From e8d0b13eedd60bd0b28b7237da0a4880c09a5f3c Mon Sep 17 00:00:00 2001 From: Relintai Date: Sat, 11 Feb 2023 00:46:43 +0100 Subject: [PATCH] Added old versions for all remaining classes. --- SCsub | 12 + mlpp/ann/ann_old.cpp | 818 +++++++++++++++++++++ mlpp/ann/ann_old.h | 73 ++ mlpp/bernoulli_nb/bernoulli_nb_old.cpp | 179 +++++ mlpp/bernoulli_nb/bernoulli_nb_old.h | 42 ++ mlpp/c_log_log_reg/c_log_log_reg_old.cpp | 224 ++++++ mlpp/c_log_log_reg/c_log_log_reg_old.h | 54 ++ mlpp/dual_svc/dual_svc_old.cpp | 246 +++++++ mlpp/dual_svc/dual_svc_old.h | 69 ++ mlpp/exp_reg/exp_reg_old.cpp | 247 +++++++ mlpp/exp_reg/exp_reg_old.h | 50 ++ mlpp/gan/gan.h | 4 +- mlpp/gan/gan_old.cpp | 287 ++++++++ mlpp/gan/gan_old.h | 59 ++ mlpp/gaussian_nb/gaussian_nb_old.cpp | 89 +++ mlpp/gaussian_nb/gaussian_nb_old.h | 37 + mlpp/lin_reg/lin_reg_old.cpp | 598 +++++++++++++++ mlpp/lin_reg/lin_reg_old.h | 60 ++ mlpp/log_reg/log_reg_old.cpp | 213 ++++++ mlpp/log_reg/log_reg_old.h | 51 ++ mlpp/mann/mann_old.cpp | 189 +++++ mlpp/mann/mann_old.h | 51 ++ mlpp/multinomial_nb/multinomial_nb_old.cpp | 121 +++ mlpp/multinomial_nb/multinomial_nb_old.h | 40 + mlpp/softmax_net/softmax_net_old.cpp | 309 ++++++++ mlpp/softmax_net/softmax_net_old.h | 60 ++ 26 files changed, 4180 insertions(+), 2 deletions(-) create mode 100644 mlpp/ann/ann_old.cpp create mode 100644 mlpp/ann/ann_old.h create mode 100644 mlpp/bernoulli_nb/bernoulli_nb_old.cpp create mode 100644 mlpp/bernoulli_nb/bernoulli_nb_old.h create mode 100644 mlpp/c_log_log_reg/c_log_log_reg_old.cpp create mode 100644 mlpp/c_log_log_reg/c_log_log_reg_old.h create mode 100644 mlpp/dual_svc/dual_svc_old.cpp create mode 100644 mlpp/dual_svc/dual_svc_old.h create mode 100644 mlpp/exp_reg/exp_reg_old.cpp create mode 100644 mlpp/exp_reg/exp_reg_old.h create mode 100644 mlpp/gan/gan_old.cpp create mode 100644 mlpp/gan/gan_old.h create mode 100644 mlpp/gaussian_nb/gaussian_nb_old.cpp create mode 100644 mlpp/gaussian_nb/gaussian_nb_old.h create mode 100644 mlpp/lin_reg/lin_reg_old.cpp create mode 100644 mlpp/lin_reg/lin_reg_old.h create mode 100644 mlpp/log_reg/log_reg_old.cpp create mode 100644 mlpp/log_reg/log_reg_old.h create mode 100644 mlpp/mann/mann_old.cpp create mode 100644 mlpp/mann/mann_old.h create mode 100644 mlpp/multinomial_nb/multinomial_nb_old.cpp create mode 100644 mlpp/multinomial_nb/multinomial_nb_old.h create mode 100644 mlpp/softmax_net/softmax_net_old.cpp create mode 100644 mlpp/softmax_net/softmax_net_old.h diff --git a/SCsub b/SCsub index fd1388d..b6cd220 100644 --- a/SCsub +++ b/SCsub @@ -63,6 +63,18 @@ sources = [ "mlpp/softmax_reg/softmax_reg_old.cpp", "mlpp/auto_encoder/auto_encoder_old.cpp", "mlpp/tanh_reg/tanh_reg_old.cpp", + "mlpp/softmax_net/softmax_net_old.cpp", + "mlpp/multinomial_nb/multinomial_nb_old.cpp", + "mlpp/mann/mann_old.cpp", + "mlpp/log_reg/log_reg_old.cpp", + "mlpp/lin_reg/lin_reg_old.cpp", + "mlpp/gaussian_nb/gaussian_nb_old.cpp", + "mlpp/gan/gan_old.cpp", + "mlpp/exp_reg/exp_reg_old.cpp", + "mlpp/dual_svc/dual_svc_old.cpp", + "mlpp/c_log_log_reg/c_log_log_reg_old.cpp", + "mlpp/bernoulli_nb/bernoulli_nb_old.cpp", + "mlpp/ann/ann_old.cpp", "test/mlpp_tests.cpp", ] diff --git a/mlpp/ann/ann_old.cpp b/mlpp/ann/ann_old.cpp new file mode 100644 index 0000000..3613299 --- /dev/null +++ b/mlpp/ann/ann_old.cpp @@ -0,0 +1,818 @@ +// +// ANN.cpp +// +// Created by Marc Melikyan on 11/4/20. +// + +#include "ann_old.h" +#include "../activation/activation.h" +#include "../cost/cost.h" +#include "../lin_alg/lin_alg.h" +#include "../regularization/reg.h" +#include "../utilities/utilities.h" + +#include +#include +#include + +MLPPANNOld::MLPPANNOld(std::vector> p_inputSet, std::vector p_outputSet) { + inputSet = p_inputSet; + outputSet = p_outputSet; + + n = inputSet.size(); + k = inputSet[0].size(); + lrScheduler = "None"; + decayConstant = 0; + dropRate = 0; +} + +MLPPANNOld::~MLPPANNOld() { + delete outputLayer; +} + +std::vector MLPPANNOld::modelSetTest(std::vector> X) { + if (!network.empty()) { + network[0].input = X; + network[0].forwardPass(); + + for (uint32_t i = 1; i < network.size(); i++) { + network[i].input = network[i - 1].a; + network[i].forwardPass(); + } + outputLayer->input = network[network.size() - 1].a; + } else { + outputLayer->input = X; + } + outputLayer->forwardPass(); + return outputLayer->a; +} + +real_t MLPPANNOld::modelTest(std::vector x) { + if (!network.empty()) { + network[0].Test(x); + for (uint32_t i = 1; i < network.size(); i++) { + network[i].Test(network[i - 1].a_test); + } + outputLayer->Test(network[network.size() - 1].a_test); + } else { + outputLayer->Test(x); + } + return outputLayer->a_test; +} + +void MLPPANNOld::gradientDescent(real_t learning_rate, int max_epoch, bool UI) { + class MLPPCost cost; + MLPPLinAlg alg; + real_t cost_prev = 0; + int epoch = 1; + forwardPass(); + real_t initial_learning_rate = learning_rate; + + alg.printMatrix(network[network.size() - 1].weights); + while (true) { + learning_rate = applyLearningRateScheduler(initial_learning_rate, decayConstant, epoch, dropRate); + cost_prev = Cost(y_hat, outputSet); + + auto grads = computeGradients(y_hat, outputSet); + auto cumulativeHiddenLayerWGrad = std::get<0>(grads); + auto outputWGrad = std::get<1>(grads); + + cumulativeHiddenLayerWGrad = alg.scalarMultiply(learning_rate / n, cumulativeHiddenLayerWGrad); + outputWGrad = alg.scalarMultiply(learning_rate / n, outputWGrad); + updateParameters(cumulativeHiddenLayerWGrad, outputWGrad, learning_rate); // subject to change. may want bias to have this matrix too. + + std::cout << learning_rate << std::endl; + + forwardPass(); + + if (UI) { + MLPPANNOld::UI(epoch, cost_prev, y_hat, outputSet); + } + + epoch++; + if (epoch > max_epoch) { + break; + } + } +} + +void MLPPANNOld::SGD(real_t learning_rate, int max_epoch, bool UI) { + class MLPPCost cost; + MLPPLinAlg alg; + + real_t cost_prev = 0; + int epoch = 1; + real_t initial_learning_rate = learning_rate; + + while (true) { + learning_rate = applyLearningRateScheduler(initial_learning_rate, decayConstant, epoch, dropRate); + + std::random_device rd; + std::default_random_engine generator(rd()); + std::uniform_int_distribution distribution(0, int(n - 1)); + int outputIndex = distribution(generator); + + std::vector y_hat = modelSetTest({ inputSet[outputIndex] }); + cost_prev = Cost({ y_hat }, { outputSet[outputIndex] }); + + auto grads = computeGradients(y_hat, { outputSet[outputIndex] }); + auto cumulativeHiddenLayerWGrad = std::get<0>(grads); + auto outputWGrad = std::get<1>(grads); + + cumulativeHiddenLayerWGrad = alg.scalarMultiply(learning_rate / n, cumulativeHiddenLayerWGrad); + outputWGrad = alg.scalarMultiply(learning_rate / n, outputWGrad); + + updateParameters(cumulativeHiddenLayerWGrad, outputWGrad, learning_rate); // subject to change. may want bias to have this matrix too. + y_hat = modelSetTest({ inputSet[outputIndex] }); + + if (UI) { + MLPPANNOld::UI(epoch, cost_prev, y_hat, { outputSet[outputIndex] }); + } + + epoch++; + if (epoch > max_epoch) { + break; + } + } + forwardPass(); +} + +void MLPPANNOld::MBGD(real_t learning_rate, int max_epoch, int mini_batch_size, bool UI) { + class MLPPCost cost; + MLPPLinAlg alg; + + real_t cost_prev = 0; + int epoch = 1; + real_t initial_learning_rate = learning_rate; + + // Creating the mini-batches + int n_mini_batch = n / mini_batch_size; + // always evaluate the result + // always do forward pass only ONCE at end. + + auto batches = MLPPUtilities::createMiniBatches(inputSet, outputSet, n_mini_batch); + auto inputMiniBatches = std::get<0>(batches); + auto outputMiniBatches = std::get<1>(batches); + + while (true) { + learning_rate = applyLearningRateScheduler(initial_learning_rate, decayConstant, epoch, dropRate); + for (int i = 0; i < n_mini_batch; i++) { + std::vector y_hat = modelSetTest(inputMiniBatches[i]); + cost_prev = Cost(y_hat, outputMiniBatches[i]); + + auto grads = computeGradients(y_hat, outputMiniBatches[i]); + auto cumulativeHiddenLayerWGrad = std::get<0>(grads); + auto outputWGrad = std::get<1>(grads); + + cumulativeHiddenLayerWGrad = alg.scalarMultiply(learning_rate / n, cumulativeHiddenLayerWGrad); + outputWGrad = alg.scalarMultiply(learning_rate / n, outputWGrad); + + updateParameters(cumulativeHiddenLayerWGrad, outputWGrad, learning_rate); // subject to change. may want bias to have this matrix too. + y_hat = modelSetTest(inputMiniBatches[i]); + + if (UI) { + MLPPANNOld::UI(epoch, cost_prev, y_hat, outputMiniBatches[i]); + } + } + epoch++; + if (epoch > max_epoch) { + break; + } + } + forwardPass(); +} + +void MLPPANNOld::Momentum(real_t learning_rate, int max_epoch, int mini_batch_size, real_t gamma, bool NAG, bool UI) { + class MLPPCost cost; + MLPPLinAlg alg; + + real_t cost_prev = 0; + int epoch = 1; + real_t initial_learning_rate = learning_rate; + + // Creating the mini-batches + int n_mini_batch = n / mini_batch_size; + // always evaluate the result + // always do forward pass only ONCE at end. + + auto batches = MLPPUtilities::createMiniBatches(inputSet, outputSet, n_mini_batch); + auto inputMiniBatches = std::get<0>(batches); + auto outputMiniBatches = std::get<1>(batches); + + // Initializing necessary components for Adam. + std::vector>> v_hidden; + + std::vector v_output; + while (true) { + learning_rate = applyLearningRateScheduler(initial_learning_rate, decayConstant, epoch, dropRate); + for (int i = 0; i < n_mini_batch; i++) { + std::vector y_hat = modelSetTest(inputMiniBatches[i]); + cost_prev = Cost(y_hat, outputMiniBatches[i]); + + auto grads = computeGradients(y_hat, outputMiniBatches[i]); + auto cumulativeHiddenLayerWGrad = std::get<0>(grads); + auto outputWGrad = std::get<1>(grads); + + if (!network.empty() && v_hidden.empty()) { // Initing our tensor + v_hidden = alg.resize(v_hidden, cumulativeHiddenLayerWGrad); + } + + if (v_output.empty()) { + v_output.resize(outputWGrad.size()); + } + + if (NAG) { // "Aposterori" calculation + updateParameters(v_hidden, v_output, 0); // DON'T update bias. + } + + v_hidden = alg.addition(alg.scalarMultiply(gamma, v_hidden), alg.scalarMultiply(learning_rate / n, cumulativeHiddenLayerWGrad)); + + v_output = alg.addition(alg.scalarMultiply(gamma, v_output), alg.scalarMultiply(learning_rate / n, outputWGrad)); + + updateParameters(v_hidden, v_output, learning_rate); // subject to change. may want bias to have this matrix too. + y_hat = modelSetTest(inputMiniBatches[i]); + + if (UI) { + MLPPANNOld::UI(epoch, cost_prev, y_hat, outputMiniBatches[i]); + } + } + epoch++; + if (epoch > max_epoch) { + break; + } + } + forwardPass(); +} + +void MLPPANNOld::Adagrad(real_t learning_rate, int max_epoch, int mini_batch_size, real_t e, bool UI) { + class MLPPCost cost; + MLPPLinAlg alg; + + real_t cost_prev = 0; + int epoch = 1; + real_t initial_learning_rate = learning_rate; + + // Creating the mini-batches + int n_mini_batch = n / mini_batch_size; + // always evaluate the result + // always do forward pass only ONCE at end. + + auto batches = MLPPUtilities::createMiniBatches(inputSet, outputSet, n_mini_batch); + auto inputMiniBatches = std::get<0>(batches); + auto outputMiniBatches = std::get<1>(batches); + + // Initializing necessary components for Adam. + std::vector>> v_hidden; + + std::vector v_output; + while (true) { + learning_rate = applyLearningRateScheduler(initial_learning_rate, decayConstant, epoch, dropRate); + for (int i = 0; i < n_mini_batch; i++) { + std::vector y_hat = modelSetTest(inputMiniBatches[i]); + cost_prev = Cost(y_hat, outputMiniBatches[i]); + + auto grads = computeGradients(y_hat, outputMiniBatches[i]); + auto cumulativeHiddenLayerWGrad = std::get<0>(grads); + auto outputWGrad = std::get<1>(grads); + + if (!network.empty() && v_hidden.empty()) { // Initing our tensor + v_hidden = alg.resize(v_hidden, cumulativeHiddenLayerWGrad); + } + + if (v_output.empty()) { + v_output.resize(outputWGrad.size()); + } + + v_hidden = alg.addition(v_hidden, alg.exponentiate(cumulativeHiddenLayerWGrad, 2)); + + v_output = alg.addition(v_output, alg.exponentiate(outputWGrad, 2)); + + std::vector>> hiddenLayerUpdations = alg.scalarMultiply(learning_rate / n, alg.elementWiseDivision(cumulativeHiddenLayerWGrad, alg.scalarAdd(e, alg.sqrt(v_hidden)))); + std::vector outputLayerUpdation = alg.scalarMultiply(learning_rate / n, alg.elementWiseDivision(outputWGrad, alg.scalarAdd(e, alg.sqrt(v_output)))); + + updateParameters(hiddenLayerUpdations, outputLayerUpdation, learning_rate); // subject to change. may want bias to have this matrix too. + y_hat = modelSetTest(inputMiniBatches[i]); + + if (UI) { + MLPPANNOld::UI(epoch, cost_prev, y_hat, outputMiniBatches[i]); + } + } + epoch++; + if (epoch > max_epoch) { + break; + } + } + forwardPass(); +} + +void MLPPANNOld::Adadelta(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t e, bool UI) { + class MLPPCost cost; + MLPPLinAlg alg; + + real_t cost_prev = 0; + int epoch = 1; + real_t initial_learning_rate = learning_rate; + + // Creating the mini-batches + int n_mini_batch = n / mini_batch_size; + // always evaluate the result + // always do forward pass only ONCE at end. + + auto batches = MLPPUtilities::createMiniBatches(inputSet, outputSet, n_mini_batch); + auto inputMiniBatches = std::get<0>(batches); + auto outputMiniBatches = std::get<1>(batches); + + // Initializing necessary components for Adam. + std::vector>> v_hidden; + + std::vector v_output; + while (true) { + learning_rate = applyLearningRateScheduler(initial_learning_rate, decayConstant, epoch, dropRate); + for (int i = 0; i < n_mini_batch; i++) { + std::vector y_hat = modelSetTest(inputMiniBatches[i]); + cost_prev = Cost(y_hat, outputMiniBatches[i]); + + auto grads = computeGradients(y_hat, outputMiniBatches[i]); + auto cumulativeHiddenLayerWGrad = std::get<0>(grads); + auto outputWGrad = std::get<1>(grads); + + if (!network.empty() && v_hidden.empty()) { // Initing our tensor + v_hidden = alg.resize(v_hidden, cumulativeHiddenLayerWGrad); + } + + if (v_output.empty()) { + v_output.resize(outputWGrad.size()); + } + + v_hidden = alg.addition(alg.scalarMultiply(1 - b1, v_hidden), alg.scalarMultiply(b1, alg.exponentiate(cumulativeHiddenLayerWGrad, 2))); + + v_output = alg.addition(v_output, alg.exponentiate(outputWGrad, 2)); + + std::vector>> hiddenLayerUpdations = alg.scalarMultiply(learning_rate / n, alg.elementWiseDivision(cumulativeHiddenLayerWGrad, alg.scalarAdd(e, alg.sqrt(v_hidden)))); + std::vector outputLayerUpdation = alg.scalarMultiply(learning_rate / n, alg.elementWiseDivision(outputWGrad, alg.scalarAdd(e, alg.sqrt(v_output)))); + + updateParameters(hiddenLayerUpdations, outputLayerUpdation, learning_rate); // subject to change. may want bias to have this matrix too. + y_hat = modelSetTest(inputMiniBatches[i]); + + if (UI) { + MLPPANNOld::UI(epoch, cost_prev, y_hat, outputMiniBatches[i]); + } + } + epoch++; + if (epoch > max_epoch) { + break; + } + } + forwardPass(); +} + +void MLPPANNOld::Adam(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t b2, real_t e, bool UI) { + class MLPPCost cost; + MLPPLinAlg alg; + + real_t cost_prev = 0; + int epoch = 1; + real_t initial_learning_rate = learning_rate; + + // Creating the mini-batches + int n_mini_batch = n / mini_batch_size; + // always evaluate the result + // always do forward pass only ONCE at end. + + auto batches = MLPPUtilities::createMiniBatches(inputSet, outputSet, n_mini_batch); + auto inputMiniBatches = std::get<0>(batches); + auto outputMiniBatches = std::get<1>(batches); + + // Initializing necessary components for Adam. + std::vector>> m_hidden; + std::vector>> v_hidden; + + std::vector m_output; + std::vector v_output; + while (true) { + learning_rate = applyLearningRateScheduler(initial_learning_rate, decayConstant, epoch, dropRate); + for (int i = 0; i < n_mini_batch; i++) { + std::vector y_hat = modelSetTest(inputMiniBatches[i]); + cost_prev = Cost(y_hat, outputMiniBatches[i]); + + auto grads = computeGradients(y_hat, outputMiniBatches[i]); + auto cumulativeHiddenLayerWGrad = std::get<0>(grads); + auto outputWGrad = std::get<1>(grads); + + if (!network.empty() && m_hidden.empty() && v_hidden.empty()) { // Initing our tensor + m_hidden = alg.resize(m_hidden, cumulativeHiddenLayerWGrad); + v_hidden = alg.resize(v_hidden, cumulativeHiddenLayerWGrad); + } + + if (m_output.empty() && v_output.empty()) { + m_output.resize(outputWGrad.size()); + v_output.resize(outputWGrad.size()); + } + + m_hidden = alg.addition(alg.scalarMultiply(b1, m_hidden), alg.scalarMultiply(1 - b1, cumulativeHiddenLayerWGrad)); + v_hidden = alg.addition(alg.scalarMultiply(b2, v_hidden), alg.scalarMultiply(1 - b2, alg.exponentiate(cumulativeHiddenLayerWGrad, 2))); + + m_output = alg.addition(alg.scalarMultiply(b1, m_output), alg.scalarMultiply(1 - b1, outputWGrad)); + v_output = alg.addition(alg.scalarMultiply(b2, v_output), alg.scalarMultiply(1 - b2, alg.exponentiate(outputWGrad, 2))); + + std::vector>> m_hidden_hat = alg.scalarMultiply(1 / (1 - std::pow(b1, epoch)), m_hidden); + std::vector>> v_hidden_hat = alg.scalarMultiply(1 / (1 - std::pow(b2, epoch)), v_hidden); + + std::vector