Added tensor vector mult, added third order taylor series approx for mv and uv functions

This commit is contained in:
novak_99 2021-11-27 00:08:37 -08:00
parent dd0e9cbada
commit f48ef24006
6 changed files with 80 additions and 6 deletions

View File

@ -87,7 +87,7 @@ namespace MLPP{
int N = input[0].size();
int F = filter[0].size();
int C = filter.size() / input.size();
int mapSize = (N - F + 2*P) / S + 1; // This is computed as ⌊mapSize⌋ by def- thanks C++!
int mapSize = (N - F + 2*P) / S + 1; // This is computed as ⌊mapSize⌋ by def.
if(P != 0){
for(int c = 0; c < input.size(); c++){

View File

@ -996,6 +996,20 @@ namespace MLPP{
return c;
}
std::vector<std::vector<double>> LinAlg::tensor_vec_mult(std::vector<std::vector<std::vector<double>>> A, 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 < C.size(); i++){
for(int j = 0; j < C[i].size(); j++){
C[i][j] = dot(A[i][j], b);
}
}
return C;
}
std::vector<double> LinAlg::flatten(std::vector<std::vector<std::vector<double>>> A){
std::vector<double> c;
for(int i = 0; i < A.size(); i++){

View File

@ -180,6 +180,8 @@ namespace MLPP{
std::vector<double> mat_vec_mult(std::vector<std::vector<double>> A, std::vector<double> b);
// TENSOR FUNCTIONS
std::vector<std::vector<double>> tensor_vec_mult(std::vector<std::vector<std::vector<double>>> A, std::vector<double> b);
std::vector<double> flatten(std::vector<std::vector<std::vector<double>>> A);
void printTensor(std::vector<std::vector<std::vector<double>>> A);

View File

@ -40,6 +40,10 @@ namespace MLPP{
return linearApproximation(function, c, x) + 0.5 * numDiff_2(function, c) * (x - c) * (x - c);
}
double NumericalAnalysis::cubicApproximation(double(*function)(double), double c, double x){
return quadraticApproximation(function, c, x) + (1/6) * numDiff_3(function, c) * (x - c) * (x - c) * (x - c);
}
double NumericalAnalysis::numDiff(double(*function)(std::vector<double>), std::vector<double> x, int axis){
// For multivariable function analysis.
// This will be used for calculating Jacobian vectors.
@ -192,6 +196,23 @@ namespace MLPP{
return linearApproximation(function, c, x) + 0.5 * alg.matmult({(alg.subtraction(x, c))}, alg.matmult(hessian(function, c), alg.transpose({alg.subtraction(x, c)})))[0][0];
}
double NumericalAnalysis::cubicApproximation(double(*function)(std::vector<double>), std::vector<double> c, std::vector<double> x){
/*
Not completely sure as the literature seldom discusses the third order taylor approximation,
in particular for multivariate cases, but ostensibly, the matrix/tensor/vector multiplies
should look something like this:
(N x N x N) (N x 1) [tensor vector mult] => (N x N x 1) => (N x N)
Perform remaining multiplies as done for the 2nd order approximation.
Result is a scalar.
*/
LinAlg alg;
std::vector<std::vector<double>> resultMat = alg.tensor_vec_mult(thirdOrderTensor(function, c), alg.subtraction(x, c));
double resultScalar = alg.matmult({(alg.subtraction(x, c))}, alg.matmult(resultMat, alg.transpose({alg.subtraction(x, c)})))[0][0];
return quadraticApproximation(function, c, x) + (1/6) * resultScalar;
}
double NumericalAnalysis::laplacian(double(*function)(std::vector<double>), std::vector<double> x){
LinAlg alg;
std::vector<std::vector<double>> hessian_matrix = hessian(function, x);

View File

@ -22,6 +22,7 @@ namespace MLPP{
double constantApproximation(double(*function)(double), double c);
double linearApproximation(double(*function)(double), double c, double x);
double quadraticApproximation(double(*function)(double), double c, double x);
double cubicApproximation(double(*function)(double), double c, double x);
double numDiff(double(*function)(std::vector<double>), std::vector<double> x, int axis);
double numDiff_2(double(*function)(std::vector<double>), std::vector<double> x, int axis1, int axis2);
@ -38,6 +39,7 @@ namespace MLPP{
double constantApproximation(double(*function)(std::vector<double>), std::vector<double> c);
double linearApproximation(double(*function)(std::vector<double>), std::vector<double> c, std::vector<double> x);
double quadraticApproximation(double(*function)(std::vector<double>), std::vector<double> c, std::vector<double> x);
double cubicApproximation(double(*function)(std::vector<double>), std::vector<double> c, std::vector<double> x);
double laplacian(double(*function)(std::vector<double>), std::vector<double> x); // laplacian
};

