Changeset 17368

Timestamp:

11/25/19 09:19:26 (5 years ago)

Author:

chaider

Message:

#2971 Merged trunk into branch

Location:

branches/2971_named_intervals

Files:

• HeuristicLab.Problems.DataAnalysis (modified) (1 prop)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Regression (modified) (1 prop)
• HeuristicLab.Problems.DataAnalysis.Symbolic.Views (modified) (1 prop)
• HeuristicLab.Problems.DataAnalysis.Views (modified) (1 prop)
• HeuristicLab.Problems.DataAnalysis.Views/3.4/Regression/RegressionSolutionResidualAnalysisView.cs (modified) (1 diff)
• HeuristicLab.Problems.DataAnalysis/3.4 (modified) (1 prop)
• HeuristicLab.Problems.DataAnalysis/3.4/Implementation/Interval/Interval.cs (modified) (6 diffs, 1 prop)

branches/2971_named_intervals/HeuristicLab.Problems.DataAnalysis.Views/3.4/Regression/RegressionSolutionResidualAnalysisView.cs

@@ -93 +93 @@
       var dateTimeVars = ds.DateTimeVariables.Where(vn => ds.GetDateTimeValues(vn).Distinct().Skip(1).Any()).ToArray();
 
-      // produce training and test values separately as they might overlap (e.g. for ensembles)
-      var predictedValuesTrain = Content.EstimatedTrainingValues.ToArray();
-      int j = 0; // idx for predictedValues array
-      foreach (var i in problemData.TrainingIndices) {
+      var predictedValues = Content.EstimatedValues.ToArray();
+      foreach (var i in problemData.AllIndices) {
         var run = CreateRunForIdx(i, problemData, doubleVars, stringVars, dateTimeVars);
         var targetValue = ds.GetDoubleValue(problemData.TargetVariable, i);
-        AddErrors(run, predictedValuesTrain[j++], targetValue);
-        run.Results.Add(PartitionLabel, new StringValue("Training"));
-        run.Color = Color.Gold;
+        AddErrors(run, predictedValues[i], targetValue);
+
+        if (problemData.IsTrainingSample(i) && problemData.IsTestSample(i)) {
+          run.Results.Add(PartitionLabel, new StringValue("Training + Test"));
+          run.Color = Color.Orange;
+        } else if (problemData.IsTrainingSample(i)) {
+          run.Results.Add(PartitionLabel, new StringValue("Training"));
+          run.Color = Color.Gold;
+        } else if (problemData.IsTestSample(i)) {
+          run.Results.Add(PartitionLabel, new StringValue("Test"));
+          run.Color = Color.Red;
+        } else {
+          run.Results.Add(PartitionLabel, new StringValue("Additional Data"));
+          run.Color = Color.Black;
+        }
         runs.Add(run);
       }
-      var predictedValuesTest = Content.EstimatedTestValues.ToArray();
-      j = 0;
-      foreach (var i in problemData.TestIndices) {
-        var run = CreateRunForIdx(i, problemData, doubleVars, stringVars, dateTimeVars);
-        var targetValue = ds.GetDoubleValue(problemData.TargetVariable, i);
-        AddErrors(run, predictedValuesTest[j++], targetValue);
-        run.Results.Add(PartitionLabel, new StringValue("Test"));
-        run.Color = Color.Red;
-        runs.Add(run);
-      }
+
       if (string.IsNullOrEmpty(selectedXAxis))
         selectedXAxis = "Index";

branches/2971_named_intervals/HeuristicLab.Problems.DataAnalysis/3.4/Implementation/Interval/Interval.cs

@@ -37 +37 @@
     protected Interval(StorableConstructorFlag _) { }
 
+    /// <summary>
+    /// Creates an interval with given bounds, where lower bound must be smaller than
+    /// the upper bound. Floating point precision errors trough calculations are fixed by,
+    /// checking if the intervals are almost the same (E-12). If this is the case, the bounds 
+    /// will be set to the bound closer to zero.
+    /// </summary>
+    /// <param name="lowerBound">Lower bound of the interval</param>
+    /// <param name="upperBound">Upper bound of the interval</param>
     public Interval(double lowerBound, double upperBound) {
-      //TODO Handle floating point issues where lowerbound is bigger than upperbound in the nth decimal place
+      if (lowerBound.IsAlmost(upperBound)) {
+        //If the bounds go over zero
+        if (lowerBound <= 0 && upperBound >= 0) {
+          lowerBound = 0.0;
+          upperBound = 0.0;
+          //Interval is negative
+        } else if (upperBound < 0) {
+          lowerBound = upperBound;
+          //Interval is positive
+        } else {
+          upperBound = lowerBound;
+        }
+      }
+
       if (lowerBound > upperBound)
         throw new ArgumentException("lowerBound must be smaller than or equal to upperBound.");
@@ -98 +119 @@
     }
 
+    /// <summary>
+    /// True if the interval is positive without zero
+    /// </summary>
+    public bool IsPositive {
+      get => LowerBound > 0.0; 
+    }
+
+    /// <summary>
+    /// True if the interval is negative without zero
+    /// </summary>
+    public bool IsNegative {
+      get => UpperBound < 0.0;
+    }
+
     public static Interval GetInterval(IEnumerable<double> values) {
       if (values == null) throw new ArgumentNullException("values");
@@ -166 +201 @@
     }
 
-    //mkommend: Division by intervals containing 0 is implemented as defined in
+    //Division by intervals containing 0 is implemented as defined in
     //http://en.wikipedia.org/wiki/Interval_arithmetic
     public static Interval Divide(Interval a, Interval b) {
@@ -209 +244 @@
     public static Interval Tangens(Interval a) {
       return Interval.Divide(Interval.Sine(a), Interval.Cosine(a));
-    }  
+    }
     public static Interval HyperbolicTangent(Interval a) {
       return new Interval(Math.Tanh(a.LowerBound), Math.Tanh(a.UpperBound));
@@ -244 +279 @@
       if (a.UpperBound <= 0) return new Interval(a.UpperBound * a.UpperBound, a.LowerBound * a.LowerBound);     // interval is negative
       else if (a.LowerBound >= 0) return new Interval(a.LowerBound * a.LowerBound, a.UpperBound * a.UpperBound); // interval is positive
-      else return new Interval(0, Math.Max(a.LowerBound*a.LowerBound, a.UpperBound*a.UpperBound)); // interval goes over zero
+      else return new Interval(0, Math.Max(a.LowerBound * a.LowerBound, a.UpperBound * a.UpperBound)); // interval goes over zero
     }
 
@@ -273 +308 @@
       var absLower = Math.Abs(a.LowerBound);
       var absUpper = Math.Abs(a.UpperBound);
-      return new Interval(Math.Min(absLower, absUpper), Math.Max(absLower, absUpper));
+      var min = Math.Min(absLower, absUpper);
+      var max = Math.Max(absLower, absUpper);
+
+      if (a.Contains(0.0)) {
+        min = 0.0;
+    }
+
+      return new Interval(min, max);
+    }
+
+    public static Interval AnalyticalQuotient(Interval a, Interval b) {
+      var dividend = a;
+      var divisor = Add(Square(b), new Interval(1.0, 1.0));
+      divisor = SquareRoot(divisor);
+
+      var quotient = Divide(dividend, divisor);
+      return quotient;
     }
     #endregion