// // WGAN.cpp // // Created by Marc Melikyan on 11/4/20. // #include "wgan.h" #include "../activation/activation.h" #include "../cost/cost.h" #include "../lin_alg/lin_alg.h" #include "../regularization/reg.h" #include "../utilities/utilities.h" #include #include namespace MLPP { WGAN::WGAN(double k, std::vector> outputSet) : outputSet(outputSet), n(outputSet.size()), k(k) { } WGAN::~WGAN() { delete outputLayer; } std::vector> WGAN::generateExample(int n) { LinAlg alg; return modelSetTestGenerator(alg.gaussianNoise(n, k)); } void WGAN::gradientDescent(double learning_rate, int max_epoch, bool UI) { class Cost cost; LinAlg alg; double cost_prev = 0; int epoch = 1; forwardPass(); const int CRITIC_INTERATIONS = 5; // Wasserstein GAN specific parameter. while (true) { cost_prev = Cost(y_hat, alg.onevec(n)); std::vector> generatorInputSet; std::vector> discriminatorInputSet; std::vector y_hat; std::vector outputSet; // Training of the discriminator. for (int i = 0; i < CRITIC_INTERATIONS; i++) { generatorInputSet = alg.gaussianNoise(n, k); discriminatorInputSet = modelSetTestGenerator(generatorInputSet); discriminatorInputSet.insert(discriminatorInputSet.end(), WGAN::outputSet.begin(), WGAN::outputSet.end()); // Fake + real inputs. y_hat = modelSetTestDiscriminator(discriminatorInputSet); outputSet = alg.scalarMultiply(-1, alg.onevec(n)); // WGAN changes y_i = 1 and y_i = 0 to y_i = 1 and y_i = -1 std::vector outputSetReal = alg.onevec(n); outputSet.insert(outputSet.end(), outputSetReal.begin(), outputSetReal.end()); // Fake + real output scores. auto [cumulativeDiscriminatorHiddenLayerWGrad, outputDiscriminatorWGrad] = computeDiscriminatorGradients(y_hat, outputSet); cumulativeDiscriminatorHiddenLayerWGrad = alg.scalarMultiply(learning_rate / n, cumulativeDiscriminatorHiddenLayerWGrad); outputDiscriminatorWGrad = alg.scalarMultiply(learning_rate / n, outputDiscriminatorWGrad); updateDiscriminatorParameters(cumulativeDiscriminatorHiddenLayerWGrad, outputDiscriminatorWGrad, learning_rate); } // Training of the generator. generatorInputSet = alg.gaussianNoise(n, k); discriminatorInputSet = modelSetTestGenerator(generatorInputSet); y_hat = modelSetTestDiscriminator(discriminatorInputSet); outputSet = alg.onevec(n); std::vector>> cumulativeGeneratorHiddenLayerWGrad = computeGeneratorGradients(y_hat, outputSet); cumulativeGeneratorHiddenLayerWGrad = alg.scalarMultiply(learning_rate / n, cumulativeGeneratorHiddenLayerWGrad); updateGeneratorParameters(cumulativeGeneratorHiddenLayerWGrad, learning_rate); forwardPass(); if (UI) { WGAN::UI(epoch, cost_prev, WGAN::y_hat, alg.onevec(n)); } epoch++; if (epoch > max_epoch) { break; } } } double WGAN::score() { LinAlg alg; Utilities util; forwardPass(); return util.performance(y_hat, alg.onevec(n)); } void WGAN::save(std::string fileName) { Utilities util; if (!network.empty()) { util.saveParameters(fileName, network[0].weights, network[0].bias, 0, 1); for (int i = 1; i < network.size(); i++) { util.saveParameters(fileName, network[i].weights, network[i].bias, 1, i + 1); } util.saveParameters(fileName, outputLayer->weights, outputLayer->bias, 1, network.size() + 1); } else { util.saveParameters(fileName, outputLayer->weights, outputLayer->bias, 0, network.size() + 1); } } void WGAN::addLayer(int n_hidden, std::string activation, std::string weightInit, std::string reg, double lambda, double alpha) { LinAlg alg; if (network.empty()) { network.push_back(HiddenLayer(n_hidden, activation, alg.gaussianNoise(n, k), weightInit, reg, lambda, alpha)); network[0].forwardPass(); } else { network.push_back(HiddenLayer(n_hidden, activation, network[network.size() - 1].a, weightInit, reg, lambda, alpha)); network[network.size() - 1].forwardPass(); } } void WGAN::addOutputLayer(std::string weightInit, std::string reg, double lambda, double alpha) { LinAlg alg; if (!network.empty()) { outputLayer = new OutputLayer(network[network.size() - 1].n_hidden, "Linear", "WassersteinLoss", network[network.size() - 1].a, weightInit, "WeightClipping", -0.01, 0.01); } else { // Should never happen. outputLayer = new OutputLayer(k, "Linear", "WassersteinLoss", alg.gaussianNoise(n, k), weightInit, "WeightClipping", -0.01, 