MLPPProbitReg api rework.

This commit is contained in:
Relintai 2023-04-29 18:33:16 +02:00
parent 27d197bf5d
commit 9d7fc44ca6
3 changed files with 139 additions and 93 deletions

View File

@ -18,8 +18,6 @@ Ref<MLPPMatrix> MLPPProbitReg::get_input_set() {
} }
void MLPPProbitReg::set_input_set(const Ref<MLPPMatrix> &val) { void MLPPProbitReg::set_input_set(const Ref<MLPPMatrix> &val) {
_input_set = val; _input_set = val;
_initialized = false;
} }
Ref<MLPPVector> MLPPProbitReg::get_output_set() { Ref<MLPPVector> MLPPProbitReg::get_output_set() {
@ -27,8 +25,6 @@ Ref<MLPPVector> MLPPProbitReg::get_output_set() {
} }
void MLPPProbitReg::set_output_set(const Ref<MLPPVector> &val) { void MLPPProbitReg::set_output_set(const Ref<MLPPVector> &val) {
_output_set = val; _output_set = val;
_initialized = false;
} }
MLPPReg::RegularizationType MLPPProbitReg::get_reg() { MLPPReg::RegularizationType MLPPProbitReg::get_reg() {
@ -36,8 +32,6 @@ MLPPReg::RegularizationType MLPPProbitReg::get_reg() {
} }
void MLPPProbitReg::set_reg(const MLPPReg::RegularizationType val) { void MLPPProbitReg::set_reg(const MLPPReg::RegularizationType val) {
_reg = val; _reg = val;
_initialized = false;
} }
real_t MLPPProbitReg::get_lambda() { real_t MLPPProbitReg::get_lambda() {
@ -45,8 +39,6 @@ real_t MLPPProbitReg::get_lambda() {
} }
void MLPPProbitReg::set_lambda(const real_t val) { void MLPPProbitReg::set_lambda(const real_t val) {
_lambda = val; _lambda = val;
_initialized = false;
} }
real_t MLPPProbitReg::get_alpha() { real_t MLPPProbitReg::get_alpha() {
@ -54,25 +46,68 @@ real_t MLPPProbitReg::get_alpha() {
} }
void MLPPProbitReg::set_alpha(const real_t val) { void MLPPProbitReg::set_alpha(const real_t val) {
_alpha = val; _alpha = val;
}
_initialized = false; Ref<MLPPVector> MLPPProbitReg::data_z_get() const {
return _z;
}
void MLPPProbitReg::data_z_set(const Ref<MLPPVector> &val) {
if (!val.is_valid()) {
return;
}
_z = val;
}
Ref<MLPPVector> MLPPProbitReg::data_y_hat_get() const {
return _y_hat;
}
void MLPPProbitReg::data_y_hat_set(const Ref<MLPPVector> &val) {
if (!val.is_valid()) {
return;
}
_y_hat = val;
}
Ref<MLPPVector> MLPPProbitReg::data_weights_get() const {
return _weights;
}
void MLPPProbitReg::data_weights_set(const Ref<MLPPVector> &val) {
if (!val.is_valid()) {
return;
}
_weights = val;
}
real_t MLPPProbitReg::data_bias_get() const {
return _bias;
}
void MLPPProbitReg::data_bias_set(const real_t val) {
_bias = val;
} }
Ref<MLPPVector> MLPPProbitReg::model_set_test(const Ref<MLPPMatrix> &X) { Ref<MLPPVector> MLPPProbitReg::model_set_test(const Ref<MLPPMatrix> &X) {
ERR_FAIL_COND_V(needs_init(), Ref<MLPPVector>());
return evaluatem(X); return evaluatem(X);
} }
real_t MLPPProbitReg::model_test(const Ref<MLPPVector> &x) { real_t MLPPProbitReg::model_test(const Ref<MLPPVector> &x) {
ERR_FAIL_COND_V(needs_init(), 0);
return evaluatev(x); return evaluatev(x);
} }
void MLPPProbitReg::gradient_descent(real_t learning_rate, int max_epoch, bool ui) { void MLPPProbitReg::train_gradient_descent(real_t learning_rate, int max_epoch, bool ui) {
