Changeset 14022 for stable/HeuristicLab.Problems.DataAnalysis/3.4/Implementation/Regression/RegressionSolutionVariableImpactsCalculator.cs

Timestamp:

07/08/16 12:25:13 (8 years ago)

Author:

mkommend

Message:

#2595: Merged r13766, r13942, r13985, r13986, r13987 into stable.

Location:

stable

Files:

• . (modified) (1 prop)
• HeuristicLab.Problems.DataAnalysis (modified) (1 prop)
• HeuristicLab.Problems.DataAnalysis/3.4/Implementation/Regression/RegressionSolutionVariableImpactsCalculator.cs (copied) (copied from trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/Implementation/Regression/RegressionSolutionVariableImpactsCalculator.cs) (3 diffs)

stable/HeuristicLab.Problems.DataAnalysis/3.4/Implementation/Regression/RegressionSolutionVariableImpactsCalculator.cs

@@ -30 +30 @@
 using HeuristicLab.Parameters;
 using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
+using HeuristicLab.Random;
 
 namespace HeuristicLab.Problems.DataAnalysis {
   [StorableClass]
-  [Item("RegressionSolution Impacts Calculator", "Calculation of the impacts of input variables for a concrete ")]
+  [Item("RegressionSolution Impacts Calculator", "Calculation of the impacts of input variables for any regression solution")]
   public sealed class RegressionSolutionVariableImpactsCalculator : ParameterizedNamedItem {
     public enum ReplacementMethodEnum {
       Median,
-      Average
+      Average,
+      Shuffle,
+      Noise
     }
 
@@ -77 +80 @@
       : base() {
       Parameters.Add(new FixedValueParameter<EnumValue<ReplacementMethodEnum>>(ReplacementParameterName, "The replacement method for variables during impact calculation.", new EnumValue<ReplacementMethodEnum>(ReplacementMethodEnum.Median)));
-      Parameters.Add(new FixedValueParameter<EnumValue<DataPartitionEnum>>(ReplacementParameterName, "The data partition on which the impacts are calculated.", new EnumValue<DataPartitionEnum>(DataPartitionEnum.Training)));
+      Parameters.Add(new FixedValueParameter<EnumValue<DataPartitionEnum>>(DataPartitionParameterName, "The data partition on which the impacts are calculated.", new EnumValue<DataPartitionEnum>(DataPartitionEnum.Training)));
     }
 
@@ -138 +141 @@
       var originalValues = dataset.GetReadOnlyDoubleValues(variable).ToList();
       double replacementValue;
+      List<double> replacementValues;
+      IRandom rand;
 
       switch (replacement) {
         case ReplacementMethodEnum.Median:
           replacementValue = rows.Select(r => originalValues[r]).Median();
+          replacementValues = Enumerable.Repeat(replacementValue, dataset.Rows).ToList();
           break;
         case ReplacementMethodEnum.Average:
           replacementValue = rows.Select(r => originalValues[r]).Average();
+          replacementValues = Enumerable.Repeat(replacementValue, dataset.Rows).ToList();
           break;
+        case ReplacementMethodEnum.Shuffle:
+          // new var has same empirical distribution but the relation to y is broken
+          rand = new FastRandom(31415);
+          replacementValues = rows.Select(r => originalValues[r]).Shuffle(rand).ToList();
+          break;
+        case ReplacementMethodEnum.Noise:
+          var avg = rows.Select(r => originalValues[r]).Average();
+          var stdDev = rows.Select(r => originalValues[r]).StandardDeviation();
+          rand = new FastRandom(31415);
+          replacementValues = rows.Select(_ => NormalDistributedRandom.NextDouble(rand, avg, stdDev)).ToList();
+          break;
+
         default:
           throw new ArgumentException(string.Format("ReplacementMethod {0} cannot be handled.", replacement));
       }
 
-      dataset.ReplaceVariable(variable, Enumerable.Repeat(replacementValue, dataset.Rows).ToList());
+      dataset.ReplaceVariable(variable, replacementValues);
       //mkommend: ToList is used on purpose to avoid lazy evaluation that could result in wrong estimates due to variable replacements
       var estimates = model.GetEstimatedValues(dataset, rows).ToList();