mirror of
https://github.com/Relintai/pmlpp.git
synced 2024-11-14 14:07:18 +01:00
598 lines
20 KiB
C++
598 lines
20 KiB
C++
//
|
|
// LinReg.cpp
|
|
//
|
|
// Created by Marc Melikyan on 10/2/20.
|
|
//
|
|
|
|
#include "lin_reg.h"
|
|
#include "../cost/cost.h"
|
|
#include "../lin_alg/lin_alg.h"
|
|
#include "../regularization/reg.h"
|
|
#include "../stat/stat.h"
|
|
#include "../utilities/utilities.h"
|
|
|
|
#include <cmath>
|
|
#include <iostream>
|
|
#include <random>
|
|
|
|
MLPPLinReg::MLPPLinReg(std::vector<std::vector<real_t>> p_inputSet, std::vector<real_t> 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);
|
|
bias = MLPPUtilities::biasInitialization();
|
|
}
|
|
|
|
std::vector<real_t> MLPPLinReg::modelSetTest(std::vector<std::vector<real_t>> X) {
|
|
return Evaluate(X);
|
|
}
|
|
|
|
real_t MLPPLinReg::modelTest(std::vector<real_t> x) {
|
|
return Evaluate(x);
|
|
}
|
|
|
|
void MLPPLinReg::NewtonRaphson(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<real_t> error = alg.subtraction(y_hat, outputSet);
|
|
|
|
// Calculating the weight gradients (2nd derivative)
|
|
std::vector<real_t> first_derivative = alg.mat_vec_mult(alg.transpose(inputSet), error);
|
|
std::vector<std::vector<real_t>> second_derivative = alg.matmult(alg.transpose(inputSet), inputSet);
|
|
weights = alg.subtraction(weights, alg.scalarMultiply(learning_rate / n, alg.mat_vec_mult(alg.transpose(alg.inverse(second_derivative)), first_derivative)));
|
|
weights = regularization.regWeights(weights, lambda, alpha, reg);
|
|
|
|
// Calculating the bias gradients (2nd derivative)
|
|
bias -= learning_rate * alg.sum_elements(error) / n; // We keep this the same. The 2nd derivative is just [1].
|
|
forwardPass();
|
|
|
|
if (UI) {
|
|
MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputSet));
|
|
MLPPUtilities::UI(weights, bias);
|
|
}
|
|
epoch++;
|
|
if (epoch > max_epoch) {
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
|
|
void MLPPLinReg::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<real_t> error = alg.subtraction(y_hat, outputSet);
|
|
|
|
// Calculating the weight gradients
|
|
weights = alg.subtraction(weights, alg.scalarMultiply(learning_rate / n, alg.mat_vec_mult(alg.transpose(inputSet), error)));
|
|
weights = regularization.regWeights(weights, lambda, alpha, reg);
|
|
|
|
// Calculating the bias gradients
|
|
bias -= learning_rate * alg.sum_elements(error) / n;
|
|
forwardPass();
|
|
|
|
if (UI) {
|
|
MLPPUtilities::CostInfo(epoch, cost_prev, Cost(y_hat, outputSet));
|
|
MLPPUtilities::UI(weights, bias);
|
|
}
|
|
epoch++;
|
|
if (epoch > max_epoch) {
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
|
|
void MLPPLinReg::SGD(real_t learning_rate, int max_epoch, bool UI) {
|
|
MLPPLinAlg alg;
|
|
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<int> distribution(0, int(n - 1));
|
|
int outputIndex = distribution(generator);
|
|
|
|
real_t y_hat = Evaluate(inputSet[outputIndex]);
|
|
cost_prev = Cost({ y_hat }, { outputSet[outputIndex] });
|
|
|
|
real_t error = y_hat - outputSet[outputIndex];
|
|
|
|
// Weight updation
|
|
weights = alg.subtraction(weights, alg.scalarMultiply(learning_rate * error, inputSet[outputIndex]));
|
|
weights = regularization.regWeights(weights, lambda, alpha, reg);
|
|
|
|
// Bias updation
|
|
bias -= learning_rate * error;
|
|
|
|
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 MLPPLinReg::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<real_t> y_hat = Evaluate(inputMiniBatches[i]);
|
|
cost_prev = Cost(y_hat, outputMiniBatches[i]);
|
|
|
|
std::vector<real_t> error = alg.subtraction(y_hat, outputMiniBatches[i]);
|
|
|
|
// Calculating the weight gradients
|
|
weights = alg.subtraction(weights, alg.scalarMultiply(learning_rate / outputMiniBatches[i].size(), alg.mat_vec_mult(alg.transpose(inputMiniBatches[i]), error)));
|
|
weights = regularization.regWeights(weights, lambda, alpha, reg);
|
|
|
|
// Calculating the bias gradients
|
|
bias -= learning_rate * alg.sum_elements(error) / 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();
|
|
}
|
|
|
|
void MLPPLinReg::Momentum(real_t learning_rate, int max_epoch, int mini_batch_size, real_t gamma, 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);
|
|
|
|
// Initializing necessary components for Momentum.
