added new optimizers. fixed isnan.

MLPP/LinAlg/LinAlg.cpp

@@ -418,6 +418,18 @@ namespace MLPP{
         return B;
     }
 
+    std::vector<double> LinAlg::max(std::vector<double> a, std::vector<double> b){
+        std::vector<double> c; 
+        c.resize(a.size());
+        for(int i = 0; i < c.size(); i++){
+            if(a[i] >= b[i]) { 
+                c[i] = a[i]; 
+            }
+            else { c[i] = b[i]; }
+        }
+        return c;
+    }
+
     double LinAlg::max(std::vector<std::vector<double>> A){
         return max(flatten(A));
     }
@@ -945,6 +957,18 @@ namespace MLPP{
         return matmult(A, rotationMatrix);
     }
 
+    std::vector<std::vector<double>> LinAlg::max(std::vector<std::vector<double>> A, std::vector<std::vector<double>> B){
+        std::vector<std::vector<double>> C;
+        C.resize(A.size());
+        for(int i = 0; i < C.size(); i++){
+            C[i].resize(A[0].size());
+        }
+        for(int i = 0; i < A.size(); i++){
+            C[i] = max(A[i], B[i]);
+        }
+        return C;
+    }
+
     double LinAlg::max(std::vector<double> a){
         int max = a[0];
         for(int i = 0; i < a.size(); i++){

MLPP/LinAlg/LinAlg.hpp

@@ -76,6 +76,8 @@ namespace MLPP{
 
         std::vector<std::vector<double>> rotate(std::vector<std::vector<double>> A, double theta, int axis = -1);
 
+        std::vector<std::vector<double>> max(std::vector<std::vector<double>> A, std::vector<std::vector<double>> B);
+
         double max(std::vector<std::vector<double>> A);
 
         double min(std::vector<std::vector<double>> A);
@@ -162,6 +164,8 @@ namespace MLPP{
 
         std::vector<double> cos(std::vector<double> a);
 
+        std::vector<double> max(std::vector<double> a, std::vector<double> b);
+
         double max(std::vector<double> a);
 
         double min(std::vector<double> a);

