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Ignore:
Timestamp:
10/05/11 21:55:55 (13 years ago)
Author:
abeham
Message:

#1614

  • updated branch from trunk
Location:
branches/GeneralizedQAP
Files:
5 deleted
17 edited
5 copied

Legend:

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  • branches/GeneralizedQAP

  • branches/GeneralizedQAP/HeuristicLab.Algorithms.DataAnalysis/3.3

    • Property svn:ignore
      •  

        old new  
        44obj
        55*.vs10x
         6Plugin.cs
  • branches/GeneralizedQAP/HeuristicLab.Algorithms.DataAnalysis/3.3/HeuristicLab.Algorithms.DataAnalysis-3.3.csproj

    r5163 r6878  
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    23     <TargetFrameworkProfile></TargetFrameworkProfile>
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    2526    <Install>true</Install>
     
    4243    <DebugType>full</DebugType>
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    5152    <DebugType>pdbonly</DebugType>
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    5455    <DefineConstants>TRACE</DefineConstants>
    5556    <ErrorReport>prompt</ErrorReport>
    5657    <WarningLevel>4</WarningLevel>
    57     <DocumentationFile>bin\Release\HeuristicLab.Algorithms.DataAnalysis-3.3.xml</DocumentationFile>
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     59    </DocumentationFile>
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    91     <DocumentationFile>bin\x64\Release\HeuristicLab.Algorithms.DataAnalysis-3.3.xml</DocumentationFile>
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    110     <Compile Include="HeuristicLabAlgorithmsDataAnalysisPlugin.cs" />
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    204221call PreBuildEvent.cmd
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  • branches/GeneralizedQAP/HeuristicLab.Algorithms.DataAnalysis/3.4

    • Property svn:ignore
      •  

        old new  
        44HeuristicLab.Algorithms.DataAnalysis-3.4.csproj.user
        55*.vs10x
         6Plugin.cs
  • branches/GeneralizedQAP/HeuristicLab.Algorithms.DataAnalysis/3.4/HeuristicLab.Algorithms.DataAnalysis-3.4.csproj

    r6587 r6878  
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    54     <OutputPath>bin\Release\</OutputPath>
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    5656    <ErrorReport>prompt</ErrorReport>
    5757    <WarningLevel>4</WarningLevel>
    58     <DocumentationFile>bin\Release\HeuristicLab.Algorithms.DataAnalysis-3.4.xml</DocumentationFile>
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    7273    <DefineConstants>TRACE</DefineConstants>
    73     <DocumentationFile>bin\x86\Release\HeuristicLab.Algorithms.DataAnalysis-3.4.xml</DocumentationFile>
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    90     <OutputPath>bin\x64\Release\</OutputPath>
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    9193    <DefineConstants>TRACE</DefineConstants>
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     105    </Reference>
     106    <Reference Include="LibSVM-1.6.3, Version=1.6.3.0, Culture=neutral, PublicKeyToken=ba48961d6f65dcec, processorArchitecture=MSIL">
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     108    </Reference>
    100109    <Reference Include="System" />
    101110    <Reference Include="System.Core">
     
    107116  </ItemGroup>
    108117  <ItemGroup>
    109     <Compile Include="RegressionWorkbench.cs" />
    110118    <Compile Include="CrossValidation.cs">
    111119      <SubType>Code</SubType>
    112120    </Compile>
    113     <Compile Include="HeuristicLabAlgorithmsDataAnalysisPlugin.cs" />
    114121    <Compile Include="FixedDataAnalysisAlgorithm.cs" />
    115122    <Compile Include="Interfaces\INearestNeighbourClassificationSolution.cs" />
     
    135142    </Compile>
    136143    <Compile Include="Linear\AlglibUtil.cs" />
     144    <Compile Include="Linear\LinearTimeSeriesPrognosis.cs" />
    137145    <Compile Include="Linear\LinearDiscriminantAnalysis.cs" />
    138146    <Compile Include="Linear\LinearRegression.cs">
     
    157165    <Compile Include="NeuralNetwork\NeuralNetworkRegression.cs" />
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     167    <Compile Include="Plugin.cs" />
    159168    <Compile Include="Properties\AssemblyInfo.cs" />
    160169    <Compile Include="RandomForest\RandomForestClassificationSolution.cs" />
     