|
|
std::vector<real_t> v = alg.zerovec(weights.size());
|
|
while (true) {
|
|
for (int i = 0; i < n_mini_batch; i++) {
|
|
std::vector<real_t> y_hat = Evaluate(inputMiniBatches[i]);
|
|
cost_prev = Cost(y_hat, outputMiniBatches[i]);
|
|
|
|
std::vector<real_t> error = alg.subtraction(y_hat, outputMiniBatches[i]);
|
|
|
|
// Calculating the weight gradients
|
|
std::vector<real_t> gradient = alg.scalarMultiply(1 / outputMiniBatches[i].size(), alg.mat_vec_mult(alg.transpose(inputMiniBatches[i]), error));
|
|
std::vector<real_t> RegDerivTerm = regularization.regDerivTerm(weights, lambda, alpha, reg);
|
|
std::vector<real_t> weight_grad = alg.addition(gradient, RegDerivTerm); // Weight_grad_final
|
|
|
|
v = alg.addition(alg.scalarMultiply(gamma, v), alg.scalarMultiply(learning_rate, weight_grad));
|
|
|
|
weights = alg.subtraction(weights, v);
|
|
|
|
// Calculating the bias gradients
|
|
bias -= learning_rate * alg.sum_elements(error) / outputMiniBatches[i].size(); // As normal
|
|
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();
|
|
}
|
|
|
|
void MLPPLinReg::NAG(real_t learning_rate, int max_epoch, int mini_batch_size, real_t gamma, 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);
|
|
|
|
// Initializing necessary components for Momentum.
|
|
std::vector<real_t> v = alg.zerovec(weights.size());
|
|
while (true) {
|
|
for (int i = 0; i < n_mini_batch; i++) {
|
|
weights = alg.subtraction(weights, alg.scalarMultiply(gamma, v)); // "Aposterori" calculation
|
|
|
|
std::vector<real_t> y_hat = Evaluate(inputMiniBatches[i]);
|
|
cost_prev = Cost(y_hat, outputMiniBatches[i]);
|
|
|
|
std::vector<real_t> error = alg.subtraction(y_hat, outputMiniBatches[i]);
|
|
|
|
// Calculating the weight gradients
|
|
std::vector<real_t> gradient = alg.scalarMultiply(1 / outputMiniBatches[i].size(), alg.mat_vec_mult(alg.transpose(inputMiniBatches[i]), error));
|
|
std::vector<real_t> RegDerivTerm = regularization.regDerivTerm(weights, lambda, alpha, reg);
|
|
std::vector<real_t> weight_grad = alg.addition(gradient, RegDerivTerm); // Weight_grad_final
|
|
|
|
v = alg.addition(alg.scalarMultiply(gamma, v), alg.scalarMultiply(learning_rate, weight_grad));
|
|
|
|
weights = alg.subtraction(weights, v);
|
|
|
|
// Calculating the bias gradients
|
|
bias -= learning_rate * alg.sum_elements(error) / outputMiniBatches[i].size(); // As normal
|
|
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();
|
|
}
|
|
|
|
void MLPPLinReg::Adagrad(real_t learning_rate, int max_epoch, int mini_batch_size, real_t e, 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);
|
|
|
|
// Initializing necessary components for Adagrad.
|
|
std::vector<real_t> v = alg.zerovec(weights.size());
|
|
while (true) {
|
|
for (int i = 0; i < n_mini_batch; i++) {
|
|
std::vector<real_t> y_hat = Evaluate(inputMiniBatches[i]);
|
|
cost_prev = Cost(y_hat, outputMiniBatches[i]);
|
|
|
|
std::vector<real_t> error = alg.subtraction(y_hat, outputMiniBatches[i]);
|
|
|
|
// Calculating the weight gradients
|
|
std::vector<real_t> gradient = alg.scalarMultiply(1 / outputMiniBatches[i].size(), alg.mat_vec_mult(alg.transpose(inputMiniBatches[i]), error));
|
|
std::vector<real_t> RegDerivTerm = regularization.regDerivTerm(weights, lambda, alpha, reg);
|
|
std::vector<real_t> weight_grad = alg.addition(gradient, RegDerivTerm); // Weight_grad_final
|
|
|
|
v = alg.hadamard_product(weight_grad, weight_grad);
|
|
|
|
weights = alg.subtraction(weights, alg.scalarMultiply(learning_rate, alg.elementWiseDivision(weight_grad, alg.sqrt(alg.scalarAdd(e, v)))));
|
|
|
|
// Calculating the bias gradients
|
|
bias -= learning_rate * alg.sum_elements(error) / outputMiniBatches[i].size(); // As normal
|
|
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();
|
|
}
|
|
|
|
void MLPPLinReg::Adadelta(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t e, bool UI) {
|
|
// Adagrad upgrade. Momentum is applied.
