Changeset 15343 for branches/EfficientGlobalOptimization/HeuristicLab.Algorithms.EGO/EgoUtilities.cs

Timestamp:

08/29/17 11:28:16 (7 years ago)

Author:

bwerth

Message:

#2745 added discretized EGO-version for use with IntegerVectors

File:

• branches/EfficientGlobalOptimization/HeuristicLab.Algorithms.EGO/EgoUtilities.cs (modified) (4 diffs)

branches/EfficientGlobalOptimization/HeuristicLab.Algorithms.EGO/EgoUtilities.cs

@@ -27 +27 @@
 using HeuristicLab.Data;
 using HeuristicLab.Encodings.RealVectorEncoding;
+using HeuristicLab.Encodings.IntegerVectorEncoding;
 using HeuristicLab.Optimization;
 using HeuristicLab.Problems.DataAnalysis;
@@ -54 +55 @@
       return model.GetEstimatedValues(dataset, new[] { 0 }).First();
     }
+    public static double GetEstimation(this IRegressionModel model, IntegerVector r) {
+      var dataset = GetDataSet(new[] { new Tuple<IntegerVector, double>(r, 0.0) });
+      return model.GetEstimatedValues(dataset, new[] { 0 }).First();
+    }
     public static double GetVariance(this IConfidenceRegressionModel model, RealVector r) {
       var dataset = GetDataSet(new[] { new Tuple<RealVector, double>(r, 0.0) }, false);
+      return model.GetEstimatedVariances(dataset, new[] { 0 }).First();
+    }
+    public static double GetVariance(this IConfidenceRegressionModel model, IntegerVector r) {
+      var dataset = GetDataSet(new[] { new Tuple<IntegerVector, double>(r, 0.0) });
       return model.GetEstimatedVariances(dataset, new[] { 0 }).First();
     }
@@ -61 +70 @@
       return dataset.GetDoubleValue("input" + j, i);
     }
+    public static RealVector ToRealVector(this IntegerVector vector) {
+      return new RealVector(vector.Select(x => (double)x).ToArray());
+    }
+
 
     //Sub-ALgorithms
@@ -80 +93 @@
     public static Dataset GetDataSet(IReadOnlyList<Tuple<RealVector, double>> samples, bool removeDuplicates) {
       if (removeDuplicates) samples = RemoveDuplicates(samples); //TODO duplicate removal leads to incorrect uncertainty values in models
+      var dimensions = samples[0].Item1.Length + 1;
+      var data = new double[samples.Count, dimensions];
+      var names = new string[dimensions - 1];
+      for (var i = 0; i < names.Length; i++) names[i] = "input" + i;
+      for (var j = 0; j < samples.Count; j++) {
+        for (var i = 0; i < names.Length; i++) data[j, i] = samples[j].Item1[i];
+        data[j, dimensions - 1] = samples[j].Item2;
+      }
+      return new Dataset(names.Concat(new[] { "output" }).ToArray(), data);
+    }
+    //overload for IntegerVectors does not support duplicate removal
+    public static Dataset GetDataSet(IReadOnlyList<Tuple<IntegerVector, double>> samples) {
       var dimensions = samples[0].Item1.Length + 1;
       var data = new double[samples.Count, dimensions];