Changeset 17824

Timestamp:

01/21/21 09:40:33 (4 years ago)

Author:

gkronber

Message:

#3099: set estimation limits in CV folds to original values.

Location:

trunk

Files:

• HeuristicLab.Algorithms.DataAnalysis/3.4/CrossValidation.cs (modified) (3 diffs)
• HeuristicLab.Tests/HeuristicLab.Algorithms.DataAnalysis-3.4/CrossValidationTest.cs (modified) (2 diffs)

trunk/HeuristicLab.Algorithms.DataAnalysis/3.4/CrossValidation.cs

@@ -35 +35 @@
 using HeuristicLab.Problems.DataAnalysis.Symbolic;
 using HeuristicLab.Random;
+using HeuristicLab.Problems.DataAnalysis.Symbolic.Regression;
+using HeuristicLab.Problems.DataAnalysis.Symbolic.Classification;
 
 namespace HeuristicLab.Algorithms.DataAnalysis {
@@ -338 +340 @@
               symbolicProblem.FitnessCalculationPartition.End = SamplesEnd.Value;
             }
+
+            // We need to set the estimation limits because they are recalculated by the problem
+            // whenever the data partitions change.
+            // Instead of explicitly handling all types we could also check the parameters-collection 
+            // for a parameter with name "EstimationLimits".
+            SetEstimationLimits(problem, new[] { typeof(SymbolicRegressionSingleObjectiveProblem),
+                                                 typeof(SymbolicRegressionMultiObjectiveProblem),
+                                                 typeof(SymbolicClassificationSingleObjectiveProblem),
+                                                 typeof(SymbolicClassificationMultiObjectiveProblem) });
+
             clonedAlgorithm.Prepare();
             clonedAlgorithms.Add(clonedAlgorithm);
@@ -809 +821 @@
     }
     #endregion
+
+    #region helper
+
+    private void SetEstimationLimits(IDataAnalysisProblem problem, Type[] types) {
+      foreach (var type in types) {
+        if (type.IsAssignableFrom(problem.GetType())) {
+          var originalLimits = (DoubleLimit)Problem.Parameters["EstimationLimits"].ActualValue;  // problem is a clone of Problem
+          var limits = (DoubleLimit)problem.Parameters["EstimationLimits"].ActualValue;
+          limits.Lower = originalLimits.Lower;
+          limits.Upper = originalLimits.Upper;
+        }
+      }
+    }
+
+    #endregion 
   }
 }

trunk/HeuristicLab.Tests/HeuristicLab.Algorithms.DataAnalysis-3.4/CrossValidationTest.cs

@@ -21 +21 @@
 
 using System.Linq;
-using HeuristicLab.Data;
 using HeuristicLab.Optimization;
 using HeuristicLab.Problems.DataAnalysis;
@@ -58 +57 @@
       IResult cvFoldsResult;
       Assert.IsTrue(cv.Results.TryGetValue("CrossValidation Folds", out cvFoldsResult));
-      var runs = ((RunCollection)cvFoldsResult.Value);
+      var runs = (RunCollection)cvFoldsResult.Value;
       var foldEstimationLimits = (DoubleLimit)runs.First().Parameters["EstimationLimits"];