Changeset 12868 for trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/GradientBoostedTreesAlgorithm.cs

Timestamp:

08/17/15 16:11:47 (9 years ago)

Author:

gkronber

Message:

#2450: introduced surrogate for GBT-models which recalculates the actual model on demand to improve persistence of GBT solutions

File:

• trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/GradientBoostedTreesAlgorithm.cs (modified) (2 diffs)

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/GradientBoostedTreesAlgorithm.cs

@@ -233 +233 @@
       // produce solution 
       if (CreateSolution) {
+        var surrogateModel = new GradientBoostedTreesModelSurrogate(problemData, (uint)Seed, lossFunction.ToString(),
+          Iterations, MaxSize, R, M, Nu, state.GetModel());
+
         // for logistic regression we produce a classification solution
         if (lossFunction is LogisticRegressionLoss) {
-          var model = new DiscriminantFunctionClassificationModel(state.GetModel(),
+          var model = new DiscriminantFunctionClassificationModel(surrogateModel,
             new AccuracyMaximizationThresholdCalculator());
           var classificationProblemData = new ClassificationProblemData(problemData.Dataset,
@@ -245 +248 @@
         } else {
           // otherwise we produce a regression solution
-          Results.Add(new Result("Solution", new RegressionSolution(state.GetModel(), problemData)));
+          Results.Add(new Result("Solution", new RegressionSolution(surrogateModel, problemData)));
         }
       }