private IRegressionSolution CreateLinearRegressionSolution()
{
if (Content == null)
{
throw new InvalidOperationException();
}
double rmse, cvRmsError;
var problemData = (IRegressionProblemData)ProblemData.Clone();
if (!problemData.TrainingIndices.Any())
{
return(null); // don't create an LR model if the problem does not have a training set (e.g. loaded into an existing model)
}
//clear checked inputVariables
foreach (var inputVariable in problemData.InputVariables.CheckedItems)
{
problemData.InputVariables.SetItemCheckedState(inputVariable.Value, false);
}
//check inputVariables used in the symbolic regression model
var usedVariables =
Content.Model.SymbolicExpressionTree.IterateNodesPostfix().OfType <VariableTreeNode>().Select(
node => node.VariableName).Distinct();
foreach (var variable in usedVariables)
{
problemData.InputVariables.SetItemCheckedState(
problemData.InputVariables.First(x => x.Value == variable), true);
}
var solution = LinearRegression.CreateLinearRegressionSolution(problemData, out rmse, out cvRmsError);
solution.Name = "Baseline (linear subset)";
return(solution);
}
private IRegressionSolution CreateLinearRegressionSolution()
{
if (Content == null)
{
throw new InvalidOperationException();
}
double rmse, cvRmsError;
var problemData = (IRegressionProblemData)ProblemData.Clone();
if (!problemData.TrainingIndices.Any())
{
return(null); // don't create an LR model if the problem does not have a training set (e.g. loaded into an existing model)
}
var usedVariables = Content.Model.VariablesUsedForPrediction;
var usedDoubleVariables = usedVariables
.Where(name => problemData.Dataset.VariableHasType <double>(name))
.Distinct();
var usedFactorVariables = usedVariables
.Where(name => problemData.Dataset.VariableHasType <string>(name))
.Distinct();
// gkronber: for binary factors we actually produce a binary variable in the new dataset
// but only if the variable is not used as a full factor anyway (LR creates binary columns anyway)
var usedBinaryFactors =
Content.Model.SymbolicExpressionTree.IterateNodesPostfix().OfType <BinaryFactorVariableTreeNode>()
.Where(node => !usedFactorVariables.Contains(node.VariableName))
.Select(node => Tuple.Create(node.VariableValue, node.VariableValue));
// create a new problem and dataset
var variableNames =
usedDoubleVariables
.Concat(usedFactorVariables)
.Concat(usedBinaryFactors.Select(t => t.Item1 + "=" + t.Item2))
.Concat(new string[] { problemData.TargetVariable })
.ToArray();
var variableValues =
usedDoubleVariables.Select(name => (IList)problemData.Dataset.GetDoubleValues(name).ToList())
.Concat(usedFactorVariables.Select(name => problemData.Dataset.GetStringValues(name).ToList()))
.Concat(
// create binary variable
usedBinaryFactors.Select(t => problemData.Dataset.GetReadOnlyStringValues(t.Item1).Select(val => val == t.Item2 ? 1.0 : 0.0).ToList())
)
.Concat(new[] { problemData.Dataset.GetDoubleValues(problemData.TargetVariable).ToList() });
var newDs = new Dataset(variableNames, variableValues);
var newProblemData = new RegressionProblemData(newDs, variableNames.Take(variableNames.Length - 1), variableNames.Last());
newProblemData.TrainingPartition.Start = problemData.TrainingPartition.Start;
newProblemData.TrainingPartition.End = problemData.TrainingPartition.End;
newProblemData.TestPartition.Start = problemData.TestPartition.Start;
newProblemData.TestPartition.End = problemData.TestPartition.End;
var solution = LinearRegression.CreateLinearRegressionSolution(newProblemData, out rmse, out cvRmsError);
solution.Name = "Baseline (linear subset)";
return(solution);
}
private IItem CreateSolution()
{
var problemData = ProblemData;
var ds = problemData.Dataset;
var targetVariable = problemData.TargetVariable;
var allowedInputVariables = problemData.AllowedInputVariables.ToArray();
var trainingRows = problemData.TrainingIndices.ToArray();
lock (problemStateLocker) {
var model = new GaussianProcessModel(ds, targetVariable, allowedInputVariables, trainingRows, bestHyperParameters, (IMeanFunction)meanFunc.Clone(), (ICovarianceFunction)covFunc.Clone());
model.FixParameters();
return(model.CreateRegressionSolution((IRegressionProblemData)ProblemData.Clone()));
}
}
private void AfterDeserialization()
{
if (!regressionSolutions.Any())
{
foreach (var model in Model.Models)
{
IRegressionProblemData problemData = (IRegressionProblemData)ProblemData.Clone();
problemData.TrainingPartition.Start = trainingPartitions[model].Start;
problemData.TrainingPartition.End = trainingPartitions[model].End;
problemData.TestPartition.Start = testPartitions[model].Start;
problemData.TestPartition.End = testPartitions[model].End;
regressionSolutions.Add(model.CreateRegressionSolution(problemData));
}
}
RegisterRegressionSolutionsEventHandler();
}