// // ExpReg.cpp // // Created by Marc Melikyan on 10/2/20. // #include "exp_reg.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 std::vector MLPPExpReg::model_set_test(std::vector> X) { return evaluatem(X); } real_t MLPPExpReg::model_test(std::vector x) { return evaluatev(x); } void MLPPExpReg::gradient_descent(real_t learning_rate, int max_epoch, bool ui) { MLPPLinAlg alg; MLPPReg regularization; real_t cost_prev = 0; int epoch = 1; forward_pass(); while (true) { cost_prev = cost(_y_hat, _output_set); std::vector error = alg.subtraction(_y_hat, _output_set); 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] * _input_set[j][i] * std::pow(_weights[i], _input_set[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], _input_set[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] - _output_set[j]); } real_t b_gradient = sum / _n; // bias updation _bias -= learning_rate * b_gradient; forward_pass(); if (ui) { MLPPUtilities::CostInfo(epoch, cost_prev, cost(_y_hat, _output_set)); MLPPUtilities::UI(_weights, _bias); } epoch++; if (epoch > max_epoch) { break; } } } void MLPPExpReg::sgd(real_t learning_rate, int max_epoch, bool ui) { MLPPReg regularization; real_t cost_prev = 0; int epoch = 1; std::random_device rd; std::default_random_engine generator(rd()); std::uniform_int_distribution distribution(0, int(_n - 1)); while (true) { int output_index = distribution(generator); real_t y_hat = evaluatev(_input_set[output_index]); cost_prev = cost({ y_hat }, { _output_set[output_index] }); for (int i = 0; i < _k; i++) { // Calculating the weight gradients real_t w_gradient = (y_hat - _output_set[output_index]) * _input_set[output_index][i] * std::pow(_weights[i], _input_set[output_index][i] - 1); real_t i_gradient = (y_hat - _output_set[output_index]) * std::pow(_weights[i], _input_set[output_index][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 - _output_set[output_index]); // Bias updation _bias -= learning_rate * b_gradient; y_hat = evaluatev(_input_set[output_index]); if (ui) { MLPPUtilities::CostInfo(epoch, cost_prev, cost({ y_hat }, { _output_set[output_index] })); MLPPUtilities::UI(_weights, _bias); } epoch++; if (epoch > max_epoch) { break; } } forward_pass(); } void MLPPExpReg::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(_input_set, _output_set, n_mini_batch); auto input_mini_batches = std::get<0>(batches); auto output_mini_batches = std::get<1>(batches); while (true) { for (int i = 0; i < n_mini_batch; i++) { std::vector y_hat = evaluatem(input_mini_batches[i]); cost_prev = cost(y_hat, output_mini_batches[i]); std::vector error = alg.subtraction(y_hat, output_mini_batches[i]); for (int j = 0; j < _k; j++) { // Calculating the weight gradient real_t sum = 0; for (uint32_t k = 0; k < output_mini_batches[i].size(); k++) { sum += error[k] * input_mini_batches[i][k][j] * std::pow(_weights[j], input_mini_batches[i][k][j] - 1); } real_t w_gradient = sum / output_mini_batches[i].size(); // Calculating the initial gradient real_t sum2 = 0; for (uint32_t k = 0; k < output_mini_batches[i].size(); k++) { sum2 += error[k] * std::pow(_weights[j], input_mini_batches[i][k][j]); } real_t i_gradient = sum2 / output_mini_batches[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 < output_mini_batches[i].size(); j++) { sum += (y_hat[j] - output_mini_batches[i][j]); } //real_t b_gradient = sum / output_mini_batches[i].size(); y_hat = evaluatem(input_mini_batches[i]); if (ui) { MLPPUtilities::CostInfo(epoch, cost_prev, cost(y_hat, output_mini_batches[i])); MLPPUtilities::UI(_weights, _bias); } } epoch++; if (epoch > max_epoch) { break; } } forward_pass(); } real_t MLPPExpReg::score() { MLPPUtilities util; return util.performance(_y_hat, _output_set); } void MLPPExpReg::save(std::string file_name) { MLPPUtilities util; util.saveParameters(file_name, _weights, _initial, _bias); } MLPPExpReg::MLPPExpReg(std::vector> p_input_set, std::vector p_output_set, std::string p_reg, real_t p_lambda, real_t p_alpha) { _input_set = p_input_set; _output_set = p_output_set; _n = p_input_set.size(); _k = p_input_set[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(); } real_t MLPPExpReg::cost(std::vector y_hat, std::vector y) { MLPPReg regularization; MLPPCost mlpp_cost; return mlpp_cost.MSE(y_hat, y) + regularization.regTerm(_weights, _lambda, _alpha, _reg); } real_t MLPPExpReg::evaluatev(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; } std::vector MLPPExpReg::evaluatem(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; } // a * w^x + b void MLPPExpReg::forward_pass() { _y_hat = evaluatem(_input_set); }