ERR_FAIL_COND(!_initialized); ERR_FAIL_COND(needs_init());
MLPPActivation avn; MLPPActivation avn;
MLPPReg regularization; MLPPReg regularization;
real_t cost_prev = 0; real_t cost_prev = 0;
int epoch = 1; int epoch = 1;
int n = _input_set->size().y;
forward_pass(); forward_pass();
@ -82,11 +117,11 @@ void MLPPProbitReg::gradient_descent(real_t learning_rate, int max_epoch, bool u
Ref<MLPPVector> error = _y_hat->subn(_output_set); Ref<MLPPVector> error = _y_hat->subn(_output_set);
// Calculating the weight gradients // Calculating the weight gradients
_weights->sub(_input_set->transposen()->mult_vec(error->hadamard_productn(avn.gaussian_cdf_derivv(_z)))->scalar_multiplyn(learning_rate / _n)); _weights->sub(_input_set->transposen()->mult_vec(error->hadamard_productn(avn.gaussian_cdf_derivv(_z)))->scalar_multiplyn(learning_rate / n));
_weights = regularization.reg_weightsv(_weights, _lambda, _alpha, _reg); _weights = regularization.reg_weightsv(_weights, _lambda, _alpha, _reg);
// Calculating the bias gradients // Calculating the bias gradients
_bias -= learning_rate * error->hadamard_productn(avn.gaussian_cdf_derivv(_z))->sum_elements() / _n; _bias -= learning_rate * error->hadamard_productn(avn.gaussian_cdf_derivv(_z))->sum_elements() / n;
forward_pass(); forward_pass();
@ -103,13 +138,14 @@ void MLPPProbitReg::gradient_descent(real_t learning_rate, int max_epoch, bool u
} }
} }
void MLPPProbitReg::mle(real_t learning_rate, int max_epoch, bool ui) { void MLPPProbitReg::train_mle(real_t learning_rate, int max_epoch, bool ui) {
ERR_FAIL_COND(!_initialized); ERR_FAIL_COND(needs_init());
MLPPActivation avn; MLPPActivation avn;
MLPPReg regularization; MLPPReg regularization;
real_t cost_prev = 0; real_t cost_prev = 0;
int epoch = 1; int epoch = 1;
int n = _input_set->size().y;
forward_pass(); forward_pass();
@ -119,11 +155,11 @@ void MLPPProbitReg::mle(real_t learning_rate, int max_epoch, bool ui) {
Ref<MLPPVector> error = _output_set->subn(_y_hat); Ref<MLPPVector> error = _output_set->subn(_y_hat);
// Calculating the weight gradients // Calculating the weight gradients
_weights->add(_input_set->transposen()->mult_vec(error->hadamard_productn(avn.gaussian_cdf_derivv(_z)))->scalar_multiplyn(learning_rate / _n)); _weights->add(_input_set->transposen()->mult_vec(error->hadamard_productn(avn.gaussian_cdf_derivv(_z)))->scalar_multiplyn(learning_rate / n));
_weights = regularization.reg_weightsv(_weights, _lambda, _alpha, _reg); _weights = regularization.reg_weightsv(_weights, _lambda, _alpha, _reg);
// Calculating the bias gradients // Calculating the bias gradients
_bias += learning_rate * error->hadamard_productn(avn.gaussian_cdf_derivv(_z))->sum_elements() / _n; _bias += learning_rate * error->hadamard_productn(avn.gaussian_cdf_derivv(_z))->sum_elements() / n;
forward_pass(); forward_pass();
@ -140,14 +176,15 @@ void MLPPProbitReg::mle(real_t learning_rate, int max_epoch, bool ui) {
