// // AutoEncoder.cpp // // Created by Marc Melikyan on 11/4/20. // #include "auto_encoder.h" #include "../activation/activation.h" #include "../cost/cost.h" #include "../lin_alg/lin_alg.h" #include "../utilities/utilities.h" #include #include MLPPAutoEncoder::MLPPAutoEncoder(std::vector> inputSet, int n_hidden) : inputSet(inputSet), n_hidden(n_hidden), n(inputSet.size()), k(inputSet[0].size()) { MLPPActivation avn; y_hat.resize(inputSet.size()); weights1 = MLPPUtilities::weightInitialization(k, n_hidden); weights2 = MLPPUtilities::weightInitialization(n_hidden, k); bias1 = MLPPUtilities::biasInitialization(n_hidden); bias2 = MLPPUtilities::biasInitialization(k); } std::vector> MLPPAutoEncoder::modelSetTest(std::vector> X) { return Evaluate(X); } std::vector MLPPAutoEncoder::modelTest(std::vector x) { return Evaluate(x); } void MLPPAutoEncoder::gradientDescent(real_t learning_rate, int max_epoch, bool UI) { MLPPActivation avn; MLPPLinAlg alg; real_t cost_prev = 0; int epoch = 1; forwardPass(); while (true) { cost_prev = Cost(y_hat, inputSet); // Calculating the errors std::vector> error = alg.subtraction(y_hat, inputSet); // Calculating the weight/bias gradients for layer 2 std::vector> D2_1 = alg.matmult(alg.transpose(a2), error); // weights and bias updation for layer 2 weights2 = alg.subtraction(weights2, alg.scalarMultiply(learning_rate / n, D2_1)); // Calculating the bias gradients for layer 2 bias2 = alg.subtractMatrixRows(bias2, alg.scalarMultiply(learning_rate, error)); //Calculating the weight/bias for layer 1 std::vector> D1_1 = alg.matmult(error, alg.transpose(weights2)); std::vector> D1_2 = alg.hadamard_product(D1_1, avn.sigmoid(z2, 1)); std::vector> D1_3 = alg.matmult(alg.transpose(inputSet), D1_2); // weight an bias updation for layer 1 weights1 = alg.subtraction(weights1, alg.scalarMultiply(learning_rate / n, D1_3)); bias1 = alg.subtractMatrixRows(bias1, alg.scalarMultiply(learning_rate / n, D1_2)); forwardPass(); // UI PORTION if (UI) { MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, inputSet)); std::cout << "Layer 1:" << std::endl; MLPPUtilities::UI(weights1, bias1); std::cout << "Layer 2:" << std::endl; MLPPUtilities::UI(weights2, bias2); } epoch++; if (epoch > max_epoch) { break; } } } void MLPPAutoEncoder::SGD(real_t learning_rate, int max_epoch, bool UI) { MLPPActivation avn; MLPPLinAlg alg; real_t 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); std::vector y_hat = Evaluate(inputSet[outputIndex]); auto [z2, a2] = propagate(inputSet[outputIndex]); cost_prev = Cost({ y_hat }, { inputSet[outputIndex] }); std::vector error = alg.subtraction(y_hat, inputSet[outputIndex]); // Weight updation for layer 2 std::vector> D2_1 = alg.outerProduct(error, a2); weights2 = alg.subtraction(weights2, alg.scalarMultiply(learning_rate, alg.transpose(D2_1))); // Bias updation for layer 2 bias2 = alg.subtraction(bias2, alg.scalarMultiply(learning_rate, error)); // Weight updation for layer 1 std::vector D1_1 = alg.mat_vec_mult(weights2, error); std::vector D1_2 = alg.hadamard_product(D1_1, avn.sigmoid(z2, 1)); std::vector> D1_3 = alg.outerProduct(inputSet[outputIndex], D1_2); weights1 = alg.subtraction(weights1, alg.scalarMultiply(learning_rate, D1_3)); // Bias updation for layer 1 bias1 = alg.subtraction(bias1, alg.scalarMultiply(learning_rate, D1_2)); y_hat = Evaluate(inputSet[outputIndex]); if (UI) { MLPPUtilities::CostInfo(epoch, cost_prev, Cost({ y_hat }, { inputSet[outputIndex] })); std::cout << "Layer 1:" << std::endl; MLPPUtilities::UI(weights1, bias1); std::cout << "Layer 