Changeset 4082 for trunk/sources/HeuristicLab.Problems.DataAnalysis.Regression/3.3/LinearRegression

Timestamp:

07/22/10 15:59:57 (14 years ago)

Author:

gkronber

Message:

Added plugin for evolutionary feature selection. #1097

File:

• trunk/sources/HeuristicLab.Problems.DataAnalysis.Regression/3.3/LinearRegression/LinearRegressionSolutionCreator.cs (modified) (2 diffs)

trunk/sources/HeuristicLab.Problems.DataAnalysis.Regression/3.3/LinearRegression/LinearRegressionSolutionCreator.cs

@@ -92 +92 @@
 
     public override IOperation Apply() {
-      SymbolicExpressionTree = CreateSymbolicExpressionTree(DataAnalysisProblemData.Dataset, DataAnalysisProblemData.TargetVariable.Value, DataAnalysisProblemData.InputVariables.CheckedItems.Select(x => x.Value.Value), SamplesStart.Value, SamplesEnd.Value);
+      double rmsError, cvRmsError;
+      SymbolicExpressionTree = CreateSymbolicExpressionTree(DataAnalysisProblemData.Dataset, DataAnalysisProblemData.TargetVariable.Value, DataAnalysisProblemData.InputVariables.CheckedItems.Select(x => x.Value.Value), SamplesStart.Value, SamplesEnd.Value, out rmsError, out cvRmsError);
       return base.Apply();
     }
 
-    public static SymbolicExpressionTree CreateSymbolicExpressionTree(Dataset dataset, string targetVariable, IEnumerable<string> allowedInputVariables, int start, int end) {
+    public static SymbolicExpressionTree CreateSymbolicExpressionTree(Dataset dataset, string targetVariable, IEnumerable<string> allowedInputVariables, int start, int end, out double rmsError, out double cvRmsError) {
       double[,] inputMatrix = LinearRegressionUtil.PrepareInputMatrix(dataset, targetVariable, allowedInputVariables, start, end);
 
@@ -108 +109 @@
       alglib.linreg.lrbuild(ref inputMatrix, nRows, nFeatures, ref retVal, ref lm, ref ar);
       if (retVal != 1) throw new ArgumentException("Error in calculation of linear regression model");
+      rmsError = ar.rmserror;
+      cvRmsError = ar.cvrmserror;
 
       for (int i = 0; i < nFeatures + 1; i++)