MLPP/LinReg/LinReg.cpp

@@ -166,6 +166,327 @@ namespace MLPP{
         forwardPass(); 
     }
 
+    void LinReg::Momentum(double learning_rate, int max_epoch, int mini_batch_size, double gamma, bool UI){
+        LinAlg alg;
+        Reg regularization;
+        double cost_prev = 0;
+        int epoch = 1;
+        
+        // Creating the mini-batches
+        int n_mini_batch = n/mini_batch_size;
+        auto [inputMiniBatches, outputMiniBatches] = Utilities::createMiniBatches(inputSet, outputSet, n_mini_batch);
+        
+        // Initializing necessary components for Momentum. 
+        std::vector<double> v = alg.zerovec(weights.size());
+        while(true){
+            for(int i = 0; i < n_mini_batch; i++){
+                std::vector<double> y_hat = Evaluate(inputMiniBatches[i]);
+                cost_prev = Cost(y_hat, outputMiniBatches[i]);
+                
+                std::vector<double> error = alg.subtraction(y_hat, outputMiniBatches[i]);
+
+                // Calculating the weight gradients
+                std::vector<double> gradient = alg.scalarMultiply(1/outputMiniBatches[i].size(), alg.mat_vec_mult(alg.transpose(inputMiniBatches[i]), error));
+                std::vector<double> RegDerivTerm = regularization.regDerivTerm(weights, lambda, alpha, reg);
+                std::vector<double> weight_grad = alg.addition(gradient, RegDerivTerm); // Weight_grad_final
+                
+                v = alg.addition(alg.scalarMultiply(gamma, v), alg.scalarMultiply(learning_rate, weight_grad));
+
+                weights = alg.subtraction(weights, v);
+    
+                // Calculating the bias gradients
+                bias -= learning_rate * alg.sum_elements(error) / outputMiniBatches[i].size(); // As normal
+                y_hat = Evaluate(inputMiniBatches[i]);
+                    
+                if(UI) { 
+                    Utilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputMiniBatches[i]));
+                    Utilities::UI(weights, bias); 
+                }
+            }
+            epoch++;
+            if(epoch > max_epoch) { break; }
+        }
+        forwardPass(); 
+    }
+
+    void LinReg::NAG(double learning_rate, int max_epoch, int mini_batch_size, double gamma, bool UI){
+        LinAlg alg;
+        Reg regularization;
+        double cost_prev = 0;
+        int epoch = 1;
+        
+        // Creating the mini-batches
+        int n_mini_batch = n/mini_batch_size;
+        auto [inputMiniBatches, outputMiniBatches] = Utilities::createMiniBatches(inputSet, outputSet, n_mini_batch);
+        
+        // Initializing necessary components for Momentum. 
+        std::vector<double> v = alg.zerovec(weights.size());
+        while(true){
+            for(int i = 0; i < n_mini_batch; i++){
+                weights = alg.subtraction(weights, alg.scalarMultiply(gamma, v)); // "Aposterori" calculation
+
+                std::vector<double> y_hat = Evaluate(inputMiniBatches[i]);
+                cost_prev = Cost(y_hat, outputMiniBatches[i]);
+                
+                std::vector<double> error = alg.subtraction(y_hat, outputMiniBatches[i]);
+
+                // Calculating the weight gradients
+                std::vector<double> gradient = alg.scalarMultiply(1/outputMiniBatches[i].size(), alg.mat_vec_mult(alg.transpose(inputMiniBatches[i]), error));
+                std::vector<double> RegDerivTerm = regularization.regDerivTerm(weights, lambda, alpha, reg);
+                std::vector<double> weight_grad = alg.addition(gradient, RegDerivTerm); // Weight_grad_final
+                
+                v = alg.addition(alg.scalarMultiply(gamma, v), alg.scalarMultiply(learning_rate, weight_grad));
+
+                weights = alg.subtraction(weights, v);
+    
+                // Calculating the bias gradients
+                bias -= learning_rate * alg.sum_elements(error) / outputMiniBatches[i].size(); // As normal
+                y_hat = Evaluate(inputMiniBatches[i]);
+                    
+                if(UI) { 
+                    Utilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputMiniBatches[i]));
+                    Utilities::UI(weights, bias); 
+                }
+            }
+            epoch++;
+            if(epoch > max_epoch) { break; }
+        }
+        forwardPass(); 
+    }
+