2:" << std::endl; MLPPUtilities::UI(weights2, bias2); } epoch++; if (epoch > max_epoch) { break; } } forwardPass(); } void MLPPAutoEncoder::MBGD(real_t learning_rate, int max_epoch, int mini_batch_size, bool UI) { MLPPActivation avn; MLPPLinAlg alg; real_t cost_prev = 0; int epoch = 1; // Creating the mini-batches int n_mini_batch = n / mini_batch_size; std::vector>> inputMiniBatches = MLPPUtilities::createMiniBatches(inputSet, n_mini_batch); while (true) { for (int i = 0; i < n_mini_batch; i++) { std::vector> y_hat = Evaluate(inputMiniBatches[i]); auto [z2, a2] = propagate(inputMiniBatches[i]); cost_prev = Cost(y_hat, inputMiniBatches[i]); // Calculating the errors std::vector> error = alg.subtraction(y_hat, inputMiniBatches[i]); // Calculating the weight/bias gradients for layer 2 std::vector> D2_1 = alg.matmult(alg.transpose(a2), error); // weights and bias updation for layer 2 weights2 = alg.subtraction(weights2, alg.scalarMultiply(learning_rate / inputMiniBatches[i].size(), D2_1)); // Bias Updation for layer 2 bias2 = alg.subtractMatrixRows(bias2, alg.scalarMultiply(learning_rate, error)); //Calculating the weight/bias for layer 1 std::vector> D1_1 = alg.matmult(error, alg.transpose(weights2)); std::vector> D1_2 = alg.hadamard_product(D1_1, avn.sigmoid(z2, 1)); std::vector> D1_3 = alg.matmult(alg.transpose(inputMiniBatches[i]), D1_2); // weight an bias updation for layer 1 weights1 = alg.subtraction(weights1, alg.scalarMultiply(learning_rate / inputMiniBatches[i].size(), D1_3)); bias1 = alg.subtractMatrixRows(bias1, alg.scalarMultiply(learning_rate / inputMiniBatches[i].size(), D1_2)); y_hat = Evaluate(inputMiniBatches[i]); if (UI) { MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, inputMiniBatches[i])); std::cout << "Layer 1:" << std::endl; MLPPUtilities::UI(weights1, bias1); std::cout << "Layer 2:" << std::endl; MLPPUtilities::UI(weights2, bias2); } } epoch++; if (epoch > max_epoch) { break; } } forwardPass(); } real_t MLPPAutoEncoder::score() { MLPPUtilities util; return util.performance(y_hat, inputSet); } void MLPPAutoEncoder::save(std::string fileName) { MLPPUtilities util; util.saveParameters(fileName, weights1, bias1, 0, 1); util.saveParameters(fileName, weights2, bias2, 1, 2); } real_t MLPPAutoEncoder::Cost(std::vector> y_hat, std::vector> y) { class MLPPCost cost; return cost.MSE(y_hat, inputSet); } std::vector> MLPPAutoEncoder::Evaluate(std::vector> X) { MLPPLinAlg alg; MLPPActivation avn; std::vector> z2 = alg.mat_vec_add(alg.matmult(X, weights1), bias1); std::vector> a2 = avn.sigmoid(z2); return alg.mat_vec_add(alg.matmult(a2, weights2), bias2); } std::tuple>, std::vector>> MLPPAutoEncoder::propagate(std::vector> X) { MLPPLinAlg alg; MLPPActivation avn; std::vector> z2 = alg.mat_vec_add(alg.matmult(X, weights1), bias1); std::vector> a2 = avn.sigmoid(z2); return { z2, a2 }; } std::vector MLPPAutoEncoder::Evaluate(std::vector x) { MLPPLinAlg alg; MLPPActivation avn; std::vector z2 = alg.addition(alg.mat_vec_mult(alg.transpose(weights1), x), bias1); std::vector a2 = avn.sigmoid(z2); return alg.addition(alg.mat_vec_mult(alg.transpose(weights2), a2), bias2); } std::tuple, std::vector> MLPPAutoEncoder::propagate(std::vector x) { MLPPLinAlg alg; MLPPActivation avn; std::vector z2 = alg.addition(alg.mat_vec_mult(alg.transpose(weights1), x), bias1); std::vector a2 = avn.sigmoid(z2); return { z2, a2 }; } void MLPPAutoEncoder::forwardPass() { MLPPLinAlg alg; MLPPActivation avn; z2 = alg.mat_vec_add(alg.matmult(inputSet, weights1), bias1); a2 = avn.sigmoid(z2); y_hat = alg.mat_vec_add(alg.matmult(a2, weights2), bias2); }