#region License Information /* HeuristicLab * Copyright (C) Heuristic and Evolutionary Algorithms Laboratory (HEAL) * * This file is part of HeuristicLab. * * HeuristicLab is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * HeuristicLab is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with HeuristicLab. If not, see . */ #endregion using System; using System.Linq; using System.Threading; using HeuristicLab.Algorithms.DataAnalysis.Glmnet; using HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Problems.DataAnalysis; using HEAL.Attic; namespace HeuristicLab.Algorithms.DataAnalysis { [StorableType("0AED959D-78C3-4927-BDCF-473D0AEE32AA")] [Item("RegularizedLeaf", "A leaf type that uses regularized linear models as leaf models.")] public sealed class RegularizedLeaf : LeafBase { #region Constructors & Cloning [StorableConstructor] private RegularizedLeaf(StorableConstructorFlag _) : base(_) { } private RegularizedLeaf(RegularizedLeaf original, Cloner cloner) : base(original, cloner) { } public RegularizedLeaf() { } public override IDeepCloneable Clone(Cloner cloner) { return new RegularizedLeaf(this, cloner); } #endregion #region IModelType public override bool ProvidesConfidence { get { return false; } } public override IRegressionModel Build(IRegressionProblemData pd, IRandom random, CancellationToken cancellationToken, out int numberOfParameters) { if (pd.Dataset.Rows < MinLeafSize(pd)) throw new ArgumentException("The number of training instances is too small to create a linear model"); numberOfParameters = pd.AllowedInputVariables.Count() + 1; double x1, x2; var coeffs = ElasticNetLinearRegression.CalculateModelCoefficients(pd, 1, 0.2, out x1, out x2); numberOfParameters = coeffs.Length; return ElasticNetLinearRegression.CreateSymbolicSolution(coeffs, pd).Model; } public override int MinLeafSize(IRegressionProblemData pd) { return pd.AllowedInputVariables.Count() + 2; } #endregion } }