+    void LinReg::Adagrad(double learning_rate, int max_epoch, int mini_batch_size, double e, bool UI){
+        LinAlg alg;
+        Reg regularization;
+        double cost_prev = 0;
+        int epoch = 1;
+        
+        // Creating the mini-batches
+        int n_mini_batch = n/mini_batch_size;
+        auto [inputMiniBatches, outputMiniBatches] = Utilities::createMiniBatches(inputSet, outputSet, n_mini_batch);
+        
+        // Initializing necessary components for Adagrad. 
+        std::vector<double> v = alg.zerovec(weights.size());
+        while(true){
+            for(int i = 0; i < n_mini_batch; i++){
+                std::vector<double> y_hat = Evaluate(inputMiniBatches[i]);
+                cost_prev = Cost(y_hat, outputMiniBatches[i]);
+                
+                std::vector<double> error = alg.subtraction(y_hat, outputMiniBatches[i]);
+
+                // Calculating the weight gradients
+                std::vector<double> gradient = alg.scalarMultiply(1/outputMiniBatches[i].size(), alg.mat_vec_mult(alg.transpose(inputMiniBatches[i]), error));
+                std::vector<double> RegDerivTerm = regularization.regDerivTerm(weights, lambda, alpha, reg);
+                std::vector<double> weight_grad = alg.addition(gradient, RegDerivTerm); // Weight_grad_final
+
+                v = alg.hadamard_product(weight_grad, weight_grad);
+
+                weights = alg.subtraction(weights, alg.scalarMultiply(learning_rate, alg.elementWiseDivision(weight_grad, alg.sqrt(alg.scalarAdd(e, v)))));
+    
+                // Calculating the bias gradients
+                bias -= learning_rate * alg.sum_elements(error) / outputMiniBatches[i].size(); // As normal
+                y_hat = Evaluate(inputMiniBatches[i]);
+                    
+                if(UI) { 
+                    Utilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputMiniBatches[i]));
+                    Utilities::UI(weights, bias); 
+                }
+            }
+            epoch++;
+            if(epoch > max_epoch) { break; }
+        }
+        forwardPass(); 
+    }
+
+    void LinReg::Adadelta(double learning_rate, int max_epoch, int mini_batch_size, double b1, double e, bool UI){
+        // Adagrad upgrade. Momentum is applied. 
+        LinAlg alg;
+        Reg regularization;
+        double cost_prev = 0;
+        int epoch = 1;
+        
+        // Creating the mini-batches
+        int n_mini_batch = n/mini_batch_size;
+        auto [inputMiniBatches, outputMiniBatches] = Utilities::createMiniBatches(inputSet, outputSet, n_mini_batch);
+        
+        // Initializing necessary components for Adagrad. 
+        std::vector<double> v = alg.zerovec(weights.size());
+        while(true){
+            for(int i = 0; i < n_mini_batch; i++){
+                std::vector<double> y_hat = Evaluate(inputMiniBatches[i]);
+                cost_prev = Cost(y_hat, outputMiniBatches[i]);
+                
+                std::vector<double> error = alg.subtraction(y_hat, outputMiniBatches[i]);
+
+                // Calculating the weight gradients
+                std::vector<double> gradient = alg.scalarMultiply(1/outputMiniBatches[i].size(), alg.mat_vec_mult(alg.transpose(inputMiniBatches[i]), error));
+                std::vector<double> RegDerivTerm = regularization.regDerivTerm(weights, lambda, alpha, reg);
+                std::vector<double> weight_grad = alg.addition(gradient, RegDerivTerm); // Weight_grad_final
+
+                v = alg.addition(alg.scalarMultiply(b1, v), alg.scalarMultiply(1 - b1, alg.hadamard_product(weight_grad, weight_grad)));
+
+                weights = alg.subtraction(weights, alg.scalarMultiply(learning_rate, alg.elementWiseDivision(weight_grad, alg.sqrt(alg.scalarAdd(e, v)))));
+    
+                // Calculating the bias gradients
+                bias -= learning_rate * alg.sum_elements(error) / outputMiniBatches[i].size(); // As normal
+                y_hat = Evaluate(inputMiniBatches[i]);
+                    
+                if(UI) { 
+                    Utilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputMiniBatches[i]));
+                    Utilities::UI(weights, bias); 
+                }
+            }
+            epoch++;
+            if(epoch > max_epoch) { break; }
+        }
+        forwardPass(); 
+    }
+
