Changeset 13898 for trunk/sources/HeuristicLab.Algorithms.DataAnalysis

Timestamp:

06/15/16 21:51:14 (8 years ago)

Author:

gkronber

Message:

#1795: GBM now sets the seed of the base learner in each iteration

File:

• trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GBM/GradientBoostingRegressionAlgorithm.cs (modified) (3 diffs)

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GBM/GradientBoostingRegressionAlgorithm.cs

@@ -286 +286 @@
           IRegressionModel model;
           IRun run;
+
           // try to find a model. The algorithm might fail to produce a model. In this case we just retry until the iterations are exhausted
-          if (TryExecute(alg, RegressionAlgorithmResult, out model, out run)) {
+          if (TryExecute(alg, rand.Next(), RegressionAlgorithmResult, out model, out run)) {
             int row = 0;
             // update predictions for training and test
@@ -419 +420 @@
     }
 
-    private static bool TryExecute(IAlgorithm alg, string regressionAlgorithmResultName, out IRegressionModel model, out IRun run) {
+    private static bool TryExecute(IAlgorithm alg, int seed, string regressionAlgorithmResultName, out IRegressionModel model, out IRun run) {
       model = null;
+      SetSeed(alg, seed);
       using (var wh = new AutoResetEvent(false)) {
         Exception ex = null;
@@ -464 +466 @@
       return model != null;
     }
+
+    private static void SetSeed(IAlgorithm alg, int seed) {
+      // no common interface for algs that use a PRNG -> use naming convention to set seed
+      var paramItem = alg as IParameterizedItem;
+
+      if (paramItem.Parameters.ContainsKey("SetSeedRandomly")) {
+        ((BoolValue)paramItem.Parameters["SetSeedRandomly"].ActualValue).Value = false;
+        ((IntValue)paramItem.Parameters["Seed"].ActualValue).Value = seed;
+      } else {
+        throw new ArgumentException("Base learner does not have a seed parameter (algorithm {0})", alg.Name);
+      }
+
+    }
   }
 }