Changeset 16088
 Timestamp:
 08/27/18 19:03:10 (12 months ago)
 File:

 1 edited
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branches/2886_SymRegGrammarEnumeration/HeuristicLab.Algorithms.DataAnalysis.SymRegGrammarEnumeration/Analysis/BestSolutionAnalyzer.cs
r16053 r16088 22 22 using System; 23 23 using System.Diagnostics; 24 using System.Linq; 24 25 using HeuristicLab.Analysis; 25 26 using HeuristicLab.Common; … … 27 28 using HeuristicLab.Data; 28 29 using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding; 30 using HeuristicLab.Optimization; 29 31 using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; 30 32 using HeuristicLab.Problems.DataAnalysis.Symbolic; … … 41 43 public static readonly string BestComplexityResultName = "Best solution complexity"; 42 44 public static readonly string BestSolutions = "Best solutions"; 45 public static readonly string ParetoFrontResultName = "Pareto Front"; 46 public static readonly string ParetoFrontAnalysisResultName = "Pareto Front Analysis"; 43 47 44 48 private static readonly ISymbolicDataAnalysisExpressionTreeInterpreter expressionTreeLinearInterpreter = new SymbolicDataAnalysisExpressionTreeLinearInterpreter(); … … 69 73 70 74 var results = algorithm.Results; 71 var grammar = algorithm.Grammar;72 75 var problemData = algorithm.Problem.ProblemData; 73 76 … … 76 79 77 80 double r2 = algorithm.Evaluator.Evaluate(problemData, tree); 78 double bestR2 = results.ContainsKey(BestTrainingQualityResultName) ? GetValue<double>(results[BestTrainingQualityResultName].Value) : 0.0; 79 if (r2 < bestR2) 80 return; 81 int rank = GetRank(sentence); 81 82 82 var bestComplexity = results.ContainsKey(BestComplexityResultName) ? GetValue<int>(results[BestComplexityResultName].Value) : int.MaxValue; 83 var complexity = sentence.Complexity; 84 85 if (algorithm.BestTrainingSentence == null  r2 > bestR2  (r2.IsAlmost(bestR2) && complexity < bestComplexity)) { 86 algorithm.BestTrainingSentence = sentence; 87 83 // Store solution in pareto front 84 if (IsParetoOptimal(algorithm, rank, r2)) { 88 85 var model = new SymbolicRegressionModel(problemData.TargetVariable, tree, expressionTreeLinearInterpreter); 89 86 model.Scale(problemData); 90 87 var bestSolution = model.CreateRegressionSolution(problemData); 91 88 92 results.AddOrUpdateResult(BestTrainingQualityResultName, new DoubleValue(bestSolution.TrainingRSquared)); 93 results.AddOrUpdateResult(BestTestQualityResultName, new DoubleValue(bestSolution.TestRSquared)); 94 results.AddOrUpdateResult(BestTrainingModelResultName, bestSolution.Model); 95 results.AddOrUpdateResult(BestTrainingSolutionResultName, bestSolution); 96 results.AddOrUpdateResult(BestComplexityResultName, new IntValue(complexity)); 89 AddToParetoFront(algorithm, rank, r2, bestSolution); 97 90 98 // record best sentence quality & length 99 DataTable dt; 100 if (!results.ContainsKey(BestSolutions)) { 101 var names = new[] { "Quality", "Length", "Complexity", "Timestamp" }; 102 dt = new DataTable(); 103 foreach (var name in names) { 104 dt.Rows.Add(new DataRow(name) { VisualProperties = { StartIndexZero = true } }); 91 // Store overall best solution 92 double bestR2 = results.ContainsKey(BestTrainingQualityResultName) 93 ? GetValue<double>(results[BestTrainingQualityResultName].Value) 94 : 0.0; 95 var bestComplexity = results.ContainsKey(BestComplexityResultName) ? GetValue<int>(results[BestComplexityResultName].Value) : int.MaxValue; 96 var complexity = sentence.Complexity; 97 98 if (algorithm.BestTrainingSentence == null  r2 > bestR2  (r2.IsAlmost(bestR2) && complexity < bestComplexity)) { 99 algorithm.BestTrainingSentence = sentence; 100 101 results.AddOrUpdateResult(BestTrainingQualityResultName, new