+    void LinReg::Adam(double learning_rate, int max_epoch, int mini_batch_size, double b1, double b2, double e, bool UI){
+        LinAlg alg;
+        Reg regularization;
+        double cost_prev = 0;
+        int epoch = 1;
+        
+        // Creating the mini-batches
+        int n_mini_batch = n/mini_batch_size;
+        auto [inputMiniBatches, outputMiniBatches] = Utilities::createMiniBatches(inputSet, outputSet, n_mini_batch);
+        
+        // Initializing necessary components for Adam. 
+        std::vector<double> m = alg.zerovec(weights.size());
+
+        std::vector<double> v = alg.zerovec(weights.size());
+        while(true){
+            for(int i = 0; i < n_mini_batch; i++){
+                std::vector<double> y_hat = Evaluate(inputMiniBatches[i]);
+                cost_prev = Cost(y_hat, outputMiniBatches[i]);
+                
+                std::vector<double> error = alg.subtraction(y_hat, outputMiniBatches[i]);
+
+                // Calculating the weight gradients
+                std::vector<double> gradient = alg.scalarMultiply(1/outputMiniBatches[i].size(), alg.mat_vec_mult(alg.transpose(inputMiniBatches[i]), error));
+                std::vector<double> RegDerivTerm = regularization.regDerivTerm(weights, lambda, alpha, reg);
+                std::vector<double> weight_grad = alg.addition(gradient, RegDerivTerm); // Weight_grad_final
+
+                m = alg.addition(alg.scalarMultiply(b1, m), alg.scalarMultiply(1 - b1, weight_grad));
+                v = alg.addition(alg.scalarMultiply(b2, v), alg.scalarMultiply(1 - b2, alg.exponentiate(weight_grad, 2)));
+
+                std::vector<double> m_hat = alg.scalarMultiply(1/(1 - pow(b1, epoch)), m);
+                std::vector<double> v_hat = alg.scalarMultiply(1/(1 - pow(b2, epoch)), v);
+                
+                weights = alg.subtraction(weights, alg.scalarMultiply(learning_rate, alg.elementWiseDivision(m_hat, alg.scalarAdd(e, alg.sqrt(v_hat)))));
+    
+                // Calculating the bias gradients
+                bias -= learning_rate * alg.sum_elements(error) / outputMiniBatches[i].size(); // As normal
+                y_hat = Evaluate(inputMiniBatches[i]);
+                    
+                if(UI) { 
+                    Utilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputMiniBatches[i]));
+                    Utilities::UI(weights, bias); 
+                }
+            }
+            epoch++;
+            if(epoch > max_epoch) { break; }
+        }
+        forwardPass(); 
+    }
+
+    void LinReg::Adamax(double learning_rate, int max_epoch, int mini_batch_size, double b1, double b2, double e, bool UI){
+        LinAlg alg;
+        Reg regularization;
+        double cost_prev = 0;
+        int epoch = 1;
+        
+        // Creating the mini-batches
+        int n_mini_batch = n/mini_batch_size;
+        auto [inputMiniBatches, outputMiniBatches] = Utilities::createMiniBatches(inputSet, outputSet, n_mini_batch);
+        
+        std::vector<double> m = alg.zerovec(weights.size());
+
+        std::vector<double> u = alg.zerovec(weights.size());
+        while(true){
+            for(int i = 0; i < n_mini_batch; i++){
+                std::vector<double> y_hat = Evaluate(inputMiniBatches[i]);
+                cost_prev = Cost(y_hat, outputMiniBatches[i]);
+                
+                std::vector<double> error = alg.subtraction(y_hat, outputMiniBatches[i]);
+
+                // Calculating the weight gradients
+                std::vector<double> gradient = alg.scalarMultiply(1/outputMiniBatches[i].size(), alg.mat_vec_mult(alg.transpose(inputMiniBatches[i]), error));
+                std::vector<double> RegDerivTerm = regularization.regDerivTerm(weights, lambda, alpha, reg);
+                std::vector<double> weight_grad = alg.addition(gradient, RegDerivTerm); // Weight_grad_final
+
+                m = alg.addition(alg.scalarMultiply(b1, m), alg.scalarMultiply(1 - b1, weight_grad));
+                u = alg.max(alg.scalarMultiply(b2, u), alg.abs(weight_grad));
+
+                std::vector<double> m_hat = alg.scalarMultiply(1/(1 - pow(b1, epoch)), m);
+                
+                weights = alg.subtraction(weights, alg.scalarMultiply(learning_rate, alg.elementWiseDivision(m_hat, u)));
+    
+                // Calculating the bias gradients