} }
} }
void MLPPProbitReg::sgd(real_t learning_rate, int max_epoch, bool ui) { void MLPPProbitReg::train_sgd(real_t learning_rate, int max_epoch, bool ui) {
ERR_FAIL_COND(!_initialized); ERR_FAIL_COND(needs_init());
// NOTE: ∂y_hat/∂z is sparse // NOTE: ∂y_hat/∂z is sparse
MLPPActivation avn; MLPPActivation avn;
MLPPReg regularization; MLPPReg regularization;
real_t cost_prev = 0; real_t cost_prev = 0;
int epoch = 1; int epoch = 1;
int n = _input_set->size().y;
Ref<MLPPVector> input_set_row_tmp; Ref<MLPPVector> input_set_row_tmp;
input_set_row_tmp.instance(); input_set_row_tmp.instance();
@ -163,7 +200,7 @@ void MLPPProbitReg::sgd(real_t learning_rate, int max_epoch, bool ui) {
std::random_device rd; std::random_device rd;
std::default_random_engine generator(rd()); std::default_random_engine generator(rd());
std::uniform_int_distribution<int> distribution(0, int(_n - 1)); std::uniform_int_distribution<int> distribution(0, int(n - 1));
while (true) { while (true) {
int output_index = distribution(generator); int output_index = distribution(generator);
@ -205,20 +242,21 @@ void MLPPProbitReg::sgd(real_t learning_rate, int max_epoch, bool ui) {
forward_pass(); forward_pass();
} }
void MLPPProbitReg::mbgd(real_t learning_rate, int max_epoch, int mini_batch_size, bool ui) { void MLPPProbitReg::train_mbgd(real_t learning_rate, int max_epoch, int mini_batch_size, bool ui) {
ERR_FAIL_COND(!_initialized); ERR_FAIL_COND(needs_init());
MLPPActivation avn; MLPPActivation avn;
MLPPReg regularization; MLPPReg regularization;
real_t cost_prev = 0; real_t cost_prev = 0;
int epoch = 1; int epoch = 1;
int n = _input_set->size().y;
Ref<MLPPVector> z_tmp; Ref<MLPPVector> z_tmp;
z_tmp.instance(); z_tmp.instance();
z_tmp->resize(1); z_tmp->resize(1);
// Creating the mini-batches // Creating the mini-batches
int n_mini_batch = _n / mini_batch_size; int n_mini_batch = n / mini_batch_size;
MLPPUtilities::CreateMiniBatchMVBatch batches = MLPPUtilities::create_mini_batchesmv(_input_set, _output_set, n_mini_batch); MLPPUtilities::CreateMiniBatchMVBatch batches = MLPPUtilities::create_mini_batchesmv(_input_set, _output_set, n_mini_batch);
@ -262,89 +300,77 @@ void MLPPProbitReg::mbgd(real_t learning_rate, int max_epoch, int mini_batch_siz
} }
real_t MLPPProbitReg::score() { real_t MLPPProbitReg::score() {
ERR_FAIL_COND_V(needs_init(), 0);
MLPPUtilities util; MLPPUtilities util;
return util.performance_vec(_y_hat, _output_set); return util.performance_vec(_y_hat, _output_set);
} }
void MLPPProbitReg::save(const String &file_name) { bool MLPPProbitReg::needs_init() const {
MLPPUtilities util; if (!_input_set.is_valid()) {
return true;
//util.saveParameters(file_name, _weights, _bias);
} }
bool MLPPProbitReg::is_initialized() { if (!_output_set.is_valid()) {
return _initialized; return true;
} }
int n = _input_set->size().y;
int k = _input_set->size().x;
if (_y_hat->size() != n) {
return true;
}
if (_weights->size() != k) {
return true;
}
return false;
}
