// // LinReg.cpp // // Created by Marc Melikyan on 10/2/20. // #include "lin_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 #include /* Ref MLPPLinReg::get_input_set() { return _input_set; } void MLPPLinReg::set_input_set(const Ref &val) { _input_set = val; _initialized = false; } Ref MLPPLinReg::get_output_set() { return _output_set; } void MLPPLinReg::set_output_set(const Ref &val) { _output_set = val; _initialized = false; } MLPPReg::RegularizationType MLPPLinReg::get_reg() { return _reg; } void MLPPLinReg::set_reg(const MLPPReg::RegularizationType val) { _reg = val; _initialized = false; } real_t MLPPLinReg::get_lambda() { return _lambda; } void MLPPLinReg::set_lambda(const real_t val) { _lambda = val; _initialized = false; } real_t MLPPLinReg::get_alpha() { return _alpha; } void MLPPLinReg::set_alpha(const real_t val) { _alpha = val; _initialized = false; } */ Ref MLPPLinReg::model_set_test(const Ref &X) { ERR_FAIL_COND_V(!_initialized, Ref()); return evaluatem(X); } real_t MLPPLinReg::model_test(const Ref &x) { ERR_FAIL_COND_V(!_initialized, 0); return evaluatev(x); } void MLPPLinReg::newton_raphson(real_t learning_rate, int max_epoch, bool ui) { ERR_FAIL_COND(!_initialized); MLPPLinAlg alg; MLPPReg regularization; real_t cost_prev = 0; int epoch = 1; forward_pass(); while (true) { cost_prev = cost(_y_hat, _output_set); Ref error = alg.subtractionnv(_y_hat, _output_set); // Calculating the weight gradients (2nd derivative) Ref first_derivative = alg.mat_vec_multnv(alg.transposenm(_input_set), error); Ref second_derivative = alg.matmultnm(alg.transposenm(_input_set), _input_set); _weights = alg.subtractionnv(_weights, alg.scalar_multiplynv(learning_rate / _n, alg.mat_vec_multnv(alg.transposenm(alg.inversenm(second_derivative)), first_derivative))); _weights = regularization.reg_weightsv(_weights, _lambda, _alpha, _reg); // Calculating the bias gradients (2nd derivative) _bias -= learning_rate * alg.sum_elementsv(error) / _n; // We keep this the same. The 2nd derivative is just [1]. forward_pass(); if (ui) { MLPPUtilities::cost_info(epoch, cost_prev, cost(_y_hat, _output_set)); MLPPUtilities::print_ui_vb(_weights, _bias); } epoch++; if (epoch > max_epoch) { break; } } } void MLPPLinReg::gradient_descent(real_t learning_rate, int max_epoch, bool ui) { ERR_FAIL_COND(!_initialized); MLPPLinAlg alg; MLPPReg regularization; real_t cost_prev = 0; int epoch = 1; forward_pass(); while (true) { cost_prev = cost(_y_hat, _output_set); Ref error = alg.subtractionnv(_y_hat, _output_set); // Calculating the weight gradients _weights = alg.subtractionnv(_weights, alg.scalar_multiplynv(learning_rate / _n, alg.mat_vec_multnv(alg.transposenm(_input_set), error))); _weights = regularization.reg_weightsv(_weights, _lambda, _alpha, _reg); // Calculating the bias gradients _bias -= learning_rate * alg.sum_elementsv(error) / _n; forward_pass(); if (ui) { MLPPUtilities::cost_info(epoch, cost_prev, cost(_y_hat, _output_set)); MLPPUtilities::print_ui_vb(_weights, _bias); } epoch++; if (epoch > max_epoch) { break; } } } void MLPPLinReg::sgd(real_t learning_rate, int max_epoch, bool ui) { ERR_FAIL_COND(!