0.01); } } std::vector> WGAN::modelSetTestGenerator(std::vector> X) { if (!network.empty()) { network[0].input = X; network[0].forwardPass(); for (int i = 1; i <= network.size() / 2; i++) { network[i].input = network[i - 1].a; network[i].forwardPass(); } } return network[network.size() / 2].a; } std::vector WGAN::modelSetTestDiscriminator(std::vector> X) { if (!network.empty()) { for (int i = network.size() / 2 + 1; i < network.size(); i++) { if (i == network.size() / 2 + 1) { network[i].input = X; } else { network[i].input = network[i - 1].a; } network[i].forwardPass(); } outputLayer->input = network[network.size() - 1].a; } outputLayer->forwardPass(); return outputLayer->a; } double WGAN::Cost(std::vector y_hat, std::vector y) { Reg regularization; class Cost cost; double totalRegTerm = 0; auto cost_function = outputLayer->cost_map[outputLayer->cost]; if (!network.empty()) { for (int i = 0; i < network.size() - 1; i++) { totalRegTerm += regularization.regTerm(network[i].weights, network[i].lambda, network[i].alpha, network[i].reg); } } return (cost.*cost_function)(y_hat, y) + totalRegTerm + regularization.regTerm(outputLayer->weights, outputLayer->lambda, outputLayer->alpha, outputLayer->reg); } void WGAN::forwardPass() { LinAlg alg; if (!network.empty()) { network[0].input = alg.gaussianNoise(n, k); network[0].forwardPass(); for (int i = 1; i < network.size(); i++) { network[i].input = network[i - 1].a; network[i].forwardPass(); } outputLayer->input = network[network.size() - 1].a; } else { // Should never happen, though. outputLayer->input = alg.gaussianNoise(n, k); } outputLayer->forwardPass(); y_hat = outputLayer->a; } void WGAN::updateDiscriminatorParameters(std::vector>> hiddenLayerUpdations, std::vector outputLayerUpdation, double learning_rate) { LinAlg alg; outputLayer->weights = alg.subtraction(outputLayer->weights, outputLayerUpdation); outputLayer->bias -= learning_rate * alg.sum_elements(outputLayer->delta) / n; if (!network.empty()) { network[network.size() - 1].weights = alg.subtraction(network[network.size() - 1].weights, hiddenLayerUpdations[0]); network[network.size() - 1].bias = alg.subtractMatrixRows(network[network.size() - 1].bias, alg.scalarMultiply(learning_rate / n, network[network.size() - 1].delta)); for (int i = network.size() - 2; i > network.size() / 2; i--) { network[i].weights = alg.subtraction(network[i].weights, hiddenLayerUpdations[(network.size() - 2) - i + 1]); network[i].bias = alg.subtractMatrixRows(network[i].bias, alg.scalarMultiply(learning_rate / n, network[i].delta)); } } } void WGAN::updateGeneratorParameters(std::vector>> hiddenLayerUpdations, double learning_rate) { LinAlg alg; if (!network.empty()) { for (int i = network.size() / 2; i >= 0; i--) { //std::cout << network[i].weights.size() << "x" << network[i].weights[0].size() << std::endl; //std::cout << hiddenLayerUpdations[(network.size() - 2) - i + 1].size() << "x" << hiddenLayerUpdations[(network.size() - 2) - i + 1][0].size() << std::endl; network[i].weights = alg.subtraction(network[i].weights, hiddenLayerUpdations[(network.size() - 2) - i + 1]); network[i].bias = alg.subtractMatrixRows(network[i].bias, alg.scalarMultiply(learning_rate / n, network[i].delta)); } } } std::tuple>>, std::vector> WGAN::computeDiscriminatorGradients(std::vector y_hat, std::vector outputSet) { class Cost cost; Activation avn; LinAlg alg; Reg regularization; std::vector>> cumulativeHiddenLayerWGrad; // Tensor containing ALL hidden grads. auto costDeriv = outputLayer->costDeriv_map[outputLayer->cost]; auto outputAvn = outputLayer->activation_map[outputLayer->activation]; outputLayer->delta = alg.hadamard_product((cost.*costDeriv)(y_hat, outputSet), (avn.*outputAvn)(outputLayer->z, 1)); std::vector outputWGrad = alg.mat_vec_mult(alg.transpose(outputLayer->input), outputLayer->delta); outputWGrad = alg.addition(outputWGrad, regularization.regDerivTerm(outputLayer->weights, outputLayer->lambda, outputLayer->alpha, outputLayer->reg)); if (!network.empty()) { auto hiddenLayerAvn = network[network.size() - 1].activation_map[network[network.size() - 1].activation]; network[network.size() - 1].delta = alg.hadamard_product(alg.outerProduct(outputLayer->delta, outputLayer->weights), (avn.