// // 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 reg) { int size = weights->size(); const real_t *weights_ptr = weights->ptr(); if (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 (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 (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 reg) { int size = weights->data_size(); const real_t *weights_ptr = weights->ptr(); if (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 (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 (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 reg) { MLPPLinAlg alg; if (reg == REGULARIZATION_TYPE_WEIGHT_CLIPPING) { return reg_deriv_termv(weights, lambda, alpha, reg); } return alg.subtractionnv(weights, reg_deriv_termv(weights, lambda, alpha, 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.subtractionm(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; } 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->get_element(j); if (reg == REGULARIZATION_TYPE_RIDGE) { return lambda * wj; } else if (reg == REGULARIZATION_TYPE_LASSO) { return lambda * act.sign(wj); } else if (reg == REGULARIZATION_TYPE_ELASTIC_NET) { return alpha * lambda * act.sign(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->get_element(i, j); if (reg == REGULARIZATION_TYPE_RIDGE) { return lambda * wj; } else if (reg == REGULARIZATION_TYPE_LASSO) { return lambda * act.sign(wj); } else if (reg == REGULARIZATION_TYPE_ELASTIC_NET) { return alpha * lambda * act.sign(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::regTerm(std::vector weights, real_t lambda, real_t alpha, std::string reg) { if (reg == "Ridge") { real_t reg = 0; for (int i = 0; i < weights.size(); i++) { reg += weights[i] * weights[i]; } return reg * lambda / 2; } else if (reg == "Lasso") { real_t reg = 0; for (int i = 0; i < weights.size(); i++) { reg += abs(weights[i]); } return reg * lambda; } else if (reg == "ElasticNet") { real_t reg = 0; for (int i = 0; i < weights.size(); i++) { reg += alpha * abs(weights[i]); // Lasso Reg reg += ((1 - alpha) / 2) * weights[i] * weights[i]; // Ridge Reg } return reg * lambda; } return 0; } real_t MLPPReg::regTerm(std::vector> weights, real_t lambda, real_t alpha, std::string reg) { if (reg == "Ridge") { real_t reg = 0; for (int i = 0; i < weights.size(); i++) { for (int j = 0; j < weights[i].size(); j++) { reg += weights[i][j] * weights[i][j]; } } return reg * lambda / 2; } else if (reg == "Lasso") { real_t reg = 0; for (int i = 0; i < weights.size(); i++) { for (int j = 0; j < weights[i].size(); j++) { reg += abs(weights[i][j]); } } return reg * lambda; } else if (reg == "ElasticNet") { real_t reg = 0; for (int i = 0; i < weights.size(); i++) { for (int j = 0; j < weights[i].size(); j++) { reg += alpha * abs(weights[i][j]); // Lasso Reg reg += ((1 - alpha) / 2) * weights[i][j] * weights[i][j]; // Ridge Reg } } return reg * lambda; } return 0; } std::vector MLPPReg::regWeights(std::vector weights, real_t lambda, real_t alpha, std::string reg) { MLPPLinAlg alg; if (reg == "WeightClipping") { return regDerivTerm(weights, lambda, alpha, reg); } return alg.subtraction(weights, regDerivTerm(weights, lambda, alpha, reg)); // for(int i = 0; i < weights.size(); i++){ // weights[i] -= regDerivTerm(weights, lambda, alpha, reg, i); // } // return weights; } std::vector> MLPPReg::regWeights(std::vector> weights, real_t lambda, real_t alpha, std::string reg) { MLPPLinAlg alg; if (reg == "WeightClipping") { return regDerivTerm(weights, lambda, alpha, reg); } return alg.subtraction(weights, regDerivTerm(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; } std::vector MLPPReg::regDerivTerm(std::vector weights, real_t lambda, real_t alpha, std::string reg) { std::vector regDeriv; regDeriv.resize(weights.size()); for (int i = 0; i < regDeriv.size(); i++) { regDeriv[i] = regDerivTerm(weights, lambda, alpha, reg, i); } return regDeriv; } std::vector> MLPPReg::regDerivTerm(std::vector> weights, real_t lambda, real_t alpha, std::string reg) { std::vector> regDeriv; regDeriv.resize(weights.size()); for (int i = 0; i < regDeriv.size(); i++) { regDeriv[i].resize(weights[0].size()); } for (int i = 0; i < regDeriv.size(); i++) { for (int j = 0; j < regDeriv[i].size(); j++) { regDeriv[i][j] = regDerivTerm(weights, lambda, alpha, reg, i, j); } } return regDeriv; } real_t MLPPReg::regDerivTerm(std::vector weights, real_t lambda, real_t alpha, std::string reg, int j) { MLPPActivation act; if (reg == "Ridge") { return lambda * weights[j]; } else if (reg == "Lasso") { return lambda * act.sign(weights[j]); } else if (reg == "ElasticNet") { return alpha * lambda * act.sign(weights[j]) + (1 - alpha) * lambda * weights[j]; } else if (reg == "WeightClipping") { // Preparation for Wasserstein GANs. // We assume lambda is the lower clipping threshold, while alpha is the higher clipping threshold. // alpha > lambda. if (weights[j] > alpha) { return alpha; } else if (weights[j] < lambda) { return lambda; } else { return weights[j]; } } else { return 0; } } real_t MLPPReg::regDerivTerm(std::vector> weights, real_t lambda, real_t alpha, std::string reg, int i, int j) { MLPPActivation act; if (reg == "Ridge") { return lambda * weights[i][j]; } else if (reg == "Lasso") { return lambda * act.sign(weights[i][j]); } else if (reg == "ElasticNet") { return alpha * lambda * act.sign(weights[i][j]) + (1 - alpha) * lambda * weights[i][j]; } else if (reg == "WeightClipping") { // Preparation for Wasserstein GANs. // We assume lambda is the lower clipping threshold, while alpha is the higher clipping threshold. // alpha > lambda. if (weights[i][j] > alpha) { return alpha; } else if (weights[i][j] < lambda) { return lambda; } else { return weights[i][j]; } } else { return 0; } }