Added learning rate schedulers and decay for neural nets.

This commit is contained in:
novak_99 2022-01-30 01:04:23 -08:00
parent e1e8c251e4
commit a13e0e344b
6 changed files with 63 additions and 26 deletions

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@ -16,7 +16,7 @@
namespace MLPP {
ANN::ANN(std::vector<std::vector<double>> inputSet, std::vector<double> outputSet)
: inputSet(inputSet), outputSet(outputSet), n(inputSet.size()), k(inputSet[0].size())
: inputSet(inputSet), outputSet(outputSet), n(inputSet.size()), k(inputSet[0].size()), lrScheduler("None"), decayConstant(0)
{
}
@ -66,6 +66,7 @@ namespace MLPP {
alg.printMatrix(network[network.size() - 1].weights);
while(true){
learning_rate = applyLearningRateScheduler(learning_rate, decayConstant, epoch);
cost_prev = Cost(y_hat, outputSet);
auto [cumulativeHiddenLayerWGrad, outputWGrad] = computeGradients(y_hat, outputSet);
@ -96,6 +97,7 @@ namespace MLPP {
// always do forward pass only ONCE at end.
auto [inputMiniBatches, outputMiniBatches] = Utilities::createMiniBatches(inputSet, outputSet, n_mini_batch);
while(true){
learning_rate = applyLearningRateScheduler(learning_rate, decayConstant, epoch);
for(int i = 0; i < n_mini_batch; i++){
std::vector<double> y_hat = modelSetTest(inputMiniBatches[i]);
cost_prev = Cost(y_hat, outputMiniBatches[i]);
@ -133,6 +135,7 @@ namespace MLPP {
std::vector<double> v_output;
while(true){
learning_rate = applyLearningRateScheduler(learning_rate, decayConstant, epoch);
for(int i = 0; i < n_mini_batch; i++){
std::vector<double> y_hat = modelSetTest(inputMiniBatches[i]);
cost_prev = Cost(y_hat, outputMiniBatches[i]);
@ -184,6 +187,7 @@ namespace MLPP {
std::vector<double> v_output;
while(true){
learning_rate = applyLearningRateScheduler(learning_rate, decayConstant, epoch);
for(int i = 0; i < n_mini_batch; i++){
std::vector<double> y_hat = modelSetTest(inputMiniBatches[i]);
cost_prev = Cost(y_hat, outputMiniBatches[i]);
@ -234,6 +238,7 @@ namespace MLPP {
std::vector<double> v_output;
while(true){
learning_rate = applyLearningRateScheduler(learning_rate, decayConstant, epoch);
for(int i = 0; i < n_mini_batch; i++){
std::vector<double> y_hat = modelSetTest(inputMiniBatches[i]);
cost_prev = Cost(y_hat, outputMiniBatches[i]);
@ -286,6 +291,7 @@ void ANN::Adam(double learning_rate, int max_epoch, int mini_batch_size, double
std::vector<double> m_output;
std::vector<double> v_output;
while(true){
learning_rate = applyLearningRateScheduler(learning_rate, decayConstant, epoch);
for(int i = 0; i < n_mini_batch; i++){
std::vector<double> y_hat = modelSetTest(inputMiniBatches[i]);
cost_prev = Cost(y_hat, outputMiniBatches[i]);
@ -348,6 +354,7 @@ void ANN::Adam(double learning_rate, int max_epoch, int mini_batch_size, double
std::vector<double> m_output;
std::vector<double> u_output;
while(true){
learning_rate = applyLearningRateScheduler(learning_rate, decayConstant, epoch);
for(int i = 0; i < n_mini_batch; i++){
std::vector<double> y_hat = modelSetTest(inputMiniBatches[i]);
cost_prev = Cost(y_hat, outputMiniBatches[i]);
@ -409,6 +416,7 @@ void ANN::Adam(double learning_rate, int max_epoch, int mini_batch_size, double
std::vector<double> m_output;
std::vector<double> v_output;
while(true){
learning_rate = applyLearningRateScheduler(learning_rate, decayConstant, epoch);
for(int i = 0; i < n_mini_batch; i++){
std::vector<double> y_hat = modelSetTest(inputMiniBatches[i]);
cost_prev = Cost(y_hat, outputMiniBatches[i]);
@ -478,6 +486,7 @@ void ANN::Adam(double learning_rate, int max_epoch, int mini_batch_size, double
std::vector<double> v_output_hat;
while(true){
learning_rate = applyLearningRateScheduler(learning_rate, decayConstant, epoch);
for(int i = 0; i < n_mini_batch; i++){
std::vector<double> y_hat = modelSetTest(inputMiniBatches[i]);
cost_prev = Cost(y_hat, outputMiniBatches[i]);
@ -540,6 +549,25 @@ void ANN::Adam(double learning_rate, int max_epoch, int mini_batch_size, double
}
}
void ANN::setLearningRateScheduler(std::string type, double decayConstant){
lrScheduler = type;
ANN::decayConstant = decayConstant;
}
// https://en.wikipedia.org/wiki/Learning_rate
// Learning Rate Decay (C2W2L09) - Andrew Ng - Deep Learning Specialization
double ANN::applyLearningRateScheduler(double learningRate, double decayConstant, double epoch){
if(lrScheduler == "Time"){
return learningRate / (1 + decayConstant * epoch);
}
else if(lrScheduler == "Exponential"){
return learningRate * std::exp(-decayConstant * epoch);
}
else if(lrScheduler == "Epoch"){
return learningRate * (decayConstant / std::sqrt(epoch));
}
}
void ANN::addLayer(int n_hidden, std::string activation, std::string weightInit, std::string reg, double lambda, double alpha){
if(network.empty()){
network.push_back(HiddenLayer(n_hidden, activation, inputSet, weightInit, reg, lambda, alpha));
@ -612,8 +640,7 @@ void ANN::Adam(double learning_rate, int max_epoch, int mini_batch_size, double
}
std::tuple<std::vector<std::vector<std::vector<double>>>, std::vector<double>> ANN::computeGradients(std::vector<double> y_hat, std::vector<double> outputSet){
std::cout << "BEGIN" << std::endl;
std::cout << k << std::endl;
// std::cout << "BEGIN" << std::endl;
class Cost cost;
Activation avn;
LinAlg alg;

