator main = GetMainOperator();
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| 51 | return main.SubOperators[1];
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| 52 | }
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| 53 | set {
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| 54 | IOperator main = GetMainOperator();
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| 55 | main.RemoveSubOperator(1);
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| 56 | main.AddSubOperator(value, 1);
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| 57 | }
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| 58 | }
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| 59 |
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| 60 | public DoubleArrayData NuList {
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| 61 | get { return GetVariableInjector().GetVariable("NuList").GetValue<DoubleArrayData>(); }
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| 62 | set { GetVariableInjector().GetVariable("NuList").Value = value; }
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| 63 | }
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| 64 |
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| 65 | public int MaxNuIndex {
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| 66 | get { return GetVariableInjector().GetVariable("MaxNuIndex").GetValue<IntData>().Data; }
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| 67 | set { GetVariableInjector().GetVariable("MaxNuIndex").GetValue<IntData>().Data = value; }
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| 68 | }
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| 69 |
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| 70 | public DoubleArrayData CostList {
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| 71 | get { return GetVariableInjector().GetVariable("CostList").GetValue<DoubleArrayData>(); }
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| 72 | set { GetVariableInjector().GetVariable("CostList").Value = value; }
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| 73 | }
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| 74 |
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| 75 | public int MaxCostIndex {
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| 76 | get { return GetVariableInjector().GetVariable("MaxCostIndex").GetValue<IntData>().Data; }
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| 77 | set { GetVariableInjector().GetVariable("MaxCostIndex").GetValue<IntData>().Data = value; }
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| 78 | }
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| 79 |
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| 80 | public SupportVectorRegression() {
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| 81 | engine = new SequentialEngine.SequentialEngine();
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| 82 | CombinedOperator algo = CreateAlgorithm();
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| 83 | engine.OperatorGraph.AddOperator(algo);
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| 84 | engine.OperatorGraph.InitialOperator = algo;
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| 85 | MaxCostIndex = CostList.Data.Length;
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| 86 | MaxNuIndex = NuList.Data.Length;
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| 87 | }
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| 88 |
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| 89 | private CombinedOperator CreateAlgorithm() {
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| 90 | CombinedOperator algo = new CombinedOperator();
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| 91 | algo.Name = "SupportVectorRegression";
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| 92 | IOperator main = CreateMainLoop();
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| 93 | algo.OperatorGraph.AddOperator(main);
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| 94 | algo.OperatorGraph.InitialOperator = main;
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| 95 | return algo;
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| 96 | }
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| 97 |
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| 98 | private IOperator CreateMainLoop() {
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| 99 | SequentialProcessor main = new SequentialProcessor();
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| 100 | main.AddSubOperator(CreateGlobalInjector());
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| 101 | main.AddSubOperator(new ProblemInjector());
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| 102 |
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| 103 | SequentialProcessor nuLoop = new SequentialProcessor();
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| 104 | nuLoop.Name = "NuLoop";
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| 105 | SequentialProcessor costLoop = new SequentialProcessor();
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| 106 | costLoop.Name = "CostLoop";
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| 107 | main.AddSubOperator(nuLoop);
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| 108 | nuLoop.AddSubOperator(CreateResetOperator("CostIndex"));
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| 109 | nuLoop.AddSubOperator(costLoop);
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| 110 | SubScopesCreater modelScopeCreator = new SubScopesCreater();
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| 111 | modelScopeCreator.GetVariableInfo("SubScopes").Local = true;
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| 112 | modelScopeCreator.AddVariable(new HeuristicLab.Core.Variable("SubScopes", new IntData(1)));
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| 113 | costLoop.AddSubOperator(modelScopeCreator);
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| 114 | SequentialSubScopesProcessor subScopesProcessor = new SequentialSubScopesProcessor();
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| 115 | costLoop.AddSubOperator(subScopesProcessor);
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| 116 | SequentialProcessor modelProcessor = new SequentialProcessor();
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| 117 | subScopesProcessor.AddSubOperator(modelProcessor);
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| 118 | modelProcessor.AddSubOperator(CreateSetNextParameterValueOperator("Nu"));
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| 119 | modelProcessor.AddSubOperator(CreateSetNextParameterValueOperator("Cost"));
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| 120 |
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| 121 | SupportVectorCreator modelCreator = new SupportVectorCreator();
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| 122 | modelCreator.GetVariableInfo("SamplesStart").ActualName = "TrainingSamplesStart";
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| 123 | modelCreator.GetVariableInfo("SamplesEnd").ActualName = "TrainingSamplesEnd";
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| 124 | modelCreator.GetVariableInfo("SVMCost").ActualName = "Cost";
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| 125 | modelCreator.GetVariableInfo("SVMGamma").ActualName = "Gamma";
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| 126 | modelCreator.GetVariableInfo("SVMKernelType").ActualName = "KernelType";
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| 127 | modelCreator.GetVariableInfo("SVMModel").ActualName = "Model";
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| 128 | modelCreator.GetVariableInfo("SVMNu").ActualName = "Nu";
