Changeset 2428 for trunk/sources/HeuristicLab.Modeling

Timestamp:

10/15/09 12:36:04 (15 years ago)

Author:

gkronber

Message:

Implemented #782 (Additional model quality metrics: Pearson product-moment correlation coefficient and Spearman's rank correlation coefficient)

Location:

trunk/sources/HeuristicLab.Modeling/3.2

Files:

• HeuristicLab.Modeling-3.2.csproj (modified) (1 diff)
• ModelingResult.cs (modified) (1 diff)
• ModelingResultCalculators.cs (modified) (2 diffs)
• SimplePearsonCorrelationCoefficientEvaluator.cs (added)
• SimpleR2Evaluator.cs (modified) (1 diff)
• SimpleSpearmansRankCorrelationCoefficientEvaluator.cs (added)
• SimpleStableCorrelationCoefficientEvaluator.cs (added)
• alglib (added)
• alglib/ap.cs (added)
• alglib/correlation.cs (added)

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

@@ -82 +82 @@
   </ItemGroup>
   <ItemGroup>
+    <Compile Include="alglib\ap.cs" />
+    <Compile Include="alglib\correlation.cs" />
     <Compile Include="AnalyzerModel.cs" />
     <Compile Include="BestSolutionStorer.cs" />
+    <Compile Include="SimpleStableCorrelationCoefficientEvaluator.cs" />
+    <Compile Include="SimplePearsonCorrelationCoefficientEvaluator.cs" />
+    <Compile Include="SimpleSpearmansRankCorrelationCoefficientEvaluator.cs" />
     <Compile Include="DefaultModelAnalyzerOperators.cs" />
     <Compile Include="Matrix.cs" />

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

@@ -43 +43 @@
     TestCoefficientOfDetermination,
 
+    TrainingPearsonsCorrelationCoefficient,
+    ValidationPearsonCorrelationCoefficient,
+    TestPearsonCorrelationCoefficient,
+
+    TrainingStablePearsonsCorrelationCoefficient,
+    ValidationStablePearsonCorrelationCoefficient,
+    TestStablePearsonCorrelationCoefficient,
+
+    TrainingSpearmansRankCorrelationCoefficient,
+    ValidationSpearmansRankCorrelationCoefficient,
+    TestSpearmansRankCorrelationCoefficient,
+
     TrainingVarianceAccountedFor,
     ValidationVarianceAccountedFor,

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

@@ -59 +59 @@
           }
         },
+        { typeof(SimplePearsonCorrelationCoefficientEvaluator),
+          new ModelingResult[] {
+            ModelingResult.TrainingPearsonsCorrelationCoefficient,
+            ModelingResult.ValidationPearsonCorrlationCoefficent,
+            ModelingResult.TestPearsonCorrelationCoefficient
+          }
+        },
+        { typeof(SimpleSpearmansRankCorrelationCoefficientEvaluator),
+          new ModelingResult[] {
+            ModelingResult.TrainingSpearmansRankCorrelationCoefficient,
+            ModelingResult.ValidationSpearmansRankCorrelationCoefficient,
+            ModelingResult.TestSpearmansRankCorrelationCoefficient
+          }
+        },
         { typeof(SimpleVarianceAccountedForEvaluator),
           new ModelingResult[] {
@@ -148 +162 @@
       RegressionModelingResults[ModelingResult.ValidationCoefficientOfDetermination] = SimpleR2Evaluator.Calculate;
       RegressionModelingResults[ModelingResult.TestCoefficientOfDetermination] = SimpleR2Evaluator.Calculate;
+
+      //Pearson Correlation Coefficient
+      RegressionModelingResults[ModelingResult.TrainingPearsonsCorrelationCoefficient] = SimplePearsonCorrelationCoefficientEvaluator.Calculate;
+      RegressionModelingResults[ModelingResult.ValidationPearsonCorrelationCoefficient] = SimplePearsonCorrelationCoefficientEvaluator.Calculate;
+      RegressionModelingResults[ModelingResult.TestPearsonCorrelationCoefficient] = SimplePearsonCorrelationCoefficientEvaluator.Calculate;
+
+      //Stable Pearson Correlation Coefficient
+      RegressionModelingResults[ModelingResult.TrainingStablePearsonsCorrelationCoefficient] = SimpleStableCorrelationCoefficientEvaluator.Calculate;
+      RegressionModelingResults[ModelingResult.ValidationStablePearsonCorrelationCoefficient] = SimpleStableCorrelationCoefficientEvaluator.Calculate;
+      RegressionModelingResults[ModelingResult.TestStablePearsonCorrelationCoefficient] = SimpleStableCorrelationCoefficientEvaluator.Calculate;
+
+      //Spearman's rank correlation coefficient
+      RegressionModelingResults[ModelingResult.TrainingSpearmansRankCorrelationCoefficient] = SimpleSpearmansRankCorrelationCoefficientEvaluator.Calculate;
+      RegressionModelingResults[ModelingResult.ValidationSpearmansRankCorrelationCoefficient] = SimpleSpearmansRankCorrelationCoefficientEvaluator.Calculate;
+      RegressionModelingResults[ModelingResult.TestSpearmansRankCorrelationCoefficient] = SimpleSpearmansRankCorrelationCoefficientEvaluator.Calculate;
 
       //Variance accounted for

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

@@ -48 +48 @@
           double target = values[i, ORIGINAL_INDEX];
           if (!double.IsNaN(target) && !double.IsInfinity(target)) {
-            target = target - targetMean;
-            target = target * target;
-            targetDeviationTotalSumOfSquares += target;
+            double targetDiff = target - targetMean;
+            targetDeviationTotalSumOfSquares += targetDiff * targetDiff;
           }
         }