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    252264  <ItemGroup>
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    255     <None Include="Properties\AssemblyInfo.frame" />
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    288300
    289301call PreBuildEvent.cmd
    290 SubWCRev "%25ProjectDir%25\" "%25ProjectDir%25\HeuristicLabAlgorithmsDataAnalysisPlugin.cs.frame" "%25ProjectDir%25\HeuristicLabAlgorithmsDataAnalysisPlugin.cs"</PreBuildEvent>
     302</PreBuildEvent>
    291303  </PropertyGroup>
    292304</Project>
  • branches/GeneralizedQAP/HeuristicLab.Algorithms.DataAnalysis/3.4/Linear/AlglibUtil.cs

    r6002 r6878  
    2727  public static class AlglibUtil {
    2828    public static double[,] PrepareInputMatrix(Dataset dataset, IEnumerable<string> variables, IEnumerable<int> rows) {
    29       List<string> variablesList = variables.ToList();
     29      return PrepareInputMatrix(dataset, variables, rows, new int[] { 0 });
     30    }
     31
     32    public static double[,] PrepareInputMatrix(Dataset dataset, IEnumerable<string> variables, IEnumerable<int> rows, IEnumerable<int> lags) {
     33      int maxLag = lags.Max();
     34
     35      // drop last variable (target variable)
     36      List<string> inputVariablesList = variables
     37        .Reverse()
     38        .Skip(1)
     39        .Reverse()
     40        .ToList();
     41      string targetVariable = variables.Last();
    3042      List<int> rowsList = rows.ToList();
     43      int nRows = rowsList.Count - maxLag;
     44      double[,] matrix = new double[nRows, inputVariablesList.Count * lags.Count() + 1];
    3145
    32       double[,] matrix = new double[rowsList.Count, variablesList.Count];
    33       for (int row = 0; row < rowsList.Count; row++) {
    34         int col = 0;
    35         foreach (string column in variables) {
    36           matrix[row, col] = dataset[column, rowsList[row]];
     46      int col = 0;
     47      int row = 0;
     48      // input variables
     49      foreach (int lag in lags) {
     50        foreach (string column in inputVariablesList) {
     51          var values = dataset.GetDoubleValues(column, rows.Select(x => x - lag).Take(nRows));
     52          row = 0;
     53          foreach (var value in values) {
     54            if (row >= 0) {
     55              matrix[row, col] = value;
     56            }
     57            row++;
     58          }
    3759          col++;
    3860        }
     61      }
     62      // target variable
     63      row = 0;
     64      foreach (var value in dataset.GetDoubleValues(targetVariable, rows).Take(nRows)) {
     65        matrix[row, col] = value;
     66        row++;
    3967      }
    4068      return matrix;
  • branches/GeneralizedQAP/HeuristicLab.Algorithms.DataAnalysis/3.4/Linear/MultinomialLogitClassification.cs

    r6685 r6878  
    7878      int nRows = inputMatrix.GetLength(0);
    7979      int nFeatures = inputMatrix.GetLength(1) - 1;
    80       double[] classValues = dataset.GetVariableValues(targetVariable).Distinct().OrderBy(x => x).ToArray();
     80      double[] classValues = dataset.GetDoubleValues(targetVariable).Distinct().OrderBy(x => x).ToArray();
    8181      int nClasses = classValues.Count();
    8282      // map original class values to values [0..nClasses-1]
  • branches/GeneralizedQAP/HeuristicLab.Algorithms.DataAnalysis/3.4/NearestNeighbour/NearestNeighbourClassification.cs

    r6685 r6878  
    9696      int nRows = inputMatrix.GetLength(0);
    9797      int nFeatures = inputMatrix.GetLength(1) - 1;
    98       double[] classValues = dataset.GetVariableValues(targetVariable).Distinct().OrderBy(x => x).ToArray();
     98      double[] classValues = dataset.GetDoubleValues(targetVariable).Distinct().OrderBy(x => x).ToArray();
    9999      int nClasses = classValues.Count();
    100100      // map original class values to values [0..nClasses-1]
  • branches/GeneralizedQAP/HeuristicLab.Algorithms.DataAnalysis/3.4/NeuralNetwork/NeuralNetworkClassification.cs