_initialized); MLPPLinAlg alg; 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)); Ref input_set_row_tmp; input_set_row_tmp.instance(); input_set_row_tmp->resize(_input_set->size().x); Ref output_set_row_tmp; output_set_row_tmp.instance(); output_set_row_tmp->resize(1); Ref y_hat_tmp; y_hat_tmp.instance(); y_hat_tmp->resize(1); while (true) { int output_index = distribution(generator); _input_set->get_row_into_mlpp_vector(output_index, input_set_row_tmp); real_t output_set_element = _output_set->get_element(output_index); output_set_row_tmp->set_element(0, output_set_element); real_t y_hat = evaluatev(input_set_row_tmp); y_hat_tmp->set_element(0, output_set_element); cost_prev = cost(y_hat_tmp, output_set_row_tmp); real_t error = y_hat - output_set_element; // Weight updation _weights = alg.subtractionnv(_weights, alg.scalar_multiplynv(learning_rate * error, input_set_row_tmp)); _weights = regularization.reg_weightsv(_weights, _lambda, _alpha, _reg); // Bias updation _bias -= learning_rate * error; y_hat = evaluatev(input_set_row_tmp); if (ui) { MLPPUtilities::cost_info(epoch, cost_prev, cost(y_hat_tmp, output_set_row_tmp)); MLPPUtilities::print_ui_vb(_weights, _bias); } epoch++; if (epoch > max_epoch) { break; } } forward_pass(); } void MLPPLinReg::mbgd(real_t learning_rate, int max_epoch, int mini_batch_size, bool ui) { ERR_FAIL_COND(!_initialized); MLPPLinAlg alg; MLPPReg regularization; real_t cost_prev = 0; int epoch = 1; // Creating the mini-batches int n_mini_batch = _n / mini_batch_size; MLPPUtilities::CreateMiniBatchMVBatch batches = MLPPUtilities::create_mini_batchesmv(_input_set, _output_set, n_mini_batch); while (true) { for (int i = 0; i < n_mini_batch; i++) { Ref current_input_mini_batch = batches.input_sets[i]; Ref current_output_mini_batch = batches.output_sets[i]; Ref y_hat = evaluatem(current_input_mini_batch); cost_prev = cost(y_hat, current_output_mini_batch); Ref error = alg.subtractionnv(y_hat, current_output_mini_batch); // Calculating the weight gradients _weights = alg.subtractionnv(_weights, alg.scalar_multiplynv(learning_rate / current_output_mini_batch->size(), alg.mat_vec_multnv(alg.transposenm(current_input_mini_batch), error))); _weights = regularization.reg_weightsv(_weights, _lambda, _alpha, _reg); // Calculating the bias gradients _bias -= learning_rate * alg.sum_elementsv(error) / current_output_mini_batch->size(); y_hat = evaluatem(current_input_mini_batch); if (ui) { MLPPUtilities::cost_info(epoch, cost_prev, cost(y_hat, current_output_mini_batch)); MLPPUtilities::print_ui_vb(_weights, _bias); } } epoch++; if (epoch > max_epoch) { break; } } forward_pass(); } void MLPPLinReg::momentum(real_t learning_rate, int max_epoch, int mini_batch_size, real_t gamma, bool ui) { ERR_FAIL_COND(!_initialized); MLPPLinAlg alg; MLPPReg regularization; real_t cost_prev = 0; int epoch = 1; // Creating the mini-batches int n_mini_batch = _n / mini_batch_size; MLPPUtilities::CreateMiniBatchMVBatch batches = MLPPUtilities::create_mini_batchesmv(_input_set, _output_set, n_mini_batch); // Initializing necessary components for Momentum. Ref v = alg.zerovecnv(_weights->size()); while (true) { for (int i = 0; i < n_mini_batch; i++) { Ref current_input_mini_batch = batches.input_sets[i]; Ref current_output_mini_batch = batches.output_sets[i]; Ref y_hat = evaluatem(current_input_mini_batch); cost_prev = cost(y_hat, current_output_mini_batch); Ref error = alg.subtractionnv(y_hat, current_output_mini_batch); // Calculating the weight gradients Ref gradient = alg.scalar_multiplynv(1 / current_output_mini_batch->size(), alg.mat_vec_multnv(alg.transposenm(current_input_mini_batch), error)); Ref reg_deriv_term = regularization.reg_deriv_termv(_weights, _lambda, _alpha, _reg); Ref weight_grad = alg.additionnv(gradient, reg_deriv_term); // Weight_grad_final