/** * Copyright (C) 2001-2017 by RapidMiner and the contributors * * Complete list of developers available at our web site: * * http://rapidminer.com * * This program is free software: you can redistribute it and/or modify it under the terms of the * GNU Affero General Public License as published by the Free Software Foundation, either version 3 * of the License, or (at your option) any later version. * * This program 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 * Affero General Public License for more details. * * You should have received a copy of the GNU Affero General Public License along with this program. * If not, see http://www.gnu.org/licenses/. */ package com.rapidminer.operator.performance; import com.rapidminer.example.Attribute; import com.rapidminer.example.Example; import com.rapidminer.example.ExampleSet; import com.rapidminer.operator.OperatorException; import com.rapidminer.operator.UserError; import com.rapidminer.tools.math.Averagable; import java.util.Iterator; /** * Relative squared error is the total squared error made relative to what the error would have been * if the prediction had been the average of the absolute value. As done with the root mean-squared * error, the square root of the relative squared error is taken to give it the same dimensions as * the predicted values themselves. Also, just like root mean-squared error, this exaggerates the * cases in which the prediction error was significantly greater than the mean error. * * @author Ingo Mierswa ingomierswa Exp $ */ public class RootRelativeSquaredError extends MeasuredPerformance { private static final long serialVersionUID = 7781104825149866444L; private Attribute predictedAttribute; private Attribute labelAttribute; private Attribute weightAttribute; private double deviationSum = 0.0d; private double relativeSum = 0.0d; private double trueLabelSum = 0.0d; private double exampleCounter = 0; public RootRelativeSquaredError() {} public RootRelativeSquaredError(RootRelativeSquaredError rse) { super(rse); this.deviationSum = rse.deviationSum; this.relativeSum = rse.relativeSum; this.trueLabelSum = rse.trueLabelSum; this.exampleCounter = rse.exampleCounter; this.labelAttribute = (Attribute) rse.labelAttribute.clone(); this.predictedAttribute = (Attribute) rse.predictedAttribute.clone(); if (rse.weightAttribute != null) { this.weightAttribute = (Attribute) rse.weightAttribute.clone(); } } @Override public String getName() { return "root_relative_squared_error"; } @Override public String getDescription() { return "Averaged root-relative-squared error"; } @Override public double getExampleCount() { return exampleCounter; } @Override public void startCounting(ExampleSet exampleSet, boolean useExampleWeights) throws OperatorException { super.startCounting(exampleSet, useExampleWeights); if (exampleSet.size() <= 1) { throw new UserError(null, 919, getName(), "root relative squared error can only be calculated for test sets with more than 2 examples."); } this.predictedAttribute = exampleSet.getAttributes().getPredictedLabel(); this.labelAttribute = exampleSet.getAttributes().getLabel(); if (useExampleWeights) { this.weightAttribute = exampleSet.getAttributes().getWeight(); } this.trueLabelSum = 0.0d; this.deviationSum = 0.0d; this.relativeSum = 0.0d; this.exampleCounter = 0.0d; Iterator<Example> reader = exampleSet.iterator(); while (reader.hasNext()) { Example example = reader.next(); double label = example.getValue(labelAttribute); if (!Double.isNaN(label)) { exampleCounter += 1; trueLabelSum += label; } } } /** Calculates the error for the current example. */ @Override public void countExample(Example example) { double plabel; double label = example.getValue(labelAttribute); if (!predictedAttribute.isNominal()) { plabel = example.getValue(predictedAttribute); } else { String labelS = example.getNominalValue(labelAttribute); plabel = example.getConfidence(labelS); label = 1.0d; } double weight = 1.0d; if (weightAttribute != null) { weight = example.getValue(weightAttribute); } double diff = Math.abs(label - plabel); deviationSum += diff * diff * weight * weight; double relDiff = Math.abs(label - (trueLabelSum / exampleCounter)); relativeSum += relDiff * relDiff * weight * weight; } @Override public double getMikroAverage() { return Math.sqrt(deviationSum / relativeSum); } @Override public double getMikroVariance() { return Double.NaN; } @Override public double getFitness() { return (-1) * getAverage(); } @Override public void buildSingleAverage(Averagable performance) { RootRelativeSquaredError other = (RootRelativeSquaredError) performance; this.deviationSum += other.deviationSum; this.relativeSum += other.relativeSum; } }