    r6685 r6878  
    113113    private NeuralNetworkClassification(NeuralNetworkClassification original, Cloner cloner)
    114114      : base(original, cloner) {
     115      RegisterEventHandlers();
    115116    }
    116117    public NeuralNetworkClassification()
    117118      : base() {
    118       var validHiddenLayerValues = new ItemSet<IntValue>(new IntValue[] { new IntValue(0), new IntValue(1), new IntValue(2) });
     119      var validHiddenLayerValues = new ItemSet<IntValue>(new IntValue[] {
     120        (IntValue)new IntValue(0).AsReadOnly(),
     121        (IntValue)new IntValue(1).AsReadOnly(),
     122        (IntValue)new IntValue(2).AsReadOnly() });
    119123      var selectedHiddenLayerValue = (from v in validHiddenLayerValues
    120124                                      where v.Value == 1
     
    127131      Parameters.Add(new FixedValueParameter<IntValue>(RestartsParameterName, "The number of restarts for learning.", new IntValue(2)));
    128132
     133      RestartsParameter.Hidden = true;
     134      NodesInSecondHiddenLayerParameter.Hidden = true;
     135
     136      RegisterEventHandlers();
     137
    129138      Problem = new ClassificationProblem();
    130139    }
     140
     141    private void RegisterEventHandlers() {
     142      HiddenLayersParameter.Value.ValueChanged += HiddenLayersParameterValueValueChanged;
     143      HiddenLayersParameter.ValueChanged += HiddenLayersParameterValueChanged;
     144    }
     145
    131146    [StorableHook(HookType.AfterDeserialization)]
    132     private void AfterDeserialization() { }
     147    private void AfterDeserialization() {
     148      RegisterEventHandlers();
     149    }
    133150
    134151    public override IDeepCloneable Clone(Cloner cloner) {
    135152      return new NeuralNetworkClassification(this, cloner);
     153    }
     154    private void HiddenLayersParameterValueChanged(object source, EventArgs e) {
     155      HiddenLayersParameter.Value.ValueChanged += HiddenLayersParameterValueValueChanged;
     156      HiddenLayersParameterValueValueChanged(this, EventArgs.Empty);
     157    }
     158
     159    private void HiddenLayersParameterValueValueChanged(object source, EventArgs e) {
     160      if (HiddenLayers == 0) {
     161        NodesInFirstHiddenLayerParameter.Hidden = true;
     162        NodesInSecondHiddenLayerParameter.Hidden = true;
     163      } else if (HiddenLayers == 1) {
     164        NodesInFirstHiddenLayerParameter.Hidden = false;
     165        NodesInSecondHiddenLayerParameter.Hidden = true;
     166      } else {
     167        NodesInFirstHiddenLayerParameter.Hidden = false;
     168        NodesInSecondHiddenLayerParameter.Hidden = false;
     169      }
    136170    }
    137171
     
    158192      int nRows = inputMatrix.GetLength(0);
    159193      int nFeatures = inputMatrix.GetLength(1) - 1;
    160       double[] classValues = dataset.GetVariableValues(targetVariable).Distinct().OrderBy(x => x).ToArray();
     194      double[] classValues = dataset.GetDoubleValues(targetVariable).Distinct().OrderBy(x => x).ToArray();
    161195      int nClasses = classValues.Count();
    162196      // map original class values to values [0..nClasses-1]
  • branches/GeneralizedQAP/HeuristicLab.Algorithms.DataAnalysis/3.4/NeuralNetwork/NeuralNetworkEnsembleClassification.cs

    r6685 r6878  
    127127    public NeuralNetworkEnsembleClassification()
    128128      : base() {
    129       var validHiddenLayerValues = new ItemSet<IntValue>(new IntValue[] { new IntValue(0), new IntValue(1), new IntValue(2) });
     129        var validHiddenLayerValues = new ItemSet<IntValue>(new IntValue[] {
     130        (IntValue)new IntValue(0).AsReadOnly(),
     131        (IntValue)new IntValue(1).AsReadOnly(),
     132        (IntValue)new IntValue(2).AsReadOnly() });
    130133      var selectedHiddenLayerValue = (from v in validHiddenLayerValues
    131134                                      where v.Value == 1
     