v = alg.additionnv(alg.scalar_multiplynv(gamma, v), alg.scalar_multiplynv(learning_rate, weight_grad)); _weights = alg.subtractionnv(_weights, v); // Calculating the bias gradients _bias -= learning_rate * alg.sum_elementsv(error) / current_output_mini_batch->size(); // As normal y_hat = evaluatem(current_input_mini_batch); if (ui) { MLPPUtilities::cost_info(epoch, cost_prev, cost(y_hat, current_output_mini_batch)); MLPPUtilities::print_ui_vb(_weights, _bias); } } epoch++; if (epoch > max_epoch) { break; } } forward_pass(); } void MLPPLinReg::nag(real_t learning_rate, int max_epoch, int mini_batch_size, real_t gamma, bool ui) { ERR_FAIL_COND(!_initialized); MLPPLinAlg alg; MLPPReg regularization; real_t cost_prev = 0; int epoch = 1; // Creating the mini-batches int n_mini_batch = _n / mini_batch_size; MLPPUtilities::CreateMiniBatchMVBatch batches = MLPPUtilities::create_mini_batchesmv(_input_set, _output_set, n_mini_batch); // Initializing necessary components for Momentum. Ref v = alg.zerovecnv(_weights->size()); while (true) { for (int i = 0; i < n_mini_batch; i++) { Ref current_input_mini_batch = batches.input_sets[i]; Ref current_output_mini_batch = batches.output_sets[i]; _weights = alg.subtractionnv(_weights, alg.scalar_multiplynv(gamma, v)); // "Aposterori" calculation Ref y_hat = evaluatem(current_input_mini_batch); cost_prev = cost(y_hat, current_output_mini_batch); Ref error = alg.subtractionnv(y_hat, current_output_mini_batch); // Calculating the weight gradients Ref gradient = alg.scalar_multiplynv(1 / current_output_mini_batch->size(), alg.mat_vec_multnv(alg.transposenm(current_input_mini_batch), error)); Ref reg_deriv_term = regularization.reg_deriv_termv(_weights, _lambda, _alpha, _reg); Ref weight_grad = alg.additionnv(gradient, reg_deriv_term); // Weight_grad_final v = alg.additionnv(alg.scalar_multiplynv(gamma, v), alg.scalar_multiplynv(learning_rate, weight_grad)); _weights = alg.subtractionnv(_weights, v); // Calculating the bias gradients _bias -= learning_rate * alg.sum_elementsv(error) / current_output_mini_batch->size(); // As normal y_hat = evaluatem(current_input_mini_batch); if (ui) { MLPPUtilities::cost_info(epoch, cost_prev, cost(y_hat, current_output_mini_batch)); MLPPUtilities::print_ui_vb(_weights, _bias); } } epoch++; if (epoch > max_epoch) { break; } } forward_pass(); } void MLPPLinReg::adagrad(real_t learning_rate, int max_epoch, int mini_batch_size, real_t e, bool ui) { ERR_FAIL_COND(!_initialized); MLPPLinAlg alg; MLPPReg regularization; real_t cost_prev = 0; int epoch = 1; // Creating the mini-batches int n_mini_batch = _n / mini_batch_size; MLPPUtilities::CreateMiniBatchMVBatch batches = MLPPUtilities::create_mini_batchesmv(_input_set, _output_set, n_mini_batch); // Initializing necessary components for Adagrad. Ref v = alg.zerovecnv(_weights->size()); while (true) { for (int i = 0; i < n_mini_batch; i++) { Ref current_input_mini_batch = batches.input_sets[i]; Ref current_output_mini_batch = batches.output_sets[i]; Ref y_hat = evaluatem(current_input_mini_batch); cost_prev = cost(y_hat, current_output_mini_batch); Ref error = alg.subtractionnv(y_hat, current_output_mini_batch); // Calculating the weight gradients Ref gradient = alg.scalar_multiplynv(1 / current_output_mini_batch->size(), alg.mat_vec_multnv(alg.transposenm(current_input_mini_batch), error)); Ref reg_deriv_term = regularization.reg_deriv_termv(_weights, _lambda, _alpha, _reg); Ref