Changeset 8946 for trunk/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression

Timestamp:

11/27/12 11:02:09 (12 years ago)

Author:

mkommend

Message:

#1763: Merged remaining changes from the TreeSimplifier branch in the trunk and refactored impact values calculators.

Location:

trunk/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression

Files:

• . (modified) (1 prop)
• 3.4 (modified) (1 prop)
• 3.4/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression-3.4.csproj (modified) (1 diff)
• 3.4/Properties (modified) (1 prop)
• 3.4/SymbolicRegressionSolutionImpactValuesCalculator.cs (copied) (copied from branches/HeuristicLab.TreeSimplifier/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/SymbolicRegressionSolutionImpactValuesCalculator.cs) (2 diffs)

trunk/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4

@@ +1 @@
+*.user
+Plugin.cs
 bin
-*.user
-HeuristicLabProblemsDataAnalysisSymbolicRegressionPlugin.cs
 obj
-*.vs10x
-Plugin.cs

@@ +1 @@
+*.user
+Plugin.cs
 bin
-*.user
-HeuristicLabProblemsDataAnalysisSymbolicRegressionPlugin.cs
 obj
-*.vs10x
-Plugin.cs

trunk/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression-3.4.csproj

@@ -143 +143 @@
     <Compile Include="SingleObjective\Evaluators\SymbolicRegressionSingleObjectivePearsonRSquaredEvaluator.cs" />
     <Compile Include="SymbolicRegressionSolution.cs" />
+    <Compile Include="SymbolicRegressionSolutionImpactValuesCalculator.cs" />
     <None Include="HeuristicLab.snk" />
     <None Include="Plugin.cs.frame" />

trunk/sources/HeuristicLab.Problems.DataAnalysis.Symbolic.Regression/3.4/SymbolicRegressionSolutionImpactValuesCalculator.cs

@@ -20 +20 @@
 #endregion
 
-using System;
 using System.Collections.Generic;
-using System.Linq;
 using HeuristicLab.Common;
 using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
@@ -28 +26 @@
 namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Regression {
   public class SymbolicRegressionSolutionImpactValuesCalculator : SymbolicDataAnalysisSolutionImpactValuesCalculator {
-    public override IEnumerable<Tuple<ISymbolicExpressionTreeNode, double>> CalculateReplacementValues(ISymbolicExpressionTree tree,
-                                                                                                       ISymbolicDataAnalysisExpressionTreeInterpreter interpreter,
-                                                                                                       IDataAnalysisProblemData problemData) {
-      return from node in tree.Root.GetSubtree(0).GetSubtree(0).IterateNodesPrefix()
-             select new Tuple<ISymbolicExpressionTreeNode, double>(node, CalculateReplacementValue(node, tree, interpreter, problemData));
+    public override double CalculateReplacementValue(ISymbolicDataAnalysisModel model, ISymbolicExpressionTreeNode node, IDataAnalysisProblemData problemData, IEnumerable<int> rows) {
+      var regressionModel = (ISymbolicRegressionModel)model;
+      var regressionProblemData = (IRegressionProblemData)problemData;
+
+      return CalculateReplacementValue(node, regressionModel.SymbolicExpressionTree, regressionModel.Interpreter, regressionProblemData.Dataset, rows);
     }
 