    139142      Parameters.Add(new FixedValueParameter<IntValue>(RestartsParameterName, "The number of restarts for learning.", new IntValue(2)));
    140143
     144      HiddenLayersParameter.Hidden = true;
     145      NodesInFirstHiddenLayerParameter.Hidden = true;
     146      NodesInSecondHiddenLayerParameter.Hidden = true;
     147      RestartsParameter.Hidden = true;
     148
    141149      Problem = new ClassificationProblem();
    142150    }
     
    170178      int nRows = inputMatrix.GetLength(0);
    171179      int nFeatures = inputMatrix.GetLength(1) - 1;
    172       double[] classValues = dataset.GetVariableValues(targetVariable).Distinct().OrderBy(x => x).ToArray();
     180      double[] classValues = dataset.GetDoubleValues(targetVariable).Distinct().OrderBy(x => x).ToArray();
    173181      int nClasses = classValues.Count();
    174182      // map original class values to values [0..nClasses-1]
  • branches/GeneralizedQAP/HeuristicLab.Algorithms.DataAnalysis/3.4/NeuralNetwork/NeuralNetworkEnsembleRegression.cs

    r6685 r6878  
    127127    public NeuralNetworkEnsembleRegression()
    128128      : base() {
    129       var validHiddenLayerValues = new ItemSet<IntValue>(new IntValue[] { new IntValue(0), new IntValue(1), new IntValue(2) });
     129        var validHiddenLayerValues = new ItemSet<IntValue>(new IntValue[] {
     130        (IntValue)new IntValue(0).AsReadOnly(),
     131        (IntValue)new IntValue(1).AsReadOnly(),
     132        (IntValue)new IntValue(2).AsReadOnly() });
    130133      var selectedHiddenLayerValue = (from v in validHiddenLayerValues
    131134                                      where v.Value == 1
     
    138141      Parameters.Add(new FixedValueParameter<IntValue>(NodesInSecondHiddenLayerParameterName, "The number of nodes in the second hidden layer. This value is not used if the number of hidden layers is zero or one.", new IntValue(100)));
    139142      Parameters.Add(new FixedValueParameter<IntValue>(RestartsParameterName, "The number of restarts for learning.", new IntValue(2)));
     143
     144      HiddenLayersParameter.Hidden = true;
     145      NodesInFirstHiddenLayerParameter.Hidden = true;
     146      NodesInSecondHiddenLayerParameter.Hidden = true;
     147      RestartsParameter.Hidden = true;
    140148
    141149      Problem = new RegressionProblem();
  • branches/GeneralizedQAP/HeuristicLab.Algorithms.DataAnalysis/3.4/NeuralNetwork/NeuralNetworkRegression.cs

    r6685 r6878  
    113113    private NeuralNetworkRegression(NeuralNetworkRegression original, Cloner cloner)
    114114      : base(original, cloner) {
     115      RegisterEventHandlers();
    115116    }
    116117    public NeuralNetworkRegression()
    117118      : base() {
    118       var validHiddenLayerValues = new ItemSet<IntValue>(new IntValue[] { new IntValue(0), new IntValue(1), new IntValue(2) });
     119      var validHiddenLayerValues = new ItemSet<IntValue>(new IntValue[] {
     120        (IntValue)new IntValue(0).AsReadOnly(),
     121        (IntValue)new IntValue(1).AsReadOnly(),
     122        (IntValue)new IntValue(2).AsReadOnly() });
    119123      var selectedHiddenLayerValue = (from v in validHiddenLayerValues
    120124                                      where v.Value == 1
     