+                bias -= learning_rate * alg.sum_elements(error) / outputMiniBatches[i].size(); // As normal
+                y_hat = Evaluate(inputMiniBatches[i]);
+                    
+                if(UI) { 
+                    Utilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputMiniBatches[i]));
+                    Utilities::UI(weights, bias); 
+                }
+            }
+            epoch++;
+            if(epoch > max_epoch) { break; }
+        }
+        forwardPass(); 
+    }
+
+    void LinReg::Nadam(double learning_rate, int max_epoch, int mini_batch_size, double b1, double b2, double e, bool UI){
+        LinAlg alg;
+        Reg regularization;
+        double cost_prev = 0;
+        int epoch = 1;
+        
+        // Creating the mini-batches
+        int n_mini_batch = n/mini_batch_size;
+        auto [inputMiniBatches, outputMiniBatches] = Utilities::createMiniBatches(inputSet, outputSet, n_mini_batch);
+        
+        // Initializing necessary components for Adam. 
+        std::vector<double> m = alg.zerovec(weights.size());
+        std::vector<double> v = alg.zerovec(weights.size());
+        std::vector<double> m_final = alg.zerovec(weights.size());
+        while(true){
+            for(int i = 0; i < n_mini_batch; i++){
+                std::vector<double> y_hat = Evaluate(inputMiniBatches[i]);
+                cost_prev = Cost(y_hat, outputMiniBatches[i]);
+                
+                std::vector<double> error = alg.subtraction(y_hat, outputMiniBatches[i]);
+
+                // Calculating the weight gradients
+                std::vector<double> gradient = alg.scalarMultiply(1/outputMiniBatches[i].size(), alg.mat_vec_mult(alg.transpose(inputMiniBatches[i]), error));
+                std::vector<double> RegDerivTerm = regularization.regDerivTerm(weights, lambda, alpha, reg);
+                std::vector<double> weight_grad = alg.addition(gradient, RegDerivTerm); // Weight_grad_final
+
+                m = alg.addition(alg.scalarMultiply(b1, m), alg.scalarMultiply(1 - b1, weight_grad));
+                v = alg.addition(alg.scalarMultiply(b2, v), alg.scalarMultiply(1 - b2, alg.exponentiate(weight_grad, 2)));
+                m_final = alg.addition(alg.scalarMultiply(b1, m), alg.scalarMultiply((1 - b1)/(1 - pow(b1, epoch)), weight_grad));
+
+                std::vector<double> m_hat = alg.scalarMultiply(1/(1 - pow(b1, epoch)), m);
+                std::vector<double> v_hat = alg.scalarMultiply(1/(1 - pow(b2, epoch)), v);
+                
+                weights = alg.subtraction(weights, alg.scalarMultiply(learning_rate, alg.elementWiseDivision(m_final, alg.scalarAdd(e, alg.sqrt(v_hat)))));
+    
+                // Calculating the bias gradients
+                bias -= learning_rate * alg.sum_elements(error) / outputMiniBatches[i].size(); // As normal
+                y_hat = Evaluate(inputMiniBatches[i]);
+                    
+                if(UI) { 
+                    Utilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputMiniBatches[i]));
+                    Utilities::UI(weights, bias); 
+                }
+            }
+            epoch++;
+            if(epoch > max_epoch) { break; }
+        }
+        forwardPass(); 
+    }
+
     void LinReg::normalEquation(){
         LinAlg alg;
         Stat stat;
@@ -181,14 +502,14 @@ namespace MLPP{
             std::vector<double> temp;
             temp.resize(k);
             temp = alg.mat_vec_mult(alg.inverse(alg.matmult(alg.transpose(inputSet), inputSet)), alg.mat_vec_mult(alg.transpose(inputSet), outputSet));
-            if(isnan(temp[0])){
+            if(std::isnan(temp[0])){
                 throw 99;
             }
             else{
                 if(reg == "Ridge") {
                     weights = alg.mat_vec_mult(alg.inverse(alg.addition(alg.matmult(alg.transpose(inputSet), inputSet), alg.scalarMultiply(lambda, alg.identity(k)))), alg.mat_vec_mult(alg.transpose(inputSet), outputSet));
                 }
-                else{ weights = alg.mat_vec_mult(alg.inverse(alg.matmult(alg.transpose(inputSet), inputSet)), alg.mat_vec_mult(alg.transpose(inputSet), outputSet));  }
+                else{ weights = alg.mat_vec_mult(alg.inverse(alg.matmult(alg.transpose(inputSet), inputSet)), alg.mat_vec_mult(alg.transpose(inputSet), outputSet)); }
                 