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| 129 | modelCreator.GetVariableInfo("SVMRangeTransform").ActualName = "RangeTransform";
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| 130 | modelCreator.GetVariableInfo("SVMType").ActualName = "Type";
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| 131 |
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| 132 |
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| 133 | modelProcessor.AddSubOperator(modelCreator);
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| 134 | modelProcessor.AddSubOperator(CreateEvaluator("Training"));
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| 135 | modelProcessor.AddSubOperator(CreateEvaluator("Validation"));
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| 136 | modelProcessor.AddSubOperator(CreateEvaluator("Test"));
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| 137 |
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| 138 | DataCollector collector = new DataCollector();
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| 139 | collector.GetVariableInfo("Values").ActualName = "Log";
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| 140 | ((ItemList<StringData>)collector.GetVariable("VariableNames").Value).Add(new StringData("Nu"));
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| 141 | ((ItemList<StringData>)collector.GetVariable("VariableNames").Value).Add(new StringData("Cost"));
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| 142 | ((ItemList<StringData>)collector.GetVariable("VariableNames").Value).Add(new StringData("ValidationQuality"));
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| 143 | modelProcessor.AddSubOperator(collector);
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| 144 |
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| 145 | BestSolutionStorer solStorer = new BestSolutionStorer();
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| 146 | solStorer.GetVariableInfo("Quality").ActualName = "ValidationQuality";
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| 147 | solStorer.GetVariableInfo("Maximization").Local = true;
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| 148 | solStorer.GetVariableInfo("BestSolution").ActualName = "BestValidationSolution";
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| 149 | solStorer.AddVariable(new HeuristicLab.Core.Variable("Maximization", new BoolData(false)));
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| 150 |
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| 151 | costLoop.AddSubOperator(solStorer);
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| 152 | SubScopesRemover remover = new SubScopesRemover();
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| 153 | costLoop.AddSubOperator(remover);
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| 154 | costLoop.AddSubOperator(CreateCounter("Cost"));
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| 155 | costLoop.AddSubOperator(CreateComparator("Cost"));
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| 156 | ConditionalBranch costBranch = new ConditionalBranch();
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| 157 | costBranch.Name = "CostLoop";
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| 158 | costBranch.GetVariableInfo("Condition").ActualName = "RepeatCostLoop";
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| 159 | costBranch.AddSubOperator(costLoop);
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| 160 | costLoop.AddSubOperator(costBranch);
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| 161 |
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| 162 | nuLoop.AddSubOperator(CreateCounter("Nu"));
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| 163 | nuLoop.AddSubOperator(CreateComparator("Nu"));
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| 164 | ConditionalBranch nuBranch = new ConditionalBranch();
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| 165 | nuBranch.Name = "NuLoop";
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| 166 | nuBranch.GetVariableInfo("Condition").ActualName = "RepeatNuLoop";
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| 167 | nuBranch.AddSubOperator(nuLoop);
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| 168 | nuLoop.AddSubOperator(nuBranch);
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| 169 | return main;
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| 170 | }
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| 171 |
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| 172 | private IOperator CreateComparator(string p) {
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| 173 | LessThanComparator comparator = new LessThanComparator();
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| 174 | comparator.Name = p + "IndexComparator";
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| 175 | comparator.GetVariableInfo("LeftSide").ActualName = p + "Index";
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| 176 | comparator.GetVariableInfo("RightSide").ActualName = "Max" + p + "Index";
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| 177 | comparator.GetVariableInfo("Result").ActualName = "Repeat" + p + "Loop";
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| 178 | return comparator;
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| 179 | }
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| 180 |
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| 181 | private IOperator CreateCounter(string p) {
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| 182 | Counter c = new Counter();
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| 183 | c.GetVariableInfo("Value").ActualName = p + "Index";
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| 184 | c.Name = p + "Counter";
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| 185 | return c;
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| 186 | }
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| 187 |
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| 188 | private IOperator CreateEvaluator(string p) {
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| 189 | CombinedOperator op = new CombinedOperator();
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| 190 | op.Name = p + "Evaluator";
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| 191 | SequentialProcessor seqProc = new SequentialProcessor();
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| 192 |
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| 193 | SupportVectorEvaluator evaluator = new SupportVectorEvaluator();
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| 194 | evaluator.Name = p + "SimpleEvaluator";
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| 195 | evaluator.GetVariableInfo("SVMModel").ActualName = "Model";
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| 196 | evaluator.GetVariableInfo("SVMRangeTransform").ActualName = "RangeTransform";
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| 197 | evaluator.GetVariableInfo("SamplesStart").ActualName = p + "SamplesStart";
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| 198 | evaluator.GetVariableInfo("SamplesEnd").ActualName = p + "SamplesEnd";
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| 199 | evaluator.GetVariableInfo("Values").ActualName = p + "Values";
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| 200 | SimpleMSEEvaluator mseEvaluator = new SimpleMSEEvaluator();
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| 201 | mseEvaluator.Name = p + "MseEvaluator";
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| 202 | mseEvaluator.GetVariableInfo("Values").ActualName = p + "Values";
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| 203 | mseEvaluator.GetVariableInfo("MSE").ActualName = p + "Quality";
