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Changeset 5746

Timestamp:

03/18/11 09:57:44 (14 years ago)

Author:

gkronber

Message:

#1418 bug fixes and minor changes to improve performance in online evaluators.

Location:

Files:

-                      r5722
+                      r5746
     /// </summary>
     public void Add(double original, double target) {
       if (IsValidValue(original) && IsValidValue(target)) {
         targetMeanCalculator.Add(target);
         originalMeanAndVarianceCalculator.Add(original);
         originalTargetCovarianceEvaluator.Add(original, target);
+      // validity of values is checked in mean clculator and covariance calculator
+      targetMeanCalculator.Add(target);
+      originalMeanAndVarianceCalculator.Add(original);
+      originalTargetCovarianceEvaluator.Add(original, target);
+        cnt++;
+      }
+      cnt++;
+    }
-    private static bool IsValidValue(double d) {
-      return !double.IsInfinity(d) && !double.IsNaN(d) && d > -1.0E07 && d < 1.0E07;  // don't consider very large or very small values for scaling
+    }
     /// <summary>
 …
         double originalElement = originalEnumerator.Current;
         double targetElement = targetEnumerator.Current;
+        calculator.Add(originalElement, targetElement);
+        // don't consider very large or very small values for scaling
+        // careful: this also excludes infinity and NaN values
+        if (originalElement > -1.0E07 && originalElement < 1.0E07) {
+          calculator.Add(originalElement, targetElement);
+        }
+      }

-                      r5564
+                      r5746
     public double MeanSquaredError {
       get {
+        if (n < 1)
+          throw new InvalidOperationException("No elements");
+        else
+          return sse / n;
+        return n > 0 ? sse / n : 0.0;
+      }
+    }

-                      r5564
+                      r5746
     public double NormalizedMeanSquaredError {
       get {
+        return meanSquaredErrorCalculator.Mean / originalVarianceCalculator.Variance;
+        double var = originalVarianceCalculator.Variance;
+        double m = meanSquaredErrorCalculator.Mean;
+        return var > 0 ? m / var : 0.0;
+      }
+    }
 …
     public void Add(double original, double estimated) {
+      if (double.IsNaN(estimated) || double.IsInfinity(estimated) ||
+          double.IsNaN(original) || double.IsInfinity(original)) {
+        throw new ArgumentException("Mean squared error is not defined for NaN or infinity elements");
+      } else {
+        double error = estimated - original;
+        meanSquaredErrorCalculator.Add(error * error);
+        originalVarianceCalculator.Add(original);
+      }
+      // no need to check for validity of values explicitly as it is checked in the meanAndVariance calculator anyway
+      double error = estimated - original;
+      meanSquaredErrorCalculator.Add(error * error);
+      originalVarianceCalculator.Add(original);
+    }
     #endregion

-                      r5742
+                      r5746
     public void Add(double x, double y) {
+      if (IsInvalidValue(x) || IsInvalidValue(y)) {
+        throw new ArgumentException("R² is not defined for variables with NaN or infinity values.");
+      }
+      // no need to check validity of values explicitly here as it is checked in all three evaluators
       covEvaluator.Add(x, y);
       sxEvaluator.Add(x);
 …
     #endregion
-    private static bool IsInvalidValue(double x) {
-      return double.IsNaN(x) || double.IsInfinity(x);
+    }
     public static double Calculate(IEnumerable<double> first, IEnumerable<double> second) {
 …
         double estimated = secondEnumerator.Current;
         double original = firstEnumerator.Current;
+        if (!IsInvalidValue(estimated) && !IsInvalidValue(original))
+          rSquaredEvaluator.Add(original, estimated);
+        rSquaredEvaluator.Add(original, estimated);
+      }

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