Changeset 15973 for branches/2522_RefactorPluginInfrastructure/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective

Timestamp:

06/28/18 11:13:37 (7 years ago)

Author:

gkronber

Message:

#2522: merged trunk changes from r13402:15972 to branch resolving conflicts where necessary

Location:

branches/2522_RefactorPluginInfrastructure

Files:

• . (modified) (2 props)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression (modified) (1 prop)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4 (modified) (1 prop)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/PearsonRSquaredNestedTreeSizeEvaluator.cs (modified) (2 diffs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/PearsonRSquaredNumberOfVariablesEvaluator.cs (modified) (3 diffs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/PearsonRSquaredTreeComplexityEvaluator.cs (modified) (2 diffs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/SymbolicRegressionMultiObjectiveEvaluator.cs (modified) (6 diffs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/SymbolicRegressionMultiObjectiveMeanSquaredErrorTreeSizeEvaluator.cs (modified) (2 diffs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/SymbolicRegressionMultiObjectivePearsonRSquaredTreeSizeEvaluator.cs (modified) (2 diffs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/SymbolicRegressionMultiObjectiveProblem.cs (modified) (1 diff)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/SymbolicRegressionMultiObjectiveTrainingBestSolutionAnalyzer.cs (modified) (7 diffs)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/SymbolicRegressionMultiObjectiveValidationBestSolutionAnalyzer.cs (modified) (2 diffs)

branches/2522_RefactorPluginInfrastructure

@@ -24 +24 @@
 protoc.exe
 obj
+.vs

@@ -24 +24 @@
 protoc.exe
 obj
+.vs

branches/2522_RefactorPluginInfrastructure/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/PearsonRSquaredNestedTreeSizeEvaluator.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.
@@ -55 +55 @@
 
       if (UseConstantOptimization) {
-        SymbolicRegressionConstantOptimizationEvaluator.OptimizeConstants(interpreter, solution, problemData, rows, applyLinearScaling, ConstantOptimizationIterations, estimationLimits.Upper, estimationLimits.Lower);
+        SymbolicRegressionConstantOptimizationEvaluator.OptimizeConstants(interpreter, solution, problemData, rows, applyLinearScaling, ConstantOptimizationIterations, updateVariableWeights: ConstantOptimizationUpdateVariableWeights,lowerEstimationLimit: estimationLimits.Lower, upperEstimationLimit: estimationLimits.Upper);
       }
 

branches/2522_RefactorPluginInfrastructure/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/PearsonRSquaredNumberOfVariablesEvaluator.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.
@@ -55 +55 @@
 
       if (UseConstantOptimization) {
-        SymbolicRegressionConstantOptimizationEvaluator.OptimizeConstants(interpreter, solution, problemData, rows, applyLinearScaling, ConstantOptimizationIterations, estimationLimits.Upper, estimationLimits.Lower);
+        SymbolicRegressionConstantOptimizationEvaluator.OptimizeConstants(interpreter, solution, problemData, rows, applyLinearScaling, ConstantOptimizationIterations, updateVariableWeights: ConstantOptimizationUpdateVariableWeights, lowerEstimationLimit: estimationLimits.Lower, upperEstimationLimit: estimationLimits.Upper);
       }
       double[] qualities = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, solution, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, ProblemDataParameter.ActualValue, rows, ApplyLinearScalingParameter.ActualValue.Value, DecimalPlaces);
@@ -66 +66 @@
       if (decimalPlaces >= 0)
         r2 = Math.Round(r2, decimalPlaces);
-      return new double[2] { r2, solution.IterateNodesPostfix().OfType<VariableTreeNode>().Count() }; // count the number of variables
+      return new double[2] { r2, solution.IterateNodesPostfix().OfType<IVariableTreeNode>().Count() }; // count the number of variables
     }
 

branches/2522_RefactorPluginInfrastructure/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/PearsonRSquaredTreeComplexityEvaluator.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.
@@ -54 +54 @@
 
       if (UseConstantOptimization) {
-        SymbolicRegressionConstantOptimizationEvaluator.OptimizeConstants(interpreter, solution, problemData, rows, applyLinearScaling, ConstantOptimizationIterations, estimationLimits.Upper, estimationLimits.Lower);
+        SymbolicRegressionConstantOptimizationEvaluator.OptimizeConstants(interpreter, solution, problemData, rows, applyLinearScaling, ConstantOptimizationIterations, updateVariableWeights: ConstantOptimizationUpdateVariableWeights, lowerEstimationLimit: estimationLimits.Lower, upperEstimationLimit: estimationLimits.Upper);
       }
       double[] qualities = Calculate(interpreter, solution, estimationLimits.Lower, estimationLimits.Upper, problemData, rows, applyLinearScaling, DecimalPlaces);

branches/2522_RefactorPluginInfrastructure/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/SymbolicRegressionMultiObjectiveEvaluator.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.
@@ -34 +34 @@
     private const string ConstantOptimizationIterationsParameterName = "Constant optimization iterations";
 
