Changeset 17733 for branches/3076_IA_evaluators_analyzers/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/SingleObjective/Evaluators/SymbolicRegressionSingleObjectiveConstraintConstOptNmseEvaluator.cs

Timestamp:

08/27/20 13:01:18 (4 years ago)

Author:

dpiringe

Message:

#3076

• modified SymbolicRegressionConstraintAnalyzer to calculate an error (as out parameter)
  • added an ILookupParameter to write a penality multiplier into the scope
• changed a lot of evaluators to match the changed analyzer method
• changed SymbolicRegressionSingleObjectiveConstraintConstOptNmseEvaluator to use a rising penality (instead of setting an unsatisfied solution to 1.0)

File:

• branches/3076_IA_evaluators_analyzers/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/SingleObjective/Evaluators/SymbolicRegressionSingleObjectiveConstraintConstOptNmseEvaluator.cs (modified) (8 diffs)

branches/3076_IA_evaluators_analyzers/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/SingleObjective/Evaluators/SymbolicRegressionSingleObjectiveConstraintConstOptNmseEvaluator.cs

@@ -15 +15 @@
     private const string UseConstOptParameterName = "Use ConstOpt";
     private const string ConstOptIterationsParameterName = "ConstOpt Iterations";
+    private const string PenalityMultiplierParameterName = "ConstraintsPenalityMultiplier";
 
     public IFixedValueParameter<BoolValue> UseConstOptParamerter =>
@@ -21 +22 @@
     public IFixedValueParameter<IntValue> ConstOpterIterationsParameter =>
       (IFixedValueParameter<IntValue>) Parameters[ConstOptIterationsParameterName];
+
+    public ILookupParameter<DoubleValue> PenalityMultiplierParameter =>
+      (ILookupParameter<DoubleValue>)Parameters[PenalityMultiplierParameterName];
 
     public bool UseConstOpt {
@@ -48 +52 @@
       Parameters.Add(new FixedValueParameter<IntValue>(ConstOptIterationsParameterName,
         "Define how many constOpt iterations should be performed.", new IntValue(10)));
+      Parameters.Add(new LookupParameter<DoubleValue>(PenalityMultiplierParameterName,
+        "Lookup parameter for the penality multiplier.", "PenalityMultiplier"));
     }
 
@@ -63 +69 @@
           "Define how many constOpt iterations should be performed.", new IntValue(10)));
       }
+
+      if (!Parameters.ContainsKey(PenalityMultiplierParameterName))
+        Parameters.Add(new LookupParameter<DoubleValue>(PenalityMultiplierParameterName,
+          "Lookup parameter for the penality multiplier.", "PenalityMultiplier"));
     }
 
@@ -81 +91 @@
           estimationLimits.Lower, estimationLimits.Upper);
 
+      var penalityMultiplier = PenalityMultiplierParameter.ActualValue?.Value ?? 1.0;
+
       var quality = Calculate(interpreter, solution, estimationLimits.Lower, estimationLimits.Upper, problemData, rows,
-        applyLinearScaling);
+        applyLinearScaling, penalityMultiplier);
       QualityParameter.ActualValue = new DoubleValue(quality);
+
+
       return base.InstrumentedApply();
     }
@@ -91 +105 @@
       ISymbolicExpressionTree solution, double lowerEstimationLimit,
       double upperEstimationLimit,
-      IRegressionProblemData problemData, IEnumerable<int> rows, bool applyLinearScaling) {
+      IRegressionProblemData problemData, IEnumerable<int> rows, bool applyLinearScaling, 
+      double penalityMultiplier) {
       var estimatedValues =
         interpreter.GetSymbolicExpressionTreeValues(solution, problemData.Dataset, rows);
@@ -98 +113 @@
       var variableRanges = problemData.VariableRanges.GetReadonlyDictionary();
 
-      if (!SymbolicRegressionConstraintAnalyzer.ConstraintsSatisfied(constraints, variableRanges, solution))
-        return 1.0;
-
       var boundedEstimatedValues = estimatedValues.LimitToRange(lowerEstimationLimit, upperEstimationLimit);
       var nmse = OnlineNormalizedMeanSquaredErrorCalculator.Calculate(targetValues, boundedEstimatedValues, out var errorState);
+      if (!SymbolicRegressionConstraintAnalyzer.ConstraintsSatisfied(constraints, variableRanges, solution, out double error))
+      {
+        if (double.IsNaN(error) || double.IsInfinity(error))
+          nmse += penalityMultiplier * 1.0;
+        else
+          nmse += penalityMultiplier * error;
+        nmse = Math.Min(1.0, nmse);
+      }
+
       if (errorState != OnlineCalculatorError.None) nmse = 1.0;
 
@@ -115 +136 @@
       ApplyLinearScalingParameter.ExecutionContext                  = context;
 
+      var penalityMultiplier = PenalityMultiplierParameter.ActualValue?.Value ?? 1.0;
+
       var nmse = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, tree,
         EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper,
         problemData, rows,
-        ApplyLinearScalingParameter.ActualValue.Value);
+        ApplyLinearScalingParameter.ActualValue.Value,
+        penalityMultiplier);
 
       SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = null;