Changeset 14946 for trunk/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression

Timestamp:

05/09/17 18:23:29 (7 years ago)

Author:

mkommend

Message:

#2686: Fixed updating of constants / variable weights if lagged variables are used within constants optimization.

File:

• trunk/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/SingleObjective/Evaluators/SymbolicRegressionConstantOptimizationEvaluator.cs (modified) (4 diffs)

trunk/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/SingleObjective/Evaluators/SymbolicRegressionConstantOptimizationEvaluator.cs

@@ -196 +196 @@
           int lag = info.lag;
           if (ds.VariableHasType<double>(info.variableName)) {
-            x[row, col] = ds.GetDoubleValue(info.variableName, r + lag);
+            x[row, col] = ds.GetDoubleValue(info.variableName, r + info.lag);
           } else if (ds.VariableHasType<string>(info.variableName)) {
             x[row, col] = ds.GetStringValue(info.variableName, r) == info.variableValue ? 1 : 0;
@@ -218 +218 @@
         alglib.lsfitfit(state, function_cx_1_func, function_cx_1_grad, null, null);
         alglib.lsfitresults(state, out retVal, out c, out rep);
-      } catch (ArithmeticException) {
+      }
+      catch (ArithmeticException) {
         return originalQuality;
-      } catch (alglib.alglibexception) {
+      }
+      catch (alglib.alglibexception) {
         return originalQuality;
       }
@@ -241 +243 @@
         ConstantTreeNode constantTreeNode = node as ConstantTreeNode;
         VariableTreeNode variableTreeNode = node as VariableTreeNode;
+        LaggedVariableTreeNode laggedVarTreeNode = node as LaggedVariableTreeNode;
         BinaryFactorVariableTreeNode binFactorVarTreeNode = node as BinaryFactorVariableTreeNode;
         FactorVariableTreeNode factorVarTreeNode = node as FactorVariableTreeNode;
@@ -247 +250 @@
         else if (updateVariableWeights && variableTreeNode != null)
           variableTreeNode.Weight = constants[i++];
+        else if (updateVariableWeights && laggedVarTreeNode != null)
+          laggedVarTreeNode.Weight = constants[i++];
         else if (updateVariableWeights && binFactorVarTreeNode != null)
           binFactorVarTreeNode.Weight = constants[i++];