/*************************************************************************/ /* exp_reg.cpp */ /*************************************************************************/ /* This file is part of: */ /* PMLPP Machine Learning Library */ /* https://github.com/Relintai/pmlpp */ /*************************************************************************/ /* Copyright (c) 2023-present Péter Magyar. */ /* Copyright (c) 2022-2023 Marc Melikyan */ /* */ /* Permission is hereby granted, free of charge, to any person obtaining */ /* a copy of this software and associated documentation files (the */ /* "Software"), to deal in the Software without restriction, including */ /* without limitation the rights to use, copy, modify, merge, publish, */ /* distribute, sublicense, and/or sell copies of the Software, and to */ /* permit persons to whom the Software is furnished to do so, subject to */ /* the following conditions: */ /* */ /* The above copyright notice and this permission notice shall be */ /* included in all copies or substantial portions of the Software. */ /* */ /* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, */ /* EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF */ /* MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.*/ /* IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY */ /* CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, */ /* TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE */ /* SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. */ /*************************************************************************/ #include "exp_reg.h" #include "../cost/cost.h" #include "../regularization/reg.h" #include "../stat/stat.h" #include "../utilities/utilities.h" #include #include Ref MLPPExpReg::model_set_test(const Ref &X) { return evaluatem(X); } real_t MLPPExpReg::model_test(const Ref &x) { return evaluatev(x); } void MLPPExpReg::gradient_descent(real_t learning_rate, int max_epoch, bool ui) { MLPPReg regularization; real_t cost_prev = 0; int epoch = 1; forward_pass(); while (true) { cost_prev = cost(_y_hat, _output_set); Ref error = _y_hat->subn(_output_set); for (int i = 0; i < _k; i++) { // Calculating the weight gradient real_t sum = 0; for (int j = 0; j < _n; j++) { sum += error->element_get(j) * _input_set->element_get(j, i) * Math::pow(_weights->element_get(i), _input_set->element_get(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->element_get(j) * Math::pow(_weights->element_get(i), _input_set->element_get(j, i)); } real_t i_gradient = sum2 / _n; // Weight/initial updation _weights->element_set(i, _weights->element_get(i) - learning_rate * w_gradient); _initial->element_set(i, _initial->element_get(i) - learning_rate * i_gradient); } _weights = regularization.reg_weightsv(_weights, _lambda, _alpha, _reg); // Calculating the bias gradient real_t sum = 0; for (int j = 0; j < _n; j++) { sum += (_y_hat->element_get(j) - _output_set->element_get(j)); } real_t b_gradient = sum / _n; // bias updation _bias -= learning_rate * b_gradient; 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 MLPPExpReg::sgd(real_t learning_rate, int max_epoch, bool ui) { 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 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->row_get_into_mlpp_vector(output_index, input_set_row_tmp); real_t output_element_set = _output_set->element_get(output_index); output_set_row_tmp->element_set(0, output_element_set); real_t y_hat = evaluatev(input_set_row_tmp); y_hat_row_tmp->element_set(0, y_hat); cost_prev = cost(y_hat_row_tmp, output_set_row_tmp); for (int i = 0; i < _k; i++) { // Calculating the weight gradients real_t w_gradient = (y_hat - output_element_set) * input_set_row_tmp->element_get(i) * Math::pow(_weights->element_get(i), _input_set->element_get(output_index, i) - 1); real_t i_gradient = (y_hat - output_element_set) * Math::pow(_weights->element_get(i), _input_set->element_get(output_index, i)); // Weight/initial updation _weights->element_set(i, _weights->element_get(i) - learning_rate * w_gradient); _initial->element_set(i, _initial->element_get(i) - learning_rate * i_gradient); } _weights = regularization.reg_weightsv(_weights, _lambda, _alpha, _reg); // Calculating the bias gradients real_t b_gradient = (y_hat - output_element_set); // Bias updation _bias -= learning_rate * b_gradient; y_hat = evaluatev(input_set_row_tmp); if (ui) { 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 MLPPExpReg::mbgd(real_t learning_rate, int max_epoch, int mini_batch_size, bool ui) { 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); cost_prev = cost(y_hat, current_output_batch); Ref error = y_hat->subn(current_output_batch); for (int j = 0; j < _k; j++) { // Calculating the weight gradient real_t sum = 0; for (int k = 0; k < current_output_batch->size(); k++) { sum += error->element_get(k) * current_input_batch->element_get(k, j) * Math::pow(_weights->element_get(j), current_input_batch->element_get(k, j) - 1); } real_t w_gradient = sum / current_output_batch->size(); // Calculating the initial gradient real_t sum2 = 0; for (int k = 0; k < current_output_batch->size(); k++) { sum2 += error->element_get(k) * Math::pow(_weights->element_get(j), current_input_batch->element_get(k, j)); } real_t i_gradient = sum2 / current_output_batch->size(); // Weight/initial updation _weights->element_set(i, _weights->element_get(i) - learning_rate * w_gradient); _initial->element_set(i, _initial->element_get(i) - learning_rate * i_gradient); } _weights = regularization.reg_weightsv(_weights, _lambda, _alpha, _reg); // Calculating the bias gradient //real_t sum = 0; //for (int j = 0; j < current_output_batch->size(); j++) { // sum += (y_hat->element_get(j) - current_output_batch->element_get(j)); //} //real_t b_gradient = sum / output_mini_batches[i].size(); y_hat = evaluatem(current_input_batch); if (ui) { 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 MLPPExpReg::score() { MLPPUtilities util; return util.performance_vec(_y_hat, _output_set); } void MLPPExpReg::save(const String &file_name) { MLPPUtilities util; //util.saveParameters(file_name, _weights, _initial, _bias); } MLPPExpReg::MLPPExpReg(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); MLPPUtilities util; _weights.instance(); _weights->resize(_k); util.weight_initializationv(_weights); _initial.instance(); _initial->resize(_k); util.weight_initializationv(_initial); _bias = util.bias_initializationr(); } MLPPExpReg::MLPPExpReg() { } MLPPExpReg::~MLPPExpReg() { } real_t MLPPExpReg::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 MLPPExpReg::evaluatev(const Ref &x) { real_t y_hat = 0; for (int i = 0; i < x->size(); i++) { y_hat += _initial->element_get(i) * Math::pow(_weights->element_get(i), x->element_get(i)); } return y_hat + _bias; } Ref MLPPExpReg::evaluatem(const Ref &X) { Ref y_hat; y_hat.instance(); y_hat->resize(X->size().y); for (int i = 0; i < X->size().y; i++) { real_t y = 0; for (int j = 0; j < X->size().x; j++) { y += _initial->element_get(j) * Math::pow(_weights->element_get(j), X->element_get(i, j)); } y += _bias; y_hat->element_set(i, y); } return y_hat; } // a * w^x + b void MLPPExpReg::forward_pass() { _y_hat = evaluatem(_input_set); } void MLPPExpReg::_bind_methods() { }