    127131      Parameters.Add(new FixedValueParameter<IntValue>(RestartsParameterName, "The number of restarts for learning.", new IntValue(2)));
    128132
     133      RestartsParameter.Hidden = true;
     134      NodesInSecondHiddenLayerParameter.Hidden = true;
     135
     136      RegisterEventHandlers();
     137
    129138      Problem = new RegressionProblem();
    130139    }
     140
     141    private void RegisterEventHandlers() {
     142      HiddenLayersParameter.Value.ValueChanged += HiddenLayersParameterValueValueChanged;
     143      HiddenLayersParameter.ValueChanged += HiddenLayersParameterValueChanged;
     144    }
     145
    131146    [StorableHook(HookType.AfterDeserialization)]
    132     private void AfterDeserialization() { }
     147    private void AfterDeserialization() {
     148      RegisterEventHandlers();
     149    }
    133150
    134151    public override IDeepCloneable Clone(Cloner cloner) {
    135152      return new NeuralNetworkRegression(this, cloner);
    136153    }
     154
     155    private void HiddenLayersParameterValueChanged(object source, EventArgs e) {
     156      HiddenLayersParameter.Value.ValueChanged += HiddenLayersParameterValueValueChanged;
     157      HiddenLayersParameterValueValueChanged(this, EventArgs.Empty);
     158    }
     159
     160    private void HiddenLayersParameterValueValueChanged(object source, EventArgs e) {
     161      if (HiddenLayers == 0) {
     162        NodesInFirstHiddenLayerParameter.Hidden = true;
     163        NodesInSecondHiddenLayerParameter.Hidden = true;
     164      } else if (HiddenLayers == 1) {
     165        NodesInFirstHiddenLayerParameter.Hidden = false;
     166        NodesInSecondHiddenLayerParameter.Hidden = true;
     167      } else {
     168        NodesInFirstHiddenLayerParameter.Hidden = false;
     169        NodesInSecondHiddenLayerParameter.Hidden = false;
     170      }
     171    }
     172
    137173
    138174    #region neural network
     
    155191        throw new NotSupportedException("Neural network regression does not support NaN or infinity values in the input dataset.");
    156192
    157       double targetMin = problemData.Dataset.GetEnumeratedVariableValues(targetVariable).Min();
    158       targetMin = targetMin - targetMin * 0.1; // -10%
    159       double targetMax = problemData.Dataset.GetEnumeratedVariableValues(targetVariable).Max();
    160       targetMax = targetMax + targetMax * 0.1; // + 10%
    161 
    162193      alglib.multilayerperceptron multiLayerPerceptron = null;
    163194      if (nLayers == 0) {
    164         alglib.mlpcreater0(allowedInputVariables.Count(), 1, targetMin, targetMax, out multiLayerPerceptron);
     195        alglib.mlpcreate0(allowedInputVariables.Count(), 1, out multiLayerPerceptron);
    165196      } else if (nLayers == 1) {
    166         alglib.mlpcreater1(allowedInputVariables.Count(), nHiddenNodes1, 1, targetMin, targetMax, out multiLayerPerceptron);
     197        alglib.mlpcreate1(allowedInputVariables.Count(), nHiddenNodes1, 1, out multiLayerPerceptron);
    167198      } else if (nLayers == 2) {
    168         alglib.mlpcreater2(allowedInputVariables.Count(), nHiddenNodes1, nHiddenNodes2, 1, targetMin, targetMax, out multiLayerPerceptron);
     199        alglib.mlpcreate2(allowedInputVariables.Count(), nHiddenNodes1, nHiddenNodes2, 1, out multiLayerPerceptron);
    169200      } else throw new ArgumentException("Number of layers must be zero, one, or two.", "nLayers");
    170201      alglib.mlpreport rep;
     
    177208
    178209      rmsError = alglib.mlprmserror(multiLayerPerceptron, inputMatrix, nRows);
    179       avgRelError = alglib.mlpavgrelerror(multiLayerPerceptron, inputMatrix, nRows);     
     210      avgRelError = alglib.mlpavgrelerror(multiLayerPerceptron, inputMatrix, nRows);
    180211
    181212      return new NeuralNetworkRegressionSolution((IRegressionProblemData)problemData.Clone(), new NeuralNetworkModel(multiLayerPerceptron, targetVariable, allowedInputVariables));
  • branches/GeneralizedQAP/HeuristicLab.Algorithms.DataAnalysis/3.4/RandomForest/RandomForestClassification.cs

