Changeset 12969 for branches/gteufl/HeuristicLab.Problems.Instances.DataAnalysis/3.3/Regression/FeatureSelection

Timestamp:

09/25/15 14:39:59 (9 years ago)

Author:

gkronber

Message:

#2478 merged all changes from trunk to branch before trunk-reintegration

Location:

branches/gteufl

Files:

• . (modified) (3 props)
• HeuristicLab.Problems.Instances.DataAnalysis (modified) (1 prop)
• HeuristicLab.Problems.Instances.DataAnalysis/3.3/Regression/FeatureSelection/FeatureSelection.cs (modified) (3 diffs)
• HeuristicLab.Problems.Instances.DataAnalysis/3.3/Regression/FeatureSelection/FeatureSelectionInstanceProvider.cs (modified) (1 diff)
• HeuristicLab.Problems.Instances.DataAnalysis/3.3/Regression/FeatureSelection/FeatureSelectionRegressionProblemData.cs (modified) (4 diffs)

branches/gteufl

@@ -8 +8 @@
 FxCopResults.txt
 Google.ProtocolBuffers-0.9.1.dll
+Google.ProtocolBuffers-2.4.1.473.dll
 HeuristicLab 3.3.5.1.ReSharper.user
 HeuristicLab 3.3.6.0.ReSharper.user
 HeuristicLab.4.5.resharper.user
 HeuristicLab.ExtLibs.6.0.ReSharper.user
+HeuristicLab.Scripting.Development
 HeuristicLab.resharper.user
 ProtoGen.exe
@@ -17 +19 @@
 _ReSharper.HeuristicLab
 _ReSharper.HeuristicLab 3.3
+_ReSharper.HeuristicLab 3.3 Tests
 _ReSharper.HeuristicLab.ExtLibs
 bin
 protoc.exe
-_ReSharper.HeuristicLab 3.3 Tests
-Google.ProtocolBuffers-2.4.1.473.dll
+obj

@@ -8 +8 @@
 FxCopResults.txt
 Google.ProtocolBuffers-0.9.1.dll
+Google.ProtocolBuffers-2.4.1.473.dll
 HeuristicLab 3.3.5.1.ReSharper.user
 HeuristicLab 3.3.6.0.ReSharper.user
 HeuristicLab.4.5.resharper.user
 HeuristicLab.ExtLibs.6.0.ReSharper.user
+HeuristicLab.Scripting.Development
 HeuristicLab.resharper.user
 ProtoGen.exe
@@ -17 +19 @@
 _ReSharper.HeuristicLab
 _ReSharper.HeuristicLab 3.3
+_ReSharper.HeuristicLab 3.3 Tests
 _ReSharper.HeuristicLab.ExtLibs
 bin
 protoc.exe
-_ReSharper.HeuristicLab 3.3 Tests
-Google.ProtocolBuffers-2.4.1.473.dll
+obj

branches/gteufl/HeuristicLab.Problems.Instances.DataAnalysis/3.3/Regression/FeatureSelection/FeatureSelection.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2013 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.
@@ -48 +48 @@
                + "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
                + "For each feature the probability that it is selected is " + selectionProbability + "%" + Environment.NewLine
-               + "X(i,j) ~ N(0, 1) iid, w(i) ~ U(0, 10) iid, n ~ N(0, sigma(w*S) * SQRT(" + noiseRatio + "))" + Environment.NewLine
+               + "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
                + "The noise level is " + noiseRatio + " * sigma, thus an optimal model has R² = "
                + Math.Round(optimalRSquared, 2) + " (or equivalently: NMSE = " + noiseRatio + ")" + Environment.NewLine
@@ -131 +131 @@
       }
       var targetSigma = target.StandardDeviation();
-      var noisePrng = new NormalDistributedRandom(random, 0, targetSigma * Math.Sqrt(noiseRatio));
+      var noisePrng = new NormalDistributedRandom(random, 0, targetSigma * Math.Sqrt(noiseRatio / (1.0 - noiseRatio)));
 
       data.Add(target.Select(t => t + noisePrng.NextDouble()).ToList());

branches/gteufl/HeuristicLab.Problems.Instances.DataAnalysis/3.3/Regression/FeatureSelection/FeatureSelectionInstanceProvider.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2013 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.

branches/gteufl/HeuristicLab.Problems.Instances.DataAnalysis/3.3/Regression/FeatureSelection/FeatureSelectionRegressionProblemData.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2013 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.
@@ -22 +22 @@
 using System;
 using System.Collections.Generic;
-using System.Linq;
 using HeuristicLab.Common;
 using HeuristicLab.Core;
@@ -29 +28 @@
 using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
 using HeuristicLab.Problems.DataAnalysis;
-using HeuristicLab.Random;
 
 namespace HeuristicLab.Problems.Instances.DataAnalysis {
@@ -57 +55 @@
     }
 
-    public FeatureSelectionRegressionProblemData(Dataset ds, IEnumerable<string> allowedInputVariables, string targetVariable, string[] selectedFeatures, double[] weights, double optimalRSquared)
+    public FeatureSelectionRegressionProblemData(IDataset ds, IEnumerable<string> allowedInputVariables, string targetVariable, string[] selectedFeatures, double[] weights, double optimalRSquared)
       : base(ds, allowedInputVariables, targetVariable) {
       if (selectedFeatures.Length != weights.Length) throw new ArgumentException("Length of selected features vector does not match the length of the weights vector");

@@ -8 +8 @@
 FxCopResults.txt
 Google.ProtocolBuffers-0.9.1.dll
+Google.ProtocolBuffers-2.4.1.473.dll
 HeuristicLab 3.3.5.1.ReSharper.user
 HeuristicLab 3.3.6.0.ReSharper.user
 HeuristicLab.4.5.resharper.user
 HeuristicLab.ExtLibs.6.0.ReSharper.user
+HeuristicLab.Scripting.Development
 HeuristicLab.resharper.user
 ProtoGen.exe
@@ -17 +19 @@
 _ReSharper.HeuristicLab
 _ReSharper.HeuristicLab 3.3
+_ReSharper.HeuristicLab 3.3 Tests
 _ReSharper.HeuristicLab.ExtLibs
 bin
 protoc.exe
-_ReSharper.HeuristicLab 3.3 Tests
-Google.ProtocolBuffers-2.4.1.473.dll
+obj