Changeset 11542

Timestamp:

11/12/14 17:07:06 (10 years ago)

Author:

bburlacu

Message:

#2234: Fixed bug in CrossValidate method where the OnlineCalculatorError was ignored. Updated GridSearch method to return the crossvalidation mse as an out parameter and to skip nan values.

File:

• trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/SupportVectorMachine/SupportVectorMachineUtil.cs (modified) (3 diffs)

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/SupportVectorMachine/SupportVectorMachineUtil.cs

@@ -92 +92 @@
     }
 
-    public static svm_parameter GridSearch(IDataAnalysisProblemData problemData, Dictionary<string, IEnumerable<double>> parameterRanges, int numberOfFolds, bool shuffleFolds = true, int maxDegreeOfParallelism = 1) {
+    public static svm_parameter GridSearch(out double cvMse, IDataAnalysisProblemData problemData, Dictionary<string, IEnumerable<double>> parameterRanges, int numberOfFolds, bool shuffleFolds = true, int maxDegreeOfParallelism = 1) {
       DoubleValue mse = new DoubleValue(Double.MaxValue);
       var bestParam = DefaultParameters();
@@ -108 +108 @@
 
         double testMse = CalculateCrossValidationPartitions(partitions, parameters);
-        lock (locker) {
-          if (testMse < mse.Value) {
-            mse.Value = testMse;
-            bestParam = (svm_parameter)parameters.Clone();
+        if (!double.IsNaN(testMse)) {
+          lock (locker) {
+            if (testMse < mse.Value) {
+              mse.Value = testMse;
+              bestParam = (svm_parameter)parameters.Clone();
+            }
           }
         }
       });
+      cvMse = mse.Value;
       return bestParam;
     }
@@ -128 +131 @@
         for (int i = 0; i < testSvmProblem.l; ++i)
           calc.Add(testSvmProblem.y[i], svm.svm_predict(model, testSvmProblem.x[i]));
-        avgTestMse += calc.MeanSquaredError;
+        double mse = calc.ErrorState == OnlineCalculatorError.None ? calc.MeanSquaredError : double.NaN;
+        avgTestMse += mse;
       }
       avgTestMse /= partitions.Length;