m_output_hat = alg.scalarMultiply(1 / (1 - std::pow(b1, epoch)), m_output); + std::vector v_output_hat = alg.scalarMultiply(1 / (1 - std::pow(b2, epoch)), v_output); + + std::vector>> hiddenLayerUpdations = alg.scalarMultiply(learning_rate / n, alg.elementWiseDivision(m_hidden_hat, alg.scalarAdd(e, alg.sqrt(v_hidden_hat)))); + std::vector outputLayerUpdation = alg.scalarMultiply(learning_rate / n, alg.elementWiseDivision(m_output_hat, alg.scalarAdd(e, alg.sqrt(v_output_hat)))); + + updateParameters(hiddenLayerUpdations, outputLayerUpdation, learning_rate); // subject to change. may want bias to have this matrix too. + y_hat = modelSetTest(inputMiniBatches[i]); + + if (UI) { + MLPPANNOld::UI(epoch, cost_prev, y_hat, outputMiniBatches[i]); + } + } + epoch++; + if (epoch > max_epoch) { + break; + } + } + forwardPass(); +} + +void MLPPANNOld::Adamax(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t b2, real_t e, bool UI) { + class MLPPCost cost; + MLPPLinAlg alg; + + real_t cost_prev = 0; + int epoch = 1; + real_t initial_learning_rate = learning_rate; + + // Creating the mini-batches + int n_mini_batch = n / mini_batch_size; + // always evaluate the result + // always do forward pass only ONCE at end. + + auto batches = MLPPUtilities::createMiniBatches(inputSet, outputSet, n_mini_batch); + auto inputMiniBatches = std::get<0>(batches); + auto outputMiniBatches = std::get<1>(batches); + + // Initializing necessary components for Adam. + std::vector>> m_hidden; + std::vector>> u_hidden; + + std::vector m_output; + std::vector u_output; + while (true) { + learning_rate = applyLearningRateScheduler(initial_learning_rate, decayConstant, epoch, dropRate); + for (int i = 0; i < n_mini_batch; i++) { + std::vector y_hat = modelSetTest(inputMiniBatches[i]); + cost_prev = Cost(y_hat, outputMiniBatches[i]); + + auto grads = computeGradients(y_hat, outputMiniBatches[i]); + auto cumulativeHiddenLayerWGrad = std::get<0>(grads); + auto outputWGrad = std::get<1>(grads); + + if (!network.empty() && m_hidden.empty() && u_hidden.empty()) { // Initing our tensor + m_hidden = alg.resize(m_hidden, cumulativeHiddenLayerWGrad); + u_hidden = alg.resize(u_hidden, cumulativeHiddenLayerWGrad); + } + + if (m_output.empty() && u_output.empty()) { + m_output.resize(outputWGrad.size()); + u_output.resize(outputWGrad.size()); + } + + m_hidden = alg.addition(alg.scalarMultiply(b1, m_hidden), alg.scalarMultiply(1 - b1, cumulativeHiddenLayerWGrad)); + u_hidden = alg.max(alg.scalarMultiply(b2, u_hidden), alg.abs(cumulativeHiddenLayerWGrad)); + + m_output = alg.addition(alg.scalarMultiply(b1, m_output), alg.scalarMultiply(1 - b1, outputWGrad)); + u_output = alg.max(alg.scalarMultiply(b2, u_output), alg.abs(outputWGrad)); + + std::vector>> m_hidden_hat = alg.scalarMultiply(1 / (1 - std::pow(b1, epoch)), m_hidden); + + std::vector m_output_hat = alg.scalarMultiply(1 / (1 - std::pow(b1, epoch)), m_output); + + std::vector>> hiddenLayerUpdations = alg.scalarMultiply(learning_rate / n, alg.elementWiseDivision(m_hidden_hat, alg.scalarAdd(e, u_hidden))); + std::vector outputLayerUpdation = alg.scalarMultiply(learning_rate / n, alg.elementWiseDivision(m_output_hat, alg.scalarAdd(e, u_output))); + + updateParameters(hiddenLayerUpdations, outputLayerUpdation, learning_rate); // subject to change. may want bias to have this matrix too. + y_hat = modelSetTest(inputMiniBatches[i]); + + if (UI) { + MLPPANNOld::UI(epoch, cost_prev, y_hat, outputMiniBatches[i]); + } + } + epoch++; + if (epoch > max_epoch) { + break; + } + } + forwardPass(); +} + +void MLPPANNOld::Nadam(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t b2, real_t e, bool UI) { + class MLPPCost cost; + MLPPLinAlg alg; + + real_t cost_prev = 0; + int epoch = 1; + real_t initial_learning_rate = learning_rate; + + // Creating the mini-batches + int n_mini_batch = n / mini_batch_size; + // always evaluate the result + // always do forward pass only ONCE at end. + + auto batches = MLPPUtilities::createMiniBatches(inputSet, outputSet, n_mini_batch); + auto inputMiniBatches = std::get<0>(batches); + auto outputMiniBatches = std::get<1>(batches); + + // Initializing necessary components for Adam. + std::vector>> m_hidden; + std::vector>> v_hidden; + + std::vector m_output; + std::vector v_output; + while (true) { + learning_rate = applyLearningRateScheduler(initial_learning_rate, decayConstant, epoch, dropRate); + for (int i = 0; i < n_mini_batch; i++) { + std::vector y_hat = modelSetTest(inputMiniBatches[i]); + cost_prev = Cost(y_hat, outputMiniBatches[i]); + + auto grads = computeGradients(y_hat, outputMiniBatches[i]); + auto cumulativeHiddenLayerWGrad = std::get<0>(grads); + auto outputWGrad = std::get<1>(grads); + + if (!network.empty() && m_hidden.empty() && v_hidden.empty()) { // Initing our tensor + m_hidden = alg.resize(m_hidden, cumulativeHiddenLayerWGrad); + v_hidden = alg.resize(v_hidden, cumulativeHiddenLayerWGrad); + } + + if (m_output.empty() && v_output.empty()) { + m_output.resize(outputWGrad.size()); + v_output.resize(outputWGrad.size()); + } + + m_hidden = alg.addition(alg.scalarMultiply(b1, m_hidden), alg.scalarMultiply(1 - b1, cumulativeHiddenLayerWGrad)); + v_hidden = alg.addition(alg.scalarMultiply(b2, v_hidden), alg.scalarMultiply(1 - b2, alg.exponentiate(cumulativeHiddenLayerWGrad, 2))); + + m_output = alg.addition(alg.scalarMultiply(b1, m_output), alg.scalarMultiply(1 - b1, outputWGrad)); + v_output = alg.addition(alg.scalarMultiply(b2, v_output), alg.scalarMultiply(1 - b2, alg.exponentiate(outputWGrad, 2))); + + std::vector>> m_hidden_hat = alg.scalarMultiply(1 / (1 - std::pow(b1, epoch)), m_hidden); + std::vector>> v_hidden_hat = alg.scalarMultiply(1 / (1 - std::pow(b2, epoch)), v_hidden); + std::vector>> m_hidden_final = alg.addition(alg.scalarMultiply(b1, m_hidden_hat), alg.scalarMultiply((1 - b1) / (1 - std::pow(b1, epoch)), cumulativeHiddenLayerWGrad)); + + std::vector m_output_hat = alg.scalarMultiply(1 / (1 - std::pow(b1, epoch)), m_output); + std::vector v_output_hat = alg.scalarMultiply(1 / (1 - std::pow(b2, epoch)), v_output); + std::vector m_output_final = alg.addition(alg.scalarMultiply(b1, m_output_hat), alg.scalarMultiply((1 - b1) / (1 - std::pow(b1, epoch)), outputWGrad)); + + std::vector>> hiddenLayerUpdations = alg.scalarMultiply(learning_rate / n, alg.elementWiseDivision(m_hidden_final, alg.scalarAdd(e, alg.sqrt(v_hidden_hat)))); + std::vector outputLayerUpdation = alg.scalarMultiply(learning_rate / n, alg.elementWiseDivision(m_output_final, alg.scalarAdd(e, alg.sqrt(v_output_hat)))); + + updateParameters(hiddenLayerUpdations, outputLayerUpdation, learning_rate); // subject to change. may want bias to have this matrix too. + y_hat = modelSetTest(inputMiniBatches[i]); + + if (UI) { + MLPPANNOld::UI(epoch, cost_prev, y_hat, outputMiniBatches[i]); + } + } + epoch++; + if (epoch > max_epoch) { + break; + } + } + forwardPass(); +} + +void MLPPANNOld::AMSGrad(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t b2, real_t e, bool UI) { + class MLPPCost cost; + MLPPLinAlg alg; + + real_t cost_prev = 0; + int epoch = 1; + real_t initial_learning_rate = learning_rate; + + // Creating the mini-batches + int n_mini_batch = n / mini_batch_size; + // always evaluate the result + // always do forward pass only ONCE at end. + + auto batches = MLPPUtilities::createMiniBatches(inputSet, outputSet, n_mini_batch); + auto inputMiniBatches = std::get<0>(batches); + auto outputMiniBatches = std::get<1>(batches); + + // Initializing necessary components for Adam. + std::vector>> m_hidden; + std::vector>> v_hidden; + + std::vector>> v_hidden_hat; + + std::vector m_output; + std::vector v_output; + + std::vector v_output_hat; + while (true) { + learning_rate = applyLearningRateScheduler(initial_learning_rate, decayConstant, epoch, dropRate); + for (int i = 0; i < n_mini_batch; i++) { + std::vector y_hat = modelSetTest(inputMiniBatches[i]); + cost_prev = Cost(y_hat, outputMiniBatches[i]); + + auto grads = computeGradients(y_hat, outputMiniBatches[i]); + auto cumulativeHiddenLayerWGrad = std::get<0>(grads); + auto outputWGrad = std::get<1>(grads); + + if (!network.empty() && m_hidden.empty() && v_hidden.empty()) { // Initing our tensor + m_hidden = alg.resize(m_hidden, cumulativeHiddenLayerWGrad); + v_hidden = alg.resize(v_hidden, cumulativeHiddenLayerWGrad); + v_hidden_hat = alg.resize(v_hidden_hat, cumulativeHiddenLayerWGrad); + } + + if (m_output.empty() && v_output.empty()) { + m_output.resize(outputWGrad.size()); + v_output.resize(outputWGrad.size()); + v_output_hat.resize(outputWGrad.size()); + } + + m_hidden = alg.addition(alg.scalarMultiply(b1, m_hidden), alg.scalarMultiply(1 - b1, cumulativeHiddenLayerWGrad)); + v_hidden = alg.addition(alg.scalarMultiply(b2, v_hidden), alg.scalarMultiply(1 - b2, alg.exponentiate(cumulativeHiddenLayerWGrad, 2))); + + m_output = alg.addition(alg.scalarMultiply(b1, m_output), alg.scalarMultiply(1 - b1, outputWGrad)); + v_output = alg.addition(alg.scalarMultiply(b2, v_output), alg.scalarMultiply(1 - b2, alg.exponentiate(outputWGrad, 2))); + + v_hidden_hat = alg.max(v_hidden_hat, v_hidden); + + v_output_hat = alg.max(v_output_hat, v_output); + + std::vector>> hiddenLayerUpdations = alg.scalarMultiply(learning_rate / n, alg.elementWiseDivision(m_hidden, alg.scalarAdd(e, alg.sqrt(v_hidden_hat)))); + std::vector outputLayerUpdation = alg.scalarMultiply(learning_rate / n, alg.elementWiseDivision(m_output, alg.scalarAdd(e, alg.sqrt(v_output_hat)))); + + updateParameters(hiddenLayerUpdations, outputLayerUpdation, learning_rate); // subject to change. may want bias to have this matrix too. + y_hat = modelSetTest(inputMiniBatches[i]); + + if (UI) { + MLPPANNOld::UI(epoch, cost_prev, y_hat, outputMiniBatches[i]); + } + } + epoch++; + if (epoch > max_epoch) { + break; + } + } + forwardPass(); +} + +real_t MLPPANNOld::score() { + MLPPUtilities util; + forwardPass(); + return util.performance(y_hat, outputSet); +} + +void MLPPANNOld::save(std::string fileName) { + MLPPUtilities util; + if (!network.empty()) { + util.saveParameters(fileName, network[0].weights, network[0].bias, false, 1); + for (uint32_t i = 1; i < network.size(); i++) { + util.saveParameters(fileName, network[i].weights, network[i].bias, true, i + 1); + } + util.saveParameters(fileName, outputLayer->weights, outputLayer->bias, true, network.size() + 1); + } else { + util.saveParameters(fileName, outputLayer->weights, outputLayer->bias, false, network.size() + 1); + } +} + +void MLPPANNOld::setLearningRateScheduler(std::string type, real_t decayConstant) { + lrScheduler = type; + MLPPANNOld::decayConstant = decayConstant; +} + +void MLPPANNOld::setLearningRateScheduler(std::string type, real_t decayConstant, real_t dropRate) { + lrScheduler = type; + MLPPANNOld::decayConstant = decayConstant; + MLPPANNOld::dropRate = dropRate; +} + +// https://en.wikipedia.org/wiki/Learning_rate +// Learning Rate Decay (C2W2L09) - Andrew Ng - Deep Learning Specialization +real_t MLPPANNOld::applyLearningRateScheduler(real_t learningRate, real_t decayConstant, real_t epoch, real_t dropRate) { + if (lrScheduler == "Time") { + return learningRate / (1 + decayConstant * epoch); + } else if (lrScheduler == "Epoch") { + return learningRate * (decayConstant / std::sqrt(epoch)); + } else if (lrScheduler == "Step") { + return learningRate * std::pow(decayConstant, int((1 + epoch) / dropRate)); // Utilizing an explicit int conversion implicitly takes the floor. + } else if (lrScheduler == "Exponential") { + return learningRate * std::exp(-decayConstant * epoch); + } + return learningRate; +} + +void MLPPANNOld::addLayer(int n_hidden, std::string activation, std::string weightInit, std::string reg, real_t lambda, real_t alpha) { + if (network.empty()) { + network.push_back(MLPPOldHiddenLayer(n_hidden, activation, inputSet, weightInit, reg, lambda, alpha)); + network[0].forwardPass(); + } else { + network.push_back(MLPPOldHiddenLayer(n_hidden, activation, network[network.size() - 1].a, weightInit, reg, lambda, alpha)); + network[network.size() - 1].forwardPass(); + } +} + +void MLPPANNOld::addOutputLayer(std::string activation, std::string loss, std::string weightInit, std::string reg, real_t lambda, real_t alpha) { + if (!network.empty()) { + outputLayer = new MLPPOldOutputLayer(network[network.size() - 1].n_hidden, activation, loss, network[network.size() - 1].a, weightInit, reg, lambda, alpha); + } else { + outputLayer = new MLPPOldOutputLayer(k, activation, loss, inputSet, weightInit, reg, lambda, alpha); + } +} + +real_t MLPPANNOld::Cost(std::vector y_hat, std::vector y) { + MLPPReg regularization; + class MLPPCost cost; + real_t totalRegTerm = 0; + + auto cost_function = outputLayer->cost_map[outputLayer->cost]; + if (!network.empty()) { + for (uint32_t i = 0; i < network.size() - 1; i++) { + totalRegTerm += regularization.regTerm(network[i].weights, network[i].lambda, network[i].alpha, network[i].reg); + } + } + return (cost.*cost_function)(y_hat, y) + totalRegTerm + regularization.regTerm(outputLayer->weights, outputLayer->lambda, outputLayer->alpha, outputLayer->reg); +} + +void MLPPANNOld::forwardPass() { + if (!network.empty()) { + network[0].input = inputSet; + network[0].forwardPass(); + + for (uint32_t i = 1; i < network.size(); i++) { + network[i].input = network[i - 1].a; + network[i].forwardPass(); + } + outputLayer->input = network[network.size() - 1].a; + } else { + outputLayer->input = inputSet; + } + outputLayer->forwardPass(); + y_hat = outputLayer->a; +} + +void MLPPANNOld::updateParameters(std::vector>> hiddenLayerUpdations, std::vector outputLayerUpdation, real_t learning_rate) { + MLPPLinAlg alg; + + outputLayer->weights = alg.subtraction(outputLayer->weights, outputLayerUpdation); + outputLayer->bias -= learning_rate * alg.sum_elements(outputLayer->delta) / n; + + if (!network.empty()) { + network[network.size() - 1].weights = alg.subtraction(network[network.size() - 1].weights, hiddenLayerUpdations[0]); + network[network.size() - 1].bias = alg.subtractMatrixRows(network[network.size() - 1].bias, alg.scalarMultiply(learning_rate / n, network[network.size() - 1].delta)); + + for (int i = network.size() - 2; i >= 0; i--) { + network[i].weights = alg.subtraction(network[i].weights, hiddenLayerUpdations[(network.size() - 2) - i + 1]); + network[i].bias = alg.subtractMatrixRows(network[i].bias, alg.scalarMultiply(learning_rate / n, network[i].delta)); + } + } +} + +std::tuple>>, std::vector> MLPPANNOld::computeGradients(std::vector y_hat, std::vector outputSet) { + // std::cout << "BEGIN" << std::endl; + class MLPPCost cost; + MLPPActivation avn; + MLPPLinAlg alg; + MLPPReg regularization; + + std::vector>> cumulativeHiddenLayerWGrad; // Tensor containing ALL hidden grads. + + auto costDeriv = outputLayer->costDeriv_map[outputLayer->cost]; + auto outputAvn = outputLayer->activation_map[outputLayer->activation]; + outputLayer->delta = alg.hadamard_product((cost.*costDeriv)(y_hat, outputSet), (avn.*outputAvn)(outputLayer->z, 1)); + std::vector outputWGrad = alg.mat_vec_mult(alg.transpose(outputLayer->input), outputLayer->delta); + outputWGrad = alg.addition(outputWGrad, regularization.regDerivTerm(outputLayer->weights, outputLayer->lambda, outputLayer->alpha, outputLayer->reg)); + + if (!network.empty()) { + auto hiddenLayerAvn = network[network.size() - 1].activation_map[network[network.size() - 1].activation]; + network[network.size() - 1].delta = alg.hadamard_product(alg.outerProduct(outputLayer->delta, outputLayer->weights), (avn.*hiddenLayerAvn)(network[network.size() - 1].z, 1)); + std::vector> hiddenLayerWGrad = alg.matmult(alg.transpose(network[network.size() - 1].input), network[network.size() - 1].delta); + + cumulativeHiddenLayerWGrad.push_back(alg.addition(hiddenLayerWGrad, regularization.regDerivTerm(network[network.size() - 1].weights, network[network.size() - 1].lambda, network[network.size() - 1].alpha, network[network.size() - 1].reg))); // Adding to our cumulative hidden layer grads. Maintain reg terms as well. + + for (int i = network.size() - 2; i >= 0; i--) { + hiddenLayerAvn = network[i].activation_map[network[i].activation]; + network[i].delta = alg.hadamard_product(alg.matmult(network[i + 1].delta, alg.transpose(network[i + 1].weights)), (avn.