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| 204 | SimpleR2Evaluator r2Evaluator = new SimpleR2Evaluator();
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| 205 | r2Evaluator.Name = p + "R2Evaluator";
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| 206 | r2Evaluator.GetVariableInfo("Values").ActualName = p + "Values";
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| 207 | r2Evaluator.GetVariableInfo("R2").ActualName = p + "R2";
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| 208 |
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| 209 | seqProc.AddSubOperator(evaluator);
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| 210 | seqProc.AddSubOperator(mseEvaluator);
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| 211 | seqProc.AddSubOperator(r2Evaluator);
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| 212 |
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| 213 | op.OperatorGraph.AddOperator(seqProc);
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| 214 | op.OperatorGraph.InitialOperator = seqProc;
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| 215 | return op;
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| 216 | }
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| 217 |
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| 218 | private IOperator CreateSetNextParameterValueOperator(string paramName) {
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| 219 | ProgrammableOperator progOp = new ProgrammableOperator();
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| 220 | progOp.Name = "SetNext" + paramName;
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| 221 | progOp.RemoveVariableInfo("Result");
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| 222 | progOp.AddVariableInfo(new VariableInfo("Value", "Value", typeof(DoubleData), VariableKind.New));
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| 223 | progOp.AddVariableInfo(new VariableInfo("ValueIndex", "ValueIndex", typeof(IntData), VariableKind.In));
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| 224 | progOp.AddVariableInfo(new VariableInfo("ValueList", "ValueList", typeof(DoubleArrayData), VariableKind.In));
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| 225 | progOp.Code =
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| 226 | @"
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| 227 | Value.Data = ValueList.Data[ValueIndex.Data];
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| 228 | ";
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| 229 |
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| 230 | progOp.GetVariableInfo("Value").ActualName = paramName;
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| 231 | progOp.GetVariableInfo("ValueIndex").ActualName = paramName + "Index";
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| 232 | progOp.GetVariableInfo("ValueList").ActualName = paramName + "List";
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| 233 | return progOp;
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| 234 | }
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| 235 |
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| 236 | private IOperator CreateResetOperator(string paramName) {
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| 237 | ProgrammableOperator progOp = new ProgrammableOperator();
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| 238 | progOp.Name = "Reset" + paramName;
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| 239 | progOp.RemoveVariableInfo("Result");
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| 240 | progOp.AddVariableInfo(new VariableInfo("Value", "Value", typeof(IntData), VariableKind.In | VariableKind.Out));
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| 241 | progOp.Code ="Value.Data = 0;";
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| 242 | progOp.GetVariableInfo("Value").ActualName = paramName;
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| 243 | return progOp;
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| 244 | }
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| 245 |
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| 246 | private IOperator CreateGlobalInjector() {
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| 247 | VariableInjector injector = new VariableInjector();
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| 248 | injector.AddVariable(new HeuristicLab.Core.Variable("CostIndex", new IntData(0)));
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| 249 | 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 })));
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| 250 | injector.AddVariable(new HeuristicLab.Core.Variable("MaxCostIndex", new IntData()));
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| 251 | injector.AddVariable(new HeuristicLab.Core.Variable("NuIndex", new IntData(0)));
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| 252 | injector.AddVariable(new HeuristicLab.Core.Variable("NuList", new DoubleArrayData(new double[] { 0.01, 0.05, 0.1, 0.5, 0.9 })));
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| 253 | injector.AddVariable(new HeuristicLab.Core.Variable("MaxNuIndex", new IntData()));
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| 254 | injector.AddVariable(new HeuristicLab.Core.Variable("Log", new ItemList()));
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| 255 | injector.AddVariable(new HeuristicLab.Core.Variable("Gamma", new DoubleData(1)));
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| 256 | injector.AddVariable(new HeuristicLab.Core.Variable("KernelType", new StringData("RBF")));
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| 257 | injector.AddVariable(new HeuristicLab.Core.Variable("Type", new StringData("NU_SVR")));
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| 258 |
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| 259 | return injector;
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| 260 | }
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| 261 |
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| 262 | private IOperator GetVariableInjector() {
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| 263 | return GetMainOperator().SubOperators[0];
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| 264 | }
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| 265 |
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| 266 | private IOperator GetMainOperator() {
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| 267 | CombinedOperator svm = (CombinedOperator)Engine.OperatorGraph.InitialOperator;
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| 268 | return svm.OperatorGraph.InitialOperator;
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| 269 | }
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| 270 |
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| 271 | public override IView CreateView() {
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| 272 | return engine.CreateView();
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| 273 | }
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| 274 |
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| 275 | #region IEditable Members
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| 276 |
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| 277 | public IEditor CreateEditor() {
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| 278 | return engine.CreateEditor();
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| 279 | }
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| 280 |
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| 281 | #endregion
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| 282 | }
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| 283 | }
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