// // LogReg.cpp // // Created by Marc Melikyan on 10/2/20. // #include "log_reg.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 LogReg::LogReg(std::vector> inputSet, std::vector outputSet, std::string reg, double lambda, double alpha) : inputSet(inputSet), outputSet(outputSet), n(inputSet.size()), k(inputSet[0].size()), reg(reg), lambda(lambda), alpha(alpha) { y_hat.resize(n); weights = Utilities::weightInitialization(k); bias = Utilities::biasInitialization(); } std::vector LogReg::modelSetTest(std::vector> X) { return Evaluate(X); } double LogReg::modelTest(std::vector x) { return Evaluate(x); } void LogReg::gradientDescent(double learning_rate, int max_epoch, bool UI) { LinAlg alg; Reg regularization; double 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) { Utilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputSet)); Utilities::UI(weights, bias); } epoch++; if (epoch > max_epoch) { break; } } } void LogReg::MLE(double learning_rate, int max_epoch, bool UI) { LinAlg alg; Reg regularization; double 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) { Utilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputSet)); Utilities::UI(weights, bias); } epoch++; if (epoch > max_epoch) { break; } } } void LogReg::SGD(double learning_rate, int max_epoch, bool UI) { LinAlg alg; Reg regularization; double 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); double y_hat = Evaluate(inputSet[outputIndex]); cost_prev = Cost({ y_hat }, { outputSet[outputIndex] }); double 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) { Utilities::CostInfo(epoch, cost_prev, Cost({ y_hat }, { outputSet[outputIndex] })); Utilities::UI(weights, bias); } epoch++; if (epoch > max_epoch) { break; } } forwardPass(); } void LogReg::MBGD(double learning_rate, int max_epoch, int mini_batch_size, bool UI) { LinAlg alg; Reg regularization; double cost_prev = 0; int epoch = 1; // Creating the mini-batches int n_mini_batch = n / mini_batch_size; auto [inputMiniBatches, outputMiniBatches] = Utilities::createMiniBatches(inputSet, outputSet, n_mini_batch); 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) { Utilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputMiniBatches[i])); Utilities::UI(weights, bias); } } epoch++; if (epoch > max_epoch) { break; } } forwardPass(); } double LogReg::score() { Utilities util; return util.performance(y_hat, outputSet); } void LogReg::save(std::string fileName) { Utilities util; util.saveParameters(fileName, weights, bias); } double LogReg::Cost(std::vector y_hat, std::vector y) { Reg regularization; class Cost cost; return cost.LogLoss(y_hat, y) + regularization.regTerm(weights, lambda, alpha, reg); } std::vector LogReg::Evaluate(std::vector> X) { LinAlg alg; MLPPActivation avn; return avn.sigmoid(alg.scalarAdd(bias, alg.mat_vec_mult(X, weights))); } double LogReg::Evaluate(std::vector x) { LinAlg alg; MLPPActivation avn; return avn.sigmoid(alg.dot(weights, x) + bias); } // sigmoid ( wTx + b ) void LogReg::forwardPass() { y_hat = Evaluate(inputSet); }