*hiddenLayerAvn)(network[i].z, 1)); + hiddenLayerWGrad = alg.matmult(alg.transpose(network[i].input), network[i].delta); + cumulativeHiddenLayerWGrad.push_back(alg.addition(hiddenLayerWGrad, regularization.regDerivTerm(network[i].weights, network[i].lambda, network[i].alpha, network[i].reg))); // Adding to our cumulative hidden layer grads. Maintain reg terms as well. + } + } + return { cumulativeHiddenLayerWGrad, outputWGrad }; +} + +void MLPPANNOld::UI(int epoch, real_t cost_prev, std::vector y_hat, std::vector outputSet) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputSet)); + std::cout << "Layer " << network.size() + 1 << ": " << std::endl; + MLPPUtilities::UI(outputLayer->weights, outputLayer->bias); + if (!network.empty()) { + for (int i = network.size() - 1; i >= 0; i--) { + std::cout << "Layer " << i + 1 << ": " << std::endl; + MLPPUtilities::UI(network[i].weights, network[i].bias); + } + } +} diff --git a/mlpp/ann/ann_old.h b/mlpp/ann/ann_old.h new file mode 100644 index 0000000..1d30ae4 --- /dev/null +++ b/mlpp/ann/ann_old.h @@ -0,0 +1,73 @@ +#ifndef MLPP_ANN_OLD_H +#define MLPP_ANN_OLD_H + +// +// ANN.hpp +// +// Created by Marc Melikyan on 11/4/20. +// + +#include "core/math/math_defs.h" + +#include "../hidden_layer/hidden_layer.h" +#include "../output_layer/output_layer.h" + +#include "../hidden_layer/hidden_layer_old.h" +#include "../output_layer/output_layer_old.h" + +#include +#include +#include + +class MLPPANNOld { +public: + MLPPANNOld(std::vector> inputSet, std::vector outputSet); + ~MLPPANNOld(); + std::vector modelSetTest(std::vector> X); + real_t modelTest(std::vector x); + void gradientDescent(real_t learning_rate, int max_epoch, bool UI = false); + void SGD(real_t learning_rate, int max_epoch, bool UI = false); + void MBGD(real_t learning_rate, int max_epoch, int mini_batch_size, bool UI = false); + void Momentum(real_t learning_rate, int max_epoch, int mini_batch_size, real_t gamma, bool NAG, bool UI = false); + void Adagrad(real_t learning_rate, int max_epoch, int mini_batch_size, real_t e, bool UI = false); + void Adadelta(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t e, bool UI = false); + void Adam(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t b2, real_t e, bool UI = false); + void Adamax(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t b2, real_t e, bool UI = false); + void Nadam(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t b2, real_t e, bool UI = false); + void AMSGrad(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t b2, real_t e, bool UI = false); + real_t score(); + void save(std::string fileName); + + void setLearningRateScheduler(std::string type, real_t decayConstant); + void setLearningRateScheduler(std::string type, real_t decayConstant, real_t dropRate); + + void addLayer(int n_hidden, std::string activation, std::string weightInit = "Default", std::string reg = "None", real_t lambda = 0.5, real_t alpha = 0.5); + void addOutputLayer(std::string activation, std::string loss, std::string weightInit = "Default", std::string reg = "None", real_t lambda = 0.5, real_t alpha = 0.5); + +private: + real_t applyLearningRateScheduler(real_t learningRate, real_t decayConstant, real_t epoch, real_t dropRate); + + real_t Cost(std::vector y_hat, std::vector y); + + void forwardPass(); + void updateParameters(std::vector>> hiddenLayerUpdations, std::vector outputLayerUpdation, real_t learning_rate); + std::tuple>>, std::vector> computeGradients(std::vector y_hat, std::vector outputSet); + + void UI(int epoch, real_t cost_prev, std::vector y_hat, std::vector outputSet); + + std::vector> inputSet; + std::vector outputSet; + std::vector y_hat; + + std::vector network; + MLPPOldOutputLayer *outputLayer; + + int n; + int k; + + std::string lrScheduler; + real_t decayConstant; + real_t dropRate; +}; + +#endif /* ANN_hpp */ \ No newline at end of file diff --git a/mlpp/bernoulli_nb/bernoulli_nb_old.cpp b/mlpp/bernoulli_nb/bernoulli_nb_old.cpp new file mode 100644 index 0000000..9ba425f --- /dev/null +++ b/mlpp/bernoulli_nb/bernoulli_nb_old.cpp @@ -0,0 +1,179 @@ +// +// BernoulliNB.cpp +// +// Created by Marc Melikyan on 1/17/21. +// + +#include "bernoulli_nb_old.h" +#include "../data/data.h" +#include "../lin_alg/lin_alg.h" +#include "../utilities/utilities.h" + +#include +#include + +MLPPBernoulliNBOld::MLPPBernoulliNBOld(std::vector> p_inputSet, std::vector p_outputSet) { + inputSet = p_inputSet; + outputSet = p_outputSet; + class_num = 2; + + y_hat.resize(outputSet.size()); + Evaluate(); +} + +std::vector MLPPBernoulliNBOld::modelSetTest(std::vector> X) { + std::vector y_hat; + for (uint32_t i = 0; i < X.size(); i++) { + y_hat.push_back(modelTest(X[i])); + } + return y_hat; +} + +real_t MLPPBernoulliNBOld::modelTest(std::vector x) { + real_t score_0 = 1; + real_t score_1 = 1; + + std::vector foundIndices; + + for (uint32_t j = 0; j < x.size(); j++) { + for (uint32_t k = 0; k < vocab.size(); k++) { + if (x[j] == vocab[k]) { + score_0 *= theta[0][vocab[k]]; + score_1 *= theta[1][vocab[k]]; + + foundIndices.push_back(k); + } + } + } + + for (uint32_t i = 0; i < vocab.size(); i++) { + bool found = false; + for (uint32_t j = 0; j < foundIndices.size(); j++) { + if (vocab[i] == vocab[foundIndices[j]]) { + found = true; + } + } + if (!found) { + score_0 *= 1 - theta[0][vocab[i]]; + score_1 *= 1 - theta[1][vocab[i]]; + } + } + + score_0 *= prior_0; + score_1 *= prior_1; + + // Assigning the traning example to a class + + if (score_0 > score_1) { + return 0; + } else { + return 1; + } +} + +real_t MLPPBernoulliNBOld::score() { + MLPPUtilities util; + return util.performance(y_hat, outputSet); +} + +void MLPPBernoulliNBOld::computeVocab() { + MLPPLinAlg alg; + MLPPData data; + vocab = data.vecToSet(alg.flatten(inputSet)); +} + +void MLPPBernoulliNBOld::computeTheta() { + // Resizing theta for the sake of ease & proper access of the elements. + theta.resize(class_num); + + // Setting all values in the hasmap by default to 0. + for (int i = class_num - 1; i >= 0; i--) { + for (uint32_t j = 0; j < vocab.size(); j++) { + theta[i][vocab[j]] = 0; + } + } + + for (uint32_t i = 0; i < inputSet.size(); i++) { + for (uint32_t j = 0; j < inputSet[0].size(); j++) { + theta[outputSet[i]][inputSet[i][j]]++; + } + } + + for (uint32_t i = 0; i < theta.size(); i++) { + for (uint32_t j = 0; j < theta[i].size(); j++) { + if (i == 0) { + theta[i][j] /= prior_0 * y_hat.size(); + } else { + theta[i][j] /= prior_1 * y_hat.size(); + } + } + } +} + +void MLPPBernoulliNBOld::Evaluate() { + for (uint32_t i = 0; i < outputSet.size(); i++) { + // Pr(B | A) * Pr(A) + real_t score_0 = 1; + real_t score_1 = 1; + + real_t sum = 0; + for (uint32_t ii = 0; ii < outputSet.size(); ii++) { + if (outputSet[ii] == 1) { + sum += outputSet[ii]; + } + } + + // Easy computation of priors, i.e. Pr(C_k) + prior_1 = sum / y_hat.size(); + prior_0 = 1 - prior_1; + + // Evaluating Theta... + computeTheta(); + + // Evaluating the vocab set... + computeVocab(); + + std::vector foundIndices; + + for (uint32_t j = 0; j < inputSet.size(); j++) { + for (uint32_t k = 0; k < vocab.size(); k++) { + if (inputSet[i][j] == vocab[k]) { + score_0 += std::log(theta[0][vocab[k]]); + score_1 += std::log(theta[1][vocab[k]]); + + foundIndices.push_back(k); + } + } + } + + for (uint32_t ii = 0; ii < vocab.size(); ii++) { + bool found = false; + for (uint32_t j = 0; j < foundIndices.size(); j++) { + if (vocab[ii] == vocab[foundIndices[j]]) { + found = true; + } + } + if (!found) { + score_0 += std::log(1 - theta[0][vocab[ii]]); + score_1 += std::log(1 - theta[1][vocab[ii]]); + } + } + + score_0 += std::log(prior_0); + score_1 += std::log(prior_1); + + score_0 = exp(score_0); + score_1 = exp(score_1); + + std::cout << score_0 << std::endl; + std::cout << score_1 << std::endl; + + // Assigning the traning example to a class + + if (score_0 > score_1) { + y_hat[i] = 0; + } else { + y_hat[i] = 1; + } + } +} diff --git a/mlpp/bernoulli_nb/bernoulli_nb_old.h b/mlpp/bernoulli_nb/bernoulli_nb_old.h new file mode 100644 index 0000000..fa32f75 --- /dev/null +++ b/mlpp/bernoulli_nb/bernoulli_nb_old.h @@ -0,0 +1,42 @@ + +#ifndef MLPP_BERNOULLI_NB_OLD_H +#define MLPP_BERNOULLI_NB_OLD_H + +// +// BernoulliNB.hpp +// +// Created by Marc Melikyan on 1/17/21. +// + +#include "core/math/math_defs.h" + +#include +#include + +class MLPPBernoulliNBOld { +public: + MLPPBernoulliNBOld(std::vector> inputSet, std::vector outputSet); + std::vector modelSetTest(std::vector> X); + real_t modelTest(std::vector x); + real_t score(); + +private: + void computeVocab(); + void computeTheta(); + void Evaluate(); + + // Model Params + real_t prior_1 = 0; + real_t prior_0 = 0; + + std::vector> theta; + std::vector vocab; + int class_num; + + // Datasets + std::vector> inputSet; + std::vector outputSet; + std::vector y_hat; +}; + +#endif /* BernoulliNB_hpp */ \ No newline at end of file diff --git a/mlpp/c_log_log_reg/c_log_log_reg_old.cpp b/mlpp/c_log_log_reg/c_log_log_reg_old.cpp new file mode 100644 index 0000000..b96b0cb --- /dev/null +++ b/mlpp/c_log_log_reg/c_log_log_reg_old.cpp @@ -0,0 +1,224 @@ +// +// CLogLogReg.cpp +// +// Created by Marc Melikyan on 10/2/20. +// + +#include "c_log_log_reg_old.h" + +#include "../activation/activation.h" +#include "../cost/cost.h" +#include "../lin_alg/lin_alg.h" +#include "../regularization/reg.h" +#include "../utilities/utilities.h" + +#include +#include + +MLPPCLogLogRegOld::MLPPCLogLogRegOld(std::vector> inputSet, std::vector outputSet, std::string reg, real_t lambda, real_t alpha) : + inputSet(inputSet), outputSet(outputSet), n(inputSet.size()), k(inputSet[0].size()), reg(reg), lambda(lambda), alpha(alpha) { + y_hat.resize(n); + weights = MLPPUtilities::weightInitialization(k); + bias = MLPPUtilities::biasInitialization(); +} + +std::vector MLPPCLogLogRegOld::modelSetTest(std::vector> X) { + return Evaluate(X); +} + +real_t MLPPCLogLogRegOld::modelTest(std::vector x) { + return Evaluate(x); +} + +void MLPPCLogLogRegOld::gradientDescent(real_t learning_rate, int max_epoch, bool UI) { + MLPPActivation avn; + MLPPLinAlg alg; + MLPPReg regularization; + real_t cost_prev = 0; + int epoch = 1; + forwardPass(); + + while (true) { + cost_prev = Cost(y_hat, outputSet); + + std::vector error = alg.subtraction(y_hat, outputSet); + + // Calculating the weight gradients + weights = alg.subtraction(weights, alg.scalarMultiply(learning_rate / n, alg.mat_vec_mult(alg.transpose(inputSet), alg.hadamard_product(error, avn.cloglog(z, 1))))); + weights = regularization.regWeights(weights, lambda, alpha, reg); + + // Calculating the bias gradients + bias -= learning_rate * alg.sum_elements(alg.hadamard_product(error, avn.cloglog(z, 1))) / n; + + forwardPass(); + + if (UI) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputSet)); + MLPPUtilities::UI(weights, bias); + } + epoch++; + + if (epoch > max_epoch) { + break; + } + } +} + +void MLPPCLogLogRegOld::MLE(real_t learning_rate, int max_epoch, bool UI) { + MLPPActivation avn; + MLPPLinAlg alg; + MLPPReg regularization; + real_t cost_prev = 0; + int epoch = 1; + forwardPass(); + + while (true) { + cost_prev = Cost(y_hat, outputSet); + + std::vector error = alg.subtraction(y_hat, outputSet); + + weights = alg.addition(weights, alg.scalarMultiply(learning_rate / n, alg.mat_vec_mult(alg.transpose(inputSet), alg.hadamard_product(error, avn.cloglog(z, 1))))); + weights = regularization.regWeights(weights, lambda, alpha, reg); + + // Calculating the bias gradients + bias += learning_rate * alg.sum_elements(alg.hadamard_product(error, avn.cloglog(z, 1))) / n; + forwardPass(); + + if (UI) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputSet)); + MLPPUtilities::UI(weights, bias); + } + epoch++; + + if (epoch > max_epoch) { + break; + } + } +} + +void MLPPCLogLogRegOld::SGD(real_t learning_rate, int max_epoch, bool UI) { + MLPPLinAlg alg; + MLPPReg regularization; + real_t cost_prev = 0; + int epoch = 1; + forwardPass(); + + while (true) { + std::random_device rd; + std::default_random_engine generator(rd()); + std::uniform_int_distribution distribution(0, int(n - 1)); + int outputIndex = distribution(generator); + + real_t y_hat = Evaluate(inputSet[outputIndex]); + real_t z = propagate(inputSet[outputIndex]); + cost_prev = Cost({ y_hat }, { outputSet[outputIndex] }); + + real_t error = y_hat - outputSet[outputIndex]; + + // Weight Updation + weights = alg.subtraction(weights, alg.scalarMultiply(learning_rate * error * exp(z - exp(z)), inputSet[outputIndex])); + weights = regularization.regWeights(weights, lambda, alpha, reg); + + // Bias updation + bias -= learning_rate * error * exp(z - exp(z)); + + y_hat = Evaluate({ inputSet[outputIndex] }); + + if (UI) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost({ y_hat }, { outputSet[outputIndex] })); + MLPPUtilities::UI(weights, bias); + } + epoch++; + + if (epoch > max_epoch) { + break; + } + } + forwardPass(); +} + +void MLPPCLogLogRegOld::MBGD(real_t learning_rate, int max_epoch, int mini_batch_size, bool UI) { + MLPPActivation avn; + MLPPLinAlg alg; + MLPPReg regularization; + real_t cost_prev = 0; + int epoch = 1; + + // Creating the mini-batches + int n_mini_batch = n / mini_batch_size; + auto batches = MLPPUtilities::createMiniBatches(inputSet, outputSet, n_mini_batch); + auto inputMiniBatches = std::get<0>(batches); + auto outputMiniBatches = std::get<1>(batches); + + while (true) { + for (int i = 0; i < n_mini_batch; i++) { + std::vector y_hat = Evaluate(inputMiniBatches[i]); + std::vector z = propagate(inputMiniBatches[i]); + cost_prev = Cost(y_hat, outputMiniBatches[i]); + + std::vector error = alg.subtraction(y_hat, outputMiniBatches[i]); + + // Calculating the weight gradients + weights = alg.subtraction(weights, alg.scalarMultiply(learning_rate / n, alg.mat_vec_mult(alg.transpose(inputMiniBatches[i]), alg.hadamard_product(error, avn.cloglog(z, 1))))); + weights = regularization.regWeights(weights, lambda, alpha, reg); + + // Calculating the bias gradients + bias -= learning_rate * alg.sum_elements(alg.hadamard_product(error, avn.cloglog(z, 1))) / n; + + forwardPass(); + + y_hat = Evaluate(inputMiniBatches[i]); + + if (UI) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputMiniBatches[i])); + MLPPUtilities::UI(weights, bias); + } + } + epoch++; + if (epoch > max_epoch) { + break; + } + } + forwardPass(); +} + +real_t MLPPCLogLogRegOld::score() { + MLPPUtilities util; + return util.performance(y_hat, outputSet); +} + +real_t MLPPCLogLogRegOld::Cost(std::vector y_hat, std::vector y) { + MLPPReg regularization; + class MLPPCost cost; + return cost.MSE(y_hat, y) + regularization.regTerm(weights, lambda, alpha, reg); +} + +std::vector MLPPCLogLogRegOld::Evaluate(std::vector> X) { + MLPPLinAlg alg; + MLPPActivation avn; + return avn.cloglog(alg.scalarAdd(bias, alg.mat_vec_mult(X, weights))); +} + +std::vector MLPPCLogLogRegOld::propagate(std::vector> X) { + MLPPLinAlg alg; + return alg.scalarAdd(bias, alg.mat_vec_mult(X, weights)); +} + +real_t MLPPCLogLogRegOld::Evaluate(std::vector x) { + MLPPLinAlg alg; + MLPPActivation avn; + return avn.cloglog(alg.dot(weights, x) + bias); +} + +real_t MLPPCLogLogRegOld::propagate(std::vector x) { + MLPPLinAlg alg; + return alg.dot(weights, x) + bias; +} + +// cloglog ( wTx + b ) +void MLPPCLogLogRegOld::forwardPass() { + MLPPActivation avn; + + z = propagate(inputSet); + y_hat = avn.cloglog(z); +} diff --git a/mlpp/c_log_log_reg/c_log_log_reg_old.h b/mlpp/c_log_log_reg/c_log_log_reg_old.h new file mode 100644 index 0000000..221b65a --- /dev/null +++ b/mlpp/c_log_log_reg/c_log_log_reg_old.h @@ -0,0 +1,54 @@ + +#ifndef MLPP_C_LOG_LOG_REG_H +#define MLPP_C_LOG_LOG_REG_H + +// +// CLogLogReg.hpp +// +// Created by Marc Melikyan on 10/2/20. +// + +#include "core/math/math_defs.h" + +#include +#include + +class MLPPCLogLogRegOld { +public: + MLPPCLogLogRegOld(std::vector> inputSet, std::vector outputSet, std::string reg = "None", real_t lambda = 0.5, real_t alpha = 0.5); + std::vector modelSetTest(std::vector> X); + real_t modelTest(std::vector x); + void gradientDescent(real_t learning_rate, int max_epoch, bool UI = false); + void MLE(real_t learning_rate, int max_epoch, bool UI = false); + void SGD(real_t learning_rate, int max_epoch, bool UI = false); + void MBGD(real_t learning_rate, int max_epoch, int mini_batch_size, bool UI = false); + real_t score(); + +private: + void weightInitialization(int k); + void biasInitialization(); + real_t Cost(std::vector y_hat, std::vector y); + + std::vector Evaluate(std::vector> X); + std::vector propagate(std::vector> X); + real_t Evaluate(std::vector x); + real_t propagate(std::vector x); + void forwardPass(); + + std::vector> inputSet; + std::vector outputSet; + std::vector y_hat; + std::vector z; + std::vector weights; + real_t bias; + + int n; + int k; + + // Regularization Params + std::string reg; + real_t lambda; + real_t alpha; /* This is the controlling param for Elastic Net*/ +}; + +#endif /* CLogLogReg_hpp */ diff --git a/mlpp/dual_svc/dual_svc_old.cpp b/mlpp/dual_svc/dual_svc_old.cpp new file mode 100644 index 0000000..8de36b5 --- /dev/null +++ b/mlpp/dual_svc/dual_svc_old.cpp @@ -0,0 +1,246 @@ +// +// DualSVC.cpp +// +// Created by Marc Melikyan on 10/2/20. +// + +#include "dual_svc_old.h" +#include "../activation/activation.h" +#include "../cost/cost.h" +#include "../lin_alg/lin_alg.h" +#include "../regularization/reg.h" +#include "../utilities/utilities.h" + +#include +#include + +MLPPDualSVCOld::MLPPDualSVCOld(std::vector> p_inputSet, std::vector p_outputSet, real_t p_C, std::string p_kernel) { + inputSet = p_inputSet; + outputSet = p_outputSet; + n = p_inputSet.size(); + k = p_inputSet[0].size(); + C = p_C; + kernel = p_kernel; + + y_hat.resize(n); + bias = MLPPUtilities::biasInitialization(); + alpha = MLPPUtilities::weightInitialization(n); // One alpha for all training examples, as per the lagrangian multipliers. + K = kernelFunction(inputSet, inputSet, kernel); // For now this is unused. When non-linear kernels are added, the K will be manipulated. +} + +std::vector MLPPDualSVCOld::modelSetTest(std::vector> X) { + return Evaluate(X); +} + +real_t MLPPDualSVCOld::modelTest(std::vector x) { + return Evaluate(x); +} + +void MLPPDualSVCOld::gradientDescent(real_t learning_rate, int max_epoch, bool UI) { + class MLPPCost cost; + MLPPActivation avn; + MLPPLinAlg alg; + MLPPReg regularization; + real_t cost_prev = 0; + int epoch = 1; + forwardPass(); + + while (true) { + cost_prev = Cost(alpha, inputSet, outputSet); + + alpha = alg.subtraction(alpha, alg.scalarMultiply(learning_rate, cost.dualFormSVMDeriv(alpha, inputSet, outputSet))); + + alphaProjection(); + + // Calculating the bias + real_t biasGradient = 0; + for (uint32_t i = 0; i < alpha.size(); i++) { + real_t sum = 0; + if (alpha[i] < C && alpha[i] > 0) { + for (uint32_t j = 0; j < alpha.size(); j++) { + if (alpha[j] > 0) { + sum += alpha[j] * outputSet[j] * alg.dot(inputSet[j], inputSet[i]); // TO DO: DON'T forget to add non-linear kernelizations. + } + } + } + biasGradient = (1 - outputSet[i] * sum) / outputSet[i]; + break; + } + bias -= biasGradient * learning_rate; + + forwardPass(); + + // UI PORTION + if (UI) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost(alpha, inputSet, outputSet)); + MLPPUtilities::UI(alpha, bias); + std::cout << score() << std::endl; // TO DO: DELETE THIS. + } + epoch++; + + if (epoch > max_epoch) { + break; + } + } +} + +// void MLPPDualSVCOld::SGD(real_t learning_rate, int max_epoch, bool UI){ +// class MLPPCost cost; +// MLPPActivation avn; +// MLPPLinAlg alg; +// MLPPReg regularization; + +// real_t cost_prev = 0; +// int epoch = 1; + +// while(true){ +// std::random_device rd; +// std::default_random_engine generator(rd()); +// std::uniform_int_distribution distribution(0, int(n - 1)); +// int outputIndex = distribution(generator); + +// cost_prev = Cost(alpha, inputSet[outputIndex], outputSet[outputIndex]); + +// // Bias updation +// bias -= learning_rate * costDeriv; + +// y_hat = Evaluate({inputSet[outputIndex]}); + +// if(UI) { +// MLPPUtilities::CostInfo(epoch, cost_prev, Cost(alpha)); +// MLPPUtilities::UI(weights, bias); +// } +// epoch++; + +// if(epoch > max_epoch) { break; } +// } +// forwardPass(); +// } + +// void MLPPDualSVCOld::MBGD(real_t learning_rate, int max_epoch, int mini_batch_size, bool UI){ +// class MLPPCost cost; +// MLPPActivation avn; +// MLPPLinAlg alg; +// MLPPReg regularization; +// real_t cost_prev = 0; +// int epoch = 1; + +// // Creating the mini-batches +// int n_mini_batch = n/mini_batch_size; +// auto [inputMiniBatches, outputMiniBatches] = MLPPUtilities::createMiniBatches(inputSet, outputSet, n_mini_batch); + +// while(true){ +// for(int i = 0; i < n_mini_batch; i++){ +// std::vector y_hat = Evaluate(inputMiniBatches[i]); +// std::vector z = propagate(inputMiniBatches[i]); +// cost_prev = Cost(z, outputMiniBatches[i], weights, C); + +// // Calculating the weight gradients +// weights = alg.subtraction(weights, alg.scalarMultiply(learning_rate/n, alg.mat_vec_mult(alg.transpose(inputMiniBatches[i]), cost.HingeLossDeriv(z, outputMiniBatches[i], C)))); +// weights = regularization.regWeights(weights, learning_rate/n, 0, "Ridge"); + +// // Calculating the bias gradients +// bias -= learning_rate * alg.sum_elements(cost.HingeLossDeriv(y_hat, outputMiniBatches[i], C)) / n; + +// forwardPass(); + +// y_hat = Evaluate(inputMiniBatches[i]); + +// if(UI) { +// MLPPUtilities::CostInfo(epoch, cost_prev, Cost(z, outputMiniBatches[i], weights, C)); +// MLPPUtilities::UI(weights, bias); +// } +// } +// epoch++; +// if(epoch > max_epoch) { break; } +// } +// forwardPass(); +// } + +real_t MLPPDualSVCOld::score() { + MLPPUtilities util; + return util.performance(y_hat, outputSet); +} + +void MLPPDualSVCOld::save(std::string fileName) { + MLPPUtilities util; + util.saveParameters(fileName, alpha, bias); +} + +real_t MLPPDualSVCOld::Cost(std::vector alpha, std::vector> X, std::vector y) { + class MLPPCost cost; + return cost.dualFormSVM(alpha, X, y); +} + +std::vector MLPPDualSVCOld::Evaluate(std::vector> X) { + MLPPActivation avn; + return avn.sign(propagate(X)); +} + +std::vector MLPPDualSVCOld::propagate(std::vector> X) { + MLPPLinAlg alg; + std::vector z; + for (uint32_t i = 0; i < X.size(); i++) { + real_t sum = 0; + for (uint32_t j = 0; j < alpha.size(); j++) { + if (alpha[j] != 0) { + sum += alpha[j] * outputSet[j] * alg.dot(inputSet[j], X[i]); // TO DO: DON'T forget to add non-linear kernelizations. + } + } + sum += bias; + z.push_back(sum); + } + return z; +} + +real_t MLPPDualSVCOld::Evaluate(std::vector x) { + MLPPActivation avn; + return avn.sign(propagate(x)); +} + +real_t MLPPDualSVCOld::propagate(std::vector x) { + MLPPLinAlg alg; + real_t z = 0; + for (uint32_t j = 0; j < alpha.size(); j++) { + if (alpha[j] != 0) { + z += alpha[j] * outputSet[j] * alg.dot(inputSet[j], x); // TO DO: DON'T forget to add non-linear kernelizations. + } + } + z += bias; + return z; +} + +void MLPPDualSVCOld::forwardPass() { + MLPPActivation avn; + + z = propagate(inputSet); + y_hat = avn.sign(z); +} + +void MLPPDualSVCOld::alphaProjection() { + for (uint32_t i = 0; i < alpha.size(); i++) { + if (alpha[i] > C) { + alpha[i] = C; + } else if (alpha[i] < 0) { + alpha[i] = 0; + } + } +} + +real_t MLPPDualSVCOld::kernelFunction(std::vector u, std::vector v, std::string kernel) { + MLPPLinAlg alg; + if (kernel == "Linear") { + return alg.dot(u, v); + } + + return 0; +} + +std::vector> MLPPDualSVCOld::kernelFunction(std::vector> A, std::vector> B, std::string kernel) { + MLPPLinAlg alg; + if (kernel == "Linear") { + return alg.matmult(inputSet, alg.transpose(inputSet)); + } + + return std::vector>(); +} diff --git a/mlpp/dual_svc/dual_svc_old.h b/mlpp/dual_svc/dual_svc_old.h new file mode 100644 index 0000000..a04e650 --- /dev/null +++ b/mlpp/dual_svc/dual_svc_old.h @@ -0,0 +1,69 @@ + +#ifndef MLPP_DUAL_SVC_OLD_H +#define MLPP_DUAL_SVC_OLD_H + +// +// DualSVC.hpp +// +// Created by Marc Melikyan on 10/2/20. +// +// http://disp.ee.ntu.edu.tw/~pujols/Support%20Vector%20Machine.pdf +// http://ciml.info/dl/v0_99/ciml-v0_99-ch11.pdf +// Were excellent for the practical intution behind the dual formulation. + +#include "core/math/math_defs.h" + +#include +#include + +class MLPPDualSVCOld { +public: + MLPPDualSVCOld(std::vector> inputSet, std::vector outputSet, real_t C, std::string kernel = "Linear"); + MLPPDualSVCOld(std::vector> inputSet, std::vector outputSet, real_t C, std::string kernel, real_t p, real_t c); + + std::vector modelSetTest(std::vector> X); + real_t modelTest(std::vector x); + void gradientDescent(real_t learning_rate, int max_epoch, bool UI = false); + void SGD(real_t learning_rate, int max_epoch, bool UI = false); + void MBGD(real_t learning_rate, int max_epoch, int mini_batch_size, bool UI = false); + real_t score(); + void save(std::string fileName); + +private: + void init(); + + real_t Cost(std::vector alpha, std::vector> X, std::vector y); + + std::vector Evaluate(std::vector> X); + std::vector propagate(std::vector> X); + real_t Evaluate(std::vector x); + real_t propagate(std::vector x); + void forwardPass(); + + void alphaProjection(); + + real_t kernelFunction(std::vector v, std::vector u, std::string kernel); + std::vector> kernelFunction(std::vector> U, std::vector> V, std::string kernel); + + std::vector> inputSet; + std::vector outputSet; + std::vector z; + std::vector y_hat; + real_t bias; + + std::vector alpha; + std::vector> K; + + real_t C; + int n; + int k; + + std::string kernel; + real_t p; // Poly + real_t c; // Poly + + // UI Portion + void UI(int epoch, real_t cost_prev); +}; + +#endif /* DualSVC_hpp */ diff --git a/mlpp/exp_reg/exp_reg_old.cpp b/mlpp/exp_reg/exp_reg_old.cpp new file mode 100644 index 0000000..7288199 --- /dev/null +++ b/mlpp/exp_reg/exp_reg_old.cpp @@ -0,0 +1,247 @@ +// +// ExpReg.cpp +// +// Created by Marc Melikyan on 10/2/20. +// + +#include "exp_reg_old.h" + +#include "../cost/cost.h" +#include "../lin_alg/lin_alg.h" +#include "../regularization/reg.h" +#include "../stat/stat.h" +#include "../utilities/utilities.h" + +#include +#include + +MLPPExpRegOld::MLPPExpRegOld(std::vector> p_inputSet, std::vector p_outputSet, std::string p_reg, real_t p_lambda, real_t p_alpha) { + inputSet = p_inputSet; + outputSet = p_outputSet; + n = p_inputSet.size(); + k = p_inputSet[0].size(); + reg = p_reg; + lambda = p_lambda; + alpha = p_alpha; + + y_hat.resize(n); + weights = MLPPUtilities::weightInitialization(k); + initial = MLPPUtilities::weightInitialization(k); + bias = MLPPUtilities::biasInitialization(); +} + +std::vector MLPPExpRegOld::modelSetTest(std::vector> X) { + return Evaluate(X); +} + +real_t MLPPExpRegOld::modelTest(std::vector x) { + return Evaluate(x); +} + +void MLPPExpRegOld::gradientDescent(real_t learning_rate, int max_epoch, bool UI) { + MLPPLinAlg alg; + MLPPReg regularization; + real_t cost_prev = 0; + int epoch = 1; + forwardPass(); + + while (true) { + cost_prev = Cost(y_hat, outputSet); + + std::vector error = alg.subtraction(y_hat, outputSet); + + for (int i = 0; i < k; i++) { + // Calculating the weight gradient + real_t sum = 0; + for (int j = 0; j < n; j++) { + sum += error[j] * inputSet[j][i] * std::pow(weights[i], inputSet[j][i] - 1); + } + real_t w_gradient = sum / n; + + // Calculating the initial gradient + real_t sum2 = 0; + for (int j = 0; j < n; j++) { + sum2 += error[j] * std::pow(weights[i], inputSet[j][i]); + } + + real_t i_gradient = sum2 / n; + + // Weight/initial updation + weights[i] -= learning_rate * w_gradient; + initial[i] -= learning_rate * i_gradient; + } + weights = regularization.regWeights(weights, lambda, alpha, reg); + + // Calculating the bias gradient + real_t sum = 0; + for (int j = 0; j < n; j++) { + sum += (y_hat[j] - outputSet[j]); + } + real_t b_gradient = sum / n; + + // bias updation + bias -= learning_rate * b_gradient; + forwardPass(); + + if (UI) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputSet)); + MLPPUtilities::UI(weights, bias); + } + epoch++; + + if (epoch > max_epoch) { + break; + } + } +} + +void MLPPExpRegOld::SGD(real_t learning_rate, int max_epoch, bool UI) { + MLPPReg regularization; + real_t cost_prev = 0; + int epoch = 1; + + while (true) { + std::random_device rd; + std::default_random_engine generator(rd()); + std::uniform_int_distribution distribution(0, int(n - 1)); + int outputIndex = distribution(generator); + + real_t y_hat = Evaluate(inputSet[outputIndex]); + cost_prev = Cost({ y_hat }, { outputSet[outputIndex] }); + + for (int i = 0; i < k; i++) { + // Calculating the weight gradients + + real_t w_gradient = (y_hat - outputSet[outputIndex]) * inputSet[outputIndex][i] * std::pow(weights[i], inputSet[outputIndex][i] - 1); + real_t i_gradient = (y_hat - outputSet[outputIndex]) * std::pow(weights[i], inputSet[outputIndex][i]); + + // Weight/initial updation + weights[i] -= learning_rate * w_gradient; + initial[i] -= learning_rate * i_gradient; + } + weights = regularization.regWeights(weights, lambda, alpha, reg); + + // Calculating the bias gradients + real_t b_gradient = (y_hat - outputSet[outputIndex]); + + // Bias updation + bias -= learning_rate * b_gradient; + y_hat = Evaluate({ inputSet[outputIndex] }); + + if (UI) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost({ y_hat }, { outputSet[outputIndex] })); + MLPPUtilities::UI(weights, bias); + } + epoch++; + + if (epoch > max_epoch) { + break; + } + } + forwardPass(); +} + +void MLPPExpRegOld::MBGD(real_t learning_rate, int max_epoch, int mini_batch_size, bool UI) { + MLPPLinAlg alg; + MLPPReg regularization; + real_t cost_prev = 0; + int epoch = 1; + + // Creating the mini-batches + int n_mini_batch = n / mini_batch_size; + auto batches = MLPPUtilities::createMiniBatches(inputSet, outputSet, n_mini_batch); + auto inputMiniBatches = std::get<0>(batches); + auto outputMiniBatches = std::get<1>(batches); + + while (true) { + for (int i = 0; i < n_mini_batch; i++) { + std::vector y_hat = Evaluate(inputMiniBatches[i]); + cost_prev = Cost(y_hat, outputMiniBatches[i]); + std::vector error = alg.subtraction(y_hat, outputMiniBatches[i]); + + for (int j = 0; j < k; j++) { + // Calculating the weight gradient + real_t sum = 0; + for (uint32_t k = 0; k < outputMiniBatches[i].size(); k++) { + sum += error[k] * inputMiniBatches[i][k][j] * std::pow(weights[j], inputMiniBatches[i][k][j] - 1); + } + real_t w_gradient = sum / outputMiniBatches[i].size(); + + // Calculating the initial gradient + real_t sum2 = 0; + for (uint32_t k = 0; k < outputMiniBatches[i].size(); k++) { + sum2 += error[k] * std::pow(weights[j], inputMiniBatches[i][k][j]); + } + + real_t i_gradient = sum2 / outputMiniBatches[i].size(); + + // Weight/initial updation + weights[j] -= learning_rate * w_gradient; + initial[j] -= learning_rate * i_gradient; + } + weights = regularization.regWeights(weights, lambda, alpha, reg); + + // Calculating the bias gradient + real_t sum = 0; + for (uint32_t j = 0; j < outputMiniBatches[i].size(); j++) { + sum += (y_hat[j] - outputMiniBatches[i][j]); + } + + //real_t b_gradient = sum / outputMiniBatches[i].size(); + y_hat = Evaluate(inputMiniBatches[i]); + + if (UI) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputMiniBatches[i])); + MLPPUtilities::UI(weights, bias); + } + } + epoch++; + if (epoch > max_epoch) { + break; + } + } + forwardPass(); +} + +real_t MLPPExpRegOld::score() { + MLPPUtilities util; + return util.performance(y_hat, outputSet); +} + +void MLPPExpRegOld::save(std::string fileName) { + MLPPUtilities util; + util.saveParameters(fileName, weights, initial, bias); +} + +real_t MLPPExpRegOld::Cost(std::vector y_hat, std::vector y) { + MLPPReg regularization; + class MLPPCost cost; + return cost.MSE(y_hat, y) + regularization.regTerm(weights, lambda, alpha, reg); +} + +std::vector MLPPExpRegOld::Evaluate(std::vector> X) { + std::vector y_hat; + y_hat.resize(X.size()); + for (uint32_t i = 0; i < X.size(); i++) { + y_hat[i] = 0; + for (uint32_t j = 0; j < X[i].size(); j++) { + y_hat[i] += initial[j] * std::pow(weights[j], X[i][j]); + } + y_hat[i] += bias; + } + return y_hat; +} + +real_t MLPPExpRegOld::Evaluate(std::vector x) { + real_t y_hat = 0; + for (uint32_t i = 0; i < x.size(); i++) { + y_hat += initial[i] * std::pow(weights[i], x[i]); + } + + return y_hat + bias; +} + +// a * w^x + b +void MLPPExpRegOld::forwardPass() { + y_hat = Evaluate(inputSet); +} diff --git a/mlpp/exp_reg/exp_reg_old.h b/mlpp/exp_reg/exp_reg_old.h new file mode 100644 index 0000000..06f9227 --- /dev/null +++ b/mlpp/exp_reg/exp_reg_old.h @@ -0,0 +1,50 @@ + +#ifndef MLPP_EXP_REG_OLD_H +#define MLPP_EXP_REG_OLD_H + +// +// ExpReg.hpp +// +// Created by Marc Melikyan on 10/2/20. +// + +#include "core/math/math_defs.h" + +#include +#include + +class MLPPExpRegOld { +public: + MLPPExpRegOld(std::vector> inputSet, std::vector outputSet, std::string reg = "None", real_t lambda = 0.5, real_t alpha = 0.5); + std::vector modelSetTest(std::vector> X); + real_t modelTest(std::vector x); + void gradientDescent(real_t learning_rate, int max_epoch, bool UI = 1); + void SGD(real_t learning_rate, int max_epoch, bool UI = 1); + void MBGD(real_t learning_rate, int max_epoch, int mini_batch_size, bool UI = 1); + real_t score(); + void save(std::string fileName); + +private: + real_t Cost(std::vector y_hat, std::vector y); + + std::vector Evaluate(std::vector> X); + real_t Evaluate(std::vector x); + void forwardPass(); + + std::vector> inputSet; + std::vector outputSet; + std::vector y_hat; + std::vector weights; + std::vector initial; + real_t bias; + + int n; + int k; + + // Regularization Params + std::string reg; + real_t lambda; + real_t alpha; /* This is the controlling param for Elastic Net*/ +}; + +#endif /* ExpReg_hpp */ diff --git a/mlpp/gan/gan.h b/mlpp/gan/gan.h index 08e189d..553b730 100644 --- a/mlpp/gan/gan.h +++ b/mlpp/gan/gan.h @@ -1,6 +1,6 @@ -#ifndef MLPP_GAN_hpp -#define MLPP_GAN_hpp +#ifndef MLPP_GAN_H +#define MLPP_GAN_H // // GAN.hpp diff --git a/mlpp/gan/gan_old.cpp b/mlpp/gan/gan_old.cpp new file mode 100644 index 0000000..3076658 --- /dev/null +++ b/mlpp/gan/gan_old.cpp @@ -0,0 +1,287 @@ +// +// GAN.cpp +// +// Created by Marc Melikyan on 11/4/20. +// + +#include "gan_old.h" +#include "../activation/activation.h" +#include "../cost/cost.h" +#include "../lin_alg/lin_alg.h" +#include "../regularization/reg.h" +#include "../utilities/utilities.h" + +#include +#include + +MLPPGAN::MLPPGAN(real_t k, std::vector> outputSet) : + outputSet(outputSet), n(outputSet.size()), k(k) { +} + +MLPPGAN::~MLPPGAN() { + delete outputLayer; +} + +std::vector> MLPPGAN::generateExample(int n) { + MLPPLinAlg alg; + return modelSetTestGenerator(alg.gaussianNoise(n, k)); +} + +void MLPPGAN::gradientDescent(real_t learning_rate, int max_epoch, bool UI) { + class MLPPCost cost; + MLPPLinAlg alg; + real_t cost_prev = 0; + int epoch = 1; + forwardPass(); + + while (true) { + cost_prev = Cost(y_hat, alg.onevec(n)); + + // Training of the discriminator. + + std::vector> generatorInputSet = alg.gaussianNoise(n, k); + std::vector> discriminatorInputSet = modelSetTestGenerator(generatorInputSet); + discriminatorInputSet.insert(discriminatorInputSet.end(), outputSet.begin(), outputSet.end()); // Fake + real inputs. + + std::vector y_hat = modelSetTestDiscriminator(discriminatorInputSet); + std::vector outputSet = alg.zerovec(n); + std::vector outputSetReal = alg.onevec(n); + outputSet.insert(outputSet.end(), outputSetReal.begin(), outputSetReal.end()); // Fake + real output scores. + + auto dgrads = computeDiscriminatorGradients(y_hat, outputSet); + auto cumulativeDiscriminatorHiddenLayerWGrad = std::get<0>(dgrads); + auto outputDiscriminatorWGrad = std::get<1>(dgrads); + + cumulativeDiscriminatorHiddenLayerWGrad = alg.scalarMultiply(learning_rate / n, cumulativeDiscriminatorHiddenLayerWGrad); + outputDiscriminatorWGrad = alg.scalarMultiply(learning_rate / n, outputDiscriminatorWGrad); + updateDiscriminatorParameters(cumulativeDiscriminatorHiddenLayerWGrad, outputDiscriminatorWGrad, learning_rate); + + // Training of the generator. + generatorInputSet = alg.gaussianNoise(n, k); + discriminatorInputSet = modelSetTestGenerator(generatorInputSet); + y_hat = modelSetTestDiscriminator(discriminatorInputSet); + outputSet = alg.onevec(n); + + std::vector>> cumulativeGeneratorHiddenLayerWGrad = computeGeneratorGradients(y_hat, outputSet); + cumulativeGeneratorHiddenLayerWGrad = alg.scalarMultiply(learning_rate / n, cumulativeGeneratorHiddenLayerWGrad); + updateGeneratorParameters(cumulativeGeneratorHiddenLayerWGrad, learning_rate); + + forwardPass(); + if (UI) { + MLPPGAN::UI(epoch, cost_prev, MLPPGAN::y_hat, alg.onevec(n)); + } + + epoch++; + if (epoch > max_epoch) { + break; + } + } +} + +real_t MLPPGAN::score() { + MLPPLinAlg alg; + MLPPUtilities util; + forwardPass(); + return util.performance(y_hat, alg.onevec(n)); +} + +void MLPPGAN::save(std::string fileName) { + MLPPUtilities util; + if (!network.empty()) { + util.saveParameters(fileName, network[0].weights, network[0].bias, false, 1); + for (uint32_t i = 1; i < network.size(); i++) { + util.saveParameters(fileName, network[i].weights, network[i].bias, true, i + 1); + } + util.saveParameters(fileName, outputLayer->weights, outputLayer->bias, true, network.size() + 1); + } else { + util.saveParameters(fileName, outputLayer->weights, outputLayer->bias, false, network.size() + 1); + } +} + +void MLPPGAN::addLayer(int n_hidden, std::string activation, std::string weightInit, std::string reg, real_t lambda, real_t alpha) { + MLPPLinAlg alg; + if (network.empty()) { + network.push_back(MLPPOldHiddenLayer(n_hidden, activation, alg.gaussianNoise(n, k), weightInit, reg, lambda, alpha)); + network[0].forwardPass(); + } else { + network.push_back(MLPPOldHiddenLayer(n_hidden, activation, network[network.size() - 1].a, weightInit, reg, lambda, alpha)); + network[network.size() - 1].forwardPass(); + } +} + +void MLPPGAN::addOutputLayer(std::string weightInit, std::string reg, real_t lambda, real_t alpha) { + MLPPLinAlg alg; + if (!network.empty()) { + outputLayer = new MLPPOldOutputLayer(network[network.size() - 1].n_hidden, "Sigmoid", "LogLoss", network[network.size() - 1].a, weightInit, reg, lambda, alpha); + } else { + outputLayer = new MLPPOldOutputLayer(k, "Sigmoid", "LogLoss", alg.gaussianNoise(n, k), weightInit, reg, lambda, alpha); + } +} + +std::vector> MLPPGAN::modelSetTestGenerator(std::vector> X) { + if (!network.empty()) { + network[0].input = X; + network[0].forwardPass(); + + for (uint32_t i = 1; i <= network.size() / 2; i++) { + network[i].input = network[i - 1].a; + network[i].forwardPass(); + } + } + return network[network.size() / 2].a; +} + +std::vector MLPPGAN::modelSetTestDiscriminator(std::vector> X) { + if (!network.empty()) { + for (uint32_t i = network.size() / 2 + 1; i < network.size(); i++) { + if (i == network.size() / 2 + 1) { + network[i].input = X; + } else { + network[i].input = network[i - 1].a; + } + network[i].forwardPass(); + } + outputLayer->input = network[network.size() - 1].a; + } + outputLayer->forwardPass(); + return outputLayer->a; +} + +real_t MLPPGAN::Cost(std::vector y_hat, std::vector y) { + MLPPReg regularization; + class MLPPCost cost; + real_t totalRegTerm = 0; + + auto cost_function = outputLayer->cost_map[outputLayer->cost]; + if (!network.empty()) { + for (uint32_t i = 0; i < network.size() - 1; i++) { + totalRegTerm += regularization.regTerm(network[i].weights, network[i].lambda, network[i].alpha, network[i].reg); + } + } + return (cost.*cost_function)(y_hat, y) + totalRegTerm + regularization.regTerm(outputLayer->weights, outputLayer->lambda, outputLayer->alpha, outputLayer->reg); +} + +void MLPPGAN::forwardPass() { + MLPPLinAlg alg; + if (!network.empty()) { + network[0].input = alg.gaussianNoise(n, k); + network[0].forwardPass(); + + for (uint32_t i = 1; i < network.size(); i++) { + network[i].input = network[i - 1].a; + network[i].forwardPass(); + } + outputLayer->input = network[network.size() - 1].a; + } else { // Should never happen, though. + outputLayer->input = alg.gaussianNoise(n, k); + } + outputLayer->forwardPass(); + y_hat = outputLayer->a; +} + +void MLPPGAN::updateDiscriminatorParameters(std::vector>> hiddenLayerUpdations, std::vector outputLayerUpdation, real_t learning_rate) { + MLPPLinAlg alg; + + outputLayer->weights = alg.subtraction(outputLayer->weights, outputLayerUpdation); + outputLayer->bias -= learning_rate * alg.sum_elements(outputLayer->delta) / n; + + if (!network.empty()) { + network[network.size() - 1].weights = alg.subtraction(network[network.size() - 1].weights, hiddenLayerUpdations[0]); + network[network.size() - 1].bias = alg.subtractMatrixRows(network[network.size() - 1].bias, alg.scalarMultiply(learning_rate / n, network[network.size() - 1].delta)); + + for (int i = static_cast(network.size()) - 2; i > static_cast(network.size()) / 2; i--) { + network[i].weights = alg.subtraction(network[i].weights, hiddenLayerUpdations[(network.size() - 2) - i + 1]); + network[i].bias = alg.subtractMatrixRows(network[i].bias, alg.scalarMultiply(learning_rate / n, network[i].delta)); + } + } +} + +void MLPPGAN::updateGeneratorParameters(std::vector>> hiddenLayerUpdations, real_t learning_rate) { + MLPPLinAlg alg; + + if (!network.empty()) { + for (int i = network.size() / 2; i >= 0; i--) { + //std::cout << network[i].weights.size() << "x" << network[i].weights[0].size() << std::endl; + //std::cout << hiddenLayerUpdations[(network.size() - 2) - i + 1].size() << "x" << hiddenLayerUpdations[(network.size() - 2) - i + 1][0].size() << std::endl; + network[i].weights = alg.subtraction(network[i].weights, hiddenLayerUpdations[(network.size() - 2) - i + 1]); + network[i].bias = alg.subtractMatrixRows(network[i].bias, alg.scalarMultiply(learning_rate / n, network[i].delta)); + } + } +} + +std::tuple>>, std::vector> MLPPGAN::computeDiscriminatorGradients(std::vector y_hat, std::vector outputSet) { + class MLPPCost cost; + MLPPActivation avn; + MLPPLinAlg alg; + MLPPReg regularization; + + std::vector>> cumulativeHiddenLayerWGrad; // Tensor containing ALL hidden grads. + + auto costDeriv = outputLayer->costDeriv_map[outputLayer->cost]; + auto outputAvn = outputLayer->activation_map[outputLayer->activation]; + outputLayer->delta = alg.hadamard_product((cost.*costDeriv)(y_hat, outputSet), (avn.*outputAvn)(outputLayer->z, 1)); + std::vector outputWGrad = alg.mat_vec_mult(alg.transpose(outputLayer->input), outputLayer->delta); + outputWGrad = alg.addition(outputWGrad, regularization.regDerivTerm(outputLayer->weights, outputLayer->lambda, outputLayer->alpha, outputLayer->reg)); + + if (!network.empty()) { + auto hiddenLayerAvn = network[network.size() - 1].activation_map[network[network.size() - 1].activation]; + + network[network.size() - 1].delta = alg.hadamard_product(alg.outerProduct(outputLayer->delta, outputLayer->weights), (avn.*hiddenLayerAvn)(network[network.size() - 1].z, 1)); + std::vector> hiddenLayerWGrad = alg.matmult(alg.transpose(network[network.size() - 1].input), network[network.size() - 1].delta); + + cumulativeHiddenLayerWGrad.push_back(alg.addition(hiddenLayerWGrad, regularization.regDerivTerm(network[network.size() - 1].weights, network[network.size() - 1].lambda, network[network.size() - 1].alpha, network[network.size() - 1].reg))); // Adding to our cumulative hidden layer grads. Maintain reg terms as well. + + //std::cout << "HIDDENLAYER FIRST:" << hiddenLayerWGrad.size() << "x" << hiddenLayerWGrad[0].size() << std::endl; + //std::cout << "WEIGHTS SECOND:" << network[network.size() - 1].weights.size() << "x" << network[network.size() - 1].weights[0].size() << std::endl; + + for (int i = static_cast(network.size()) - 2; i > static_cast(network.size()) / 2; i--) { + hiddenLayerAvn = network[i].activation_map[network[i].activation]; + network[i].delta = alg.hadamard_product(alg.matmult(network[i + 1].delta, alg.transpose(network[i + 1].weights)), (avn.*hiddenLayerAvn)(network[i].z, 1)); + hiddenLayerWGrad = alg.matmult(alg.transpose(network[i].input), network[i].delta); + + cumulativeHiddenLayerWGrad.push_back(alg.addition(hiddenLayerWGrad, regularization.regDerivTerm(network[i].weights, network[i].lambda, network[i].alpha, network[i].reg))); // Adding to our cumulative hidden layer grads. Maintain reg terms as well. + } + } + return { cumulativeHiddenLayerWGrad, outputWGrad }; +} + +std::vector>> MLPPGAN::computeGeneratorGradients(std::vector y_hat, std::vector outputSet) { + class MLPPCost cost; + MLPPActivation avn; + MLPPLinAlg alg; + MLPPReg regularization; + + std::vector>> cumulativeHiddenLayerWGrad; // Tensor containing ALL hidden grads. + + auto costDeriv = outputLayer->costDeriv_map[outputLayer->cost]; + auto outputAvn = outputLayer->activation_map[outputLayer->activation]; + outputLayer->delta = alg.hadamard_product((cost.*costDeriv)(y_hat, outputSet), (avn.*outputAvn)(outputLayer->z, 1)); + std::vector outputWGrad = alg.mat_vec_mult(alg.transpose(outputLayer->input), outputLayer->delta); + outputWGrad = alg.addition(outputWGrad, regularization.regDerivTerm(outputLayer->weights, outputLayer->lambda, outputLayer->alpha, outputLayer->reg)); + if (!network.empty()) { + auto hiddenLayerAvn = network[network.size() - 1].activation_map[network[network.size() - 1].activation]; + network[network.size() - 1].delta = alg.hadamard_product(alg.outerProduct(outputLayer->delta, outputLayer->weights), (avn.*hiddenLayerAvn)(network[network.size() - 1].z, 1)); + std::vector> hiddenLayerWGrad = alg.matmult(alg.transpose(network[network.size() - 1].input), network[network.size() - 1].delta); + cumulativeHiddenLayerWGrad.push_back(alg.addition(hiddenLayerWGrad, regularization.regDerivTerm(network[network.size() - 1].weights, network[network.size() - 1].lambda, network[network.size() - 1].alpha, network[network.size() - 1].reg))); // Adding to our cumulative hidden layer grads. Maintain reg terms as well. + + for (int i = network.size() - 2; i >= 0; i--) { + hiddenLayerAvn = network[i].activation_map[network[i].activation]; + network[i].delta = alg.hadamard_product(alg.matmult(network[i + 1].delta, alg.transpose(network[i + 1].weights)), (avn.*hiddenLayerAvn)(network[i].z, 1)); + hiddenLayerWGrad = alg.matmult(alg.transpose(network[i].input), network[i].delta); + cumulativeHiddenLayerWGrad.push_back(alg.addition(hiddenLayerWGrad, regularization.regDerivTerm(network[i].weights, network[i].lambda, network[i].alpha, network[i].reg))); // Adding to our cumulative hidden layer grads. Maintain reg terms as well. + } + } + return cumulativeHiddenLayerWGrad; +} + +void MLPPGAN::UI(int epoch, real_t cost_prev, std::vector y_hat, std::vector outputSet) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputSet)); + std::cout << "Layer " << network.size() + 1 << ": " << std::endl; + MLPPUtilities::UI(outputLayer->weights, outputLayer->bias); + if (!network.empty()) { + for (int i = network.size() - 1; i >= 0; i--) { + std::cout << "Layer " << i + 1 << ": " << std::endl; + MLPPUtilities::UI(network[i].weights, network[i].bias); + } + } +} diff --git a/mlpp/gan/gan_old.h b/mlpp/gan/gan_old.h new file mode 100644 index 0000000..7e68751 --- /dev/null +++ b/mlpp/gan/gan_old.h @@ -0,0 +1,59 @@ + +#ifndef MLPP_GAN_OLD_hpp +#define MLPP_GAN_OLD_hpp + +// +// GAN.hpp +// +// Created by Marc Melikyan on 11/4/20. +// + +#include "core/math/math_defs.h" + +#include "../hidden_layer/hidden_layer.h" +#include "../output_layer/output_layer.h" + +#include "../hidden_layer/hidden_layer_old.h" +#include "../output_layer/output_layer_old.h" + +#include +#include +#include + +class MLPPGAN { +public: + MLPPGAN(real_t k, std::vector> outputSet); + ~MLPPGAN(); + std::vector> generateExample(int n); + void gradientDescent(real_t learning_rate, int max_epoch, bool UI = false); + real_t score(); + void save(std::string fileName); + + void addLayer(int n_hidden, std::string activation, std::string weightInit = "Default", std::string reg = "None", real_t lambda = 0.5, real_t alpha = 0.5); + void addOutputLayer(std::string weightInit = "Default", std::string reg = "None", real_t lambda = 0.5, real_t alpha = 0.5); + +private: + std::vector> modelSetTestGenerator(std::vector> X); // Evaluator for the generator of the gan. + std::vector modelSetTestDiscriminator(std::vector> X); // Evaluator for the discriminator of the gan. + + real_t Cost(std::vector y_hat, std::vector y); + + void forwardPass(); + void updateDiscriminatorParameters(std::vector>> hiddenLayerUpdations, std::vector outputLayerUpdation, real_t learning_rate); + void updateGeneratorParameters(std::vector>> hiddenLayerUpdations, real_t learning_rate); + std::tuple>>, std::vector> computeDiscriminatorGradients(std::vector y_hat, std::vector outputSet); + std::vector>> computeGeneratorGradients(std::vector y_hat, std::vector outputSet); + + void UI(int epoch, real_t cost_prev, std::vector y_hat, std::vector outputSet); + + std::vector> outputSet; + std::vector y_hat; + + std::vector network; + MLPPOldOutputLayer *outputLayer; + + int n; + int k; +}; + +#endif /* GAN_hpp */ \ No newline at end of file diff --git a/mlpp/gaussian_nb/gaussian_nb_old.cpp b/mlpp/gaussian_nb/gaussian_nb_old.cpp new file mode 100644 index 0000000..267be0e --- /dev/null +++ b/mlpp/gaussian_nb/gaussian_nb_old.cpp @@ -0,0 +1,89 @@ +// +// GaussianNB.cpp +// +// Created by Marc Melikyan on 1/17/21. +// + +#include "gaussian_nb_old.h" + +#include "../lin_alg/lin_alg.h" +#include "../stat/stat.h" +#include "../utilities/utilities.h" + +#include +#include +#include + +MLPPGaussianNBOld::MLPPGaussianNBOld(std::vector> p_inputSet, std::vector p_outputSet, int p_class_num) { + inputSet = p_inputSet; + outputSet = p_outputSet; + class_num = p_class_num; + + y_hat.resize(outputSet.size()); + Evaluate(); +} + +std::vector MLPPGaussianNBOld::modelSetTest(std::vector> X) { + std::vector y_hat; + for (uint32_t i = 0; i < X.size(); i++) { + y_hat.push_back(modelTest(X[i])); + } + return y_hat; +} + +real_t MLPPGaussianNBOld::modelTest(std::vector x) { + real_t score[class_num]; + real_t y_hat_i = 1; + for (int i = class_num - 1; i >= 0; i--) { + y_hat_i += std::log(priors[i] * (1 / sqrt(2 * M_PI * sigma[i] * sigma[i])) * exp(-(x[i] * mu[i]) * (x[i] * mu[i]) / (2 * sigma[i] * sigma[i]))); + score[i] = exp(y_hat_i); + } + return std::distance(score, std::max_element(score, score + sizeof(score) / sizeof(real_t))); +} + +real_t MLPPGaussianNBOld::score() { + MLPPUtilities util; + return util.performance(y_hat, outputSet); +} + +void MLPPGaussianNBOld::Evaluate() { + MLPPStat stat; + MLPPLinAlg alg; + + // Computing mu_k_y and sigma_k_y + mu.resize(class_num); + sigma.resize(class_num); + for (int i = class_num - 1; i >= 0; i--) { + std::vector set; + for (uint32_t j = 0; j < inputSet.size(); j++) { + for (uint32_t k = 0; k < inputSet[j].size(); k++) { + if (outputSet[j] == i) { + set.push_back(inputSet[j][k]); + } + } + } + mu[i] = stat.mean(set); + sigma[i] = stat.standardDeviation(set); + } + + // Priors + priors.resize(class_num); + for (uint32_t i = 0; i < outputSet.size(); i++) { + priors[int(outputSet[i])]++; + } + priors = alg.scalarMultiply(real_t(1) / real_t(outputSet.size()), priors); + + for (uint32_t i = 0; i < outputSet.size(); i++) { + real_t score[class_num]; + real_t y_hat_i = 1; + for (int j = class_num - 1; j >= 0; j--) { + for (uint32_t k = 0; k < inputSet[i].size(); k++) { + y_hat_i += std::log(priors[j] * (1 / sqrt(2 * M_PI * sigma[j] * sigma[j])) * exp(-(inputSet[i][k] * mu[j]) * (inputSet[i][k] * mu[j]) / (2 * sigma[j] * sigma[j]))); + } + score[j] = exp(y_hat_i); + std::cout << score[j] << std::endl; + } + y_hat[i] = std::distance(score, std::max_element(score, score + sizeof(score) / sizeof(real_t))); + std::cout << std::distance(score, std::max_element(score, score + sizeof(score) / sizeof(real_t))) << std::endl; + } +} diff --git a/mlpp/gaussian_nb/gaussian_nb_old.h b/mlpp/gaussian_nb/gaussian_nb_old.h new file mode 100644 index 0000000..6a3c04d --- /dev/null +++ b/mlpp/gaussian_nb/gaussian_nb_old.h @@ -0,0 +1,37 @@ + +#ifndef MLPP_GAUSSIAN_NB_OLD_H +#define