+    private const string ConstantOptimizationUpdateVariableWeightsParameterName =
+      "Constant optimization update variable weights";
+
     public IFixedValueParameter<IntValue> DecimalPlacesParameter {
       get { return (IFixedValueParameter<IntValue>)Parameters[DecimalPlacesParameterName]; }
@@ -45 +48 @@
     }
 
+    public IFixedValueParameter<BoolValue> ConstantOptimizationUpdateVariableWeightsParameter {
+      get { return (IFixedValueParameter<BoolValue>)Parameters[ConstantOptimizationUpdateVariableWeightsParameterName]; }
+    }
 
     public int DecimalPlaces {
@@ -58 +64 @@
       set { ConstantOptimizationIterationsParameter.Value.Value = value; }
     }
+    public bool ConstantOptimizationUpdateVariableWeights {
+      get { return ConstantOptimizationUpdateVariableWeightsParameter.Value.Value; }
+      set { ConstantOptimizationUpdateVariableWeightsParameter.Value.Value = value; }
+    }
 
     [StorableConstructor]
@@ -70 +80 @@
       Parameters.Add(new FixedValueParameter<BoolValue>(UseConstantOptimizationParameterName, "", new BoolValue(false)));
       Parameters.Add(new FixedValueParameter<IntValue>(ConstantOptimizationIterationsParameterName, "The number of iterations constant optimization should be applied.", new IntValue(5)));
+      Parameters.Add(new FixedValueParameter<BoolValue>(ConstantOptimizationUpdateVariableWeightsParameterName, "Determines if the variable weights in the tree should be optimized during constant optimization.", new BoolValue(true)) { Hidden = true });
     }
 
@@ -83 +94 @@
         Parameters.Add(new FixedValueParameter<IntValue>(ConstantOptimizationIterationsParameterName, "The number of iterations constant optimization should be applied.", new IntValue(5)));
       }
+      if (!Parameters.ContainsKey(ConstantOptimizationUpdateVariableWeightsParameterName)) {
+        Parameters.Add(new FixedValueParameter<BoolValue>(ConstantOptimizationUpdateVariableWeightsParameterName, "Determines if the variable weights in the tree should be optimized during constant optimization.", new BoolValue(true)));
+      }
     }
   }

branches/2522_RefactorPluginInfrastructure/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/SymbolicRegressionMultiObjectiveMeanSquaredErrorTreeSizeEvaluator.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.
@@ -54 +54 @@
 
       if (UseConstantOptimization) {
-        SymbolicRegressionConstantOptimizationEvaluator.OptimizeConstants(interpreter, solution, problemData, rows, applyLinearScaling, ConstantOptimizationIterations, estimationLimits.Upper, estimationLimits.Lower);
+        SymbolicRegressionConstantOptimizationEvaluator.OptimizeConstants(interpreter, solution, problemData, rows, applyLinearScaling, ConstantOptimizationIterations, updateVariableWeights: ConstantOptimizationUpdateVariableWeights, lowerEstimationLimit: estimationLimits.Lower, upperEstimationLimit: estimationLimits.Upper);
       }
 

branches/2522_RefactorPluginInfrastructure/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/SymbolicRegressionMultiObjectivePearsonRSquaredTreeSizeEvaluator.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.
@@ -54 +54 @@
 
       if (UseConstantOptimization) {
-        SymbolicRegressionConstantOptimizationEvaluator.OptimizeConstants(interpreter, solution, problemData, rows, applyLinearScaling, ConstantOptimizationIterations, estimationLimits.Upper, estimationLimits.Lower);
+        SymbolicRegressionConstantOptimizationEvaluator.OptimizeConstants(interpreter, solution, problemData, rows, applyLinearScaling, ConstantOptimizationIterations, updateVariableWeights: ConstantOptimizationUpdateVariableWeights, lowerEstimationLimit: estimationLimits.Lower, upperEstimationLimit: estimationLimits.Upper);
       }
       double[] qualities = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, solution, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper, ProblemDataParameter.ActualValue, rows, ApplyLinearScalingParameter.ActualValue.Value, DecimalPlaces);

branches/2522_RefactorPluginInfrastructure/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/SymbolicRegressionMultiObjectiveProblem.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.

branches/2522_RefactorPluginInfrastructure/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/SymbolicRegressionMultiObjectiveTrainingBestSolutionAnalyzer.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.
@@ -44 +44 @@
     private const string MaximumSymbolicExpressionTreeLengthParameterName = "MaximumSymbolicExpressionTreeLength";
     private const string ValidationPartitionParameterName = "ValidationPartition";
+    private const string AnalyzeTestErrorParameterName = "Analyze Test Error";
 