View File

@ -9,12 +9,14 @@
// POLYMORPHIC IMPLEMENTATION OF REGRESSION CLASSES
// EXTEND SGD/MBGD SUPPORT FOR DYN. SIZED ANN
// ADD LEAKYRELU, ELU, SELU TO ANN
// FIX VECTOR/MATRIX/TENSOR RESIZE ROUTINE
// HYPOTHESIS TESTING CLASS
// GAUSS MARKOV CHECKER CLASS
#include <iostream>
#include <ctime>
#include <cmath>
#include <vector>
#include "MLPP/UniLinReg/UniLinReg.hpp"
#include "MLPP/LinReg/LinReg.hpp"
@ -54,7 +56,7 @@ using namespace MLPP;
// }
double f(double x){
return cos(x);
return sin(x);
}
/*
y = x^3 + 2x - 2
@ -77,18 +79,32 @@ double f(double x){
double f_mv(std::vector<double> x){
return x[0] * x[0] * x[0] + x[0] + x[1] * x[1] * x[1] * x[0] + x[2] * x[2] * x[1];
}
/*
Where x, y = x[0], x[1], this function is defined as:
f(x, y) = x^3 + x + xy^3 + yz^2
f/x = 4x^3 + 3y^2
fy = 3xy^2 + 2yz
fyy = 6xy + 2z
fyyz = 2
^2f/y^2 = 6xy + 2z
^3f/y^3 = 6x
f/z = 2zy
^2f/z^2 = 2y
^3f/z^3 = 0
f/x = 3x^2 + 1 + y^3
^2f/x^2 = 6x
^3f/x^3 = 6
f/z = 2zy
^2f/z^2 = 2z
f/y = 3xy^2
^2f/yx = 3y^2
*/
@ -536,11 +552,15 @@ int main() {
//std::cout << numAn.quadraticApproximation(f, 0, 1) << std::endl;
// std::cout << numAn.cubicApproximation(f, 0, 1.001) << std::endl;
// std::cout << f(1.001) << std::endl;
// std::cout << numAn.quadraticApproximation(f_mv, {0, 0, 0}, {1, 1, 1}) << std::endl;
// std::cout << numAn.numDiff(&f, 1) << std::endl;
// std::cout << numAn.newtonRaphsonMethod(&f, 1, 1000) << std::endl;
std::cout << numAn.invQuadraticInterpolation(&f, {100, 2,1.5}, 10) << std::endl;
//std::cout << numAn.invQuadraticInterpolation(&f, {100, 2,1.5}, 10) << std::endl;
// std::cout << numAn.numDiff(&f_mv, {1, 1}, 1) << std::endl; // Derivative w.r.t. x.
@ -548,12 +568,27 @@ int main() {
//std::cout << numAn.numDiff_2(&f, 2) << std::endl;
//std::cout << numAn.numDiff_3(&f, 2) << std::endl;
// std::cout << numAn.numDiff_2(&f_mv, {2, 2, 500}, 2, 2) << std::endl;
//std::cout << numAn.numDiff_3(&f_mv, {2, 1000, 130}, 0, 0, 0) << std::endl;
// alg.printTensor(numAn.thirdOrderTensor(&f_mv, {1, 1, 1}));
// std::cout << "Our Hessian." << std::endl;
// alg.printMatrix(numAn.hessian(&f_mv, {2, 2, 500}));
// std::cout << numAn.laplacian(f_mv, {1,1,1}) << std::endl;
// std::vector<std::vector<std::vector<double>>> tensor;
// tensor.push_back({{1,2}, {1,2}, {1,2}});
// tensor.push_back({{1,2}, {1,2}, {1,2}});
// alg.printTensor(tensor);
// alg.printMatrix(alg.tensor_vec_mult(tensor, {1,2}));
std::cout << numAn.cubicApproximation(f_mv, {0, 0, 0}, {1, 1, 1}) << std::endl;
return 0;
}