MLPP_GAUSSIAN_NB_OLD_H + +// +// GaussianNB.hpp +// +// Created by Marc Melikyan on 1/17/21. +// + +#include "core/math/math_defs.h" + +#include + +class MLPPGaussianNBOld { +public: + MLPPGaussianNBOld(std::vector> inputSet, std::vector outputSet, int class_num); + std::vector modelSetTest(std::vector> X); + real_t modelTest(std::vector x); + real_t score(); + +private: + void Evaluate(); + + int class_num; + + std::vector priors; + std::vector mu; + std::vector sigma; + + std::vector> inputSet; + std::vector outputSet; + + std::vector y_hat; +}; + +#endif /* GaussianNB_hpp */ diff --git a/mlpp/lin_reg/lin_reg_old.cpp b/mlpp/lin_reg/lin_reg_old.cpp new file mode 100644 index 0000000..9557004 --- /dev/null +++ b/mlpp/lin_reg/lin_reg_old.cpp @@ -0,0 +1,598 @@ +// +// LinReg.cpp +// +// Created by Marc Melikyan on 10/2/20. +// + +#include "lin_reg_old.h" + +#include "../cost/cost.h" +#include "../lin_alg/lin_alg.h" +#include "../regularization/reg.h" +#include "../stat/stat.h" +#include "../utilities/utilities.h" + +#include +#include +#include + +MLPPLinRegOld::MLPPLinRegOld(std::vector> p_inputSet, std::vector p_outputSet, std::string p_reg, real_t p_lambda, real_t p_alpha) { + inputSet = p_inputSet; + outputSet = p_outputSet; + n = p_inputSet.size(); + k = p_inputSet[0].size(); + reg = p_reg; + lambda = p_lambda; + alpha = p_alpha; + + y_hat.resize(n); + + weights = MLPPUtilities::weightInitialization(k); + bias = MLPPUtilities::biasInitialization(); +} + +std::vector MLPPLinRegOld::modelSetTest(std::vector> X) { + return Evaluate(X); +} + +real_t MLPPLinRegOld::modelTest(std::vector x) { + return Evaluate(x); +} + +void MLPPLinRegOld::NewtonRaphson(real_t learning_rate, int max_epoch, bool UI) { + MLPPLinAlg alg; + MLPPReg regularization; + real_t cost_prev = 0; + int epoch = 1; + forwardPass(); + while (true) { + cost_prev = Cost(y_hat, outputSet); + + std::vector error = alg.subtraction(y_hat, outputSet); + + // Calculating the weight gradients (2nd derivative) + std::vector first_derivative = alg.mat_vec_mult(alg.transpose(inputSet), error); + std::vector> second_derivative = alg.matmult(alg.transpose(inputSet), inputSet); + weights = alg.subtraction(weights, alg.scalarMultiply(learning_rate / n, alg.mat_vec_mult(alg.transpose(alg.inverse(second_derivative)), first_derivative))); + weights = regularization.regWeights(weights, lambda, alpha, reg); + + // Calculating the bias gradients (2nd derivative) + bias -= learning_rate * alg.sum_elements(error) / n; // We keep this the same. The 2nd derivative is just [1]. + forwardPass(); + + if (UI) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputSet)); + MLPPUtilities::UI(weights, bias); + } + epoch++; + if (epoch > max_epoch) { + break; + } + } +} + +void MLPPLinRegOld::gradientDescent(real_t learning_rate, int max_epoch, bool UI) { + MLPPLinAlg alg; + MLPPReg regularization; + real_t cost_prev = 0; + int epoch = 1; + forwardPass(); + + while (true) { + cost_prev = Cost(y_hat, outputSet); + + std::vector error = alg.subtraction(y_hat, outputSet); + + // Calculating the weight gradients + weights = alg.subtraction(weights, alg.scalarMultiply(learning_rate / n, alg.mat_vec_mult(alg.transpose(inputSet), error))); + weights = regularization.regWeights(weights, lambda, alpha, reg); + + // Calculating the bias gradients + bias -= learning_rate * alg.sum_elements(error) / n; + forwardPass(); + + if (UI) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputSet)); + MLPPUtilities::UI(weights, bias); + } + epoch++; + if (epoch > max_epoch) { + break; + } + } +} + +void MLPPLinRegOld::SGD(real_t learning_rate, int max_epoch, bool UI) { + MLPPLinAlg alg; + MLPPReg regularization; + real_t cost_prev = 0; + int epoch = 1; + + while (true) { + std::random_device rd; + std::default_random_engine generator(rd()); + std::uniform_int_distribution distribution(0, int(n - 1)); + int outputIndex = distribution(generator); + + real_t y_hat = Evaluate(inputSet[outputIndex]); + cost_prev = Cost({ y_hat }, { outputSet[outputIndex] }); + + real_t error = y_hat - outputSet[outputIndex]; + + // Weight updation + weights = alg.subtraction(weights, alg.scalarMultiply(learning_rate * error, inputSet[outputIndex])); + weights = regularization.regWeights(weights, lambda, alpha, reg); + + // Bias updation + bias -= learning_rate * error; + + y_hat = Evaluate({ inputSet[outputIndex] }); + + if (UI) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost({ y_hat }, { outputSet[outputIndex] })); + MLPPUtilities::UI(weights, bias); + } + epoch++; + + if (epoch > max_epoch) { + break; + } + } + forwardPass(); +} + +void MLPPLinRegOld::MBGD(real_t learning_rate, int max_epoch, int mini_batch_size, bool UI) { + MLPPLinAlg alg; + MLPPReg regularization; + real_t cost_prev = 0; + int epoch = 1; + + // Creating the mini-batches + int n_mini_batch = n / mini_batch_size; + auto batches = MLPPUtilities::createMiniBatches(inputSet, outputSet, n_mini_batch); + auto inputMiniBatches = std::get<0>(batches); + auto outputMiniBatches = std::get<1>(batches); + + while (true) { + for (int i = 0; i < n_mini_batch; i++) { + std::vector y_hat = Evaluate(inputMiniBatches[i]); + cost_prev = Cost(y_hat, outputMiniBatches[i]); + + std::vector error = alg.subtraction(y_hat, outputMiniBatches[i]); + + // Calculating the weight gradients + weights = alg.subtraction(weights, alg.scalarMultiply(learning_rate / outputMiniBatches[i].size(), alg.mat_vec_mult(alg.transpose(inputMiniBatches[i]), error))); + weights = regularization.regWeights(weights, lambda, alpha, reg); + + // Calculating the bias gradients + bias -= learning_rate * alg.sum_elements(error) / outputMiniBatches[i].size(); + y_hat = Evaluate(inputMiniBatches[i]); + + if (UI) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputMiniBatches[i])); + MLPPUtilities::UI(weights, bias); + } + } + epoch++; + if (epoch > max_epoch) { + break; + } + } + forwardPass(); +} + +void MLPPLinRegOld::Momentum(real_t learning_rate, int max_epoch, int mini_batch_size, real_t gamma, bool UI) { + MLPPLinAlg alg; + MLPPReg regularization; + real_t cost_prev = 0; + int epoch = 1; + + // Creating the mini-batches + int n_mini_batch = n / mini_batch_size; + auto batches = MLPPUtilities::createMiniBatches(inputSet, outputSet, n_mini_batch); + auto inputMiniBatches = std::get<0>(batches); + auto outputMiniBatches = std::get<1>(batches); + + // Initializing necessary components for Momentum. + std::vector v = alg.zerovec(weights.size()); + while (true) { + for (int i = 0; i < n_mini_batch; i++) { + std::vector y_hat = Evaluate(inputMiniBatches[i]); + cost_prev = Cost(y_hat, outputMiniBatches[i]); + + std::vector error = alg.subtraction(y_hat, outputMiniBatches[i]); + + // Calculating the weight gradients + std::vector gradient = alg.scalarMultiply(1 / outputMiniBatches[i].size(), alg.mat_vec_mult(alg.transpose(inputMiniBatches[i]), error)); + std::vector RegDerivTerm = regularization.regDerivTerm(weights, lambda, alpha, reg); + std::vector 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) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputMiniBatches[i])); + MLPPUtilities::UI(weights, bias); + } + } + epoch++; + if (epoch > max_epoch) { + break; + } + } + forwardPass(); +} + +void MLPPLinRegOld::NAG(real_t learning_rate, int max_epoch, int mini_batch_size, real_t gamma, bool UI) { + MLPPLinAlg alg; + MLPPReg regularization; + real_t cost_prev = 0; + int epoch = 1; + + // Creating the mini-batches + int n_mini_batch = n / mini_batch_size; + auto batches = MLPPUtilities::createMiniBatches(inputSet, outputSet, n_mini_batch); + auto inputMiniBatches = std::get<0>(batches); + auto outputMiniBatches = std::get<1>(batches); + + // Initializing necessary components for Momentum. + std::vector 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 y_hat = Evaluate(inputMiniBatches[i]); + cost_prev = Cost(y_hat, outputMiniBatches[i]); + + std::vector error = alg.subtraction(y_hat, outputMiniBatches[i]); + + // Calculating the weight gradients + std::vector gradient = alg.scalarMultiply(1 / outputMiniBatches[i].size(), alg.mat_vec_mult(alg.transpose(inputMiniBatches[i]), error)); + std::vector RegDerivTerm = regularization.regDerivTerm(weights, lambda, alpha, reg); + std::vector 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) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputMiniBatches[i])); + MLPPUtilities::UI(weights, bias); + } + } + epoch++; + if (epoch > max_epoch) { + break; + } + } + forwardPass(); +} + +void MLPPLinRegOld::Adagrad(real_t learning_rate, int max_epoch, int mini_batch_size, real_t e, bool UI) { + MLPPLinAlg alg; + MLPPReg regularization; + real_t cost_prev = 0; + int epoch = 1; + + // Creating the mini-batches + int n_mini_batch = n / mini_batch_size; + auto batches = MLPPUtilities::createMiniBatches(inputSet, outputSet, n_mini_batch); + auto inputMiniBatches = std::get<0>(batches); + auto outputMiniBatches = std::get<1>(batches); + + // Initializing necessary components for Adagrad. + std::vector v = alg.zerovec(weights.size()); + while (true) { + for (int i = 0; i < n_mini_batch; i++) { + std::vector y_hat = Evaluate(inputMiniBatches[i]); + cost_prev = Cost(y_hat, outputMiniBatches[i]); + + std::vector error = alg.subtraction(y_hat, outputMiniBatches[i]); + + // Calculating the weight gradients + std::vector gradient = alg.scalarMultiply(1 / outputMiniBatches[i].size(), alg.mat_vec_mult(alg.transpose(inputMiniBatches[i]), error)); + std::vector RegDerivTerm = regularization.regDerivTerm(weights, lambda, alpha, reg); + std::vector 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) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputMiniBatches[i])); + MLPPUtilities::UI(weights, bias); + } + } + epoch++; + if (epoch > max_epoch) { + break; + } + } + forwardPass(); +} + +void MLPPLinRegOld::Adadelta(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t e, bool UI) { + // Adagrad upgrade. Momentum is applied. + MLPPLinAlg alg; + MLPPReg regularization; + real_t cost_prev = 0; + int epoch = 1; + + // Creating the mini-batches + int n_mini_batch = n / mini_batch_size; + auto batches = MLPPUtilities::createMiniBatches(inputSet, outputSet, n_mini_batch); + auto inputMiniBatches = std::get<0>(batches); + auto outputMiniBatches = std::get<1>(batches); + + // Initializing necessary components for Adagrad. + std::vector v = alg.zerovec(weights.size()); + while (true) { + for (int i = 0; i < n_mini_batch; i++) { + std::vector y_hat = Evaluate(inputMiniBatches[i]); + cost_prev = Cost(y_hat, outputMiniBatches[i]); + + std::vector error = alg.subtraction(y_hat, outputMiniBatches[i]); + + // Calculating the weight gradients + std::vector gradient = alg.scalarMultiply(1 / outputMiniBatches[i].size(), alg.mat_vec_mult(alg.transpose(inputMiniBatches[i]), error)); + std::vector RegDerivTerm = regularization.regDerivTerm(weights, lambda, alpha, reg); + std::vector 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) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputMiniBatches[i])); + MLPPUtilities::UI(weights, bias); + } + } + epoch++; + if (epoch > max_epoch) { + break; + } + } + forwardPass(); +} + +void MLPPLinRegOld::Adam(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t b2, real_t e, bool UI) { + MLPPLinAlg alg; + MLPPReg regularization; + real_t cost_prev = 0; + int epoch = 1; + + // Creating the mini-batches + int n_mini_batch = n / mini_batch_size; + auto batches = MLPPUtilities::createMiniBatches(inputSet, outputSet, n_mini_batch); + auto inputMiniBatches = std::get<0>(batches); + auto outputMiniBatches = std::get<1>(batches); + + // Initializing necessary components for Adam. + std::vector m = alg.zerovec(weights.size()); + + std::vector v = alg.zerovec(weights.size()); + while (true) { + for (int i = 0; i < n_mini_batch; i++) { + std::vector y_hat = Evaluate(inputMiniBatches[i]); + cost_prev = Cost(y_hat, outputMiniBatches[i]); + + std::vector error = alg.subtraction(y_hat, outputMiniBatches[i]); + + // Calculating the weight gradients + std::vector gradient = alg.scalarMultiply(1 / outputMiniBatches[i].size(), alg.mat_vec_mult(alg.transpose(inputMiniBatches[i]), error)); + std::vector RegDerivTerm = regularization.regDerivTerm(weights, lambda, alpha, reg); + std::vector 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 m_hat = alg.scalarMultiply(1 / (1 - pow(b1, epoch)), m); + std::vector 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) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputMiniBatches[i])); + MLPPUtilities::UI(weights, bias); + } + } + epoch++; + if (epoch > max_epoch) { + break; + } + } + forwardPass(); +} + +void MLPPLinRegOld::Adamax(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t b2, real_t e, bool UI) { + MLPPLinAlg alg; + MLPPReg regularization; + real_t cost_prev = 0; + int epoch = 1; + + // Creating the mini-batches + int n_mini_batch = n / mini_batch_size; + auto batches = MLPPUtilities::createMiniBatches(inputSet, outputSet, n_mini_batch); + auto inputMiniBatches = std::get<0>(batches); + auto outputMiniBatches = std::get<1>(batches); + + std::vector m = alg.zerovec(weights.size()); + + std::vector u = alg.zerovec(weights.size()); + while (true) { + for (int i = 0; i < n_mini_batch; i++) { + std::vector y_hat = Evaluate(inputMiniBatches[i]); + cost_prev = Cost(y_hat, outputMiniBatches[i]); + + std::vector error = alg.subtraction(y_hat, outputMiniBatches[i]); + + // Calculating the weight gradients + std::vector gradient = alg.scalarMultiply(1 / outputMiniBatches[i].size(), alg.mat_vec_mult(alg.transpose(inputMiniBatches[i]), error)); + std::vector RegDerivTerm = regularization.regDerivTerm(weights, lambda, alpha, reg); + std::vector 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 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) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputMiniBatches[i])); + MLPPUtilities::UI(weights, bias); + } + } + epoch++; + if (epoch > max_epoch) { + break; + } + } + forwardPass(); +} + +void MLPPLinRegOld::Nadam(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t b2, real_t e, bool UI) { + MLPPLinAlg alg; + MLPPReg regularization; + real_t cost_prev = 0; + int epoch = 1; + + // Creating the mini-batches + int n_mini_batch = n / mini_batch_size; + auto batches = MLPPUtilities::createMiniBatches(inputSet, outputSet, n_mini_batch); + auto inputMiniBatches = std::get<0>(batches); + auto outputMiniBatches = std::get<1>(batches); + + // Initializing necessary components for Adam. + std::vector m = alg.zerovec(weights.size()); + std::vector v = alg.zerovec(weights.size()); + std::vector m_final = alg.zerovec(weights.size()); + while (true) { + for (int i = 0; i < n_mini_batch; i++) { + std::vector y_hat = Evaluate(inputMiniBatches[i]); + cost_prev = Cost(y_hat, outputMiniBatches[i]); + + std::vector error = alg.subtraction(y_hat, outputMiniBatches[i]); + + // Calculating the weight gradients + std::vector gradient = alg.scalarMultiply(1 / outputMiniBatches[i].size(), alg.mat_vec_mult(alg.transpose(inputMiniBatches[i]), error)); + std::vector RegDerivTerm = regularization.regDerivTerm(weights, lambda, alpha, reg); + std::vector 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 m_hat = alg.scalarMultiply(1 / (1 - pow(b1, epoch)), m); + std::vector 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) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputMiniBatches[i])); + MLPPUtilities::UI(weights, bias); + } + } + epoch++; + if (epoch > max_epoch) { + break; + } + } + forwardPass(); +} + +void MLPPLinRegOld::normalEquation() { + MLPPLinAlg alg; + MLPPStat stat; + std::vector x_means; + std::vector> inputSetT = alg.transpose(inputSet); + + x_means.resize(inputSetT.size()); + for (uint32_t i = 0; i < inputSetT.size(); i++) { + x_means[i] = (stat.mean(inputSetT[i])); + } + + //try { + std::vector 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 (std::isnan(temp[0])) { + //throw 99; + //TODO ERR_FAIL_COND + std::cout << "ERR: Resulting matrix was noninvertible/degenerate, and so the normal equation could not be performed. Try utilizing gradient descent." << std::endl; + return; + } 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)); + } + + bias = stat.mean(outputSet) - alg.dot(weights, x_means); + + forwardPass(); + } + //} 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; + //} +} + +real_t MLPPLinRegOld::score() { + MLPPUtilities util; + return util.performance(y_hat, outputSet); +} + +void MLPPLinRegOld::save(std::string fileName) { + MLPPUtilities util; + util.saveParameters(fileName, weights, bias); +} + +real_t MLPPLinRegOld::Cost(std::vector y_hat, std::vector y) { + MLPPReg regularization; + class MLPPCost cost; + return cost.MSE(y_hat, y) + regularization.regTerm(weights, lambda, alpha, reg); +} + +std::vector MLPPLinRegOld::Evaluate(std::vector> X) { + MLPPLinAlg alg; + return alg.scalarAdd(bias, alg.mat_vec_mult(X, weights)); +} + +real_t MLPPLinRegOld::Evaluate(std::vector x) { + MLPPLinAlg alg; + return alg.dot(weights, x) + bias; +} + +// wTx + b +void MLPPLinRegOld::forwardPass() { + y_hat = Evaluate(inputSet); +} diff --git a/mlpp/lin_reg/lin_reg_old.h b/mlpp/lin_reg/lin_reg_old.h new file mode 100644 index 0000000..babee8b --- /dev/null +++ b/mlpp/lin_reg/lin_reg_old.h @@ -0,0 +1,60 @@ + +#ifndef MLPP_LIN_REG_OLD_H +#define MLPP_LIN_REG_OLD_H + +// +// LinReg.hpp +// +// Created by Marc Melikyan on 10/2/20. +// + +#include "core/math/math_defs.h" + +#include +#include + +class MLPPLinRegOld { +public: + MLPPLinRegOld(std::vector> inputSet, std::vector outputSet, std::string reg = "None", real_t lambda = 0.5, real_t alpha = 0.5); + std::vector modelSetTest(std::vector> X); + real_t modelTest(std::vector x); + void NewtonRaphson(real_t learning_rate, int max_epoch, bool UI); + void gradientDescent(real_t learning_rate, int max_epoch, bool UI = false); + void SGD(real_t learning_rate, int max_epoch, bool UI = false); + + void Momentum(real_t learning_rate, int max_epoch, int mini_batch_size, real_t gamma, bool UI = false); + void NAG(real_t learning_rate, int max_epoch, int mini_batch_size, real_t gamma, bool UI = false); + void Adagrad(real_t learning_rate, int max_epoch, int mini_batch_size, real_t e, bool UI = false); + void Adadelta(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t e, bool UI = false); + void Adam(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t b2, real_t e, bool UI = false); + void Adamax(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t b2, real_t e, bool UI = false); + void Nadam(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t b2, real_t e, bool UI = false); + + void MBGD(real_t learning_rate, int max_epoch, int mini_batch_size, bool UI = false); + void normalEquation(); + real_t score(); + void save(std::string fileName); + +private: + real_t Cost(std::vector y_hat, std::vector y); + + std::vector Evaluate(std::vector> X); + real_t Evaluate(std::vector x); + void forwardPass(); + + std::vector> inputSet; + std::vector outputSet; + std::vector y_hat; + std::vector weights; + real_t bias; + + int n; + int k; + + // Regularization Params + std::string reg; + int lambda; + int alpha; /* This is the controlling param for Elastic Net*/ +}; + +#endif /* LinReg_hpp */ diff --git a/mlpp/log_reg/log_reg_old.cpp b/mlpp/log_reg/log_reg_old.cpp new file mode 100644 index 0000000..6353269 --- /dev/null +++ b/mlpp/log_reg/log_reg_old.cpp @@ -0,0 +1,213 @@ +// +// LogReg.cpp +// +// Created by Marc Melikyan on 10/2/20. +// + +#include "log_reg_old.h" + +#include "../activation/activation.h" +#include "../cost/cost.h" +#include "../lin_alg/lin_alg.h" +#include "../regularization/reg.h" +#include "../utilities/utilities.h" + +#include +#include + +MLPPLogRegOld::MLPPLogRegOld(std::vector> pinputSet, std::vector poutputSet, std::string preg, real_t plambda, real_t palpha) { + inputSet = pinputSet; + outputSet = poutputSet; + n = pinputSet.size(); + k = pinputSet[0].size(); + reg = preg; + lambda = plambda; + alpha = palpha; + + y_hat.resize(n); + weights = MLPPUtilities::weightInitialization(k); + bias = MLPPUtilities::biasInitialization(); +} + +std::vector MLPPLogRegOld::modelSetTest(std::vector> X) { + return Evaluate(X); +} + +real_t MLPPLogRegOld::modelTest(std::vector x) { + return Evaluate(x); +} + +void MLPPLogRegOld::gradientDescent(real_t learning_rate, int max_epoch, bool UI) { + MLPPLinAlg alg; + MLPPReg regularization; + real_t cost_prev = 0; + int epoch = 1; + forwardPass(); + + while (true) { + cost_prev = Cost(y_hat, outputSet); + + std::vector error = alg.subtraction(y_hat, outputSet); + + // Calculating the weight gradients + weights = alg.subtraction(weights, alg.scalarMultiply(learning_rate / n, alg.mat_vec_mult(alg.transpose(inputSet), error))); + weights = regularization.regWeights(weights, lambda, alpha, reg); + + // Calculating the bias gradients + bias -= learning_rate * alg.sum_elements(error) / n; + forwardPass(); + + if (UI) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputSet)); + MLPPUtilities::UI(weights, bias); + } + epoch++; + + if (epoch > max_epoch) { + break; + } + } +} + +void MLPPLogRegOld::MLE(real_t learning_rate, int max_epoch, bool UI) { + MLPPLinAlg alg; + MLPPReg regularization; + real_t cost_prev = 0; + int epoch = 1; + forwardPass(); + + while (true) { + cost_prev = Cost(y_hat, outputSet); + + std::vector error = alg.subtraction(outputSet, y_hat); + + // Calculating the weight gradients + weights = alg.addition(weights, alg.scalarMultiply(learning_rate / n, alg.mat_vec_mult(alg.transpose(inputSet), error))); + weights = regularization.regWeights(weights, lambda, alpha, reg); + + // Calculating the bias gradients + bias += learning_rate * alg.sum_elements(error) / n; + forwardPass(); + + if (UI) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputSet)); + MLPPUtilities::UI(weights, bias); + } + epoch++; + if (epoch > max_epoch) { + break; + } + } +} + +void MLPPLogRegOld::SGD(real_t learning_rate, int max_epoch, bool UI) { + MLPPLinAlg alg; + MLPPReg regularization; + real_t cost_prev = 0; + int epoch = 1; + + while (true) { + std::random_device rd; + std::default_random_engine generator(rd()); + std::uniform_int_distribution distribution(0, int(n - 1)); + int outputIndex = distribution(generator); + + real_t y_hat = Evaluate(inputSet[outputIndex]); + cost_prev = Cost({ y_hat }, { outputSet[outputIndex] }); + + real_t error = y_hat - outputSet[outputIndex]; + + // Weight updation + weights = alg.subtraction(weights, alg.scalarMultiply(learning_rate * error, inputSet[outputIndex])); + weights = regularization.regWeights(weights, lambda, alpha, reg); + + // Bias updation + bias -= learning_rate * error; + + y_hat = Evaluate({ inputSet[outputIndex] }); + + if (UI) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost({ y_hat }, { outputSet[outputIndex] })); + MLPPUtilities::UI(weights, bias); + } + epoch++; + + if (epoch > max_epoch) { + break; + } + } + forwardPass(); +} + +void MLPPLogRegOld::MBGD(real_t learning_rate, int max_epoch, int mini_batch_size, bool UI) { + MLPPLinAlg alg; + MLPPReg regularization; + real_t cost_prev = 0; + int epoch = 1; + + // Creating the mini-batches + int n_mini_batch = n / mini_batch_size; + auto bacthes = MLPPUtilities::createMiniBatches(inputSet, outputSet, n_mini_batch); + auto inputMiniBatches = std::get<0>(bacthes); + auto outputMiniBatches = std::get<1>(bacthes); + + while (true) { + for (int i = 0; i < n_mini_batch; i++) { + std::vector y_hat = Evaluate(inputMiniBatches[i]); + cost_prev = Cost(y_hat, outputMiniBatches[i]); + + std::vector error = alg.subtraction(y_hat, outputMiniBatches[i]); + + // Calculating the weight gradients + weights = alg.subtraction(weights, alg.scalarMultiply(learning_rate / outputMiniBatches[i].size(), alg.mat_vec_mult(alg.transpose(inputMiniBatches[i]), error))); + weights = regularization.regWeights(weights, lambda, alpha, reg); + + // Calculating the bias gradients + bias -= learning_rate * alg.sum_elements(error) / outputMiniBatches[i].size(); + y_hat = Evaluate(inputMiniBatches[i]); + + if (UI) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputMiniBatches[i])); + MLPPUtilities::UI(weights, bias); + } + } + epoch++; + if (epoch > max_epoch) { + break; + } + } + forwardPass(); +} + +real_t MLPPLogRegOld::score() { + MLPPUtilities util; + return util.performance(y_hat, outputSet); +} + +void MLPPLogRegOld::save(std::string fileName) { + MLPPUtilities util; + util.saveParameters(fileName, weights, bias); +} + +real_t MLPPLogRegOld::Cost(std::vector y_hat, std::vector y) { + MLPPReg regularization; + class MLPPCost cost; + return cost.LogLoss(y_hat, y) + regularization.regTerm(weights, lambda, alpha, reg); +} + +std::vector MLPPLogRegOld::Evaluate(std::vector> X) { + MLPPLinAlg alg; + MLPPActivation avn; + return avn.sigmoid(alg.scalarAdd(bias, alg.mat_vec_mult(X, weights))); +} + +real_t MLPPLogRegOld::Evaluate(std::vector x) { + MLPPLinAlg alg; + MLPPActivation avn; + return avn.sigmoid(alg.dot(weights, x) + bias); +} + +// sigmoid ( wTx + b ) +void MLPPLogRegOld::forwardPass() { + y_hat = Evaluate(inputSet); +} diff --git a/mlpp/log_reg/log_reg_old.h b/mlpp/log_reg/log_reg_old.h new file mode 100644 index 0000000..60760a1 --- /dev/null +++ b/mlpp/log_reg/log_reg_old.h @@ -0,0 +1,51 @@ + +#ifndef MLPP_LOG_REG_OLD_H +#define MLPP_LOG_REG_OLD_H + +// +// LogReg.hpp +// +// Created by Marc Melikyan on 10/2/20. +// + +#include "core/math/math_defs.h" + +#include +#include + +class MLPPLogRegOld { +public: + MLPPLogRegOld(std::vector> inputSet, std::vector outputSet, std::string reg = "None", real_t lambda = 0.5, real_t alpha = 0.5); + std::vector modelSetTest(std::vector> X); + real_t modelTest(std::vector x); + void gradientDescent(real_t learning_rate, int max_epoch, bool UI = false); + void MLE(real_t learning_rate, int max_epoch, bool UI = false); + void SGD(real_t learning_rate, int max_epoch, bool UI = false); + void MBGD(real_t learning_rate, int max_epoch, int mini_batch_size, bool UI = false); + real_t score(); + void save(std::string fileName); + +private: + real_t Cost(std::vector y_hat, std::vector y); + + std::vector Evaluate(std::vector> X); + real_t Evaluate(std::vector x); + void forwardPass(); + + std::vector> inputSet; + std::vector outputSet; + std::vector y_hat; + std::vector weights; + real_t bias; + + int n; + int k; + real_t learning_rate; + + // Regularization Params + std::string reg; + real_t lambda; /* Regularization Parameter */ + real_t alpha; /* This is the controlling param for Elastic Net*/ +}; + +#endif /* LogReg_hpp */ diff --git a/mlpp/mann/mann_old.cpp b/mlpp/mann/mann_old.cpp new file mode 100644 index 0000000..bb0abd1 --- /dev/null +++ b/mlpp/mann/mann_old.cpp @@ -0,0 +1,189 @@ +// +// MANN.cpp +// +// Created by Marc Melikyan on 11/4/20. +// + +#include "mann_old.h" + +#include "../activation/activation.h" +#include "../cost/cost.h" +#include "../lin_alg/lin_alg.h" +#include "../regularization/reg.h" +#include "../utilities/utilities.h" + +#include + +MLPPMANNOld::MLPPMANNOld(std::vector> inputSet, std::vector> outputSet) : + inputSet(inputSet), outputSet(outputSet), n(inputSet.size()), k(inputSet[0].size()), n_output(outputSet[0].size()) { +} + +MLPPMANNOld::~MLPPMANNOld() { + delete outputLayer; +} + +std::vector> MLPPMANNOld::modelSetTest(std::vector> X) { + if (!network.empty()) { + network[0].input = X; + network[0].forwardPass(); + + for (uint32_t i = 1; i < network.size(); i++) { + network[i].input = network[i - 1].a; + network[i].forwardPass(); + } + outputLayer->input = network[network.size() - 1].a; + } else { + outputLayer->input = X; + } + outputLayer->forwardPass(); + return outputLayer->a; +} + +std::vector MLPPMANNOld::modelTest(std::vector x) { + if (!network.empty()) { + network[0].Test(x); + for (uint32_t i = 1; i < network.size(); i++) { + network[i].Test(network[i - 1].a_test); + } + outputLayer->Test(network[network.size() - 1].a_test); + } else { + outputLayer->Test(x); + } + return outputLayer->a_test; +} + +void MLPPMANNOld::gradientDescent(real_t learning_rate, int max_epoch, bool UI) { + class MLPPCost cost; + MLPPActivation avn; + MLPPLinAlg alg; + MLPPReg regularization; + + real_t cost_prev = 0; + int epoch = 1; + forwardPass(); + + while (true) { + cost_prev = Cost(y_hat, outputSet); + + if (outputLayer->activation == "Softmax") { + outputLayer->delta = alg.subtraction(y_hat, outputSet); + } else { + auto costDeriv = outputLayer->costDeriv_map[outputLayer->cost]; + auto outputAvn = outputLayer->activation_map[outputLayer->activation]; + outputLayer->delta = alg.hadamard_product((cost.*costDeriv)(y_hat, outputSet), (avn.*outputAvn)(outputLayer->z, 1)); + } + + std::vector> outputWGrad = alg.matmult(alg.transpose(outputLayer->input), outputLayer->delta); + + outputLayer->weights = alg.subtraction(outputLayer->weights, alg.scalarMultiply(learning_rate / n, outputWGrad)); + outputLayer->weights = regularization.regWeights(outputLayer->weights, outputLayer->lambda, outputLayer->alpha, outputLayer->reg); + outputLayer->bias = alg.subtractMatrixRows(outputLayer->bias, alg.scalarMultiply(learning_rate / n, outputLayer->delta)); + + if (!network.empty()) { + auto hiddenLayerAvn = network[network.size() - 1].activation_map[network[network.size() - 1].activation]; + network[network.size() - 1].delta = alg.hadamard_product(alg.matmult(outputLayer->delta, alg.transpose(outputLayer->weights)), (avn.*hiddenLayerAvn)(network[network.size() - 1].z, 1)); + std::vector> hiddenLayerWGrad = alg.matmult(alg.transpose(network[network.size() - 1].input), network[network.size() - 1].delta); + + network[network.size() - 1].weights = alg.subtraction(network[network.size() - 1].weights, alg.scalarMultiply(learning_rate / n, hiddenLayerWGrad)); + network[network.size() - 1].weights = regularization.regWeights(network[network.size() - 1].weights, network[network.size() - 1].lambda, network[network.size() - 1].alpha, network[network.size() - 1].reg); + network[network.size() - 1].bias = alg.subtractMatrixRows(network[network.size() - 1].bias, alg.scalarMultiply(learning_rate / n, network[network.size() - 1].delta)); + + for (int i = network.size() - 2; i >= 0; i--) { + hiddenLayerAvn = network[i].activation_map[network[i].activation]; + network[i].delta = alg.hadamard_product(alg.matmult(network[i + 1].delta, network[i + 1].weights), (avn.*hiddenLayerAvn)(network[i].z, 1)); + hiddenLayerWGrad = alg.matmult(alg.transpose(network[i].input), network[i].delta); + network[i].weights = alg.subtraction(network[i].weights, alg.scalarMultiply(learning_rate / n, hiddenLayerWGrad)); + network[i].weights = regularization.regWeights(network[i].weights, network[i].lambda, network[i].alpha, network[i].reg); + network[i].bias = alg.subtractMatrixRows(network[i].bias, alg.scalarMultiply(learning_rate / n, network[i].delta)); + } + } + + forwardPass(); + + if (UI) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputSet)); + std::cout << "Layer " << network.size() + 1 << ": " << std::endl; + MLPPUtilities::UI(outputLayer->weights, outputLayer->bias); + if (!network.empty()) { + std::cout << "Layer " << network.size() << ": " << std::endl; + for (int i = network.size() - 1; i >= 0; i--) { + std::cout << "Layer " << i + 1 << ": " << std::endl; + MLPPUtilities::UI(network[i].weights, network[i].bias); + } + } + } + + epoch++; + if (epoch > max_epoch) { + break; + } + } +} + +real_t MLPPMANNOld::score() { + MLPPUtilities util; + forwardPass(); + return util.performance(y_hat, outputSet); +} + +void MLPPMANNOld::save(std::string fileName) { + MLPPUtilities util; + if (!network.empty()) { + util.saveParameters(fileName, network[0].weights, network[0].bias, 0, 1); + for (uint32_t i = 1; i < network.size(); i++) { + util.saveParameters(fileName, network[i].weights, network[i].bias, 1, i + 1); + } + util.saveParameters(fileName, outputLayer->weights, outputLayer->bias, 1, network.size() + 1); + } else { + util.saveParameters(fileName, outputLayer->weights, outputLayer->bias, 0, network.size() + 1); + } +} + +void MLPPMANNOld::addLayer(int n_hidden, std::string activation, std::string weightInit, std::string reg, real_t lambda, real_t alpha) { + if (network.empty()) { + network.push_back(MLPPOldHiddenLayer(n_hidden, activation, inputSet, weightInit, reg, lambda, alpha)); + network[0].forwardPass(); + } else { + network.push_back(MLPPOldHiddenLayer(n_hidden, activation, network[network.size() - 1].a, weightInit, reg, lambda, alpha)); + network[network.size() - 1].forwardPass(); + } +} + +void MLPPMANNOld::addOutputLayer(std::string activation, std::string loss, std::string weightInit, std::string reg, real_t lambda, real_t alpha) { + if (!network.empty()) { + outputLayer = new MLPPOldMultiOutputLayer(n_output, network[0].n_hidden, activation, loss, network[network.size() - 1].a, weightInit, reg, lambda, alpha); + } else { + outputLayer = new MLPPOldMultiOutputLayer(n_output, k, activation, loss, inputSet, weightInit, reg, lambda, alpha); + } +} + +real_t MLPPMANNOld::Cost(std::vector> y_hat, std::vector> y) { + MLPPReg regularization; + class MLPPCost cost; + real_t totalRegTerm = 0; + + auto cost_function = outputLayer->cost_map[outputLayer->cost]; + if (!network.empty()) { + for (uint32_t i = 0; i < network.size() - 1; i++) { + totalRegTerm += regularization.regTerm(network[i].weights, network[i].lambda, network[i].alpha, network[i].reg); + } + } + return (cost.