Changeset 1888

Timestamp:

05/25/09 15:09:44 (16 years ago)

Author:

gkronber

Message:

Added simple evaluators for mean absolute percentage error, mean absolute percentage of range error and, variance accounted for. #635 (Plugin HeuristicLab.Modeling as a common basis for all data-based modeling algorithms)

Location:

trunk/sources/HeuristicLab.Modeling/3.2

Files:

• HeuristicLab.Modeling-3.2.csproj (modified) (3 diffs)
• SimpleEvaluatorBase.cs (added)
• SimpleMSEEvaluator.cs (modified) (2 diffs)
• SimpleMeanAbsolutePercentageErrorEvaluator.cs (added)
• SimpleMeanAbsolutePercentageOfRangeErrorEvaluator.cs (added)
• SimpleR2Evaluator.cs (modified) (3 diffs)
• SimpleVarianceAccountedForEvaluator.cs (added)

trunk/sources/HeuristicLab.Modeling/3.2/HeuristicLab.Modeling-3.2.csproj

@@ -83 +83 @@
   <ItemGroup>
     <Compile Include="ClassificationProblemInjector.cs" />
+    <Compile Include="SimpleEvaluatorBase.cs" />
     <Compile Include="ITimeSeriesAlgorithm.cs" />
     <Compile Include="IClassificationAlgorithm.cs" />
@@ -88 +89 @@
     <Compile Include="HeuristicLabModelingPlugin.cs" />
     <Compile Include="IAlgorithm.cs" />
+    <Compile Include="SimpleMeanAbsolutePercentageErrorEvaluator.cs" />
+    <Compile Include="SimpleMeanAbsolutePercentageOfRangeErrorEvaluator.cs" />
     <Compile Include="ProblemInjector.cs" />
     <Compile Include="ProblemInjectorView.cs">
@@ -99 +102 @@
     <Compile Include="SimpleR2Evaluator.cs" />
     <Compile Include="TimeSeriesProblemInjector.cs" />
+    <Compile Include="SimpleVarianceAccountedForEvaluator.cs" />
   </ItemGroup>
   <ItemGroup>

trunk/sources/HeuristicLab.Modeling/3.2/SimpleMSEEvaluator.cs

@@ -8 +8 @@
 
 namespace HeuristicLab.Modeling {
-  public class SimpleMSEEvaluator : OperatorBase {
+  public class SimpleMSEEvaluator : SimpleEvaluatorBase {
 
-    public SimpleMSEEvaluator()
-      : base() {
-      AddVariableInfo(new VariableInfo("Values", "Target vs predicted values", typeof(DoubleMatrixData), VariableKind.In));
-      AddVariableInfo(new VariableInfo("MSE", "Mean squarred error", typeof(DoubleData), VariableKind.New | VariableKind.Out));
+    public override string OutputVariableName {
+      get {
+        return "MSE";
+      }
+    }
+    public override double Evaluate(double[,] values) {
+      return Calculate(values);
     }
 
-    public override IOperation Apply(IScope scope) {
-      DoubleMatrixData values = GetVariableValue<DoubleMatrixData>("Values", scope, true);
+    public static double Calculate(double[,] values) {
       double sse = 0;
       double cnt = 0;
-      for (int i = 0; i < values.Data.GetLength(0); i++) {
-        double estimated = values.Data[i, 0];
-        double target = values.Data[i, 1];
+      for (int i = 0; i < values.GetLength(0); i++) {
+        double estimated = values[i, 0];
+        double target = values[i, 1];
         if (!double.IsNaN(estimated) && !double.IsInfinity(estimated) &&
             !double.IsNaN(target) && !double.IsInfinity(target)) {
@@ -32 +34 @@
 
       double mse = sse / cnt;
-      scope.AddVariable(new Variable(scope.TranslateName("MSE"), new DoubleData(mse)));
-      return null;
+      return mse;
     }
   }

trunk/sources/HeuristicLab.Modeling/3.2/SimpleR2Evaluator.cs

@@ -8 +8 @@
 
 namespace HeuristicLab.Modeling {
-  public class SimpleR2Evaluator : OperatorBase {
+  public class SimpleR2Evaluator : SimpleEvaluatorBase {
 
-    public SimpleR2Evaluator()
-      : base() {
-      AddVariableInfo(new VariableInfo("Values", "Target vs predicted values", typeof(DoubleMatrixData), VariableKind.In));
-      AddVariableInfo(new VariableInfo("R2", "Coefficient of determination", typeof(DoubleData), VariableKind.New | VariableKind.Out));
+    public override string OutputVariableName {
+      get {
+        return "R2";
+      }
     }
 
-    public override IOperation Apply(IScope scope) {
-      DoubleMatrixData values = GetVariableValue<DoubleMatrixData>("Values", scope, true);
+    public override double Evaluate(double[,] values) {
+      return Calculate(values);
+    }
 
+    public static double Calculate(double[,] values) {
       double targetMean = 0;
       double sse = 0;
       double cnt = 0;
-      for (int i = 0; i < values.Data.GetLength(0); i++) {
-        double estimated = values.Data[i, 0];
-        double target = values.Data[i, 1];
+      for (int i = 0; i < values.GetLength(0); i++) {
+        double estimated = values[i, 0];
+        double target = values[i, 1];
         if (!double.IsNaN(estimated) && !double.IsInfinity(estimated) &&
             !double.IsNaN(target) && !double.IsInfinity(target)) {
@@ -36 +38 @@
 
       double targetDeviationTotalSumOfSquares = 0;
-      for (int i = 0; i < values.Data.GetLength(0); i++) {
-        double target = values.Data[i, 1];
+      for (int i = 0; i < values.GetLength(0); i++) {
+        double target = values[i, 1];
         if (!double.IsNaN(target) && !double.IsInfinity(target)) {
           target = target - targetMean;
@@ -48 +50 @@
         throw new InvalidProgramException();
 
-      scope.AddVariable(new HeuristicLab.Core.Variable(scope.TranslateName("R2"), new DoubleData(quality)));
-      return null;
+      return quality;
     }
   }