Changeset 14029 for branches/crossvalidation-2434/HeuristicLab.Common

Timestamp:

07/08/16 14:40:02 (8 years ago)

Author:

gkronber

Message:

#2434: merged trunk changes r12934:14026 from trunk to branch

Location:

branches/crossvalidation-2434

Files:

• . (modified) (1 prop)
• HeuristicLab.Common/3.3/EnumerableExtensions.cs (modified) (2 diffs)
• HeuristicLab.Common/3.3/EnumerableStatisticExtensions.cs (modified) (5 diffs)
• HeuristicLab.Common/3.3/ObjectExtensions.cs (modified) (2 diffs)
• HeuristicLab.Common/3.3/Plugin.cs.frame (modified) (1 diff)
• HeuristicLab.Common/3.3/Properties/AssemblyInfo.cs.frame (modified) (1 diff)

branches/crossvalidation-2434/HeuristicLab.Common/3.3/EnumerableExtensions.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.
@@ -98 +98 @@
       return sequences.Where(s => s.Any()).Aggregate(result, (current, s) => (from seq in current from item in s select seq.Concat(new[] { item })));
     }
+
+    /// <summary>
+    /// Compute all k-combinations of elements from the provided collection.
+    /// <param name="elements">The collection of elements</param>
+    /// <param name="k">The combination group size</param>
+    /// <returns>An enumerable sequence of all the possible k-combinations of elements</returns>
+    /// </summary>
+    public static IEnumerable<IEnumerable<T>> Combinations<T>(this IList<T> elements, int k) {
+      if (k > elements.Count)
+        throw new ArgumentException();
+
+      if (k == 1) {
+        foreach (var element in elements)
+          yield return new[] { element };
+        yield break;
+      }
+
+      int n = elements.Count;
+      var range = Enumerable.Range(0, k).ToArray();
+      var length = BinomialCoefficient(n, k);
+
+      for (int i = 0; i < length; ++i) {
+        yield return range.Select(x => elements[x]);
+
+        if (i == length - 1) break;
+        var m = k - 1;
+        var max = n - 1;
+
+        while (range[m] == max) { --m; --max; }
+        range[m]++;
+        for (int j = m + 1; j < k; ++j) {
+          range[j] = range[j - 1] + 1;
+        }
+      }
+    }
+
+    /// <summary>
+    /// This function gets the total number of unique combinations based upon N and K,
+    /// where N is the total number of items and K is the size of the group.
+    /// It calculates the total number of unique combinations C(N, K) = N! / ( K! (N - K)! )
+    /// using the  recursion C(N+1, K+1) = (N+1 / K+1) * C(N, K).
+    /// <remarks>http://blog.plover.com/math/choose.html</remarks>
+    /// <remark>https://en.wikipedia.org/wiki/Binomial_coefficient#Multiplicative_formula</remark>
+    /// <param name="n">The number of elements</param>
+    /// <param name="k">The size of the group</param>
+    /// <returns>The binomial coefficient C(N, K)</returns>
+    /// </summary>
+    public static long BinomialCoefficient(long n, long k) {
+      if (k > n) return 0;
+      if (k == n) return 1;
+      if (k > n - k)
+        k = n - k;
+      long r = 1;
+      for (long d = 1; d <= k; d++) {
+        r *= n--;
+        r /= d;
+      }
+      return r;
+    }
   }
 }

branches/crossvalidation-2434/HeuristicLab.Common/3.3/EnumerableStatisticExtensions.cs

@@ -22 +22 @@
 using System;
 using System.Collections.Generic;
+using System.Diagnostics.Contracts;
 using System.Linq;
 
@@ -32 +33 @@
     /// <returns></returns>
     public static double Median(this IEnumerable<double> values) {
-      // iterate only once 
+      // See unit tests for comparison with naive implementation
+      return Quantile(values, 0.5);
+    }
+
+    /// <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) {
+      // See unit tests for comparison with naive implementation
       double[] valuesArr = values.ToArray();
       int n = valuesArr.Length;
       if (n == 0) throw new InvalidOperationException("Enumeration contains no elements.");
 
