// // Reg.cpp // // Created by Marc Melikyan on 1/16/21. // #include "reg.h" #include "core/math/math_defs.h" #include "../activation/activation.h" #include "../lin_alg/lin_alg.h" #include #include real_t MLPPReg::reg_termv(const Ref &weights, real_t lambda, real_t alpha, MLPPReg::RegularizationType p_reg) { int size = weights->size(); const real_t *weights_ptr = weights->ptr(); if (p_reg == REGULARIZATION_TYPE_RIDGE) { real_t reg = 0; for (int i = 0; i < size; ++i) { real_t wi = weights_ptr[i]; reg += wi * wi; } return reg * lambda / 2; } else if (p_reg == REGULARIZATION_TYPE_LASSO) { real_t reg = 0; for (int i = 0; i < size; ++i) { reg += ABS(weights_ptr[i]); } return reg * lambda; } else if (p_reg == REGULARIZATION_TYPE_ELASTIC_NET) { real_t reg = 0; for (int i = 0; i < size; ++i) { real_t wi = weights_ptr[i]; reg += alpha * ABS(wi); // Lasso Reg reg += ((1 - alpha) / 2) * wi * wi; // Ridge Reg } return reg * lambda; } return 0; } real_t MLPPReg::reg_termm(const Ref &weights, real_t lambda, real_t alpha, MLPPReg::RegularizationType p_reg) { int size = weights->data_size(); const real_t *weights_ptr = weights->ptr(); if (p_reg == REGULARIZATION_TYPE_RIDGE) { real_t reg = 0; for (int i = 0; i < size; ++i) { real_t wi = weights_ptr[i]; reg += wi * wi; } return reg * lambda / 2; } else if (p_reg == REGULARIZATION_TYPE_LASSO) { real_t reg = 0; for (int i = 0; i < size; ++i) { reg += ABS(weights_ptr[i]); } return reg * lambda; } else if (p_reg == REGULARIZATION_TYPE_ELASTIC_NET) { real_t reg = 0; for (int i = 0; i < size; ++i) { real_t wi = weights_ptr[i]; reg += alpha * ABS(wi); // Lasso Reg reg += ((1 - alpha) / 2) * wi * wi; // Ridge Reg } return reg * lambda; } return 0; } Ref MLPPReg::reg_weightsv(const Ref &weights, real_t lambda, real_t alpha, MLPPReg::RegularizationType p_reg) { MLPPLinAlg alg; if (p_reg == REGULARIZATION_TYPE_WEIGHT_CLIPPING) { return reg_deriv_termv(weights, lambda, alpha, p_reg); } return alg.subtractionnv(weights, reg_deriv_termv(weights, lambda, alpha, p_reg)); // for(int i = 0; i < weights.size(); i++){ // weights[i] -= regDerivTerm(weights, lambda, alpha, reg, i); // } // return weights; } Ref MLPPReg::reg_weightsm(const Ref &weights, real_t lambda, real_t alpha, MLPPReg::RegularizationType reg) { MLPPLinAlg alg; if (reg == REGULARIZATION_TYPE_WEIGHT_CLIPPING) { return reg_deriv_termm(weights, lambda, alpha, reg); } return alg.subtractionnm(weights, reg_deriv_termm(weights, lambda, alpha, reg)); // for(int i = 0; i < weights.size(); i++){ // for(int j = 0; j < weights[i].size(); j++){ // weights[i][j] -= regDerivTerm(weights, lambda, alpha, reg, i, j); // } // } // return weights; } Ref MLPPReg::reg_deriv_termv(const Ref &weights, real_t lambda, real_t alpha, MLPPReg::RegularizationType reg) { Ref reg_driv; reg_driv.instance(); int size = weights->size(); reg_driv->resize(size); real_t *reg_driv_ptr = reg_driv->ptrw(); for (int i = 0; i < size; ++i) { reg_driv_ptr[i] = reg_deriv_termvr(weights, lambda, alpha, reg, i); } return