/**
* Test ensemble in regression
*
* @param global Global definition parameters
* @param data Input data
* @param npatterns No of patterns
* @return Test ensemble in regression
*/
public double TestEnsembleInRegression(
EnsembleParameters global, double data[][], int npatterns) {
double fitness, RMS = 0.0, error;
double[] outputs = new double[Noutputs];
for (int i = 0; i < npatterns; i++) {
// Obtain network output
EnsembleOutput(data[i], outputs);
// Obtain RMS error
error = 0.0;
for (int j = 0; j < Noutputs; j++) {
error += Math.pow(outputs[j] - data[i][Ninputs + j], 2.0);
}
RMS += Math.sqrt(error);
}
fitness = RMS / (npatterns * global.Noutputs);
return fitness;
}
/**
* Calculate weights using GEM method
*
* @param global Global definition parameters
* @param data Input data
* @param n matrix order (no of rows and colms in data matrix)
*/
public void GetGEMWeights(EnsembleParameters global, double data[][], int n) {
int xx, yy, offset, cols;
double scalar;
double[] module = new double[Nnetworks];
boolean[] collinear = new boolean[Nnetworks];
double[][] omega = new double[Nnetworks][Nnetworks];
double[][] inverse = new double[Nnetworks][Nnetworks];
double[][] toinvert = new double[Nnetworks][Nnetworks];
double[] output_i = new double[Noutputs];
double[] output_j = new double[Noutputs];
// Weight for every output.
for (int out = 0; out < Noutputs; out++) {
// Obtain omega matrix.
for (int i = 0; i < Nnetworks; i++) {
for (int j = 0; j <= i; j++) {
omega[i][j] = 0.0;
for (int k = 0; k < n; k++) {
nets[i].GenerateOutput(data[k], output_i);
nets[j].GenerateOutput(data[k], output_j);
omega[i][j] +=
(data[k][Ninputs + out] - output_i[out]) * (data[k][Ninputs + out] - output_j[out]);
}
omega[j][i] = (omega[i][j] /= n);
}
}
// Search collinearity.
for (int i = 0; i < Nnetworks; i++) {
module[i] = 0.0;
for (int k = 0; k < Nnetworks; k++) {
module[i] += omega[i][k] * omega[i][k];
}
module[i] = Math.sqrt(module[i]);
collinear[i] = false;
}
for (int i = 0; i < Nnetworks - 1; i++) {
for (int j = i + 1; j < Nnetworks && !collinear[i]; j++) {
scalar = 0.0;
for (int k = 0; k < Nnetworks; k++) {
scalar += omega[i][k] * omega[j][k];
}
if (scalar / (module[i] * module[j]) > TH_COS) {
collinear[i] = true;
}
}
}
// Create non-singular matrixx.
for (int i = xx = 0; i < Nnetworks; i++) {
if (!collinear[i]) {
// Copyy row.
for (int j = yy = 0; j < Nnetworks; j++) {
if (!collinear[j]) {
toinvert[xx][yy] = omega[i][j];
yy++;
}
}
xx++;
}
}
cols = xx;
// Invert omega matrix.
Matrix.InvertMatrix(toinvert, inverse, cols);
// Obtain sum of matrix elements (1 Omega-1 1).
double sum = 0.0;
for (int i = 0; i < cols; i++) {
for (int j = 0; j < cols; j++) {
sum += inverse[i][j];
// Obtain weights.
}
}
for (int i = offset = 0; i < Nnetworks; i++) {
weights[out][i] = 0.0;
if (!collinear[i]) {
for (int j = 0; j < cols; j++) {
weights[out][i] += inverse[i - offset][j];
}
weights[out][i] /= sum;
} else {
offset++;
}
}
}
}