Changeset 12611

Timestamp:

07/06/15 15:56:59 (9 years ago)

Author:

gkronber

Message:

#2261: produce classification solution (discriminant function) when using logistic regression loss

File:

• branches/GBT-trunkintegration/HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/GradientBoostedTreesAlgorithm.cs (modified) (1 diff)

branches/GBT-trunkintegration/HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/GradientBoostedTreesAlgorithm.cs

@@ -232 +232 @@
 
       // produce solution 
-      if (CreateSolution)
-        Results.Add(new Result("Solution", new RegressionSolution(state.GetModel(), (IRegressionProblemData)problemData.Clone())));
+      if (CreateSolution) {
+        // for logistic regression we produce a classification solution
+        if (lossFunction is LogisticRegressionLoss) {
+          var model = new DiscriminantFunctionClassificationModel(state.GetModel(),
+            new AccuracyMaximizationThresholdCalculator());
+          var classificationProblemData = new ClassificationProblemData(problemData.Dataset,
+            problemData.AllowedInputVariables, problemData.TargetVariable, problemData.Transformations);
+          model.RecalculateModelParameters(classificationProblemData, classificationProblemData.TrainingIndices);
+
+          var classificationSolution = new DiscriminantFunctionClassificationSolution(model, classificationProblemData);
+          Results.Add(new Result("Solution (classification)", classificationSolution));
+        } else {
+          // otherwise we produce a regression solution
+          Results.Add(new Result("Solution", new RegressionSolution(state.GetModel(), (IRegressionProblemData)problemData.Clone())));
+        }
+      }
     }
   }