     #region parameter properties
@@ -62 +63 @@
       get { return (IValueLookupParameter<IntRange>)Parameters[ValidationPartitionParameterName]; }
     }
+
+    public IFixedValueParameter<BoolValue> AnalyzeTestErrorParameter {
+      get { return (IFixedValueParameter<BoolValue>)Parameters[AnalyzeTestErrorParameterName]; }
+    }
     #endregion
+
+    public bool AnalyzeTestError {
+      get { return AnalyzeTestErrorParameter.Value.Value; }
+      set { AnalyzeTestErrorParameter.Value.Value = value; }
+    }
 
     [StorableConstructor]
@@ -74 +84 @@
       Parameters.Add(new LookupParameter<IntValue>(MaximumSymbolicExpressionTreeLengthParameterName, "Maximal length of the symbolic expression.") { Hidden = true });
       Parameters.Add(new ValueLookupParameter<IntRange>(ValidationPartitionParameterName, "The validation partition."));
+      Parameters.Add(new FixedValueParameter<BoolValue>(AnalyzeTestErrorParameterName, "Flag whether the test error should be displayed in the Pareto-Front", new BoolValue(false)));
     }
 
@@ -82 +93 @@
       if (!Parameters.ContainsKey(ValidationPartitionParameterName))
         Parameters.Add(new ValueLookupParameter<IntRange>(ValidationPartitionParameterName, "The validation partition."));
+      if (!Parameters.ContainsKey(AnalyzeTestErrorParameterName))
+        Parameters.Add(new FixedValueParameter<BoolValue>(AnalyzeTestErrorParameterName, "Flag whether the test error should be displayed in the Pareto-Front", new BoolValue(false)));
     }
 
@@ -89 +102 @@
 
     protected override ISymbolicRegressionSolution CreateSolution(ISymbolicExpressionTree bestTree, double[] bestQuality) {
-      var model = new SymbolicRegressionModel((ISymbolicExpressionTree)bestTree.Clone(), SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper);
+      var model = new SymbolicRegressionModel(ProblemDataParameter.ActualValue.TargetVariable, (ISymbolicExpressionTree)bestTree.Clone(), SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper);
       if (ApplyLinearScalingParameter.ActualValue.Value) model.Scale(ProblemDataParameter.ActualValue);
       return new SymbolicRegressionSolution(model, (IRegressionProblemData)ProblemDataParameter.ActualValue.Clone());
@@ -131 +144 @@
 
       qualityToTreeSize.Rows.Clear();
-      var trainingRow = new ScatterPlotDataRow("Training NMSE", "", sizeParetoFront.Select(x => new Point2D<double>(x.Model.SymbolicExpressionTree.Length, x.TrainingNormalizedMeanSquaredError)));
+      var trainingRow = new ScatterPlotDataRow("Training NMSE", "", sizeParetoFront.Select(x => new Point2D<double>(x.Model.SymbolicExpressionTree.Length, x.TrainingNormalizedMeanSquaredError, x)));
       trainingRow.VisualProperties.PointSize = 8;
       qualityToTreeSize.Rows.Add(trainingRow);
+
+      if (AnalyzeTestError) {
+        var testRow = new ScatterPlotDataRow("Test NMSE", "",
+          sizeParetoFront.Select(x => new Point2D<double>(x.Model.SymbolicExpressionTree.Length, x.TestNormalizedMeanSquaredError, x)));
+        testRow.VisualProperties.PointSize = 8;
+        qualityToTreeSize.Rows.Add(testRow);
+      }
 
       var validationPartition = ValidationPartitionParameter.ActualValue;

branches/2522_RefactorPluginInfrastructure/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/MultiObjective/SymbolicRegressionMultiObjectiveValidationBestSolutionAnalyzer.cs

@@ -1 +1 @@
 #region License Information
 /* HeuristicLab
- * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  *
  * This file is part of HeuristicLab.
@@ -54 +54 @@
 
     protected override ISymbolicRegressionSolution CreateSolution(ISymbolicExpressionTree bestTree, double[] bestQuality) {
-      var model = new SymbolicRegressionModel((ISymbolicExpressionTree)bestTree.Clone(), SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper);
+      var model = new SymbolicRegressionModel(ProblemDataParameter.ActualValue.TargetVariable, (ISymbolicExpressionTree)bestTree.Clone(), SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper);
       if (ApplyLinearScalingParameter.ActualValue.Value) model.Scale(ProblemDataParameter.ActualValue);
       return new SymbolicRegressionSolution(model, (IRegressionProblemData)ProblemDataParameter.ActualValue.Clone());

@@ -24 +24 @@
 protoc.exe
 obj
+.vs