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@ -34,6 +34,9 @@ class ANN{
double score();
void save(std::string fileName);
void setLearningRateScheduler(std::string type, double k);
double applyLearningRateScheduler(double learningRate, double decayConstant, double epoch);
void addLayer(int n_hidden, std::string activation, std::string weightInit = "Default", std::string reg = "None", double lambda = 0.5, double alpha = 0.5);
void addOutputLayer(std::string activation, std::string loss, std::string weightInit = "Default", std::string reg = "None", double lambda = 0.5, double alpha = 0.5);
@ -56,6 +59,9 @@ class ANN{
int n;
int k;
std::string lrScheduler;
double decayConstant;
};
}

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@ -21,7 +21,6 @@ class GAN{
GAN(double k, std::vector<std::vector<double>> outputSet);
~GAN();
std::vector<std::vector<double>> generateExample(int n);
double modelTest(std::vector<double> x);
void gradientDescent(double learning_rate, int max_epoch, bool UI = 1);
double score();
void save(std::string fileName);

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@ -131,6 +131,10 @@ The result will be the model's predictions for the entire dataset.
- He Uniform
- LeCun Normal
- LeCun Uniform
6. Possible Learning Rate Schedulers
- Time Based
- Exponential
- Epoch Based
3. ***Prebuilt Neural Networks***
1. Multilayer Peceptron
2. Autoencoder

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@ -363,30 +363,31 @@ int main() {
// Possible Weight Init Methods: Default, Uniform, HeNormal, HeUniform, XavierNormal, XavierUniform
// Possible Activations: Linear, Sigmoid, Swish, Softplus, Softsign, CLogLog, Ar{Sinh, Cosh, Tanh, Csch, Sech, Coth}, GaussianCDF, GELU, UnitStep
// Possible Loss Functions: MSE, RMSE, MBE, LogLoss, CrossEntropy, HingeLoss
// std::vector<std::vector<double>> inputSet = {{0,0,1,1}, {0,1,0,1}};
// std::vector<double> outputSet = {0,1,1,0};
// ANN ann(alg.transpose(inputSet), outputSet);
// //ann.addLayer(10, "Sigmoid");
// ann.addLayer(10, "Sigmoid");
// ann.addOutputLayer("Sigmoid", "LogLoss");
// //ann.AMSGrad(0.1, 10000, 1, 0.9, 0.999, 0.000001, 1);
// //ann.Adadelta(1, 1000, 2, 0.9, 0.000001, 1);
// ann.Momentum(0.1, 8000, 2, 0.9, true, 1);
// //ann.MBGD(0.1, 1000, 2, 1);
// alg.printVector(ann.modelSetTest(alg.transpose(inputSet)));
// std::cout << "ACCURACY: " << 100 * ann.score() << "%" << std::endl;
std::vector<std::vector<double>> inputSet = {{0,0,1,1}, {0,1,0,1}};
std::vector<double> outputSet = {0,1,1,0};
ANN ann(alg.transpose(inputSet), outputSet);
ann.addLayer(2, "Sigmoid");
ann.addLayer(2, "Sigmoid");
ann.addOutputLayer("Sigmoid", "LogLoss");
//ann.AMSGrad(0.1, 10000, 1, 0.9, 0.999, 0.000001, 1);
//ann.Adadelta(1, 1000, 2, 0.9, 0.000001, 1);
//ann.Momentum(0.1, 8000, 2, 0.9, true, 1);
ann.setLearningRateScheduler("Time", 0.000000000001);
ann.gradientDescent(0.1, 20000, 1);
alg.printVector(ann.modelSetTest(alg.transpose(inputSet)));
std::cout << "ACCURACY: " << 100 * ann.score() << "%" << std::endl;
std::vector<std::vector<double>> outputSet = {{1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20},
{2,4,6,8,10,12,14,16,18,20,22,24,26,28,30,32,34,36,38,40}};
//std::vector<std::vector<double>> outputSet = {{1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20},
// {2,4,6,8,10,12,14,16,18,20,22,24,26,28,30,32,34,36,38,40}};
//Vector outputSet = {0,1,1,0};
GAN gan(2, alg.transpose(outputSet));
gan.addLayer(5, "Sigmoid");
gan.addLayer(2, "RELU");
gan.addLayer(5, "Sigmoid");
gan.addOutputLayer("Sigmoid", "LogLoss");
gan.gradientDescent(0.1, 25000, 0);
std::cout << "GENERATED INPUT: (Gaussian-sampled noise):" << std::endl;
alg.printMatrix(gan.generateExample(5));
// GAN gan(2, alg.transpose(outputSet));
// gan.addLayer(5, "Sigmoid");
// gan.addLayer(2, "RELU");
// gan.addLayer(5, "Sigmoid");
// gan.addOutputLayer("Sigmoid", "LogLoss");
// gan.gradientDescent(0.1, 25000, 0);
// std::cout << "GENERATED INPUT: (Gaussian-sampled noise):" << std::endl;
// alg.printMatrix(gan.generateExample(100));
// typedef std::vector<std::vector<double>> Matrix;