-      Array.Sort(valuesArr);
-
-      // return the middle element (if n is uneven) or the average of the two middle elements if n is even.
-      if (n % 2 == 1) {
-        return valuesArr[n / 2];
+      // "When N is even, statistics books define the median as the arithmetic mean of the elements k = N/2 
+      // and k = N/2 + 1 (that is, N/2 from the bottom and N/2 from the top). 
+      // If you accept such pedantry, you must perform two separate selections to find these elements."
+
+      // 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 * (Select((int)pos - 1, valuesArr) + Select((int)pos, valuesArr));
       } else {
-        return (valuesArr[(n / 2) - 1] + valuesArr[n / 2]) / 2.0;
+        return Select((int)Math.Ceiling(pos) - 1, valuesArr);
+      }
+    }
+
+    // Numerical Recipes in C++, §8.5 Selecting the Mth Largest, O(n)
+    // Given k in [0..n-1] returns an array value from array arr[0..n-1] such that k array values are 
+    // less than or equal to the one returned. The input array will be rearranged to have this value in 
+    // location arr[k], with all smaller elements moved to arr[0..k-1] (in arbitrary order) and all 
+    // larger elements in arr[k+1..n-1] (also in arbitrary order).
+    // 
+    // Could be changed to Select<T> where T is IComparable but in this case is significantly slower for double values
+    private static double Select(int k, double[] arr) {
+      Contract.Assert(arr.GetLowerBound(0) == 0);
+      Contract.Assert(k >= 0 && k < arr.Length);
+      int i, ir, j, l, mid, n = arr.Length;
+      double a;
+      l = 0;
+      ir = n - 1;
+      for (; ; ) {
+        if (ir <= l + 1) {
+          // Active partition contains 1 or 2 elements.
+          if (ir == l + 1 && arr[ir] < arr[l]) {
+            // if (ir == l + 1 && arr[ir].CompareTo(arr[l]) < 0) {
+            // Case of 2 elements.
+            // SWAP(arr[l], arr[ir]);
+            double temp = arr[l];
+            arr[l] = arr[ir];
+            arr[ir] = temp;
+          }
+          return arr[k];
+        } else {
+          mid = (l + ir) >> 1; // Choose median of left, center, and right elements
+          {
+            // SWAP(arr[mid], arr[l + 1]); // as partitioning element a. Also
+            double temp = arr[mid];
+            arr[mid] = arr[l + 1];
+            arr[l + 1] = temp;
+          }
+
+          if (arr[l] > arr[ir]) {
+            // if (arr[l].CompareTo(arr[ir]) > 0) {  // rearrange so that arr[l] arr[ir] <= arr[l+1],
+            // SWAP(arr[l], arr[ir]); . arr[ir] >= arr[l+1]
+            double temp = arr[l];
+            arr[l] = arr[ir];
+            arr[ir] = temp;
+          }
+
+          if (arr[l + 1] > arr[ir]) {
+            // if (arr[l + 1].CompareTo(arr[ir]) > 0) {
+            // SWAP(arr[l + 1], arr[ir]);
+            double temp = arr[l + 1];
+            arr[l + 1] = arr[ir];
+            arr[ir] = temp;
+          }
+          if (arr[l] > arr[l + 1]) {
+            //if (arr[l].CompareTo(arr[l + 1]) > 0) {
+            // SWAP(arr[l], arr[l + 1]);
+            double temp = arr[l];
+            arr[l] = arr[l + 1];
+            arr[l + 1] = temp;
+
+          }
+          i = l + 1; // Initialize pointers for partitioning.
+          j = ir;
+          a = arr[l + 1]; // Partitioning element.
+          for (; ; ) { // Beginning of innermost loop.
+            do i++; while (arr[i] < a /* arr[i].CompareTo(a) < 0 */); // Scan up to find element > a.
+            do j--; while (arr[j] > a /* arr[j].CompareTo(a) > 0 */); // Scan down to find element < a.
+            if (j < i) break; // Pointers crossed. Partitioning complete.
+            {
+              // SWAP(arr[i], arr[j]);
+              double temp = arr[i];
+              arr[i] = arr[j];
+              arr[j] = temp;
+            }
+          } // End of innermost loop.
+          arr[l + 1] = arr[j]; // Insert partitioning element.
+          arr[j] = a;
+          if (j >= k) ir = j - 1; // Keep active the partition that contains the
+          if (j <= k) l = i; // kth element.
+        }
       }
     }
@@ -67 +164 @@
 
     /// <summary>
-    /// Calculates the standard deviation of values.
+    /// Calculates the sample standard deviation of values.
     /// </summary>
     /// <param name="values"></param>
@@ -76 +173 @@
 
