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GradientBoostedTrees

Timestamp:

09/11/19 14:06:25 (5 years ago)

Author:

gkronber

Message:

#2925: merged r17037:17242 from trunk to branch

Location:

branches/2925_AutoDiffForDynamicalModels

Files:

: 18 edited

. (modified) (1 prop)
HeuristicLab.Algorithms.DataAnalysis (modified) (1 prop)
HeuristicLab.Algorithms.DataAnalysis/3.4 (modified) (1 prop)
HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/GradientBoostedTreesAlgorithm.cs (modified) (3 diffs)
HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/GradientBoostedTreesAlgorithmStatic.cs (modified) (1 diff)
HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/GradientBoostedTreesModel.cs (modified) (3 diffs)
HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/GradientBoostedTreesModelSurrogate.cs (modified) (4 diffs)
HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/GradientBoostedTreesSolution.cs (modified) (1 diff)
HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/IGradientBoostedTreesModel.cs (modified) (1 diff)
HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/LossFunctions/AbsoluteErrorLoss.cs (modified) (1 diff)
HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/LossFunctions/ILossFunction.cs (modified) (1 diff)
HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/LossFunctions/LogisticRegressionLoss.cs (modified) (1 diff)
HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/LossFunctions/QuantileRegressionLoss.cs (modified) (1 diff)
HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/LossFunctions/RelativeErrorLoss.cs (modified) (1 diff)
HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/LossFunctions/SquaredErrorLoss.cs (modified) (1 diff)
HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/ModelCreation.cs (modified) (1 diff)
HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/RegressionTreeBuilder.cs (modified) (1 diff)
HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/RegressionTreeModel.cs (modified) (1 diff)

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: Added
: Removed

branches/2925_AutoDiffForDynamicalModels

Property svn:mergeinfo changed

/branches/2435-alglib_3_15 (added)	merged: 16683-16684,17034,17036
/trunk	merged: 17037,17043-17044,17048,17052,17076-17089,17092-17095,17110,17118,17121,17125-17128,17132,17137,17139,17150,17154,17179-17180,17182-17185,17191,17198,17220-17223,17242

branches/2925_AutoDiffForDynamicalModels/HeuristicLab.Algorithms.DataAnalysis

Property svn:mergeinfo changed

/branches/2435-alglib_3_15/HeuristicLab.Algorithms.DataAnalysis (added)	merged: 17034
/branches/2952_RF-ModelStorage/HeuristicLab.Algorithms.DataAnalysis (added)	merged: 17045,17049-17050,17138,17151-17153
/trunk/HeuristicLab.Algorithms.DataAnalysis	merged: 17037,17043-17044,17137,17154,17180,17184,17242

branches/2925_AutoDiffForDynamicalModels/HeuristicLab.Algorithms.DataAnalysis/3.4

Property svn:mergeinfo changed

/branches/2435-alglib_3_15/HeuristicLab.Algorithms.DataAnalysis/3.4 (added)	merged: 17034
/branches/2952_RF-ModelStorage/HeuristicLab.Algorithms.DataAnalysis/3.4 (added)	merged: 17045,17049-17050,17138,17151-17153
/trunk/HeuristicLab.Algorithms.DataAnalysis/3.4	merged: 17037,17043-17044,17137,17154,17180,17184,17242

branches/2925_AutoDiffForDynamicalModels/HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/GradientBoostedTreesAlgorithm.cs

-                      r17035
+                      r17246
 #region License Information
 /* HeuristicLab
  * Copyright (C) 2002-2019 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  * and the BEACON Center for the Study of Evolution in Action.
+ *
 …
         Parameters.Add(new FixedValueParameter<EnumValue<ModelCreation>>(ModelCreationParameterName, "Defines the results produced at the end of the run (Surrogate => Less disk space, lazy recalculation of model)", new EnumValue<ModelCreation>(value)));
         Parameters[ModelCreationParameterName].Hidden = true;
+      } else if (!Parameters.ContainsKey(ModelCreationParameterName)) {
+        // very old version contains neither ModelCreationParameter nor CreateSolutionParameter
+        Parameters.Add(new FixedValueParameter<EnumValue<ModelCreation>>(ModelCreationParameterName, "Defines the results produced at the end of the run (Surrogate => Less disk space, lazy recalculation of model)", new EnumValue<ModelCreation>(ModelCreation.Model)));
+        Parameters[ModelCreationParameterName].Hidden = true;
+      }
       #endregion
 …
         if (ModelCreation == ModelCreation.SurrogateModel) {
           model = new GradientBoostedTreesModelSurrogate(problemData, (uint)Seed, lossFunction, Iterations, MaxSize, R, M, Nu, (GradientBoostedTreesModel)model);
+          model = new GradientBoostedTreesModelSurrogate((GradientBoostedTreesModel)model, problemData, (uint)Seed, lossFunction, Iterations, MaxSize, R, M, Nu);
+        }

branches/2925_AutoDiffForDynamicalModels/HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/GradientBoostedTreesAlgorithmStatic.cs

r17035	r17246
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) ~~2002-2019~~ Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	* and the BEACON Center for the Study of Evolution in Action.
5	5	*

branches/2925_AutoDiffForDynamicalModels/HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/GradientBoostedTreesModel.cs