*hiddenLayerAvn)(network[network.size() - 1].z, 1)); std::vector> hiddenLayerWGrad = alg.matmult(alg.transpose(network[network.size() - 1].input), network[network.size() - 1].delta); cumulativeHiddenLayerWGrad.push_back(alg.addition(hiddenLayerWGrad, regularization.regDerivTerm(network[network.size() - 1].weights, network[network.size() - 1].lambda, network[network.size() - 1].alpha, network[network.size() - 1].reg))); // Adding to our cumulative hidden layer grads. Maintain reg terms as well. //std::cout << "HIDDENLAYER FIRST:" << hiddenLayerWGrad.size() << "x" << hiddenLayerWGrad[0].size() << std::endl; //std::cout << "WEIGHTS SECOND:" << network[network.size() - 1].weights.size() << "x" << network[network.size() - 1].weights[0].size() << std::endl; for (int i = network.size() - 2; i > network.size() / 2; i--) { auto hiddenLayerAvn = network[i].activation_map[network[i].activation]; network[i].delta = alg.hadamard_product(alg.matmult(network[i + 1].delta, alg.transpose(network[i + 1].weights)), (avn.*hiddenLayerAvn)(network[i].z, 1)); std::vector> hiddenLayerWGrad = alg.matmult(alg.transpose(network[i].input), network[i].delta); cumulativeHiddenLayerWGrad.push_back(alg.addition(hiddenLayerWGrad, regularization.regDerivTerm(network[i].weights, network[i].lambda, network[i].alpha, network[i].reg))); // Adding to our cumulative hidden layer grads. Maintain reg terms as well. } } return { cumulativeHiddenLayerWGrad, outputWGrad }; } std::vector>> WGAN::computeGeneratorGradients(std::vector y_hat, std::vector outputSet) { class Cost cost; Activation avn; LinAlg alg; Reg regularization; std::vector>> cumulativeHiddenLayerWGrad; // Tensor containing ALL hidden grads. auto costDeriv = outputLayer->costDeriv_map[outputLayer->cost]; auto outputAvn = outputLayer->activation_map[outputLayer->activation]; outputLayer->delta = alg.hadamard_product((cost.*costDeriv)(y_hat, outputSet), (avn.*outputAvn)(outputLayer->z, 1)); std::vector outputWGrad = alg.mat_vec_mult(alg.transpose(outputLayer->input), outputLayer->delta); outputWGrad = alg.addition(outputWGrad, regularization.regDerivTerm(outputLayer->weights, outputLayer->lambda, outputLayer->alpha, outputLayer->reg)); if (!network.empty()) { auto hiddenLayerAvn = network[network.size() - 1].activation_map[network[network.size() - 1].activation]; network[network.size() - 1].delta = alg.hadamard_product(alg.outerProduct(outputLayer->delta, outputLayer->weights), (avn.*hiddenLayerAvn)(network[network.size() - 1].z, 1)); std::vector> hiddenLayerWGrad = alg.matmult(alg.transpose(network[network.size() - 1].input), network[network.size() - 1].delta); cumulativeHiddenLayerWGrad.push_back(alg.addition(hiddenLayerWGrad, regularization.regDerivTerm(network[network.size() - 1].weights, network[network.size() - 1].lambda, network[network.size() - 1].alpha, network[network.size() - 1].reg))); // Adding to our cumulative hidden layer grads. Maintain reg terms as well. for (int i = network.size() - 2; i >= 0; i--) { auto hiddenLayerAvn = network[i].activation_map[network[i].activation]; network[i].delta = alg.hadamard_product(alg.matmult(network[i + 1].delta, alg.transpose(network[i + 1].weights)), (avn.*hiddenLayerAvn)(network[i].z, 1)); std::vector> hiddenLayerWGrad = alg.matmult(alg.transpose(network[i].input), network[i].delta); cumulativeHiddenLayerWGrad.push_back(alg.addition(hiddenLayerWGrad, regularization.regDerivTerm(network[i].weights, network[i].lambda, network[i].alpha, network[i].reg))); // Adding to our cumulative hidden layer grads. Maintain reg terms as well. } } return cumulativeHiddenLayerWGrad; } void WGAN::UI(int epoch, double cost_prev, std::vector y_hat, std::vector outputSet) { Utilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputSet)); std::cout << "Layer " << network.size() + 1 << ": " << std::endl; Utilities::UI(outputLayer->weights, outputLayer->bias); if (!network.empty()) { for (int i = network.size() - 1; i >= 0; i--) { std::cout << "Layer " << i + 1 << ": " << std::endl; Utilities::UI(network[i].weights, network[i].bias); } } } } //namespace MLPP