DoubleValue(bestSolution.TrainingRSquared)); 102 results.AddOrUpdateResult(BestTestQualityResultName, new DoubleValue(bestSolution.TestRSquared)); 103 results.AddOrUpdateResult(BestTrainingModelResultName, bestSolution.Model); 104 results.AddOrUpdateResult(BestTrainingSolutionResultName, bestSolution); 105 results.AddOrUpdateResult(BestComplexityResultName, new IntValue(complexity)); 106 107 // record best sentence quality & length 108 DataTable dt; 109 if (!results.ContainsKey(BestSolutions)) { 110 var names = new[] { "Quality", "Length", "Complexity", "Timestamp" }; 111 dt = new DataTable(); 112 foreach (var name in names) { 113 dt.Rows.Add(new DataRow(name) { VisualProperties = { StartIndexZero = true } }); 114 } 115 results.AddOrUpdateResult(BestSolutions, dt); 105 116 } 106 results.AddOrUpdateResult(BestSolutions, dt); 117 dt = (DataTable)results[BestSolutions].Value; 118 dt.Rows["Quality"].Values.Add(r2); 119 dt.Rows["Length"].Values.Add((double)sentence.Count); 120 dt.Rows["Complexity"].Values.Add(complexity); 121 dt.Rows["Timestamp"].Values.Add(algorithm.ExecutionTime.TotalMilliseconds / 1000d); 107 122 } 108 dt = (DataTable)results[BestSolutions].Value;109 dt.Rows["Quality"].Values.Add(r2);110 dt.Rows["Length"].Values.Add((double)sentence.Count);111 dt.Rows["Complexity"].Values.Add(complexity);112 dt.Rows["Timestamp"].Values.Add(algorithm.ExecutionTime.TotalMilliseconds / 1000d);113 123 } 114 124 … … 125 135 return v.Value; 126 136 } 137 138 private int GetRank(SymbolList s) { 139 return s.Complexity; 140 } 141 142 private bool IsParetoOptimal(GrammarEnumerationAlgorithm algorithm, int currRank, double currQuality) { 143 if (!algorithm.Results.ContainsKey(ParetoFrontResultName)) return true; 144 145 ItemList<DoubleArray> paretoFront = (ItemList<DoubleArray>)algorithm.Results[ParetoFrontResultName].Value; 146 147 DoubleArray precedingRank = paretoFront.OrderByDescending(v => v[0]).FirstOrDefault(v => v[0] <= currRank); 148 149 return precedingRank == null  currQuality > precedingRank[1]; 150 } 151 152 private void AddToParetoFront(GrammarEnumerationAlgorithm algorithm, int currRank, double currQuality, ISymbolicRegressionSolution solution) { 153 if (!algorithm.Results.ContainsKey(ParetoFrontResultName)) { 154 algorithm.Results.Add(new Result(ParetoFrontResultName, new ItemList<DoubleArray>())); 155 156 var scatterPlot = new ScatterPlot(ParetoFrontAnalysisResultName, ParetoFrontAnalysisResultName); 157 algorithm.Results.Add(new Result(ParetoFrontAnalysisResultName, scatterPlot)); 158 scatterPlot.Rows.Add(new ScatterPlotDataRow()); 159 160 scatterPlot.VisualProperties.XAxisTitle = "Complexity"; 161 scatterPlot.VisualProperties.YAxisTitle = "R²"; 162 scatterPlot.Rows.First().VisualProperties.PointSize = 10; 163 } 164 165 ItemList<DoubleArray> paretoFront = (ItemList<DoubleArray>)algorithm.Results[ParetoFrontResultName].Value; 166 ScatterPlotDataRow plot = ((ScatterPlot)algorithm.Results[ParetoFrontAnalysisResultName].Value).Rows.First(); 167 168 169 // Delete solutions with higher rank, which are now dominated. 170 foreach (DoubleArray succeedingRank in paretoFront.Where(k => k[0] >= currRank).ToArray()) { 171 if (succeedingRank[1] < currQuality) { 172 paretoFront.Remove(succeedingRank); 173 RemovePoint(plot, succeedingRank[0]); 174 } 175 } 176 177 paretoFront.Add(new DoubleArray(new double[] { currRank, currQuality })); 178 plot.Points.Add(new Point2D<double>(currRank, currQuality, solution)); 179 } 180 181 private void RemovePoint(ScatterPlotDataRow plot, double rank) { 182 plot.Points.RemoveAll(p => p.X.IsAlmost(rank)); 183 } 127 184 } 128 185 }
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