void MLPPProbitReg::initialize() { void MLPPProbitReg::initialize() {
if (_initialized) {
return;
}
ERR_FAIL_COND(!_input_set.is_valid() || !_output_set.is_valid()); ERR_FAIL_COND(!_input_set.is_valid() || !_output_set.is_valid());
_n = _input_set->size().y; int n = _input_set->size().y;
_k = _input_set->size().x; int k = _input_set->size().x;
if (!_y_hat.is_valid()) { _y_hat->resize(n);
_y_hat.instance();
}
_y_hat->resize(_n);
MLPPUtilities util; MLPPUtilities util;
_weights->resize(k);
if (!_weights.is_valid()) {
_weights.instance();
}
_weights->resize(_k);
util.weight_initializationv(_weights); util.weight_initializationv(_weights);
_bias = util.bias_initializationr(); _bias = util.bias_initializationr();
_initialized = true;
} }
MLPPProbitReg::MLPPProbitReg(const Ref<MLPPMatrix> &p_input_set, const Ref<MLPPVector> &p_output_set, MLPPReg::RegularizationType p_reg, real_t p_lambda, real_t p_alpha) { MLPPProbitReg::MLPPProbitReg(const Ref<MLPPMatrix> &p_input_set, const Ref<MLPPVector> &p_output_set, MLPPReg::RegularizationType p_reg, real_t p_lambda, real_t p_alpha) {
_input_set = p_input_set; _input_set = p_input_set;
_output_set = p_output_set; _output_set = p_output_set;
_n = _input_set->size().y;
_k = _input_set->size().x;
_reg = p_reg; _reg = p_reg;
_lambda = p_lambda; _lambda = p_lambda;
_alpha = p_alpha; _alpha = p_alpha;
_z.instance();
_y_hat.instance(); _y_hat.instance();
_y_hat->resize(_n);
MLPPUtilities util;
_weights.instance(); _weights.instance();
_weights->resize(_k); _bias = 0;
util.weight_initializationv(_weights); initialize();
_bias = util.bias_initializationr();
_initialized = true;
} }
MLPPProbitReg::MLPPProbitReg() { MLPPProbitReg::MLPPProbitReg() {
_y_hat.instance();
_bias = 0;
_n = 0;
_k = 0;
// Regularization Params // Regularization Params
_reg = MLPPReg::REGULARIZATION_TYPE_NONE; _reg = MLPPReg::REGULARIZATION_TYPE_NONE;
_lambda = 0.5; _lambda = 0.5;
_alpha = 0.5; _alpha = 0.5;
_initialized = false; _z.instance();
_y_hat.instance();
_weights.instance();
_bias = 0;
} }
MLPPProbitReg::~MLPPProbitReg() { MLPPProbitReg::~MLPPProbitReg() {
} }
@ -405,18 +431,33 @@ void MLPPProbitReg::_bind_methods() {
ClassDB::bind_method(D_METHOD("set_alpha", "val"), &MLPPProbitReg::set_alpha); ClassDB::bind_method(D_METHOD("set_alpha", "val"), &MLPPProbitReg::set_alpha);
ADD_PROPERTY(PropertyInfo(Variant::REAL, "alpha"), "set_alpha", "get_alpha"); ADD_PROPERTY(PropertyInfo(Variant::REAL, "alpha"), "set_alpha", "get_alpha");
ADD_GROUP("Data", "data");
ClassDB::bind_method(D_METHOD("data_z_get"), &MLPPProbitReg::data_z_get);
ClassDB::bind_method(D_METHOD("data_z_set", "val"), &MLPPProbitReg::set_output_set);
ADD_PROPERTY(PropertyInfo(Variant::OBJECT, "data_z", PROPERTY_HINT_RESOURCE_TYPE, "MLPPVector"), "data_z_set", "data_z_get");
ClassDB::bind_method(D_METHOD("data_y_hat_get"), &MLPPProbitReg::data_y_hat_get);
ClassDB::bind_method(D_METHOD("data_y_hat_set", "val"), &MLPPProbitReg::data_y_hat_set);