reg_driv; } Ref MLPPReg::reg_deriv_termm(const Ref &weights, real_t lambda, real_t alpha, MLPPReg::RegularizationType reg) { Ref reg_driv; reg_driv.instance(); Size2i size = weights->size(); reg_driv->resize(size); real_t *reg_driv_ptr = reg_driv->ptrw(); for (int i = 0; i < size.y; ++i) { for (int j = 0; j < size.x; ++j) { reg_driv_ptr[reg_driv->calculate_index(i, j)] = reg_deriv_termmr(weights, lambda, alpha, reg, i, j); } } return reg_driv; } MLPPReg::MLPPReg() { } MLPPReg::~MLPPReg() { } void MLPPReg::_bind_methods() { ClassDB::bind_method(D_METHOD("reg_termv", "weights", "lambda", "alpha", "reg"), &MLPPReg::reg_termv); ClassDB::bind_method(D_METHOD("reg_termm", "weights", "lambda", "alpha", "reg"), &MLPPReg::reg_termm); ClassDB::bind_method(D_METHOD("reg_weightsv", "weights", "lambda", "alpha", "reg"), &MLPPReg::reg_weightsv); ClassDB::bind_method(D_METHOD("reg_weightsm", "weights", "lambda", "alpha", "reg"), &MLPPReg::reg_weightsm); ClassDB::bind_method(D_METHOD("reg_deriv_termv", "weights", "lambda", "alpha", "reg"), &MLPPReg::reg_deriv_termv); ClassDB::bind_method(D_METHOD("reg_deriv_termm", "weights", "lambda", "alpha", "reg"), &MLPPReg::reg_deriv_termm); BIND_ENUM_CONSTANT(REGULARIZATION_TYPE_NONE); BIND_ENUM_CONSTANT(REGULARIZATION_TYPE_RIDGE); BIND_ENUM_CONSTANT(REGULARIZATION_TYPE_LASSO); BIND_ENUM_CONSTANT(REGULARIZATION_TYPE_ELASTIC_NET); BIND_ENUM_CONSTANT(REGULARIZATION_TYPE_WEIGHT_CLIPPING); } real_t MLPPReg::reg_deriv_termvr(const Ref &weights, real_t lambda, real_t alpha, MLPPReg::RegularizationType reg, int j) { MLPPActivation act; real_t wj = weights->element_get(j); if (reg == REGULARIZATION_TYPE_RIDGE) { return lambda * wj; } else if (reg == REGULARIZATION_TYPE_LASSO) { return lambda * act.sign_normr(wj); } else if (reg == REGULARIZATION_TYPE_ELASTIC_NET) { return alpha * lambda * act.sign_normr(wj) + (1 - alpha) * lambda * wj; } else if (reg == REGULARIZATION_TYPE_WEIGHT_CLIPPING) { // Preparation for Wasserstein GANs. // We assume lambda is the lower clipping threshold, while alpha is the higher clipping threshold. // alpha > lambda. if (wj > alpha) { return alpha; } else if (wj < lambda) { return lambda; } else { return wj; } } else { return 0; } } real_t MLPPReg::reg_deriv_termmr(const Ref &weights, real_t lambda, real_t alpha, MLPPReg::RegularizationType reg, int i, int j) { MLPPActivation act; real_t wj = weights->element_get(i, j); if (reg == REGULARIZATION_TYPE_RIDGE) { return lambda * wj; } else if (reg == REGULARIZATION_TYPE_LASSO) { return lambda * act.sign_normr(wj); } else if (reg == REGULARIZATION_TYPE_ELASTIC_NET) { return alpha * lambda * act.sign_normr(wj) + (1 - alpha) * lambda * wj; } else if (reg == REGULARIZATION_TYPE_WEIGHT_CLIPPING) { // Preparation for Wasserstein GANs. // We assume lambda is the lower clipping threshold, while alpha is the higher clipping threshold. // alpha > lambda. if (wj > alpha) { return alpha; } else if (wj < lambda) { return lambda; } else { return wj; } } else { return 0; } }