Changeset 4193

Timestamp:

08/11/10 12:59:53 (14 years ago)

Author:

gkronber

Message:

Created a feature/exploration branch for new data analysis features #1142

Location:

branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis

Files:

• . (copied) (copied from trunk/sources/HeuristicLab.Problems.DataAnalysis)
• 3.3/DataAnalysisSolution.cs (modified) (1 diff)
• 3.3/HeuristicLab.Problems.DataAnalysis-3.3.csproj (modified) (3 diffs)
• 3.3/Operators/DynOpEqComparator.cs (added)
• 3.3/Operators/DynOpEqHistogramInitializer.cs (added)
• 3.3/Operators/DynamicDepthLimitComparator.cs (added)
• 3.3/Operators/WeightedParentsQualityVarianceComparator.cs (modified) (2 diffs)
• 3.3/Symbolic/BasicExpressionGrammar.cs (added)
• 3.3/Symbolic/SimpleArithmeticExpressionInterpreter.cs (modified) (4 diffs)
• 3.3/Symbolic/Symbols/DifferentialVariable.cs (added)
• 3.3/Symbolic/Symbols/DifferentialVariableTreeNode.cs (added)

branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis/3.3/DataAnalysisSolution.cs

@@ -129 +129 @@
     public event EventHandler ProblemDataChanged;
     protected virtual void OnProblemDataChanged() {
+      RecalculateEstimatedValues();
       var listeners = ProblemDataChanged;
       if (listeners != null)

branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis/3.3/HeuristicLab.Problems.DataAnalysis-3.3.csproj

@@ -133 +133 @@
     <Compile Include="Interfaces\IOnlineEvaluator.cs" />
     <Compile Include="MatrixExtensions.cs" />
+    <Compile Include="Operators\DynOpEqHistogramInitializer.cs" />
+    <Compile Include="Operators\DynOpEqComparator.cs" />
+    <Compile Include="Operators\DynamicDepthLimitComparator.cs" />
     <Compile Include="Operators\WeightedParentsQualityVarianceComparator.cs" />
     <Compile Include="Properties\AssemblyInfo.cs" />
@@ -145 +148 @@
     <Compile Include="SupportVectorMachine\SupportVectorMachineUtil.cs" />
     <Compile Include="Symbolic\ArithmeticExpressionGrammar.cs" />
+    <Compile Include="Symbolic\BasicExpressionGrammar.cs" />
     <Compile Include="Symbolic\FullFunctionalExpressionGrammar.cs" />
     <Compile Include="Symbolic\ISymbolicExpressionTreeInterpreter.cs" />
@@ -152 +156 @@
     <Compile Include="Symbolic\Symbols\Constant.cs" />
     <Compile Include="Symbolic\Symbols\ConstantTreeNode.cs" />
+    <Compile Include="Symbolic\Symbols\DifferentialVariable.cs" />
+    <Compile Include="Symbolic\Symbols\DifferentialVariableTreeNode.cs" />
     <Compile Include="Symbolic\Symbols\LaggedVariable.cs" />
     <Compile Include="Symbolic\Symbols\LaggedVariableTreeNode.cs" />

branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis/3.3/Operators/WeightedParentsQualityVarianceComparator.cs

@@ -125 +125 @@
 
       bool result = false;
-      if (maximization)
-        result = righttail < ConfidenceIntervalParameter.ActualValue.Value;
-      else
-        result = lefttail < ConfidenceIntervalParameter.ActualValue.Value;
+      // reject only if the child is significantly worse
+      if (maximization) {
+        if (bothtails > ConfidenceIntervalParameter.ActualValue.Value) result = true;
+        else if (leftQuality > bestParentQuality) result = true;
+        else result = false;
+      } else {
+        if (bothtails > ConfidenceIntervalParameter.ActualValue.Value) result = true;
+        else if (leftQuality < bestParentQuality) result = true;
+        else result = false;
+      }
 
       BoolValue resultValue = ResultParameter.ActualValue;
@@ -136 +142 @@
         resultValue.Value = result;
       }
-
-
-
       return base.Apply();
     }

branches/DataAnalysis/HeuristicLab.Problems.DataAnalysis/3.3/Symbolic/SimpleArithmeticExpressionInterpreter.cs

@@ -65 +65 @@
       public const byte Constant = 20;
       public const byte Arg = 21;
+      public const byte Differential = 22;
     }
 
@@ -89 +90 @@
       { typeof(Constant), OpCodes.Constant },
       { typeof(Argument), OpCodes.Arg },
+      { typeof(DifferentialVariable), OpCodes.Differential},
     };
     private const int ARGUMENT_STACK_SIZE = 1024;
@@ -130 +132 @@
         var variableTreeNode = instr.dynamicNode as LaggedVariableTreeNode;
         instr.iArg0 = (ushort)dataset.GetVariableIndex(variableTreeNode.VariableName);
+      } else if (instr.opCode == OpCodes.Differential) {
+        var variableTreeNode = instr.dynamicNode as DifferentialVariableTreeNode;
+        instr.iArg0 = (ushort)dataset.GetVariableIndex(variableTreeNode.VariableName);
       }
       return instr;
@@ -277 +282 @@
             return dataset[actualRow, currentInstr.iArg0] * lagVariableTreeNode.Weight;
           }
+        case OpCodes.Differential: {
+            var diffTreeNode = currentInstr.dynamicNode as DifferentialVariableTreeNode;
+            if (row < 2 || row >= dataset.Rows - 2) throw new ArgumentException("Out of range access to dataset row: " + row);
+            return (-dataset[row + 2, currentInstr.iArg0] + 8 * dataset[row + 1, currentInstr.iArg0] - 8 * dataset[row - 1, currentInstr.iArg0] + dataset[row - 2, currentInstr.iArg0]) * (1.0/12.0) * diffTreeNode.Weight;
+          }
+
         case OpCodes.Constant: {
             var constTreeNode = currentInstr.dynamicNode as ConstantTreeNode;