Changeset 17390 for branches/3044_variableScaling/HeuristicLab.Algorithms.DataAnalysis/3.4/KernelRidgeRegression/KernelRidgeRegressionModel.cs

Timestamp:

12/20/19 13:21:43 (4 years ago)

Author:

djoedick

Message:

#3044: Added new implementation for transformation of input variables in KernelRidgeRegressionModel and added helper methods in transformation base class.

File:

• branches/3044_variableScaling/HeuristicLab.Algorithms.DataAnalysis/3.4/KernelRidgeRegression/KernelRidgeRegressionModel.cs (modified) (3 diffs)

branches/3044_variableScaling/HeuristicLab.Algorithms.DataAnalysis/3.4/KernelRidgeRegression/KernelRidgeRegressionModel.cs

@@ -27 +27 @@
 using HEAL.Attic;
 using HeuristicLab.Problems.DataAnalysis;
+using HeuristicLab.Data;
 
 namespace HeuristicLab.Algorithms.DataAnalysis {
@@ -155 +156 @@
       this.kernel = (ICovarianceFunction)kernel.Clone();
       this.lambda = lambda;
-      if (scaleInputs) scaling = CreateScaling(dataset, rows, this.allowedInputVariables);
+      if (scaleInputs) {
+        var trans = new ShiftToRangeTransformation(allowedInputVariables);
+        trans.Range.Start = 0;
+        trans.Range.End = 1;
+        scaling = Transformation.CreateTransformations(trans, dataset, rows, this.allowedInputVariables);
+      } 
+
       trainX = ExtractData(dataset, rows, this.allowedInputVariables, scaling);
       var y = dataset.GetDoubleValues(targetVariable, rows).ToArray();
@@ -201 +208 @@
     }
 
-    private static ITransformation<double>[] CreateScaling(IDataset dataset, int[] rows, IReadOnlyCollection<string> allowedInputVariables) {
-      var trans = new ITransformation<double>[allowedInputVariables.Count];
-      int i = 0;
-      foreach (var variable in allowedInputVariables) {
-        var lin = new LinearTransformation(allowedInputVariables);
-        var max = dataset.GetDoubleValues(variable, rows).Max();
-        var min = dataset.GetDoubleValues(variable, rows).Min();
-        lin.Multiplier = 1.0 / (max - min);
-        lin.Addend = -min / (max - min);
-        trans[i] = lin;
-        i++;
-      }
-      return trans;
-    }
-
     private static double[,] ExtractData(IDataset dataset, IEnumerable<int> rows, IReadOnlyCollection<string> allowedInputVariables, ITransformation<double>[] scaling = null) {
       double[][] variables;