Changeset 13938 for trunk/sources/HeuristicLab.Problems.DataAnalysis

Timestamp:

06/27/16 15:28:26 (8 years ago)

Author:

mkommend

Message:

#2619:

• Refactored and separated the different feature correlation calculations.
• Added a checkbox to ignore missing values in the calculation.

Location:

trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4

Files:

• Interfaces/IDependencyCalculator.cs (modified) (2 diffs)
• OnlineCalculators/DependencyCalculator/HoeffdingsDependenceCalculator.cs (modified) (1 diff)
• OnlineCalculators/DependencyCalculator/PearsonsRDependenceCalculator.cs (modified) (1 diff)
• OnlineCalculators/DependencyCalculator/PearsonsRSquaredDependenceCalculator.cs (modified) (2 diffs)
• OnlineCalculators/DependencyCalculator/SpearmansRankCorrelationCoefficientCalculator.cs (modified) (3 diffs)

trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/Interfaces/IDependencyCalculator.cs

@@ -20 +20 @@
 #endregion
 
+using System;
 using System.Collections.Generic;
 
@@ -29 +30 @@
 
     double Calculate(IEnumerable<double> originalValues, IEnumerable<double> estimatedValues, out OnlineCalculatorError errorState);
+    double Calculate(IEnumerable<Tuple<double, double>> values, out OnlineCalculatorError errorState);
   }
 }

trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/DependencyCalculator/HoeffdingsDependenceCalculator.cs

@@ -41 +41 @@
       if (errorState != OnlineCalculatorError.None) return double.NaN;
       return d;
+    }
+
+    public double Calculate(IEnumerable<Tuple<double, double>> values, out OnlineCalculatorError errorState) {
+      return HoeffD(values.Select(v => v.Item1), values.Select(v => v.Item2), out errorState);
     }
 

trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/DependencyCalculator/PearsonsRDependenceCalculator.cs

@@ -35 +35 @@
       return OnlinePearsonsRCalculator.Calculate(originalValues, estimatedValues, out errorState);
     }
+
+    public double Calculate(IEnumerable<Tuple<double, double>> values, out OnlineCalculatorError errorState) {
+      var calculator = new OnlinePearsonsRCalculator();
+      foreach (var tuple in values) {
+        calculator.Add(tuple.Item1, tuple.Item2);
+        if (calculator.ErrorState != OnlineCalculatorError.None) break;
+      }
+      errorState = calculator.ErrorState;
+      return calculator.R;
+    }
   }
 }

trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/DependencyCalculator/PearsonsRSquaredDependenceCalculator.cs

@@ -20 +20 @@
 #endregion
 
+using System;
 using System.Collections.Generic;
 
@@ -35 +36 @@
       return r * r;
     }
+
+    public double Calculate(IEnumerable<Tuple<double, double>> values, out OnlineCalculatorError errorState) {
+      var calculator = new OnlinePearsonsRCalculator();
+      foreach (var tuple in values) {
+        calculator.Add(tuple.Item1, tuple.Item2);
+        if (calculator.ErrorState != OnlineCalculatorError.None) break;
+      }
+      errorState = calculator.ErrorState;
+      var r = calculator.R;
+      return r * r;
+    }
   }
 }

trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/DependencyCalculator/SpearmansRankCorrelationCoefficientCalculator.cs

@@ -20 +20 @@
 #endregion
 
+using System;
 using System.Collections.Generic;
 using System.Linq;
@@ -33 +34 @@
 
     public double Calculate(IEnumerable<double> originalValues, IEnumerable<double> estimatedValues, out OnlineCalculatorError errorState) {
-      return SpearmansRankCorrelationCoefficientCalculator.CalculateSpearmansRank(originalValues, estimatedValues, out errorState);
+      return CalculateSpearmansRank(originalValues, estimatedValues, out errorState);
+    }
+    public double Calculate(IEnumerable<Tuple<double, double>> values, out OnlineCalculatorError errorState) {
+      return CalculateSpearmansRank(values.Select(v => v.Item1), values.Select(v => v.Item2), out errorState);
     }
 
@@ -50 +54 @@
       return rs;
     }
+
+
   }
 }