weight_grad = alg.additionnv(gradient, reg_deriv_term); // Weight_grad_final v = alg.hadamard_productnv(weight_grad, weight_grad); _weights = alg.subtractionnv(_weights, alg.scalar_multiplynv(learning_rate, alg.element_wise_divisionnv(weight_grad, alg.sqrtnv(alg.scalar_addnv(e, v))))); // Calculating the bias gradients _bias -= learning_rate * alg.sum_elementsv(error) / current_output_mini_batch->size(); // As normal y_hat = evaluatem(current_input_mini_batch); if (ui) { MLPPUtilities::cost_info(epoch, cost_prev, cost(y_hat, current_output_mini_batch)); MLPPUtilities::print_ui_vb(_weights, _bias); } } epoch++; if (epoch > max_epoch) { break; } } forward_pass(); } void MLPPLinReg::adadelta(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t e, bool ui) { ERR_FAIL_COND(!_initialized); // Adagrad upgrade. Momentum is applied. MLPPLinAlg alg; MLPPReg regularization; real_t cost_prev = 0; int epoch = 1; // Creating the mini-batches int n_mini_batch = _n / mini_batch_size; MLPPUtilities::CreateMiniBatchMVBatch batches = MLPPUtilities::create_mini_batchesmv(_input_set, _output_set, n_mini_batch); // Initializing necessary components for Adagrad. Ref v = alg.zerovecnv(_weights->size()); while (true) { for (int i = 0; i < n_mini_batch; i++) { Ref current_input_mini_batch = batches.input_sets[i]; Ref current_output_mini_batch = batches.output_sets[i]; Ref y_hat = evaluatem(current_input_mini_batch); cost_prev = cost(y_hat, current_output_mini_batch); Ref error = alg.subtractionnv(y_hat, current_output_mini_batch); // Calculating the weight gradients Ref gradient = alg.scalar_multiplynv(1 / current_output_mini_batch->size(), alg.mat_vec_multnv(alg.transposenm(current_input_mini_batch), error)); Ref reg_deriv_term = regularization.reg_deriv_termv(_weights, _lambda, _alpha, _reg); Ref weight_grad = alg.additionnv(gradient, reg_deriv_term); // Weight_grad_final v = alg.additionnv(alg.scalar_multiplynv(b1, v), alg.scalar_multiplynv(1 - b1, alg.hadamard_productnv(weight_grad, weight_grad))); _weights = alg.subtractionnv(_weights, alg.scalar_multiplynv(learning_rate, alg.element_wise_divisionnv(weight_grad, alg.sqrtnv(alg.scalar_addnv(e, v))))); // Calculating the bias gradients _bias -= learning_rate * alg.sum_elementsv(error) / current_output_mini_batch->size(); // As normal y_hat = evaluatem(current_input_mini_batch); if (ui) { MLPPUtilities::cost_info(epoch, cost_prev, cost(y_hat, current_output_mini_batch)); MLPPUtilities::print_ui_vb(_weights, _bias); } } epoch++; if (epoch > max_epoch) { break; } } forward_pass(); } void MLPPLinReg::adam(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t b2, real_t e, bool ui) { ERR_FAIL_COND(!_initialized); MLPPLinAlg alg; MLPPReg regularization; real_t cost_prev = 0; int epoch = 1; // Creating the mini-batches int n_mini_batch = _n / mini_batch_size; MLPPUtilities::CreateMiniBatchMVBatch batches = MLPPUtilities::create_mini_batchesmv(_input_set, _output_set, n_mini_batch); // Initializing necessary components for Adam. Ref m = alg.zerovecnv(_weights->size()); Ref v = alg.zerovecnv(_weights->size()); while (true) { for (int i = 0; i < n_mini_batch; i++) { Ref current_input_mini_batch = batches.input_sets[i]; Ref current_output_mini_batch = batches.output_sets[i]; Ref y_hat = evaluatem(current_input_mini_batch); cost_prev = cost(y_hat, current_output_mini_batch); Ref error = alg.subtractionnv(y_hat, current_output_mini_batch); // Calculating the weight gradients Ref gradient = alg.scalar_multiplynv(1 / current_output_mini_batch->size(), alg.mat_vec_multnv(alg.transposenm(current_input_mini_batch), error)); Ref reg_deriv_term = regularization.reg_deriv_termv(_weights, _lambda, _alpha, _reg); Ref weight_grad = alg.additionnv(gradient, reg_deriv_term); // Weight_grad_final m = alg.additionnv(alg.scalar_multiplynv(b1, m), alg.scalar_multiplynv(1 - b1, weight_grad)); v = alg.additionnv(alg.scalar_multiplynv(b2, v), alg.scalar_multiplynv(1 - b2, alg.exponentiatenv(weight_grad, 2))); Ref m_hat = alg.scalar_multiplynv(1 / (1 - Math::pow(b1, epoch)), m); Ref v_hat = alg.scalar_multiplynv(1 / (1 - Math::pow(b2, epoch)), v); _weights = alg.subtractionnv(_weights, alg.scalar_multiplynv(learning_rate, alg.element_wise_divisionnvnm(m_hat, alg.scalar_addnv(e, alg.sqrtnv(v_hat))))); // Calculating the bias gradients _bias -= learning_rate * alg.sum_elementsv(error) / current_output_mini_batch->size(); // As normal y_hat = evaluatem(current_input_mini_batch); if (ui) { MLPPUtilities::cost_info(epoch, cost_prev, cost(y_hat, current_output_mini_batch)); MLPPUtilities::print_ui_vb(_weights, _bias); } } epoch++; if (epoch > max_epoch) { break; } } forward_pass(); } void MLPPLinReg::adamax(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t b2, real_t e, bool ui) { ERR_FAIL_COND(!_initialized); MLPPLinAlg alg; MLPPReg regularization; real_t cost_prev = 0; int epoch = 1; // Creating the mini-batches int n_mini_batch = _n / mini_batch_size; MLPPUtilities::CreateMiniBatchMVBatch batches = MLPPUtilities::create_mini_batchesmv(_input_set, _output_set, n_mini_batch); Ref m = alg.zerovecnv(_weights->size()); Ref u = alg.zerovecnv(_weights->size()); while (true) { for (int i = 0; i < n_mini_batch; i++) { Ref current_input_mini_batch = batches.input_sets[i]; Ref current_output_mini_batch = batches.output_sets[i]; Ref y_hat = evaluatem(current_input_mini_batch); cost_prev = cost(y_hat, current_output_mini_batch); Ref error = alg.subtractionnv(y_hat, current_output_mini_batch); // Calculating the weight gradients Ref gradient = alg.scalar_multiplynv(1 / current_output_mini_batch->size(), alg.mat_vec_multnv(alg.transposenm(current_input_mini_batch), error)); Ref reg_deriv_term = regularization.reg_deriv_termv(_weights, _lambda, _alpha, _reg); Ref weight_grad = alg.additionnv(gradient, reg_deriv_term); // Weight_grad_final m = alg.additionnv(alg.scalar_multiplynv(b1, m), alg.scalar_multiplynv(1 - b1, weight_grad)); u = alg.maxnvv(alg.scalar_multiplynv(b2, u), alg.absv(weight_grad)); Ref m_hat = alg.scalar_multiplynv(1 / (1 - Math::pow(b1, epoch)), m); _weights = alg.subtractionnv(_weights, alg.scalar_multiplynv(learning_rate, alg.element_wise_divisionnv(m_hat, u))); // Calculating the bias gradients _bias -= learning_rate * alg.sum_elementsv(error) / current_output_mini_batch->size(); // As normal y_hat = evaluatem(current_input_mini_batch); if (ui) { MLPPUtilities::cost_info(epoch, cost_prev, cost(y_hat, current_output_mini_batch)); MLPPUtilities::print_ui_vb(_weights, _bias); } } epoch++; if (epoch > max_epoch) { break; } } forward_pass(); } void MLPPLinReg::nadam(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t b2, real_t e, bool ui) { ERR_FAIL_COND(!