-    public override IEnumerable<Tuple<ISymbolicExpressionTreeNode, double>> CalculateImpactValues(ISymbolicExpressionTree tree,
-                                                                                                  ISymbolicDataAnalysisExpressionTreeInterpreter interpreter,
-                                                                                                  IDataAnalysisProblemData regressionProblemData,
-                                                                                                  double lowerEstimationLimit, double upperEstimationLimit) {
-      var problemData = (IRegressionProblemData)regressionProblemData;
-      var dataset = problemData.Dataset;
-      var rows = problemData.TrainingIndices.ToList();
-      string targetVariable = problemData.TargetVariable;
-      List<ISymbolicExpressionTreeNode> nodes = tree.Root.GetSubtree(0).GetSubtree(0).IterateNodesPostfix().ToList();
-      var originalOutput = interpreter.GetSymbolicExpressionTreeValues(tree, dataset, rows).LimitToRange(lowerEstimationLimit, upperEstimationLimit).ToArray();
-      var targetValues = dataset.GetDoubleValues(targetVariable, rows).ToList();
+    public override double CalculateImpactValue(ISymbolicDataAnalysisModel model, ISymbolicExpressionTreeNode node, IDataAnalysisProblemData problemData, IEnumerable<int> rows, double originalQuality = double.NaN) {
+      var regressionModel = (ISymbolicRegressionModel)model;
+      var regressionProblemData = (IRegressionProblemData)problemData;
+
+      var dataset = regressionProblemData.Dataset;
+      var targetValues = dataset.GetDoubleValues(regressionProblemData.TargetVariable, rows);
+
       OnlineCalculatorError errorState;
-      double originalR2 = OnlinePearsonsRSquaredCalculator.Calculate(targetValues, originalOutput, out errorState);
-      if (errorState != OnlineCalculatorError.None) originalR2 = 0.0;
+      if (double.IsNaN(originalQuality)) {
+        var originalClassValues = regressionModel.GetEstimatedValues(dataset, rows);
+        originalQuality = OnlinePearsonsRSquaredCalculator.Calculate(targetValues, originalClassValues, out errorState);
+        if (errorState != OnlineCalculatorError.None) originalQuality = 0.0;
+      }
 
-      return from node in tree.Root.GetSubtree(0).GetSubtree(0).IterateNodesPostfix().ToList()
-             select new Tuple<ISymbolicExpressionTreeNode, double>(node, CalculateImpact(tree, originalR2, node, interpreter, problemData, lowerEstimationLimit, upperEstimationLimit));
+      var replacementValue = CalculateReplacementValue(regressionModel, node, regressionProblemData, rows);
+      var constantNode = new ConstantTreeNode(new Constant()) { Value = replacementValue };
+      var cloner = new Cloner();
+      cloner.RegisterClonedObject(node, constantNode);
+      var tempModel = cloner.Clone(regressionModel);
+      SymbolicDataAnalysisModel.Scale(tempModel, regressionProblemData, regressionProblemData.TargetVariable);
+
+      var estimatedValues = tempModel.GetEstimatedValues(dataset, rows);
+      double newQuality = OnlinePearsonsRSquaredCalculator.Calculate(targetValues, estimatedValues, out errorState);
+      if (errorState != OnlineCalculatorError.None) newQuality = 0.0;
+
+      return originalQuality - newQuality;
     }
 
-    private static double CalculateImpact(ISymbolicExpressionTree tree, double originalQuality, ISymbolicExpressionTreeNode node,
-                                          ISymbolicDataAnalysisExpressionTreeInterpreter interpreter, IRegressionProblemData problemData,
-                                          double lowerEstimationLimit, double upperEstimationLimit) {
-      var dataset = problemData.Dataset;
-      var rows = problemData.TrainingIndices.ToList();
-      string targetVariable = problemData.TargetVariable;
-      var targetValues = dataset.GetDoubleValues(targetVariable, rows).ToList();
-
-      var parent = node.Parent;
-      var constantNode = (ConstantTreeNode)new Constant().CreateTreeNode();
-      constantNode.Value = CalculateReplacementValue(node, tree, interpreter, problemData);
-      SwitchNode(parent, node, constantNode);
-      var newOutput = interpreter.GetSymbolicExpressionTreeValues(tree, dataset, rows)
-                                 .LimitToRange(lowerEstimationLimit, upperEstimationLimit)
-                                 .ToArray();
-      OnlineCalculatorError errorState;
-      double quality = OnlinePearsonsRSquaredCalculator.Calculate(targetValues, newOutput, out errorState);
-      if (errorState != OnlineCalculatorError.None) quality = 0.0;
-      SwitchNode(parent, constantNode, node);
-      // impact = 0 if no change
-      // impact < 0 if new solution is better
-      // impact > 0 if new solution is worse
-      return originalQuality - quality;
-    }
   }
 }

@@ +1 @@
+*.user
+Plugin.cs
 bin
-*.user
-HeuristicLabProblemsDataAnalysisSymbolicRegressionPlugin.cs
 obj
-*.vs10x
-Plugin.cs