Changeset 15502 for trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/NonlinearRegression

Timestamp:

12/07/17 17:58:58 (7 years ago)

Author:

mkommend

Message:

#2862: Added switch to enable/disable linear scaling in NLR.

File:

• trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/NonlinearRegression/NonlinearRegression.cs (modified) (9 diffs)

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/NonlinearRegression/NonlinearRegression.cs

@@ -51 +51 @@
     private const string SeedParameterName = "Seed";
     private const string InitParamsRandomlyParameterName = "InitializeParametersRandomly";
+    private const string ApplyLinearScalingParameterName = "Apply linear scaling";
 
     public IFixedValueParameter<StringValue> ModelStructureParameter {
@@ -73 +74 @@
     public IFixedValueParameter<BoolValue> InitParametersRandomlyParameter {
       get { return (IFixedValueParameter<BoolValue>)Parameters[InitParamsRandomlyParameterName]; }
+    }
+
+    public IFixedValueParameter<BoolValue> ApplyLinearScalingParameter {
+      get { return (IFixedValueParameter<BoolValue>)Parameters[ApplyLinearScalingParameterName]; }
     }
 
@@ -103 +108 @@
       get { return InitParametersRandomlyParameter.Value.Value; }
       set { InitParametersRandomlyParameter.Value.Value = value; }
+    }
+
+    public bool ApplyLinearScaling {
+      get { return ApplyLinearScalingParameter.Value.Value; }
+      set { ApplyLinearScalingParameter.Value.Value = value; }
     }
 
@@ -119 +129 @@
       Parameters.Add(new FixedValueParameter<BoolValue>(SetSeedRandomlyParameterName, "Switch to determine if the random number seed should be initialized randomly.", new BoolValue(true)));
       Parameters.Add(new FixedValueParameter<BoolValue>(InitParamsRandomlyParameterName, "Switch to determine if the real-valued model parameters should be initialized randomly in each restart.", new BoolValue(false)));
+      Parameters.Add(new FixedValueParameter<BoolValue>(ApplyLinearScalingParameterName, " Switch to determine if linear scaling terms should be added to the model", new BoolValue(true)));
 
       SetParameterHiddenState();
@@ -146 +157 @@
       if (!Parameters.ContainsKey(InitParamsRandomlyParameterName))
         Parameters.Add(new FixedValueParameter<BoolValue>(InitParamsRandomlyParameterName, "Switch to determine if the numeric parameters of the model should be initialized randomly.", new BoolValue(false)));
+      if (!Parameters.ContainsKey(ApplyLinearScalingParameterName))
+        Parameters.Add(new FixedValueParameter<BoolValue>(ApplyLinearScalingParameterName, " Switch to determine if linear scaling terms should be added to the model", new BoolValue(true)));
+
 
       SetParameterHiddenState();
@@ -174 +188 @@
         if (SetSeedRandomly) Seed = (new System.Random()).Next();
         var rand = new MersenneTwister((uint)Seed);
-        bestSolution = CreateRegressionSolution(Problem.ProblemData, ModelStructure, Iterations, rand);
+        bestSolution = CreateRegressionSolution(Problem.ProblemData, ModelStructure, Iterations, ApplyLinearScaling, rand);
         trainRMSERow.Values.Add(bestSolution.TrainingRootMeanSquaredError);
         testRMSERow.Values.Add(bestSolution.TestRootMeanSquaredError);
         for (int r = 0; r < Restarts; r++) {
-          var solution = CreateRegressionSolution(Problem.ProblemData, ModelStructure, Iterations, rand);
+          var solution = CreateRegressionSolution(Problem.ProblemData, ModelStructure, Iterations, ApplyLinearScaling, rand);
           trainRMSERow.Values.Add(solution.TrainingRootMeanSquaredError);
           testRMSERow.Values.Add(solution.TestRootMeanSquaredError);
@@ -186 +200 @@
         }
       } else {
-        bestSolution = CreateRegressionSolution(Problem.ProblemData, ModelStructure, Iterations);
+        bestSolution = CreateRegressionSolution(Problem.ProblemData, ModelStructure, Iterations, ApplyLinearScaling);
       }
 
@@ -206 +220 @@
     /// <param name="random">Optional random number generator for random initialization of numeric constants.</param>
     /// <returns></returns>
-    public static ISymbolicRegressionSolution CreateRegressionSolution(IRegressionProblemData problemData, string modelStructure, int maxIterations, IRandom rand = null) {
+    public static ISymbolicRegressionSolution CreateRegressionSolution(IRegressionProblemData problemData, string modelStructure, int maxIterations, bool applyLinearScaling, IRandom rand = null) {
       var parser = new InfixExpressionParser();
       var tree = parser.Parse(modelStructure);
@@ -262 +276 @@
 
       SymbolicRegressionConstantOptimizationEvaluator.OptimizeConstants(interpreter, tree, problemData, problemData.TrainingIndices,
-        applyLinearScaling: true, maxIterations: maxIterations,
+        applyLinearScaling: applyLinearScaling, maxIterations: maxIterations,
         updateVariableWeights: false, updateConstantsInTree: true);
 
-      var scaledModel = new SymbolicRegressionModel(problemData.TargetVariable, tree, (ISymbolicDataAnalysisExpressionTreeInterpreter)interpreter.Clone());
-      scaledModel.Scale(problemData);
-      SymbolicRegressionSolution solution = new SymbolicRegressionSolution(scaledModel, (IRegressionProblemData)problemData.Clone());
+      var model = new SymbolicRegressionModel(problemData.TargetVariable, tree, (ISymbolicDataAnalysisExpressionTreeInterpreter)interpreter.Clone());
+      if (applyLinearScaling)
+        model.Scale(problemData);
+
+      SymbolicRegressionSolution solution = new SymbolicRegressionSolution(model, (IRegressionProblemData)problemData.Clone());
       solution.Model.Name = "Regression Model";
       solution.Name = "Regression Solution";