-                      r17035
+                      r17246
 #region License Information
 /* HeuristicLab
  * Copyright (C) 2002-2019 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  * and the BEACON Center for the Study of Evolution in Action.
+ *
 …
   // this is essentially a collection of weighted regression models
   public sealed class GradientBoostedTreesModel : RegressionModel, IGradientBoostedTreesModel {
-    // BackwardsCompatibility3.4 for allowing deserialization & serialization of old models
-    #region Backwards compatible code, remove with 3.5
     [Storable(Name = "models")]
     private IList<IRegressionModel> __persistedModels {
 …
       get { return weights; }
+    }
-    #endregion
     public override IEnumerable<string> VariablesUsedForPrediction {

branches/2925_AutoDiffForDynamicalModels/HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/GradientBoostedTreesModelSurrogate.cs

-                      r16662
+                      r17246
 #region License Information
 /* HeuristicLab
  * Copyright (C) 2002-2019 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ * Copyright (C) Heuristic and Evolutionary Algorithms Laboratory (HEAL)
  * and the BEACON Center for the Study of Evolution in Action.
+ *
 …
       : base(original, cloner) {
       IGradientBoostedTreesModel clonedModel = null;
       if (original.ActualModel != null) clonedModel = cloner.Clone(original.ActualModel);
+      if (original.actualModel.IsValueCreated) clonedModel = cloner.Clone(original.ActualModel);
       actualModel = new Lazy<IGradientBoostedTreesModel>(CreateLazyInitFunc(clonedModel)); // only capture clonedModel in the closure
 …
     private Func<IGradientBoostedTreesModel> CreateLazyInitFunc(IGradientBoostedTreesModel clonedModel) {
       return () => {
         return clonedModel == null ? RecalculateModel() : clonedModel;
+        return clonedModel ?? RecalculateModel();
       };
+    }
     // create only the surrogate model without an actual model
     public GradientBoostedTreesModelSurrogate(IRegressionProblemData trainingProblemData, uint seed,
+    private GradientBoostedTreesModelSurrogate(IRegressionProblemData trainingProblemData, uint seed,
       ILossFunction lossFunction, int iterations, int maxSize, double r, double m, double nu)
       : base(trainingProblemData.TargetVariable, "Gradient boosted tree model", string.Empty) {
 …
       this.m = m;
       this.nu = nu;
+      actualModel = new Lazy<IGradientBoostedTreesModel>(() => RecalculateModel());
+    }
     // wrap an actual model in a surrograte
+    public GradientBoostedTreesModelSurrogate(IRegressionProblemData trainingProblemData, uint seed,
+      ILossFunction lossFunction, int iterations, int maxSize, double r, double m, double nu,
+      IGradientBoostedTreesModel model)
+    public GradientBoostedTreesModelSurrogate(IGradientBoostedTreesModel model, IRegressionProblemData trainingProblemData, uint seed,
+      ILossFunction lossFunction, int iterations, int maxSize, double r, double m, double nu)
       : this(trainingProblemData, seed, lossFunction, iterations, maxSize, r, m, nu) {
       actualModel = new Lazy<IGradientBoostedTreesModel>(() => model);

branches/2925_AutoDiffForDynamicalModels/HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/GradientBoostedTreesSolution.cs

r16662	r17246
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) ~~2002-2019~~ Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	*
5	5	* This file is part of HeuristicLab.

branches/2925_AutoDiffForDynamicalModels/HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/IGradientBoostedTreesModel.cs

r16662	r17246
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) ~~2002-2019~~ Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	* and the BEACON Center for the Study of Evolution in Action.
5	5	*

branches/2925_AutoDiffForDynamicalModels/HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/LossFunctions/AbsoluteErrorLoss.cs

r16662	r17246
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) ~~2002-2019~~ Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	* and the BEACON Center for the Study of Evolution in Action.
5	5	*

branches/2925_AutoDiffForDynamicalModels/HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/LossFunctions/ILossFunction.cs

r16662	r17246
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) ~~2002-2019~~ Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	* and the BEACON Center for the Study of Evolution in Action.
5	5	*

branches/2925_AutoDiffForDynamicalModels/HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/LossFunctions/LogisticRegressionLoss.cs

r16662	r17246
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) ~~2002-2019~~ Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	* and the BEACON Center for the Study of Evolution in Action.
5	5	*

branches/2925_AutoDiffForDynamicalModels/HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/LossFunctions/QuantileRegressionLoss.cs

r16662	r17246
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) ~~2002-2019~~ Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	* and the BEACON Center for the Study of Evolution in Action.
5	5	*

branches/2925_AutoDiffForDynamicalModels/HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/LossFunctions/RelativeErrorLoss.cs

r16662	r17246
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) ~~2002-2019~~ Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	* and the BEACON Center for the Study of Evolution in Action.
5	5	*

branches/2925_AutoDiffForDynamicalModels/HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/LossFunctions/SquaredErrorLoss.cs

r16662	r17246
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) ~~2002-2019~~ Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	* and the BEACON Center for the Study of Evolution in Action.
5	5	*

branches/2925_AutoDiffForDynamicalModels/HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/ModelCreation.cs

r17035	r17246
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) ~~2002-2018~~ Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	* and the BEACON Center for the Study of Evolution in Action.
5	5	*

branches/2925_AutoDiffForDynamicalModels/HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/RegressionTreeBuilder.cs

r16662	r17246
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) ~~2002-2019~~ Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	* and the BEACON Center for the Study of Evolution in Action.
5	5	*

branches/2925_AutoDiffForDynamicalModels/HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/RegressionTreeModel.cs

r16892	r17246
1	1	#region License Information
2	2	/* HeuristicLab
3		* Copyright (C) ~~2002-2019~~ Heuristic and Evolutionary Algorithms Laboratory (HEAL)
	3	* Copyright (C) Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	4	* and the BEACON Center for the Study of Evolution in Action.
5	5	*

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Changeset 17246 for branches/2925_AutoDiffForDynamicalModels/HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees

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