Changeset 10478


Ignore:
Timestamp:
02/20/14 14:20:46 (6 years ago)
Author:
gkronber
Message:

released bug fix for (#2137 The calculated stdev of the noise for feature selection problems is wrong)

Location:
stable
Files:
3 edited

Legend:

Unmodified
Added
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  • stable

  • stable/HeuristicLab.Problems.Instances.DataAnalysis

  • stable/HeuristicLab.Problems.Instances.DataAnalysis/3.3/Regression/FeatureSelection/FeatureSelection.cs

    r9456 r10478  
    4848               + "Where is the S is a N x d matrix containing the selected columns from N x k the matrix of all features X" + Environment.NewLine
    4949               + "For each feature the probability that it is selected is " + selectionProbability + "%" + Environment.NewLine
    50                + "X(i,j) ~ N(0, 1) iid, w(i) ~ U(0, 10) iid, n ~ N(0, sigma(w*S) * SQRT(" + noiseRatio + "))" + Environment.NewLine
     50               + "X(i,j) ~ N(0, 1) iid, w(i) ~ U(0, 10) iid, n ~ N(0, sigma(w*S) * SQRT(" + noiseRatio / (1 - noiseRatio)  + "))" + Environment.NewLine
    5151               + "The noise level is " + noiseRatio + " * sigma, thus an optimal model has R² = "
    5252               + Math.Round(optimalRSquared, 2) + " (or equivalently: NMSE = " + noiseRatio + ")" + Environment.NewLine
     
    131131      }
    132132      var targetSigma = target.StandardDeviation();
    133       var noisePrng = new NormalDistributedRandom(random, 0, targetSigma * Math.Sqrt(noiseRatio));
     133      var noisePrng = new NormalDistributedRandom(random, 0, targetSigma * Math.Sqrt(noiseRatio / (1.0 - noiseRatio)));
    134134
    135135      data.Add(target.Select(t => t + noisePrng.NextDouble()).ToList());
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