_initialized); MLPPLinAlg alg; MLPPReg regularization; real_t cost_prev = 0; int epoch = 1; // Creating the mini-batches int n_mini_batch = _n / mini_batch_size; MLPPUtilities::CreateMiniBatchMVBatch batches = MLPPUtilities::create_mini_batchesmv(_input_set, _output_set, n_mini_batch); // Initializing necessary components for Adam. Ref m = alg.zerovecnv(_weights->size()); Ref v = alg.zerovecnv(_weights->size()); Ref m_final = alg.zerovecnv(_weights->size()); while (true) { for (int i = 0; i < n_mini_batch; i++) { Ref current_input_mini_batch = batches.input_sets[i]; Ref current_output_mini_batch = batches.output_sets[i]; Ref y_hat = evaluatem(current_input_mini_batch); cost_prev = cost(y_hat, current_output_mini_batch); Ref error = alg.subtractionnv(y_hat, current_output_mini_batch); // Calculating the weight gradients Ref gradient = alg.scalar_multiplynv(1 / current_output_mini_batch->size(), alg.mat_vec_multnv(alg.transposenm(current_input_mini_batch), error)); Ref reg_deriv_term = regularization.reg_deriv_termv(_weights, _lambda, _alpha, _reg); Ref weight_grad = alg.additionnv(gradient, reg_deriv_term); // Weight_grad_final m = alg.additionnv(alg.scalar_multiplynv(b1, m), alg.scalar_multiplynv(1 - b1, weight_grad)); v = alg.additionnv(alg.scalar_multiplynv(b2, v), alg.scalar_multiplynv(1 - b2, alg.exponentiatenv(weight_grad, 2))); m_final = alg.additionnv(alg.scalar_multiplynv(b1, m), alg.scalar_multiplynv((1 - b1) / (1 - Math::pow(b1, epoch)), weight_grad)); Ref m_hat = alg.scalar_multiplynv(1 / (1 - Math::pow(b1, epoch)), m); Ref v_hat = alg.scalar_multiplynv(1 / (1 - Math::pow(b2, epoch)), v); _weights = alg.subtractionnv(_weights, alg.scalar_multiplynv(learning_rate, alg.element_wise_divisionnv(m_final, alg.scalar_addnv(e, alg.sqrtnv(v_hat))))); // Calculating the bias gradients _bias -= learning_rate * alg.sum_elementsv(error) / current_output_mini_batch->size(); // As normal y_hat = evaluatem(current_input_mini_batch); if (ui) { MLPPUtilities::cost_info(epoch, cost_prev, cost(y_hat, current_output_mini_batch)); MLPPUtilities::print_ui_vb(_weights, _bias); } } epoch++; if (epoch > max_epoch) { break; } } forward_pass(); } void MLPPLinReg::normal_equation() { ERR_FAIL_COND(!_initialized); MLPPLinAlg alg; MLPPStat stat; Ref input_set_t = alg.transposenm(_input_set); Ref input_set_t_row_tmp; input_set_t_row_tmp.instance(); input_set_t_row_tmp->resize(input_set_t->size().x); Ref x_means; x_means.instance(); x_means->resize(input_set_t->size().y); for (int i = 0; i < input_set_t->size().y; i++) { input_set_t->get_row_into_mlpp_vector(i, input_set_t_row_tmp); x_means->set_element(i, stat.meanv(input_set_t_row_tmp)); } Ref temp; //temp.resize(_k); temp = alg.mat_vec_multnv(alg.inversenm(alg.matmultnm(alg.transposenm(_input_set), _input_set)), alg.mat_vec_multnv(alg.transposenm(_input_set), _output_set)); ERR_FAIL_COND_MSG(Math::is_nan(temp->get_element(0)), "ERR: Resulting matrix was noninvertible/degenerate, and so the normal equation could not be performed. Try utilizing gradient descent."); if (_reg == MLPPReg::REGULARIZATION_TYPE_RIDGE) { _weights = alg.mat_vec_multnv(alg.inversenm(alg.additionnm(alg.matmultnm(alg.transposenm(_input_set), _input_set), alg.scalar_multiplynm(_lambda, alg.identitym(_k)))), alg.mat_vec_multnv(alg.transposenm(_input_set), _output_set)); } else { _weights = alg.mat_vec_multnv(alg.inversenm(alg.matmultnm(alg.transposenm(_input_set), _input_set)), alg.mat_vec_multnv(alg.transposenm(_input_set), _output_set)); } _bias = stat.meanv(_output_set) - alg.dotnv(_weights, x_means); forward_pass(); } real_t MLPPLinReg::score() { ERR_FAIL_COND_V(!_initialized, 0); MLPPUtilities util; return util.performance_vec(_y_hat, _output_set); } void MLPPLinReg::save(const String &file_name) { ERR_FAIL_COND(!