// // ExpReg.cpp // // Created by Marc Melikyan on 10/2/20. // #include "exp_reg_old.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 MLPPExpRegOld::MLPPExpRegOld(std::vector> p_inputSet, std::vector p_outputSet, std::string p_reg, real_t p_lambda, real_t p_alpha) { inputSet = p_inputSet; outputSet = p_outputSet; n = p_inputSet.size(); k = p_inputSet[0].size(); reg = p_reg; lambda = p_lambda; alpha = p_alpha; y_hat.resize(n); weights = MLPPUtilities::weightInitialization(k); initial = MLPPUtilities::weightInitialization(k); bias = MLPPUtilities::biasInitialization(); } std::vector MLPPExpRegOld::modelSetTest(std::vector> X) { return Evaluate(X); } real_t MLPPExpRegOld::modelTest(std::vector x) { return Evaluate(x); } void MLPPExpRegOld::gradientDescent(real_t learning_rate, int max_epoch, bool UI) { MLPPLinAlg alg; MLPPReg regularization; real_t cost_prev = 0; int epoch = 1; forwardPass(); while (true) { cost_prev = Cost(y_hat, outputSet); std::vector error = alg.subtraction(y_hat, outputSet); for (int i = 0; i < k; i++) { // Calculating the weight gradient real_t sum = 0; for (int j = 0; j < n; j++) { sum += error[j] * inputSet[j][i] * std::pow(weights[i], inputSet[j][i] - 1); } real_t w_gradient = sum / n; // Calculating the initial gradient real_t sum2 = 0; for (int j = 0; j < n; j++) { sum2 += error[j] * std::pow(weights[i], inputSet[j][i]); } real_t i_gradient = sum2 / n; // Weight/initial updation weights[i] -= learning_rate * w_gradient; initial[i] -= learning_rate * i_gradient; } weights = regularization.regWeights(weights, lambda, alpha, reg); // Calculating the bias gradient real_t sum = 0; for (int j = 0; j < n; j++) { sum += (y_hat[j] - outputSet[j]); } real_t b_gradient = sum / n; // bias updation bias -= learning_rate * b_gradient; forwardPass(); if (UI) { MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputSet)); MLPPUtilities::UI(weights, bias); } epoch++; if (epoch > max_epoch) { break; } } } void MLPPExpRegOld::SGD(real_t learning_rate, int max_epoch, bool UI) { MLPPReg regularization; 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); real_t y_hat = Evaluate(inputSet[outputIndex]); cost_prev = Cost({ y_hat }, { outputSet[outputIndex] }); for (int i = 0; i < k; i++) { // Calculating the weight gradients real_t w_gradient = (y_hat - outputSet[outputIndex]) * inputSet[outputIndex][i] * std::pow(weights[i], inputSet[outputIndex][i] - 1); real_t i_gradient = (y_hat - outputSet[outputIndex]) * std::pow(weights[i], inputSet[outputIndex][i]); // Weight/initial updation weights[i] -= learning_rate * w_gradient; initial[i] -= learning_rate * i_gradient; } weights = regularization.regWeights(weights, lambda, alpha, reg); // Calculating the bias gradients real_t b_gradient = (y_hat - outputSet[outputIndex]); // Bias updation bias -= learning_rate * b_gradient; y_hat = Evaluate({ inputSet[outputIndex] }); if (UI) { MLPPUtilities::CostInfo(epoch, cost_prev, Cost({ y_hat }, { outputSet[outputIndex] })); MLPPUtilities::UI(weights, bias); } epoch++; if (epoch > max_epoch) { break; } } forwardPass(); } void MLPPExpRegOld::MBGD(real_t learning_rate, int max_epoch, int mini_batch_size, bool UI) { MLPPLinAlg alg; MLPPReg regularization; real_t cost_prev = 0; int epoch = 1; // Creating the mini-batches int n_mini_batch = n / mini_batch_size; auto batches = MLPPUtilities::createMiniBatches(inputSet, outputSet, n_mini_batch); auto inputMiniBatches = std::get<0>(batches); auto outputMiniBatches = std::get<1>(batches); while (true) { for (int i = 0; i < n_mini_batch; i++) { std::vector y_hat = Evaluate(inputMiniBatches[i]); cost_prev = Cost(y_hat, outputMiniBatches[i]); std::vector error = alg.subtraction(y_hat, outputMiniBatches[i]); for (int j = 0; j < k; j++) { // Calculating the weight gradient real_t sum = 0; for (uint32_t k = 0; k < outputMiniBatches[i].size(); k++) { sum += error[k] * inputMiniBatches[i][k][j] * std::pow(weights[j], inputMiniBatches[i][k][j] - 1); } real_t w_gradient = sum / outputMiniBatches[i].size(); // Calculating the initial gradient real_t sum2 = 0; for (uint32_t k = 0; k < outputMiniBatches[i].size(); k++) { sum2 += error[k] * std::pow(weights[j], inputMiniBatches[i][k][j]); } real_t i_gradient = sum2 / outputMiniBatches[i].size(); // Weight/initial updation weights[j] -= learning_rate * w_gradient; initial[j] -= learning_rate * i_gradient; } weights = regularization.regWeights(weights, lambda, alpha, reg); // Calculating the bias gradient //real_t sum = 0; //for (uint32_t j = 0; j < outputMiniBatches[i].size(); j++) { // sum += (y_hat[j] - outputMiniBatches[i][j]); //} //real_t b_gradient = sum / outputMiniBatches[i].size(); y_hat = Evaluate(inputMiniBatches[i]); if (UI) { MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputMiniBatches[i])); MLPPUtilities::UI(weights, bias); } } epoch++; if (epoch > max_epoch) { break; } } forwardPass(); } real_t MLPPExpRegOld::score() { MLPPUtilities util; return util.performance(y_hat, outputSet); } void MLPPExpRegOld::save(std::string fileName) { MLPPUtilities util; util.saveParameters(fileName, weights, initial, bias); } real_t MLPPExpRegOld::Cost(std::vector y_hat, std::vector y) { MLPPReg regularization; class MLPPCost cost; return cost.MSE(y_hat, y) + regularization.regTerm(weights, lambda, alpha, reg); } std::vector MLPPExpRegOld::Evaluate(std::vector> X) { std::vector y_hat; y_hat.resize(X.size()); for (uint32_t i = 0; i < X.size(); i++) { y_hat[i] = 0; for (uint32_t j = 0; j < X[i].size(); j++) { y_hat[i] += initial[j] * std::pow(weights[j], X[i][j]); } y_hat[i] += bias; } return y_hat; } real_t MLPPExpRegOld::Evaluate(std::vector x) { real_t y_hat = 0; for (uint32_t i = 0; i < x.size(); i++) { y_hat += initial[i] * std::pow(weights[i], x[i]); } return y_hat + bias; } // a * w^x + b void MLPPExpRegOld::forwardPass() { y_hat = Evaluate(inputSet); }