// // CLogLogReg.cpp // // Created by Marc Melikyan on 10/2/20. // #include "c_log_log_reg.h" #include "../activation/activation.h" #include "../cost/cost.h" #include "../lin_alg/lin_alg.h" #include "../regularization/reg.h" #include "../utilities/utilities.h" #include Ref MLPPCLogLogReg::model_set_test(const Ref &X) { return evaluatem(X); } real_t MLPPCLogLogReg::model_test(const Ref &x) { return evaluatev(x); } void MLPPCLogLogReg::gradient_descent(real_t learning_rate, int max_epoch, bool ui) { MLPPActivation avn; 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), alg.hadamard_productnv(error, avn.cloglog_derivv(_z))))); _weights = regularization.reg_weightsv(_weights, _lambda, _alpha, _reg); // Calculating the bias gradients bias -= learning_rate * alg.sum_elementsv(alg.hadamard_productnv(error, avn.cloglog_derivv(_z))) / _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 MLPPCLogLogReg::mle(real_t learning_rate, int max_epoch, bool ui) { MLPPActivation avn; 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); _weights = alg.additionnv(_weights, alg.scalar_multiplynv(learning_rate / _n, alg.mat_vec_multnv(alg.transposenm(_input_set), alg.hadamard_productnv(error, avn.cloglog_derivv(_z))))); _weights = regularization.reg_weightsv(_weights, _lambda, _alpha, _reg); // Calculating the bias gradients bias += learning_rate * alg.sum_elementsv(alg.hadamard_productnv(error, avn.cloglog_derivv(_z))) / _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 MLPPCLogLogReg::sgd(real_t learning_rate, int max_epoch, bool p_) { 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)); forward_pass(); Ref input_set_row_tmp; input_set_row_tmp.instance(); input_set_row_tmp->resize(_input_set->size().x); Ref y_hat_row_tmp; y_hat_row_tmp.instance(); y_hat_row_tmp->resize(1); Ref output_set_row_tmp; output_set_row_tmp.instance(); output_set_row_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_row_tmp->set_element(0, y_hat); real_t z = propagatev(input_set_row_tmp); cost_prev = cost(y_hat_row_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 * Math::exp(z - Math::exp(z)), input_set_row_tmp)); _weights = regularization.reg_weightsv(_weights, _lambda, _alpha, _reg); // Bias updation bias -= learning_rate * error * exp(z - exp(z)); y_hat = evaluatev(input_set_row_tmp); if (p_) { MLPPUtilities::cost_info(epoch, cost_prev, cost(y_hat_row_tmp, output_set_row_tmp)); MLPPUtilities::print_ui_vb(_weights, bias); } epoch++; if (epoch > max_epoch) { break; } } forward_pass(); } void MLPPCLogLogReg::mbgd(real_t learning_rate, int max_epoch, int mini_batch_size, bool p_) { MLPPActivation avn; 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_batch = batches.input_sets[i]; Ref current_output_batch = batches.output_sets[i]; Ref y_hat = evaluatem(current_input_batch); Ref z = propagatem(current_input_batch); cost_prev = cost(y_hat, current_output_batch); Ref error = alg.subtractionnv(y_hat, current_output_batch); // Calculating the weight gradients _weights = alg.subtractionnv(_weights, alg.scalar_multiplynv(learning_rate / _n, alg.mat_vec_multnv(alg.transposenm(current_input_batch), alg.hadamard_productnv(error, avn.cloglog_derivv(z))))); _weights = regularization.reg_weightsv(_weights, _lambda, _alpha, _reg); // Calculating the bias gradients bias -= learning_rate * alg.sum_elementsv(alg.hadamard_productnv(error, avn.cloglog_derivv(z))) / _n; forward_pass(); y_hat = evaluatem(current_input_batch); if (p_) { MLPPUtilities::cost_info(epoch, cost_prev, cost(y_hat, current_output_batch)); MLPPUtilities::print_ui_vb(_weights, bias); } } epoch++; if (epoch > max_epoch) { break; } } forward_pass(); } real_t MLPPCLogLogReg::score() { MLPPUtilities util; return util.performance_vec(_y_hat, _output_set); } MLPPCLogLogReg::MLPPCLogLogReg(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 = _input_set->size().y; _k = _input_set->size().x; _reg = p_reg; _lambda = p_lambda; _alpha = p_alpha; _y_hat.instance(); _y_hat->resize(_n); MLPPUtilities utilities; _weights.instance(); _weights->resize(_k); utilities.weight_initializationv(_weights); bias = utilities.bias_initializationr(); } MLPPCLogLogReg::MLPPCLogLogReg() { } MLPPCLogLogReg::~MLPPCLogLogReg() { } real_t MLPPCLogLogReg::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 MLPPCLogLogReg::evaluatev(const Ref &x) { MLPPLinAlg alg; MLPPActivation avn; return avn.cloglog_normr(alg.dotnv(_weights, x) + bias); } real_t MLPPCLogLogReg::propagatev(const Ref &x) { MLPPLinAlg alg; return alg.dotnv(_weights, x) + bias; } Ref MLPPCLogLogReg::evaluatem(const Ref &X) { MLPPLinAlg alg; MLPPActivation avn; return avn.cloglog_normv(alg.scalar_addnv(bias, alg.mat_vec_multnv(X, _weights))); } Ref MLPPCLogLogReg::propagatem(const Ref &X) { MLPPLinAlg alg; return alg.scalar_addnv(bias, alg.mat_vec_multnv(X, _weights)); } // cloglog ( wTx + b ) void MLPPCLogLogReg::forward_pass() { MLPPActivation avn; _z = propagatem(_input_set); _y_hat = avn.cloglog_normv(_z); } void MLPPCLogLogReg::_bind_methods() { }