RMSE and RRSE

src/core/de.evoal.surrogate.api/src/main/java/de/evoal/surrogate/main/gof/rmse/RMSECalculator.java

+package de.evoal.surrogate.main.gof.rmse;
+
+import de.evoal.core.api.properties.Properties;
+import de.evoal.core.api.properties.stream.PropertiesBasedPropertiesPairStreamSupplier;
+import de.evoal.core.api.properties.stream.PropertiesPairStreamSupplier;
+import de.evoal.core.api.properties.stream.PropertiesStreamSupplier;
+import de.evoal.core.api.utils.Requirements;
+import de.evoal.surrogate.api.SurrogateInformationCalculator;
+import de.evoal.surrogate.api.configuration.Parameter;
+import de.evoal.surrogate.api.configuration.SurrogateConfiguration;
+import de.evoal.surrogate.api.function.SurrogateFunction;
+import lombok.extern.slf4j.Slf4j;
+import org.apache.commons.math3.stat.descriptive.moment.Mean;
+import org.apache.commons.math3.stat.descriptive.moment.StandardDeviation;
+import org.apache.commons.math3.util.Pair;
+
+import javax.enterprise.context.Dependent;
+import javax.inject.Named;
+import java.util.ArrayList;
+import java.util.Arrays;
+import java.util.List;
+import java.util.function.Function;
+import java.util.stream.DoubleStream;
+
+/**
+ * Calculates the root mean squared error.
+ */
+@Dependent
+@Named("rmse")
+@Slf4j
+public class RMSECalculator implements SurrogateInformationCalculator {
+
+	/**
+	 * Surrogate configuration for attaching the calculated r² value.
+	 */
+	private SurrogateConfiguration config;
+
+	/**
+	 * The actual surrogate function.
+	 */
+	private SurrogateFunction function;
+
+	/**
+	 * Supplier for the trainings data.
+	 */
+	private PropertiesStreamSupplier trainingData;
+
+	@Override
+	public void execute() {
+		log.info("calculating rmse of surrogate function.");
+
+		final PropertiesPairStreamSupplier pairStream = new PropertiesBasedPropertiesPairStreamSupplier(trainingData, function.getInputSpecification(), function.getOutputSpecification());
+
+		final List<List<Double>> data = new ArrayList<>();
+		for(int i = 0; i  < function.getOutputSpecification().size(); ++i) {
+			data.add(new ArrayList<>());
+		}
+
+		pairStream.get()
+				.forEach(p -> {
+					final Properties source = p.getFirst();
+					final Properties expected = p.getSecond();
+
+					final Properties actual = function.apply(source);
+
+					for(int i = 0; i < expected.size(); ++i) {
+						data.get(i).add(Math.pow(expected.getAsDouble(i) - actual.getAsDouble(i), 2.0));
+					}
+				});
+
+
+
+		for(int i = 0; i < data.size(); ++i) {
+			final double average = data.get(i)
+					.stream()
+					.mapToDouble(Double.class::cast)
+					.summaryStatistics()
+					.getAverage();
+
+			final double rmse = Math.pow(average, 0.5);
+
+			log.info("RMSE of {}: '{}'", function.getOutputSpecification().get(i), rmse);
+
+			final Parameter goodnessOfFit = Parameter.builder()
+					.name("rmse")
+					.value(rmse)
+					.build();
+
+			config.addOutputParameter(function.getOutputSpecification().get(i).name(), goodnessOfFit);
+		}
+	}
+
+	@Override
+	public String toString() {
+		return "rmse";
+	}
+
+	@Override
+	public void configure(final SurrogateFunction function, final SurrogateConfiguration config, final List<Object> parameters, final PropertiesStreamSupplier trainingData) {
+		Requirements.requireEmpty(parameters);
+		Requirements.requireNotNull(function);
+		Requirements.requireNotNull(config);
+
+		this.function = function;
+		this.config = config;
+		this.trainingData = trainingData;
+	}
+}

src/core/de.evoal.surrogate.api/src/main/java/de/evoal/surrogate/main/gof/rmse/RRSECalculator.java