*cost_function)(y_hat, y) + totalRegTerm + regularization.regTerm(outputLayer->weights, outputLayer->lambda, outputLayer->alpha, outputLayer->reg); +} + +void MLPPMANNOld::forwardPass() { + if (!network.empty()) { + network[0].input = inputSet; + network[0].forwardPass(); + + for (uint32_t i = 1; i < network.size(); i++) { + network[i].input = network[i - 1].a; + network[i].forwardPass(); + } + outputLayer->input = network[network.size() - 1].a; + } else { + outputLayer->input = inputSet; + } + outputLayer->forwardPass(); + y_hat = outputLayer->a; +} diff --git a/mlpp/mann/mann_old.h b/mlpp/mann/mann_old.h new file mode 100644 index 0000000..d5be616 --- /dev/null +++ b/mlpp/mann/mann_old.h @@ -0,0 +1,51 @@ + +#ifndef MLPP_MANN_OLD_H +#define MLPP_MANN_OLD_H + +// +// MANN.hpp +// +// Created by Marc Melikyan on 11/4/20. +// + +#include "core/math/math_defs.h" + +#include "../hidden_layer/hidden_layer.h" +#include "../multi_output_layer/multi_output_layer.h" + +#include "../hidden_layer/hidden_layer_old.h" +#include "../multi_output_layer/multi_output_layer_old.h" + +#include +#include + +class MLPPMANNOld { +public: + MLPPMANNOld(std::vector> inputSet, std::vector> outputSet); + ~MLPPMANNOld(); + std::vector> modelSetTest(std::vector> X); + std::vector modelTest(std::vector x); + void gradientDescent(real_t learning_rate, int max_epoch, bool UI = false); + real_t score(); + void save(std::string fileName); + + void addLayer(int n_hidden, std::string activation, std::string weightInit = "Default", std::string reg = "None", real_t lambda = 0.5, real_t alpha = 0.5); + void addOutputLayer(std::string activation, std::string loss, std::string weightInit = "Default", std::string reg = "None", real_t lambda = 0.5, real_t alpha = 0.5); + +private: + real_t Cost(std::vector> y_hat, std::vector> y); + void forwardPass(); + + std::vector> inputSet; + std::vector> outputSet; + std::vector> y_hat; + + std::vector network; + MLPPOldMultiOutputLayer *outputLayer; + + int n; + int k; + int n_output; +}; + +#endif /* MANN_hpp */ \ No newline at end of file diff --git a/mlpp/multinomial_nb/multinomial_nb_old.cpp b/mlpp/multinomial_nb/multinomial_nb_old.cpp new file mode 100644 index 0000000..343d481 --- /dev/null +++ b/mlpp/multinomial_nb/multinomial_nb_old.cpp @@ -0,0 +1,121 @@ +// +// MultinomialNB.cpp +// +// Created by Marc Melikyan on 1/17/21. +// + +#include "multinomial_nb_old.h" + +#include "../lin_alg/lin_alg.h" +#include "../utilities/utilities.h" + +#include +#include +#include + +MLPPMultinomialNBOld::MLPPMultinomialNBOld(std::vector> pinputSet, std::vector poutputSet, int pclass_num) { + inputSet = pinputSet; + outputSet = poutputSet; + class_num = pclass_num; + + y_hat.resize(outputSet.size()); + Evaluate(); +} + +std::vector MLPPMultinomialNBOld::modelSetTest(std::vector> X) { + std::vector y_hat; + for (uint32_t i = 0; i < X.size(); i++) { + y_hat.push_back(modelTest(X[i])); + } + return y_hat; +} + +real_t MLPPMultinomialNBOld::modelTest(std::vector x) { + real_t score[class_num]; + computeTheta(); + + for (uint32_t j = 0; j < x.size(); j++) { + for (uint32_t k = 0; k < vocab.size(); k++) { + if (x[j] == vocab[k]) { + for (int p = class_num - 1; p >= 0; p--) { + score[p] += std::log(theta[p][vocab[k]]); + } + } + } + } + + for (uint32_t i = 0; i < priors.size(); i++) { + score[i] += std::log(priors[i]); + } + + return std::distance(score, std::max_element(score, score + sizeof(score) / sizeof(real_t))); +} + +real_t MLPPMultinomialNBOld::score() { + MLPPUtilities util; + return util.performance(y_hat, outputSet); +} + +void MLPPMultinomialNBOld::computeTheta() { + // Resizing theta for the sake of ease & proper access of the elements. + theta.resize(class_num); + + // Setting all values in the hasmap by default to 0. + for (int i = class_num - 1; i >= 0; i--) { + for (uint32_t j = 0; j < vocab.size(); j++) { + theta[i][vocab[j]] = 0; + } + } + + for (uint32_t i = 0; i < inputSet.size(); i++) { + for (uint32_t j = 0; j < inputSet[0].size(); j++) { + theta[outputSet[i]][inputSet[i][j]]++; + } + } + + for (uint32_t i = 0; i < theta.size(); i++) { + for (uint32_t j = 0; j < theta[i].size(); j++) { + theta[i][j] /= priors[i] * y_hat.size(); + } + } +} + +void MLPPMultinomialNBOld::Evaluate() { + MLPPLinAlg alg; + for (uint32_t i = 0; i < outputSet.size(); i++) { + // Pr(B | A) * Pr(A) + real_t score[class_num]; + + // Easy computation of priors, i.e. Pr(C_k) + priors.resize(class_num); + for (uint32_t ii = 0; ii < outputSet.size(); ii++) { + priors[int(outputSet[ii])]++; + } + priors = alg.scalarMultiply(real_t(1) / real_t(outputSet.size()), priors); + + // Evaluating Theta... + computeTheta(); + + for (uint32_t j = 0; j < inputSet.size(); j++) { + for (uint32_t k = 0; k < vocab.size(); k++) { + if (inputSet[i][j] == vocab[k]) { + for (int p = class_num - 1; p >= 0; p--) { + score[p] += std::log(theta[i][vocab[k]]); + } + } + } + } + + for (uint32_t ii = 0; ii < priors.size(); ii++) { + score[ii] += std::log(priors[ii]); + score[ii] = exp(score[ii]); + } + + for (int ii = 0; ii < 2; ii++) { + std::cout << score[ii] << std::endl; + } + + // Assigning the traning example's y_hat to a class + y_hat[i] = std::distance(score, std::max_element(score, score + sizeof(score) / sizeof(real_t))); + } +} diff --git a/mlpp/multinomial_nb/multinomial_nb_old.h b/mlpp/multinomial_nb/multinomial_nb_old.h new file mode 100644 index 0000000..9935a57 --- /dev/null +++ b/mlpp/multinomial_nb/multinomial_nb_old.h @@ -0,0 +1,40 @@ + +#ifndef MLPP_MULTINOMIAL_NB_OLD_H +#define MLPP_MULTINOMIAL_NB_OLD_H + +// +// MultinomialNB.hpp +// +// Created by Marc Melikyan on 1/17/21. +// + +#include "core/math/math_defs.h" + +#include +#include + +class MLPPMultinomialNBOld { +public: + MLPPMultinomialNBOld(std::vector> inputSet, std::vector outputSet, int class_num); + std::vector modelSetTest(std::vector> X); + real_t modelTest(std::vector x); + real_t score(); + +private: + void computeTheta(); + void Evaluate(); + + // Model Params + std::vector priors; + + std::vector> theta; + std::vector vocab; + int class_num; + + // Datasets + std::vector> inputSet; + std::vector outputSet; + std::vector y_hat; +}; + +#endif /* MultinomialNB_hpp */ diff --git a/mlpp/softmax_net/softmax_net_old.cpp b/mlpp/softmax_net/softmax_net_old.cpp new file mode 100644 index 0000000..0b1cd2e --- /dev/null +++ b/mlpp/softmax_net/softmax_net_old.cpp @@ -0,0 +1,309 @@ +// +// SoftmaxNet.cpp +// +// Created by Marc Melikyan on 10/2/20. +// + +#include "softmax_net_old.h" + +#include "../activation/activation.h" +#include "../cost/cost.h" +#include "../data/data.h" +#include "../lin_alg/lin_alg.h" +#include "../regularization/reg.h" +#include "../utilities/utilities.h" + +#include +#include + +MLPPSoftmaxNetOld::MLPPSoftmaxNetOld(std::vector> pinputSet, std::vector> poutputSet, int pn_hidden, std::string preg, real_t plambda, real_t palpha) { + inputSet = pinputSet; + outputSet = poutputSet; + n = pinputSet.size(); + k = pinputSet[0].size(); + n_hidden = pn_hidden; + n_class = poutputSet[0].size(); + reg = preg; + lambda = plambda; + alpha = palpha; + + y_hat.resize(n); + + weights1 = MLPPUtilities::weightInitialization(k, n_hidden); + weights2 = MLPPUtilities::weightInitialization(n_hidden, n_class); + bias1 = MLPPUtilities::biasInitialization(n_hidden); + bias2 = MLPPUtilities::biasInitialization(n_class); +} + +std::vector MLPPSoftmaxNetOld::modelTest(std::vector x) { + return Evaluate(x); +} + +std::vector> MLPPSoftmaxNetOld::modelSetTest(std::vector> X) { + return Evaluate(X); +} + +void MLPPSoftmaxNetOld::gradientDescent(real_t learning_rate, int max_epoch, bool UI) { + MLPPActivation avn; + MLPPLinAlg alg; + MLPPReg regularization; + real_t cost_prev = 0; + int epoch = 1; + forwardPass(); + + while (true) { + cost_prev = Cost(y_hat, outputSet); + + // Calculating the errors + std::vector> error = alg.subtraction(y_hat, outputSet); + + // Calculating the weight/bias gradients for layer 2 + + std::vector> D2_1 = alg.matmult(alg.transpose(a2), error); + + // weights and bias updation for layer 2 + weights2 = alg.subtraction(weights2, alg.scalarMultiply(learning_rate, D2_1)); + weights2 = regularization.regWeights(weights2, lambda, alpha, reg); + + bias2 = alg.subtractMatrixRows(bias2, alg.scalarMultiply(learning_rate, error)); + + //Calculating the weight/bias for layer 1 + + std::vector> D1_1 = alg.matmult(error, alg.transpose(weights2)); + + std::vector> D1_2 = alg.hadamard_product(D1_1, avn.sigmoid(z2, 1)); + + std::vector> D1_3 = alg.matmult(alg.transpose(inputSet), D1_2); + + // weight an bias updation for layer 1 + weights1 = alg.subtraction(weights1, alg.scalarMultiply(learning_rate, D1_3)); + weights1 = regularization.regWeights(weights1, lambda, alpha, reg); + + bias1 = alg.subtractMatrixRows(bias1, alg.scalarMultiply(learning_rate, D1_2)); + + forwardPass(); + + // UI PORTION + if (UI) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputSet)); + std::cout << "Layer 1:" << std::endl; + MLPPUtilities::UI(weights1, bias1); + std::cout << "Layer 2:" << std::endl; + MLPPUtilities::UI(weights2, bias2); + } + epoch++; + + if (epoch > max_epoch) { + break; + } + } +} + +void MLPPSoftmaxNetOld::SGD(real_t learning_rate, int max_epoch, bool UI) { + MLPPActivation avn; + MLPPLinAlg alg; + MLPPReg regularization; + real_t cost_prev = 0; + int epoch = 1; + + while (true) { + std::random_device rd; + std::default_random_engine generator(rd()); + std::uniform_int_distribution distribution(0, int(n - 1)); + int outputIndex = distribution(generator); + + std::vector y_hat = Evaluate(inputSet[outputIndex]); + + auto prop_res = propagate(inputSet[outputIndex]); + auto z2 = std::get<0>(prop_res); + auto a2 = std::get<1>(prop_res); + + cost_prev = Cost({ y_hat }, { outputSet[outputIndex] }); + std::vector error = alg.subtraction(y_hat, outputSet[outputIndex]); + + // Weight updation for layer 2 + std::vector> D2_1 = alg.outerProduct(error, a2); + weights2 = alg.subtraction(weights2, alg.scalarMultiply(learning_rate, alg.transpose(D2_1))); + weights2 = regularization.regWeights(weights2, lambda, alpha, reg); + + // Bias updation for layer 2 + bias2 = alg.subtraction(bias2, alg.scalarMultiply(learning_rate, error)); + + // Weight updation for layer 1 + std::vector D1_1 = alg.mat_vec_mult(weights2, error); + std::vector D1_2 = alg.hadamard_product(D1_1, avn.sigmoid(z2, true)); + std::vector> D1_3 = alg.outerProduct(inputSet[outputIndex], D1_2); + + weights1 = alg.subtraction(weights1, alg.scalarMultiply(learning_rate, D1_3)); + weights1 = regularization.regWeights(weights1, lambda, alpha, reg); + // Bias updation for layer 1 + + bias1 = alg.subtraction(bias1, alg.scalarMultiply(learning_rate, D1_2)); + + y_hat = Evaluate(inputSet[outputIndex]); + if (UI) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost({ y_hat }, { outputSet[outputIndex] })); + std::cout << "Layer 1:" << std::endl; + MLPPUtilities::UI(weights1, bias1); + std::cout << "Layer 2:" << std::endl; + MLPPUtilities::UI(weights2, bias2); + } + epoch++; + + if (epoch > max_epoch) { + break; + } + } + forwardPass(); +} + +void MLPPSoftmaxNetOld::MBGD(real_t learning_rate, int max_epoch, int mini_batch_size, bool UI) { + MLPPActivation avn; + MLPPLinAlg alg; + MLPPReg regularization; + real_t cost_prev = 0; + int epoch = 1; + + // Creating the mini-batches + int n_mini_batch = n / mini_batch_size; + + auto batches = MLPPUtilities::createMiniBatches(inputSet, outputSet, n_mini_batch); + auto inputMiniBatches = std::get<0>(batches); + auto outputMiniBatches = std::get<1>(batches); + + // Creating the mini-batches + for (int i = 0; i < n_mini_batch; i++) { + std::vector> currentInputSet; + std::vector> currentOutputSet; + for (int j = 0; j < n / n_mini_batch; j++) { + currentInputSet.push_back(inputSet[n / n_mini_batch * i + j]); + currentOutputSet.push_back(outputSet[n / n_mini_batch * i + j]); + } + inputMiniBatches.push_back(currentInputSet); + outputMiniBatches.push_back(currentOutputSet); + } + + if (real_t(n) / real_t(n_mini_batch) - int(n / n_mini_batch) != 0) { + for (int i = 0; i < n - n / n_mini_batch * n_mini_batch; i++) { + inputMiniBatches[n_mini_batch - 1].push_back(inputSet[n / n_mini_batch * n_mini_batch + i]); + outputMiniBatches[n_mini_batch - 1].push_back(outputSet[n / n_mini_batch * n_mini_batch + i]); + } + } + + while (true) { + for (int i = 0; i < n_mini_batch; i++) { + std::vector> y_hat = Evaluate(inputMiniBatches[i]); + + auto propagate_res = propagate(inputMiniBatches[i]); + auto z2 = std::get<0>(propagate_res); + auto a2 = std::get<1>(propagate_res); + + cost_prev = Cost(y_hat, outputMiniBatches[i]); + + // Calculating the errors + std::vector> error = alg.subtraction(y_hat, outputMiniBatches[i]); + + // Calculating the weight/bias gradients for layer 2 + + std::vector> D2_1 = alg.matmult(alg.transpose(a2), error); + + // weights and bias updation for layser 2 + weights2 = alg.subtraction(weights2, alg.scalarMultiply(learning_rate, D2_1)); + weights2 = regularization.regWeights(weights2, lambda, alpha, reg); + + // Bias Updation for layer 2 + bias2 = alg.subtractMatrixRows(bias2, alg.scalarMultiply(learning_rate, error)); + + //Calculating the weight/bias for layer 1 + + std::vector> D1_1 = alg.matmult(error, alg.transpose(weights2)); + + std::vector> D1_2 = alg.hadamard_product(D1_1, avn.sigmoid(z2, 1)); + + std::vector> D1_3 = alg.matmult(alg.transpose(inputMiniBatches[i]), D1_2); + + // weight an bias updation for layer 1 + weights1 = alg.subtraction(weights1, alg.scalarMultiply(learning_rate, D1_3)); + weights1 = regularization.regWeights(weights1, lambda, alpha, reg); + + bias1 = alg.subtractMatrixRows(bias1, alg.scalarMultiply(learning_rate, D1_2)); + + y_hat = Evaluate(inputMiniBatches[i]); + + if (UI) { + MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputMiniBatches[i])); + std::cout << "Layer 1:" << std::endl; + MLPPUtilities::UI(weights1, bias1); + std::cout << "Layer 2:" << std::endl; + MLPPUtilities::UI(weights2, bias2); + } + } + epoch++; + if (epoch > max_epoch) { + break; + } + } + forwardPass(); +} + +real_t MLPPSoftmaxNetOld::score() { + MLPPUtilities util; + return util.performance(y_hat, outputSet); +} + +void MLPPSoftmaxNetOld::save(std::string fileName) { + MLPPUtilities util; + util.saveParameters(fileName, weights1, bias1, 0, 1); + util.saveParameters(fileName, weights2, bias2, 1, 2); +} + +std::vector> MLPPSoftmaxNetOld::getEmbeddings() { + return weights1; +} + +real_t MLPPSoftmaxNetOld::Cost(std::vector> y_hat, std::vector> y) { + MLPPReg regularization; + MLPPData data; + class MLPPCost cost; + return cost.CrossEntropy(y_hat, y) + regularization.regTerm(weights1, lambda, alpha, reg) + regularization.regTerm(weights2, lambda, alpha, reg); +} + +std::vector> MLPPSoftmaxNetOld::Evaluate(std::vector> X) { + MLPPLinAlg alg; + MLPPActivation avn; + std::vector> z2 = alg.mat_vec_add(alg.matmult(X, weights1), bias1); + std::vector> a2 = avn.sigmoid(z2); + return avn.adjSoftmax(alg.mat_vec_add(alg.matmult(a2, weights2), bias2)); +} + +std::tuple>, std::vector>> MLPPSoftmaxNetOld::propagate(std::vector> X) { + MLPPLinAlg alg; + MLPPActivation avn; + std::vector> z2 = alg.mat_vec_add(alg.matmult(X, weights1), bias1); + std::vector> a2 = avn.sigmoid(z2); + return { z2, a2 }; +} + +std::vector MLPPSoftmaxNetOld::Evaluate(std::vector x) { + MLPPLinAlg alg; + MLPPActivation avn; + std::vector z2 = alg.addition(alg.mat_vec_mult(alg.transpose(weights1), x), bias1); + std::vector a2 = avn.sigmoid(z2); + return avn.adjSoftmax(alg.addition(alg.mat_vec_mult(alg.transpose(weights2), a2), bias2)); +} + +std::tuple, std::vector> MLPPSoftmaxNetOld::propagate(std::vector x) { + MLPPLinAlg alg; + MLPPActivation avn; + std::vector z2 = alg.addition(alg.mat_vec_mult(alg.transpose(weights1), x), bias1); + std::vector a2 = avn.sigmoid(z2); + return { z2, a2 }; +} + +void MLPPSoftmaxNetOld::forwardPass() { + MLPPLinAlg alg; + MLPPActivation avn; + z2 = alg.mat_vec_add(alg.matmult(inputSet, weights1), bias1); + a2 = avn.sigmoid(z2); + y_hat = avn.adjSoftmax(alg.mat_vec_add(alg.matmult(a2, weights2), bias2)); +} diff --git a/mlpp/softmax_net/softmax_net_old.h b/mlpp/softmax_net/softmax_net_old.h new file mode 100644 index 0000000..f6312f1 --- /dev/null +++ b/mlpp/softmax_net/softmax_net_old.h @@ -0,0 +1,60 @@ +#ifndef MLPP_SOFTMAX_NET_OLD_H +#define MLPP_SOFTMAX_NET_OLD_H + +// +// SoftmaxNet.hpp +// +// Created by Marc Melikyan on 10/2/20. +// + +#include "core/math/math_defs.h" + +#include +#include + +class MLPPSoftmaxNetOld { +public: + MLPPSoftmaxNetOld(std::vector> inputSet, std::vector> outputSet, int n_hidden, std::string reg = "None", real_t lambda = 0.5, real_t alpha = 0.5); + std::vector modelTest(std::vector x); + std::vector> modelSetTest(std::vector> X); + void gradientDescent(real_t learning_rate, int max_epoch, bool UI = false); + void SGD(real_t learning_rate, int max_epoch, bool UI = false); + void MBGD(real_t learning_rate, int max_epoch, int mini_batch_size, bool UI = false); + real_t score(); + void save(std::string fileName); + + std::vector> getEmbeddings(); // This class is used (mostly) for word2Vec. This function returns our embeddings. +private: + real_t Cost(std::vector> y_hat, std::vector> y); + + std::vector> Evaluate(std::vector> X); + std::tuple>, std::vector>> propagate(std::vector> X); + std::vector Evaluate(std::vector x); + std::tuple, std::vector> propagate(std::vector x); + void forwardPass(); + + std::vector> inputSet; + std::vector> outputSet; + std::vector> y_hat; + + std::vector> weights1; + std::vector> weights2; + + std::vector bias1; + std::vector bias2; + + std::vector> z2; + std::vector> a2; + + int n; + int k; + int n_class; + int n_hidden; + + // Regularization Params + std::string reg; + real_t lambda; + real_t alpha; /* This is the controlling param for Elastic Net*/ +}; + +#endif /* SoftmaxNet_hpp */