Changeset 1794

Timestamp:

05/14/09 09:34:08 (15 years ago)

Author:

gkronber

Message:

Fixed incorrect evaluation in MSE evaluators when the original values contain NaNs. #615 (Evaluation of HL3 function trees should be equivalent to evaluation in HL2)

Location:

trunk/sources/HeuristicLab.GP.StructureIdentification/3.3/Evaluators

Files:

• EarlyStoppingMeanSquaredErrorEvaluator.cs (modified) (2 diffs)
• MeanSquaredErrorEvaluator.cs (modified) (2 diffs)

trunk/sources/HeuristicLab.GP.StructureIdentification/3.3/Evaluators/EarlyStoppingMeanSquaredErrorEvaluator.cs

@@ -54 +54 @@
       double errorsSquaredSum = 0;
       int rows = end - start;
+      int n = 0;
       for (int sample = start; sample < end; sample++) {
         double estimated = evaluator.Evaluate(sample);
@@ -63 +64 @@
           double error = estimated - original;
           errorsSquaredSum += error * error;
+          n++;
         }
         // check the limit and stop as soon as we hit the limit
         if (errorsSquaredSum / rows >= qualityLimit) {
-          mse.Data = errorsSquaredSum / (sample - start + 1); // return estimated MSE (when the remaining errors are on average the same)
+          mse.Data = errorsSquaredSum / (n + 1); // return estimated MSE (when the remaining errors are on average the same)
           return;
         }
       }
-      errorsSquaredSum /= rows;
+      errorsSquaredSum /= n;
       if (double.IsNaN(errorsSquaredSum) || double.IsInfinity(errorsSquaredSum)) {
         errorsSquaredSum = double.MaxValue;

trunk/sources/HeuristicLab.GP.StructureIdentification/3.3/Evaluators/MeanSquaredErrorEvaluator.cs

@@ -45 +45 @@
     public override void Evaluate(IScope scope, BakedTreeEvaluator evaluator, Dataset dataset, int targetVariable, int start, int end, bool updateTargetValues) {
       double errorsSquaredSum = 0;
+      int n = 0;
       for (int sample = start; sample < end; sample++) {
         double original = dataset.GetValue(sample, targetVariable);
@@ -54 +55 @@
           double error = estimated - original;
           errorsSquaredSum += error * error;
+          n++;
         }
       }
 
-      errorsSquaredSum /= (end - start);
+      errorsSquaredSum /= n;
       if (double.IsNaN(errorsSquaredSum) || double.IsInfinity(errorsSquaredSum)) {
         errorsSquaredSum = double.MaxValue;