// // SVC.cpp // // Created by Marc Melikyan on 10/2/20. // #include "svc.hpp" #include "../activation/activation.h" #include "../lin_alg/lin_alg.h" #include "../regularization/reg.h" #include "../utilities/utilities.h" #include "../cost/cost.h" #include #include namespace MLPP{ SVC::SVC(std::vector> inputSet, std::vector outputSet, double C) : inputSet(inputSet), outputSet(outputSet), n(inputSet.size()), k(inputSet[0].size()), C(C) { y_hat.resize(n); weights = Utilities::weightInitialization(k); bias = Utilities::biasInitialization(); } std::vector SVC::modelSetTest(std::vector> X){ return Evaluate(X); } double SVC::modelTest(std::vector x){ return Evaluate(x); } void SVC::gradientDescent(double learning_rate, int max_epoch, bool UI){ class Cost cost; Activation avn; LinAlg alg; Reg regularization; double cost_prev = 0; int epoch = 1; forwardPass(); while(true){ cost_prev = Cost(y_hat, outputSet, weights, C); weights = alg.subtraction(weights, alg.scalarMultiply(learning_rate/n, alg.mat_vec_mult(alg.transpose(inputSet), cost.HingeLossDeriv(z, outputSet, C)))); weights = regularization.regWeights(weights, learning_rate/n, 0, "Ridge"); // Calculating the bias gradients bias += learning_rate * alg.sum_elements(cost.HingeLossDeriv(y_hat, outputSet, C)) / n; forwardPass(); // UI PORTION if(UI) { Utilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputSet, weights, C)); Utilities::UI(weights, bias); } epoch++; if(epoch > max_epoch) { break; } } } void SVC::SGD(double learning_rate, int max_epoch, bool UI){ class Cost cost; Activation avn; 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]); double z = propagate(inputSet[outputIndex]); cost_prev = Cost({z}, {outputSet[outputIndex]}, weights, C); double costDeriv = cost.HingeLossDeriv(std::vector({z}), std::vector({outputSet[outputIndex]}), C)[0]; // Explicit conversion to avoid ambiguity with overloaded function. Error occured on Ubuntu. // Weight Updation weights = alg.subtraction(weights, alg.scalarMultiply(learning_rate * costDeriv, inputSet[outputIndex])); weights = regularization.regWeights(weights, learning_rate, 0, "Ridge"); // Bias updation bias -= learning_rate * costDeriv; y_hat = Evaluate({inputSet[outputIndex]}); if(UI) { Utilities::CostInfo(epoch, cost_prev, Cost({z}, {outputSet[outputIndex]}, weights, C)); Utilities::UI(weights, bias); } epoch++; if(epoch > max_epoch) { break; } } forwardPass(); } void SVC::MBGD(double learning_rate, int max_epoch, int mini_batch_size, bool UI){ class Cost cost; Activation avn; 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]); 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) { Utilities::CostInfo(epoch, cost_prev, Cost(z, outputMiniBatches[i], weights, C)); Utilities::UI(weights, bias); } } epoch++; if(epoch > max_epoch) { break; } } forwardPass(); } double SVC::score(){ Utilities util; return util.performance(y_hat, outputSet); } void SVC::save(std::string fileName){ Utilities util; util.saveParameters(fileName, weights, bias); } double SVC::Cost(std::vector z, std::vector y, std::vector weights, double C){ class Cost cost; return cost.HingeLoss(z, y, weights, C); } std::vector SVC::Evaluate(std::vector> X){ LinAlg alg; Activation avn; return avn.sign(alg.scalarAdd(bias, alg.mat_vec_mult(X, weights))); } std::vectorSVC::propagate(std::vector> X){ LinAlg alg; Activation avn; return alg.scalarAdd(bias, alg.mat_vec_mult(X, weights)); } double SVC::Evaluate(std::vector x){ LinAlg alg; Activation avn; return avn.sign(alg.dot(weights, x) + bias); } double SVC::propagate(std::vector x){ LinAlg alg; Activation avn; return alg.dot(weights, x) + bias; } // sign ( wTx + b ) void SVC::forwardPass(){ LinAlg alg; Activation avn; z = propagate(inputSet); y_hat = avn.sign(z); } }