                 bias = stat.mean(outputSet) - alg.dot(weights, x_means);
                 
@@ -198,7 +519,6 @@ namespace MLPP{
         catch(int err_num){
             std::cout << "ERR " << err_num << ": Resulting matrix was noninvertible/degenerate, and so the normal equation could not be performed. Try utilizing gradient descent." << std::endl;
         }
-        
     }
 
     double LinReg::score(){

MLPP/LinReg/LinReg.hpp

@@ -21,6 +21,13 @@ namespace MLPP{
             void gradientDescent(double learning_rate, int max_epoch, bool UI = 1);
             void SGD(double learning_rate, int max_epoch, bool UI = 1);
             void MBGD(double learning_rate, int max_epoch, int mini_batch_size, bool UI = 1);
+            void Momentum(double learning_rate, int max_epoch, int mini_batch_size, double gamma, bool UI = 1);
+            void NAG(double learning_rate, int max_epoch, int mini_batch_size, double gamma, bool UI = 1);
+            void Adagrad(double learning_rate, int max_epoch, int mini_batch_size, double e, bool UI = 1);
+            void Adadelta(double learning_rate, int max_epoch, int mini_batch_size, double b1, double e, bool UI = 1);
+            void Adam(double learning_rate, int max_epoch, int mini_batch_size, double b1, double b2, double e, bool UI = 1);
+            void Adamax(double learning_rate, int max_epoch, int mini_batch_size, double b1, double b2, double e, bool UI = 1);
+            void Nadam(double learning_rate, int max_epoch, int mini_batch_size, double b1, double b2, double e, bool UI = 1);
             void normalEquation();
             double score();
             void save(std::string fileName);

MLPP/Regularization/Reg.cpp

@@ -7,6 +7,7 @@
 #include <iostream>
 #include <random>
 #include "Reg.hpp"
+#include "LinAlg/LinAlg.hpp"
 #include "Activation/Activation.hpp"
 
 namespace MLPP{
@@ -70,19 +71,48 @@ namespace MLPP{
     }
 
     std::vector<double> Reg::regWeights(std::vector<double> weights, double lambda, double alpha, std::string reg){
-        for(int i = 0; i < weights.size(); i++){
-            weights[i] -= regDerivTerm(weights, lambda, alpha, reg, i);
-        }
-        return weights;
+        LinAlg alg;
+        return alg.subtraction(weights, regDerivTerm(weights, lambda, alpha, reg));
+        // for(int i = 0; i < weights.size(); i++){
+        //     weights[i] -= regDerivTerm(weights, lambda, alpha, reg, i);
+        // }
+        // return weights;
     }
 
     std::vector<std::vector<double>> Reg::regWeights(std::vector<std::vector<double>> weights, double lambda, double alpha, std::string reg){
-        for(int i = 0; i < weights.size(); i++){
-            for(int j = 0; j < weights[i].size(); j++){
-                weights[i][j] -= regDerivTerm(weights, lambda, alpha, reg, i, j);
+        LinAlg alg;
+        return alg.subtraction(weights, regDerivTerm(weights, lambda, alpha, reg));
+        // for(int i = 0; i < weights.size(); i++){
+        //     for(int j = 0; j < weights[i].size(); j++){
+        //         weights[i][j] -= regDerivTerm(weights, lambda, alpha, reg, i, j);
+        //     }
+        // }
+        // return weights;
+    }
+
+    std::vector<double> Reg::regDerivTerm(std::vector<double> weights, double lambda, double alpha, std::string reg){
+        std::vector<double> regDeriv; 
+        regDeriv.resize(weights.size());
+
+        for(int i = 0; i < regDeriv.size(); i++){
+            regDeriv[i] = regDerivTerm(weights, lambda, alpha, reg, i);
+        }
+        return regDeriv;
+    }
+
+    std::vector<std::vector<double>> Reg::regDerivTerm(std::vector<std::vector<double>> weights, double lambda, double alpha, std::string reg){
+        std::vector<std::vector<double>> regDeriv; 
+        regDeriv.resize(weights.size());
+        for(int i = 0; i < regDeriv.size(); i++){
+            regDeriv[i].resize(weights[0].size());
+        }
+
+        for(int i = 0; i < regDeriv.size(); i++){
+            for(int j = 0; j < regDeriv[i].size(); j++){
+                regDeriv[i][j] = regDerivTerm(weights, lambda, alpha, reg, i, j);
             }
         }
-        return weights;
+        return regDeriv;
     }
 
     double Reg::regDerivTerm(std::vector<double> weights, double lambda, double alpha, std::string reg, int j){

MLPP/Regularization/Reg.hpp

@@ -19,6 +19,9 @@ namespace MLPP{
             std::vector<double> regWeights(std::vector<double> weights, double lambda, double alpha, std::string reg);
             std::vector<std::vector<double>> regWeights(std::vector<std::vector<double>> weights, double lambda, double alpha, std::string reg);
 