ADD_PROPERTY(PropertyInfo(Variant::OBJECT, "data_y_hat", PROPERTY_HINT_RESOURCE_TYPE, "MLPPVector"), "data_y_hat_set", "data_y_hat_get");
ClassDB::bind_method(D_METHOD("data_weights_get"), &MLPPProbitReg::data_weights_get);
ClassDB::bind_method(D_METHOD("data_weights_set", "val"), &MLPPProbitReg::data_weights_set);
ADD_PROPERTY(PropertyInfo(Variant::OBJECT, "data_weights", PROPERTY_HINT_RESOURCE_TYPE, "MLPPVector"), "data_weights_set", "data_weights_get");
ClassDB::bind_method(D_METHOD("data_bias_get"), &MLPPProbitReg::data_bias_get);
ClassDB::bind_method(D_METHOD("data_bias_set", "val"), &MLPPProbitReg::data_bias_set);
ADD_PROPERTY(PropertyInfo(Variant::REAL, "data_bias"), "data_bias_set", "data_bias_get");
ClassDB::bind_method(D_METHOD("model_set_test", "X"), &MLPPProbitReg::model_set_test); ClassDB::bind_method(D_METHOD("model_set_test", "X"), &MLPPProbitReg::model_set_test);
ClassDB::bind_method(D_METHOD("model_test", "x"), &MLPPProbitReg::model_test); ClassDB::bind_method(D_METHOD("model_test", "x"), &MLPPProbitReg::model_test);
ClassDB::bind_method(D_METHOD("gradient_descent", "learning_rate", "max_epoch", "ui"), &MLPPProbitReg::gradient_descent, 0, false); ClassDB::bind_method(D_METHOD("train_gradient_descent", "learning_rate", "max_epoch", "ui"), &MLPPProbitReg::train_gradient_descent, 0, false);
ClassDB::bind_method(D_METHOD("mle", "learning_rate", "max_epoch", "ui"), &MLPPProbitReg::mle, 0, false); ClassDB::bind_method(D_METHOD("train_mle", "learning_rate", "max_epoch", "ui"), &MLPPProbitReg::train_mle, 0, false);
ClassDB::bind_method(D_METHOD("sgd", "learning_rate", "max_epoch", "ui"), &MLPPProbitReg::sgd, 0, false); ClassDB::bind_method(D_METHOD("train_sgd", "learning_rate", "max_epoch", "ui"), &MLPPProbitReg::train_sgd, 0, false);
ClassDB::bind_method(D_METHOD("mbgd", "learning_rate", "max_epoch", "mini_batch_size", "ui"), &MLPPProbitReg::mbgd, false); ClassDB::bind_method(D_METHOD("train_mbgd", "learning_rate", "max_epoch", "mini_batch_size", "ui"), &MLPPProbitReg::train_mbgd, false);
ClassDB::bind_method(D_METHOD("score"), &MLPPProbitReg::score); ClassDB::bind_method(D_METHOD("score"), &MLPPProbitReg::score);
ClassDB::bind_method(D_METHOD("save", "file_name"), &MLPPProbitReg::save); ClassDB::bind_method(D_METHOD("needs_init"), &MLPPProbitReg::needs_init);
ClassDB::bind_method(D_METHOD("is_initialized"), &MLPPProbitReg::is_initialized);
ClassDB::bind_method(D_METHOD("initialize"), &MLPPProbitReg::initialize); ClassDB::bind_method(D_METHOD("initialize"), &MLPPProbitReg::initialize);
} }

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@ -10,15 +10,15 @@
#include "core/math/math_defs.h" #include "core/math/math_defs.h"
#include "core/object/reference.h" #include "core/object/resource.h"
#include "../lin_alg/mlpp_matrix.h" #include "../lin_alg/mlpp_matrix.h"
#include "../lin_alg/mlpp_vector.h" #include "../lin_alg/mlpp_vector.h"
#include "../regularization/reg.h" #include "../regularization/reg.h"
class MLPPProbitReg : public Reference { class MLPPProbitReg : public Resource {