_initialized); //MLPPUtilities util; //util.saveParameters(fileName, _weights, _bias); } bool MLPPLinReg::is_initialized() { return _initialized; } void MLPPLinReg::initialize() { if (_initialized) { return; } //ERR_FAIL_COND(!_input_set.is_valid() || !_output_set.is_valid()); _initialized = true; } MLPPLinReg::MLPPLinReg(const Ref &p_input_set, const Ref &p_output_set, MLPPReg::RegularizationType 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().y; _k = p_input_set->size().x; _reg = p_reg; _lambda = p_lambda; _alpha = p_alpha; _y_hat.instance(); _y_hat->resize(_n); _weights.instance(); _weights->resize(_k); MLPPUtilities utils; utils.weight_initializationv(_weights); _bias = utils.bias_initializationr(); _initialized = true; } MLPPLinReg::MLPPLinReg() { _initialized = false; } MLPPLinReg::~MLPPLinReg() { } real_t MLPPLinReg::cost(const Ref &y_hat, const Ref &y) { MLPPReg regularization; MLPPCost mlpp_cost; return mlpp_cost.msev(y_hat, y) + regularization.reg_termv(_weights, _lambda, _alpha, _reg); } real_t MLPPLinReg::evaluatev(const Ref &x) { MLPPLinAlg alg; return alg.dotnv(_weights, x) + _bias; } Ref MLPPLinReg::evaluatem(const Ref &X) { MLPPLinAlg alg; return alg.scalar_addnv(_bias, alg.mat_vec_multnv(X, _weights)); } // wTx + b void MLPPLinReg::forward_pass() { _y_hat = evaluatem(_input_set); } void MLPPLinReg::_bind_methods() { /* ClassDB::bind_method(D_METHOD("get_input_set"), &MLPPLinReg::get_input_set); ClassDB::bind_method(D_METHOD("set_input_set", "val"), &MLPPLinReg::set_input_set); ADD_PROPERTY(PropertyInfo(Variant::OBJECT, "input_set", PROPERTY_HINT_RESOURCE_TYPE, "MLPPMatrix"), "set_input_set", "get_input_set"); ClassDB::bind_method(D_METHOD("get_output_set"), &MLPPLinReg::get_output_set); ClassDB::bind_method(D_METHOD("set_output_set", "val"), &MLPPLinReg::set_output_set); ADD_PROPERTY(PropertyInfo(Variant::OBJECT, "output_set", PROPERTY_HINT_RESOURCE_TYPE, "MLPPVector"), "set_output_set", "get_output_set"); ClassDB::bind_method(D_METHOD("get_reg"), &MLPPLinReg::get_reg); ClassDB::bind_method(D_METHOD("set_reg", "val"), &MLPPLinReg::set_reg); ADD_PROPERTY(PropertyInfo(Variant::INT, "reg"), "set_reg", "get_reg"); ClassDB::bind_method(D_METHOD("get_lambda"), &MLPPLinReg::get_lambda); ClassDB::bind_method(D_METHOD("set_lambda", "val"), &MLPPLinReg::set_lambda); ADD_PROPERTY(PropertyInfo(Variant::REAL, "lambda"), "set_lambda", "get_lambda"); ClassDB::bind_method(D_METHOD("get_alpha"), &MLPPLinReg::get_alpha); ClassDB::bind_method(D_METHOD("set_alpha", "val"), &MLPPLinReg::set_alpha); ADD_PROPERTY(PropertyInfo(Variant::REAL, "alpha"), "set_alpha", "get_alpha"); ClassDB::bind_method(D_METHOD("model_test", "x"), &MLPPLinReg::model_test); ClassDB::bind_method(D_METHOD("model_set_test", "X"), &MLPPLinReg::model_set_test); ClassDB::bind_method(D_METHOD("gradient_descent", "learning_rate", "max_epoch", "ui"), &MLPPLinReg::gradient_descent, false); ClassDB::bind_method(D_METHOD("sgd", "learning_rate", "max_epoch", "ui"), &MLPPLinReg::sgd, false); ClassDB::bind_method(D_METHOD("mbgd", "learning_rate", "max_epoch", "mini_batch_size", "ui"), &MLPPLinReg::mbgd, false); ClassDB::bind_method(D_METHOD("score"), &MLPPLinReg::score); ClassDB::bind_method(D_METHOD("save", "file_name"), &MLPPLinReg::save); ClassDB::bind_method(D_METHOD("is_initialized"), &MLPPLinReg::is_initialized); ClassDB::bind_method(D_METHOD("initialize"), &MLPPLinReg::initialize); */ }