     /// <summary>
-    /// Calculates the variance of values. (sum (x - x_mean)² / n)
+    /// Calculates the population standard deviation of values.
+    /// </summary>
+    /// <param name="values"></param>
+    /// <returns></returns>
+    public static double StandardDeviationPop(this IEnumerable<double> values) {
+      return Math.Sqrt(VariancePop(values));
+    }
+
+    /// <summary>
+    /// Calculates the sample variance of values. (sum (x - x_mean)² / (n-1))
     /// </summary>
     /// <param name="values"></param>
     /// <returns></returns>
     public static double Variance(this IEnumerable<double> values) {
+      return Variance(values, true);
+    }
+
+    /// <summary>
+    /// Calculates the population variance of values. (sum (x - x_mean)² / n)
+    /// </summary>
+    /// <param name="values"></param>
+    /// <returns></returns>
+    public static double VariancePop(this IEnumerable<double> values) {
+      return Variance(values, false);
+    }
+
+    private static double Variance(IEnumerable<double> values, bool sampleVariance) {
       int m_n = 0;
       double m_oldM = 0.0;
@@ -100 +219 @@
         }
       }
-      return ((m_n > 1) ? m_newS / (m_n - 1) : 0.0);
-    }
-
-    /// <summary>
-    /// Calculates the pth percentile of the values.
-    /// </summary
-    public static double Percentile(this IEnumerable<double> values, double p) {
-      // iterate only once 
-      double[] valuesArr = values.ToArray();
-      int n = valuesArr.Length;
-      if (n == 0) throw new InvalidOperationException("Enumeration contains no elements.");
-      if (n == 1) return values.ElementAt(0);
-
-      if (p.IsAlmost(0.0)) return valuesArr[0];
-      if (p.IsAlmost(1.0)) return valuesArr[n - 1];
-
-      double t = p * (n - 1);
-      int index = (int)Math.Floor(t);
-      double percentage = t - index;
-      return valuesArr[index] * (1 - percentage) + valuesArr[index + 1] * percentage;
+
+      if (m_n == 0) return double.NaN;
+      if (m_n == 1) return 0.0;
+
+      if (sampleVariance) return m_newS / (m_n - 1);
+      else return m_newS / m_n;
     }
 

branches/crossvalidation-2434/HeuristicLab.Common/3.3/ObjectExtensions.cs

@@ -63 +63 @@
     ///   * System.Delegate
     ///   * System.Reflection.Pointer
+    ///   * System.RuntimeType
     ///   * Primitives (Boolean, Byte, SByte, Int16, UInt16, Int32, UInt32, Int64, UInt64, IntPtr, UIntPtr, Char, Double, Single)
     ///   * string, decimal, DateTime
     ///   * Arrays of types not collected
+    ///   * All types from System.Reflection.Emit
     /// </summary>
     private static bool ExcludeType(Type type) {
@@ -77 +79 @@
              typeof(Delegate).IsAssignableFrom(type) ||
              typeof(Pointer).IsAssignableFrom(type) ||
-             type == typeof(System.Reflection.Emit.SignatureHelper) ||
+             type.Namespace == "System.Reflection.Emit" ||
+             type.Assembly.GetName().Name == "System.Runtime.Serialization" ||
+             typeof(TypeInfo).IsAssignableFrom(type) ||
              (type.HasElementType && ExcludeType(type.GetElementType()));
     }

branches/crossvalidation-2434/HeuristicLab.Common/3.3/Plugin.cs.frame

@@ -29 +29 @@
   /// Plugin class for HeuristicLab.Common plugin.
   /// </summary>
-  [Plugin("HeuristicLab.Common", "3.3.12.$WCREV$")]
+  [Plugin("HeuristicLab.Common", "3.3.13.$WCREV$")]
   [PluginFile("HeuristicLab.Common-3.3.dll", PluginFileType.Assembly)]
   public class HeuristicLabCommonPlugin : PluginBase {

branches/crossvalidation-2434/HeuristicLab.Common/3.3/Properties/AssemblyInfo.cs.frame

@@ -54 +54 @@
 // by using the '*' as shown below:
 [assembly: AssemblyVersion("3.3.0.0")]
-[assembly: AssemblyFileVersion("3.3.12.$WCREV$")]
+[assembly: AssemblyFileVersion("3.3.13.$WCREV$")]