+            std::vector<double> regDerivTerm(std::vector<double> weights, double lambda, double alpha, std::string reg);
+            std::vector<std::vector<double>> regDerivTerm(std::vector<std::vector<double>>, double lambda, double alpha, std::string reg);
+
         private:
             double regDerivTerm(std::vector<double> weights, double lambda, double alpha, std::string reg, int j);
             double regDerivTerm(std::vector<std::vector<double>> weights, double lambda, double alpha, std::string reg, int i, int j);

main.cpp

@@ -212,18 +212,43 @@ int main() {
     // alg.printVector(model.modelSetTest(inputSet));
 
     // // MULIVARIATE LINEAR REGRESSION
-    // std::vector<std::vector<double>> inputSet = {{1,2,3,4,5,6,7,8,9,10}, {3,5,9,12,15,18,21,24,27,30}};
-    // std::vector<double> outputSet = {2,4,6,8,10,12,14,16,18,20};
+    std::vector<std::vector<double>> inputSet = {{1,2,3,4,5,6,7,8,9,10}, {3,5,9,12,15,18,21,24,27,30}};
+    std::vector<double> outputSet = {2,4,6,8,10,12,14,16,18,20};
 
-    // LinReg model(alg.transpose(inputSet), outputSet); // Can use Lasso, Ridge, ElasticNet Reg
+    LinReg model(alg.transpose(inputSet), outputSet); // Can use Lasso, Ridge, ElasticNet Reg
 
-    // model.gradientDescent(0.001, 30000, 0);
-    // model.SGD(0.001, 30000, 1);
+    //model.gradientDescent(0.001, 30, 0);
+    //model.SGD(0.001, 30000, 1);
     // model.MBGD(0.001, 10000, 2, 1);
-    // model.normalEquation(); 
+    //model.normalEquation(); 
 
-    // alg.printVector(model.modelSetTest((alg.transpose(inputSet))));
-    // std::cout << "ACCURACY: " << 100 * model.score() << "%" << std::endl;
+
+
+    LinReg adamModel(alg.transpose(inputSet), outputSet);
+    adamModel.Nadam(0.1, 5, 1, 0.9, 0.999, 1e-8, 0); // Change batch size = sgd, bgd
+    alg.printVector(adamModel.modelSetTest(alg.transpose(inputSet)));
+    std::cout << "ACCURACY: " << 100 * adamModel.score() << "%" << std::endl;
+
+
+    // const int TRIAL_NUM = 1000; 
+
+    // double scoreSGD = 0; 
+    // double scoreADAM = 0; 
+    // for(int i = 0; i < TRIAL_NUM; i++){
+    //     LinReg model(alg.transpose(inputSet), outputSet);
+    //     model.MBGD(0.001, 5, 1, 0);
+    //     scoreSGD += model.score();
+
+    //     LinReg adamModel(alg.transpose(inputSet), outputSet);
+    //     adamModel.Adam(0.1, 5, 1, 0.9, 0.999, 1e-8, 0); // Change batch size = sgd, bgd
+    //     scoreADAM += adamModel.score();
+    // }
+
+    // std::cout << "ACCURACY, AVG, SGD: " << 100 * scoreSGD/TRIAL_NUM << "%" << std::endl;
+
+    // std::cout << std::endl;
+
+    // std::cout << "ACCURACY, AVG, ADAM: " << 100 * scoreADAM/TRIAL_NUM << "%" << std::endl;
 
 
     // std::cout << "Total epoch num: 300" << std::endl;
@@ -646,12 +671,12 @@ int main() {
     // std::vector<double> outputSet; 
     // data.setData(30, "/Users/marcmelikyan/Desktop/Data/BreastCancerSVM.csv", inputSet, outputSet);
 
-    std::vector<std::vector<double>> inputSet; 
-    std::vector<double> outputSet; 
-    data.setData(4, "/Users/marcmelikyan/Desktop/Data/IrisSVM.csv", inputSet, outputSet);
+    // std::vector<std::vector<double>> inputSet; 
+    // std::vector<double> outputSet; 
+    // data.setData(4, "/Users/marcmelikyan/Desktop/Data/IrisSVM.csv", inputSet, outputSet);
 
-    DualSVC kernelSVM(inputSet, outputSet, 1000);
-    kernelSVM.gradientDescent(0.0001, 20, 1);
+    // DualSVC kernelSVM(inputSet, outputSet, 1000);
+    // kernelSVM.gradientDescent(0.0001, 20, 1);
     
 
     return 0;