samoa-api/src/main/java/org/apache/samoa/evaluation/BasicRegressionPerformanceEvaluator.java

/*
 * Licensed to the Apache Software Foundation (ASF) under one
 * or more contributor license agreements.  See the NOTICE file
 * distributed with this work for additional information
 * regarding copyright ownership.  The ASF licenses this file
 * to you under the Apache License, Version 2.0 (the
 * "License"); you may not use this file except in compliance
 * with the License.  You may obtain a copy of the License at
 *
 *   http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing,
 * software distributed under the License is distributed on an
 * "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
 * KIND, either express or implied.  See the License for the
 * specific language governing permissions and limitations
 * under the License.
 */

package org.apache.samoa.evaluation;

import java.util.List;

import org.apache.samoa.instances.Attribute;

import org.apache.samoa.instances.Instance;
import org.apache.samoa.instances.Utils;
import org.apache.samoa.moa.AbstractMOAObject;
import org.apache.samoa.moa.core.Measurement;
import org.apache.samoa.moa.core.Vote;

/**
 * Regression evaluator that performs basic incremental evaluation.
 * 
 * @author Albert Bifet (abifet at cs dot waikato dot ac dot nz)
 * @version $Revision: 7 $
 */
public class BasicRegressionPerformanceEvaluator extends AbstractMOAObject
    implements RegressionPerformanceEvaluator {

  private static final long serialVersionUID = 1L;

  // the number of decimal places placed for double values in prediction file
  // the value of 10 is used since some predicted values can be relatively small
  public static final int DECIMAL_PLACES = 10;

  protected double weightObserved;

  protected double squareError;

  protected double averageError;

  protected double sumTarget;

  protected double squareTargetError;

  protected double averageTargetError;

  private String instanceIdentifier;
  private Instance lastSeenInstance;
  private double lastPredictedValue;

  @Override
  public void reset() {
    this.weightObserved = 0.0;
    this.squareError = 0.0;
    this.averageError = 0.0;
    this.sumTarget = 0.0;
    this.averageTargetError = 0.0;
    this.squareTargetError = 0.0;

  }

  @Override
  public void addResult(Instance inst, double[] prediction, String instanceIdentifier,
          long delay) {
    double weight = inst.weight();
    double classValue = inst.classValue();
    if (weight > 0.0) {
      if (prediction.length > 0) {
        double meanTarget = this.weightObserved != 0 ? this.sumTarget / this.weightObserved : 0.0;
        this.squareError += (classValue - prediction[0]) * (classValue - prediction[0]);
        this.averageError += Math.abs(classValue - prediction[0]);
        this.squareTargetError += (classValue - meanTarget) * (classValue - meanTarget);
        this.averageTargetError += Math.abs(classValue - meanTarget);
        this.sumTarget += classValue;
        this.weightObserved += weight;
        this.lastPredictedValue = prediction[0];
        this.lastSeenInstance = inst;
        this.instanceIdentifier = instanceIdentifier;
      } else {
        this.lastPredictedValue = Double.NaN;
      }
    }
  }

  @Override
  public Measurement[] getPerformanceMeasurements() {
    return new Measurement[] {
        new Measurement("classified instances",
            getTotalWeightObserved()),
        new Measurement("mean absolute error",
            getMeanError()),
        new Measurement("root mean squared error",
            getSquareError()),
        new Measurement("relative mean absolute error",
            getRelativeMeanError()),
        new Measurement("relative root mean squared error",
            getRelativeSquareError())
    };
  }

  /**
   * This method is used to retrieve predictions
   * 
   * @return String This returns an array of predictions and votes objects.
   */
  @Override
  public Vote[] getPredictionVotes() {
    double trueValue = this.lastSeenInstance.classValue();
    return new Vote[] {
        new Vote("instance number",
            this.instanceIdentifier),
        new Vote("true value", trueValue, this.DECIMAL_PLACES),
        new Vote("predicted value", this.lastPredictedValue, this.DECIMAL_PLACES)
    };
  }

  public double getTotalWeightObserved() {
    return this.weightObserved;
  }

  public double getMeanError() {
    return this.weightObserved > 0.0 ? this.averageError
        / this.weightObserved : 0.0;
  }

  public double getSquareError() {
    return Math.sqrt(this.weightObserved > 0.0 ? this.squareError
        / this.weightObserved : 0.0);
  }

  public double getTargetMeanError() {
    return this.weightObserved > 0.0 ? this.averageTargetError
        / this.weightObserved : 0.0;
  }

  public double getTargetSquareError() {
    return Math.sqrt(this.weightObserved > 0.0 ? this.squareTargetError
        / this.weightObserved : 0.0);
  }

  @Override
  public void getDescription(StringBuilder sb, int indent) {
    Measurement.getMeasurementsDescription(getPerformanceMeasurements(),
        sb, indent);
  }

  private double getRelativeMeanError() {
    return this.averageTargetError > 0 ? this.averageError / this.averageTargetError : 0.0;
  }

  private double getRelativeSquareError() {
    return Math.sqrt(this.squareTargetError > 0 ? this.squareError / this.squareTargetError : 0.0);
  }
}