    r6685 r6878  
    108108      int nCols = inputMatrix.GetLength(1);
    109109      int info;
    110       double[] classValues = dataset.GetVariableValues(targetVariable).Distinct().OrderBy(x => x).ToArray();
     110      double[] classValues = dataset.GetDoubleValues(targetVariable).Distinct().OrderBy(x => x).ToArray();
    111111      int nClasses = classValues.Count();
    112112      // map original class values to values [0..nClasses-1]
  • branches/GeneralizedQAP/HeuristicLab.Algorithms.DataAnalysis/3.4/SupportVectorMachine/SupportVectorClassification.cs

    r6240 r6878  
    8888      Problem = new ClassificationProblem();
    8989
    90       List<StringValue> svrTypes = (from type in new List<string> { "NU_SVC", "EPSILON_SVC" }
     90      List<StringValue> svrTypes = (from type in new List<string> { "NU_SVC", "C_SVC" }
    9191                                    select new StringValue(type).AsReadOnly())
    9292                                   .ToList();
     
    134134      parameter.Probability = false;
    135135
     136      foreach (double c in problemData.ClassValues) {
     137        double wSum = 0.0;
     138        foreach (double otherClass in problemData.ClassValues) {
     139          if (!c.IsAlmost(otherClass)) {
     140            wSum += problemData.GetClassificationPenalty(c, otherClass);
     141          }
     142        }
     143        parameter.Weights.Add((int)c, wSum);
     144      }
     145
    136146
    137147      SVM.Problem problem = SupportVectorMachineUtil.CreateSvmProblem(dataset, targetVariable, allowedInputVariables, rows);
  • branches/GeneralizedQAP/HeuristicLab.Algorithms.DataAnalysis/3.4/SupportVectorMachine/SupportVectorMachineUtil.cs

    r6002 r6878  
    3434    public static SVM.Problem CreateSvmProblem(Dataset dataset, string targetVariable, IEnumerable<string> inputVariables, IEnumerable<int> rowIndices) {
    3535      double[] targetVector =
    36         dataset.GetEnumeratedVariableValues(targetVariable, rowIndices)
    37         .ToArray();
     36        dataset.GetDoubleValues(targetVariable, rowIndices).ToArray();
    3837
    3938      SVM.Node[][] nodes = new SVM.Node[targetVector.Length][];
     
    4645        int colIndex = 1; // make sure the smallest node index for SVM = 1
    4746        foreach (var inputVariable in inputVariablesList) {
    48           double value = dataset[row, dataset.GetVariableIndex(inputVariable)];
     47          double value = dataset.GetDoubleValue(inputVariable, row);
    4948          // SVM also works with missing values
    5049          // => don't add NaN values in the dataset to the sparse SVM matrix representation
  • branches/GeneralizedQAP/HeuristicLab.Algorithms.DataAnalysis/3.4/SupportVectorMachine/SupportVectorRegression.cs

    r6240 r6878  
    143143      parameter.Probability = false;
    144144
    145 
    146145      SVM.Problem problem = SupportVectorMachineUtil.CreateSvmProblem(dataset, targetVariable, allowedInputVariables, rows);
    147146      SVM.RangeTransform rangeTransform = SVM.RangeTransform.Compute(problem);
  • branches/GeneralizedQAP/HeuristicLab.Algorithms.DataAnalysis/3.4/kMeans/KMeansClusteringUtil.cs

    r5809 r6878  
    2020#endregion
    2121
     22using System;
    2223using System.Collections.Generic;
    2324using System.Linq;
    2425using HeuristicLab.Problems.DataAnalysis;
    25 using System;
    2626
    2727namespace HeuristicLab.Algorithms.DataAnalysis {
     
    4242          int col = 0;
    4343          foreach (var inputVariable in allowedInputVariables) {
    44             double d = center[col++] - dataset[inputVariable, row];
     44            double d = center[col++] - dataset.GetDoubleValue(inputVariable, row);
    4545            d = d * d; // square;
    4646            centerDistance += d;
     
    7373        double[] p = new double[allowedInputVariables.Count];
    7474        for (int i = 0; i < nCols; i++) {
    75           p[i] = dataset[allowedInputVariables[i], row];
     75          p[i] = dataset.GetDoubleValue(allowedInputVariables[i], row);
    7676        }
    7777        clusterPoints[clusterValues[clusterValueIndex++]].Add(p);
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