Changeset 13148

Timestamp:

11/13/15 20:54:47 (9 years ago)

Author:

gkronber

Message:

#2488: merged r13025:13026 and r13064 from trunk to stable branch

Location:

stable

Files:

• . (modified) (1 prop)
• HeuristicLab.Algorithms.DataAnalysis (modified) (1 prop)
• HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/LossFunctions/QuantileRegressionLoss.cs (copied) (copied from trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/LossFunctions/QuantileRegressionLoss.cs)
• HeuristicLab.Algorithms.DataAnalysis/3.4/HeuristicLab.Algorithms.DataAnalysis-3.4.csproj (modified) (1 diff)
• HeuristicLab.Common/3.3/EnumerableStatisticExtensions.cs (modified) (2 diffs)
• HeuristicLab.Tests (modified) (1 prop)
• HeuristicLab.Tests/HeuristicLab.Common-3.3 (copied) (copied from trunk/sources/HeuristicLab.Tests/HeuristicLab.Common-3.3)
• HeuristicLab.Tests/HeuristicLab.Tests.csproj (modified) (3 diffs)

stable/HeuristicLab.Algorithms.DataAnalysis/3.4/HeuristicLab.Algorithms.DataAnalysis-3.4.csproj

@@ -200 +200 @@
     <Compile Include="GradientBoostedTrees\GradientBoostedTreesModel.cs" />
     <Compile Include="GradientBoostedTrees\LossFunctions\AbsoluteErrorLoss.cs" />
+    <Compile Include="GradientBoostedTrees\LossFunctions\QuantileRegressionLoss.cs" />
     <Compile Include="GradientBoostedTrees\LossFunctions\ILossFunction.cs" />
     <Compile Include="GradientBoostedTrees\LossFunctions\LogisticRegressionLoss.cs" />

stable/HeuristicLab.Common/3.3/EnumerableStatisticExtensions.cs

@@ -22 +22 @@
 using System;
 using System.Collections.Generic;
+using System.Diagnostics.Contracts;
 using System.Linq;
 
@@ -44 +45 @@
       } else {
         return (valuesArr[(n / 2) - 1] + valuesArr[n / 2]) / 2.0;
+      }
+    }
+
+    /// <summary>
+    /// Calculates the alpha-quantile element of the enumeration.
+    /// </summary>
+    /// <param name="values"></param>
+    /// <returns></returns>
+    public static double Quantile(this IEnumerable<double> values, double alpha) {
+      Contract.Assert(alpha > 0 && alpha < 1);
+      // iterate only once 
+      double[] valuesArr = values.ToArray();
+      int n = valuesArr.Length;
+      if (n == 0) throw new InvalidOperationException("Enumeration contains no elements.");
+
+      Array.Sort(valuesArr);
+      //  starts at 0
+
+      // return the element at Math.Ceiling (if n*alpha is fractional) or the average of two elements if n*alpha is integer.
+      var pos = n * alpha;
+      Contract.Assert(pos >= 0);
+      Contract.Assert(pos < n);
+      bool isInteger = Math.Round(pos).IsAlmost(pos);
+      if (isInteger) {
+        return 0.5 * (valuesArr[(int)pos - 1] + valuesArr[(int)pos]);
+      } else {
+        return valuesArr[(int)Math.Ceiling(pos) - 1];
       }
     }

stable/HeuristicLab.Tests/HeuristicLab.Tests.csproj

@@ -468 +468 @@
     <Compile Include="HeuristicLab.Collections-3.3\BidirectionalLookupTest.cs" />
     <Compile Include="HeuristicLab.Collections-3.3\ObservableKeyedListTest.cs" />
+    <Compile Include="HeuristicLab.Common-3.3\EnumerableStatisticExtensions.cs" />
     <Compile Include="HeuristicLab.Encodings.BinaryVectorEncoding-3.3\Auxiliary.cs" />
     <Compile Include="HeuristicLab.Encodings.BinaryVectorEncoding-3.3\NPointCrossoverTest.cs" />
@@ -616 +617 @@
     </None>
     <None Include="HeuristicLab.snk" />
+    <None Include="Test References\HeuristicLab.PluginInfrastructure-3.3.accessor" />
     <None Include="Test Resources\GA_SymbReg.hl">
       <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
@@ -629 +631 @@
     </None>
     <Shadow Include="Test References\HeuristicLab.Encodings.SymbolicExpressionTreeEncoding-3.4.accessor" />
-    <Shadow Include="Test References\HeuristicLab.PluginInfrastructure-3.3.accessor" />
     <Shadow Include="Test References\HeuristicLab.MainForm.WindowsForms-3.3.accessor" />
     <Shadow Include="Test References\HeuristicLab.Encodings.IntegerVectorEncoding-3.3.accessor" />