+package de.evoal.surrogate.main.gof.rmse;
+
+import de.evoal.core.api.properties.Properties;
+import de.evoal.core.api.properties.stream.PropertiesBasedPropertiesPairStreamSupplier;
+import de.evoal.core.api.properties.stream.PropertiesPairStreamSupplier;
+import de.evoal.core.api.properties.stream.PropertiesStreamSupplier;
+import de.evoal.core.api.utils.Requirements;
+import de.evoal.surrogate.api.SurrogateInformationCalculator;
+import de.evoal.surrogate.api.configuration.Parameter;
+import de.evoal.surrogate.api.configuration.SurrogateConfiguration;
+import de.evoal.surrogate.api.function.SurrogateFunction;
+import lombok.extern.slf4j.Slf4j;
+
+import javax.enterprise.context.Dependent;
+import javax.inject.Named;
+import java.util.ArrayList;
+import java.util.List;
+
+/**
+ * Calculates the root mean squared error.
+ */
+@Dependent
+@Named("rrse")
+@Slf4j
+public class RRSECalculator implements SurrogateInformationCalculator {
+
+	/**
+	 * Surrogate configuration for attaching the calculated r² value.
+	 */
+	private SurrogateConfiguration config;
+
+	/**
+	 * The actual surrogate function.
+	 */
+	private SurrogateFunction function;
+
+	/**
+	 * Supplier for the trainings data.
+	 */
+	private PropertiesStreamSupplier trainingData;
+
+	@Override
+	public void execute() {
+		log.info("calculating rmse of surrogate function.");
+
+		final PropertiesPairStreamSupplier pairStream = new PropertiesBasedPropertiesPairStreamSupplier(trainingData, function.getInputSpecification(), function.getOutputSpecification());
+
+		final List<List<Double>> data = new ArrayList<>();
+		for(int i = 0; i  < function.getOutputSpecification().size(); ++i) {
+			data.add(new ArrayList<>());
+		}
+
+		pairStream.get()
+				.forEach(p -> {
+					final Properties source = p.getFirst();
+					final Properties expected = p.getSecond();
+
+					final Properties actual = function.apply(source);
+
+					for(int i = 0; i < expected.size(); ++i) {
+						System.err.println("  " + expected.getAsDouble(i) + " -- " + actual.getAsDouble(i));
+						data.get(i).add(Math.pow((expected.getAsDouble(i) - actual.getAsDouble(i)) / expected.getAsDouble(i), 2.0));
+					}
+				});
+
+
+
+		for(int i = 0; i < data.size(); ++i) {
+			final double average = data.get(i)
+					.stream()
+					.mapToDouble(Double.class::cast)
+					.summaryStatistics()
+					.getAverage();
+
+			final double rrse = Math.pow(average, 0.5);
+
+			log.info("RRSE of {}: '{}'", function.getOutputSpecification().get(i), rrse);
+
+			final Parameter goodnessOfFit = Parameter.builder()
+					.name("rrse")
+					.value(rrse)
+					.build();
+
+			config.addOutputParameter(function.getOutputSpecification().get(i).name(), goodnessOfFit);
+		}
+	}
+
+	@Override
+	public String toString() {
+		return "rrse";
+	}
+
+	@Override
+	public void configure(final SurrogateFunction function, final SurrogateConfiguration config, final List<Object> parameters, final PropertiesStreamSupplier trainingData) {
+		Requirements.requireEmpty(parameters);
+		Requirements.requireNotNull(function);
+		Requirements.requireNotNull(config);
+
+		this.function = function;
+		this.config = config;
+		this.trainingData = trainingData;
+	}
+}

src/core/de.evoal.surrogate.api/src/main/java/module-info.java

@@ -43,6 +43,7 @@ module de.evoal.surrogate.api {
     opens de.evoal.surrogate.main.internal to weld.core.impl;
     opens de.evoal.surrogate.main.jackson to weld.core.impl, com.fasterxml.jackson.databind;
     opens de.evoal.surrogate.main.gof.cross to weld.core.impl;
+    opens de.evoal.surrogate.main.gof.rmse to weld.core.impl;
     opens de.evoal.surrogate.main.gof.rsquare to weld.core.impl;
     opens de.evoal.surrogate.main.statistics.constraint to weld.core.impl;
     opens de.evoal.surrogate.main.statistics.correlated to weld.core.impl;