GDCLASS(MLPPProbitReg, Reference); GDCLASS(MLPPProbitReg, Resource);
public: public:
Ref<MLPPMatrix> get_input_set(); Ref<MLPPMatrix> get_input_set();
@ -36,19 +36,29 @@ public:
real_t get_alpha(); real_t get_alpha();
void set_alpha(const real_t val); void set_alpha(const real_t val);
Ref<MLPPVector> data_z_get() const;
void data_z_set(const Ref<MLPPVector> &val);
Ref<MLPPVector> data_y_hat_get() const;
void data_y_hat_set(const Ref<MLPPVector> &val);
Ref<MLPPVector> data_weights_get() const;
void data_weights_set(const Ref<MLPPVector> &val);
real_t data_bias_get() const;
void data_bias_set(const real_t val);
Ref<MLPPVector> model_set_test(const Ref<MLPPMatrix> &X); Ref<MLPPVector> model_set_test(const Ref<MLPPMatrix> &X);
real_t model_test(const Ref<MLPPVector> &x); real_t model_test(const Ref<MLPPVector> &x);
void gradient_descent(real_t learning_rate, int max_epoch = 0, bool ui = false); void train_gradient_descent(real_t learning_rate, int max_epoch = 0, bool ui = false);
void mle(real_t learning_rate, int max_epoch = 0, bool ui = false); void train_mle(real_t learning_rate, int max_epoch = 0, bool ui = false);
void sgd(real_t learning_rate, int max_epoch = 0, bool ui = false); void train_sgd(real_t learning_rate, int max_epoch = 0, bool ui = false);
void mbgd(real_t learning_rate, int max_epoch, int mini_batch_size, bool ui = false); void train_mbgd(real_t learning_rate, int max_epoch, int mini_batch_size, bool ui = false);
real_t score(); real_t score();
void save(const String &file_name); bool needs_init() const;
bool is_initialized();
void initialize(); void initialize();
MLPPProbitReg(const Ref<MLPPMatrix> &p_input_set, const Ref<MLPPVector> &p_output_set, MLPPReg::RegularizationType p_reg = MLPPReg::REGULARIZATION_TYPE_NONE, real_t p_lambda = 0.5, real_t p_alpha = 0.5); MLPPProbitReg(const Ref<MLPPMatrix> &p_input_set, const Ref<MLPPVector> &p_output_set, MLPPReg::RegularizationType p_reg = MLPPReg::REGULARIZATION_TYPE_NONE, real_t p_lambda = 0.5, real_t p_alpha = 0.5);
@ -80,11 +90,6 @@ protected:
Ref<MLPPVector> _y_hat; Ref<MLPPVector> _y_hat;
Ref<MLPPVector> _weights; Ref<MLPPVector> _weights;
real_t _bias; real_t _bias;
int _n;
int _k;
bool _initialized;
}; };
#endif /* ProbitReg_hpp */ #endif /* ProbitReg_hpp */

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@ -283,7 +283,7 @@ void MLPPTests::test_probit_regression(bool ui) {
Ref<MLPPDataSimple> dt = data.load_breast_cancer(_breast_cancer_data_path); Ref<MLPPDataSimple> dt = data.load_breast_cancer(_breast_cancer_data_path);
MLPPProbitReg model(dt->get_input(), dt->get_output()); MLPPProbitReg model(dt->get_input(), dt->get_output());
model.sgd(0.001, 10000, ui); model.train_sgd(0.001, 10000, ui);
PLOG_MSG(model.model_set_test(dt->get_input())->to_string()); PLOG_MSG(model.model_set_test(dt->get_input())->to_string());
PLOG_MSG("ACCURACY: " + String::num(100 * model.score()) + "%"); PLOG_MSG("ACCURACY: " + String::num(100 * model.score()) + "%");
} }