|
|
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);
|
|
|
|
// Initializing necessary components for Adagrad.
|
|
std::vector<real_t> v = alg.zerovec(weights.size());
|
|
while (true) {
|
|
for (int i = 0; i < n_mini_batch; i++) {
|
|
std::vector<real_t> y_hat = Evaluate(inputMiniBatches[i]);
|
|
cost_prev = Cost(y_hat, outputMiniBatches[i]);
|
|
|
|
std::vector<real_t> error = alg.subtraction(y_hat, outputMiniBatches[i]);
|
|
|
|
// Calculating the weight gradients
|
|
std::vector<real_t> gradient = alg.scalarMultiply(1 / outputMiniBatches[i].size(), alg.mat_vec_mult(alg.transpose(inputMiniBatches[i]), error));
|
|
std::vector<real_t> RegDerivTerm = regularization.regDerivTerm(weights, lambda, alpha, reg);
|
|
std::vector<real_t> weight_grad = alg.addition(gradient, RegDerivTerm); // Weight_grad_final
|
|
|
|
v = alg.addition(alg.scalarMultiply(b1, v), alg.scalarMultiply(1 - b1, alg.hadamard_product(weight_grad, weight_grad)));
|
|
|
|
weights = alg.subtraction(weights, alg.scalarMultiply(learning_rate, alg.elementWiseDivision(weight_grad, alg.sqrt(alg.scalarAdd(e, v)))));
|
|
|
|
// Calculating the bias gradients
|
|
bias -= learning_rate * alg.sum_elements(error) / outputMiniBatches[i].size(); // As normal
|
|
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();
|
|
}
|
|
|
|
void MLPPLinReg::Adam(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t b2, real_t e, 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);
|
|
|
|
// Initializing necessary components for Adam.
|
|
std::vector<real_t> m = alg.zerovec(weights.size());
|
|
|
|
std::vector<real_t> v = alg.zerovec(weights.size());
|
|
while (true) {
|
|
for (int i = 0; i < n_mini_batch; i++) {
|
|
std::vector<real_t> y_hat = Evaluate(inputMiniBatches[i]);
|
|
cost_prev = Cost(y_hat, outputMiniBatches[i]);
|
|
|
|
std::vector<real_t> error = alg.subtraction(y_hat, outputMiniBatches[i]);
|
|
|
|
// Calculating the weight gradients
|
|
std::vector<real_t> gradient = alg.scalarMultiply(1 / outputMiniBatches[i].size(), alg.mat_vec_mult(alg.transpose(inputMiniBatches[i]), error));
|
|
std::vector<real_t> RegDerivTerm = regularization.regDerivTerm(weights, lambda, alpha, reg);
|
|
std::vector<real_t> weight_grad = alg.addition(gradient, RegDerivTerm); // Weight_grad_final
|
|
|
|
m = alg.addition(alg.scalarMultiply(b1, m), alg.scalarMultiply(1 - b1, weight_grad));
|
|
v = alg.addition(alg.scalarMultiply(b2, v), alg.scalarMultiply(1 - b2, alg.exponentiate(weight_grad, 2)));
|
|
|
|
std::vector<real_t> m_hat = alg.scalarMultiply(1 / (1 - pow(b1, epoch)), m);
|
|
std::vector<real_t> v_hat = alg.scalarMultiply(1 / (1 - pow(b2, epoch)), v);
|
|
|
|
weights = alg.subtraction(weights, alg.scalarMultiply(learning_rate, alg.elementWiseDivision(m_hat, alg.scalarAdd(e, alg.sqrt(v_hat)))));
|
|
|
|
// Calculating the bias gradients
|
|
bias -= learning_rate * alg.sum_elements(error) / outputMiniBatches[i].size(); // As normal
|
|
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();
|
|
}
|
|
|
|
void MLPPLinReg::Adamax(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t b2, real_t e, 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);
|
|
|
|
std::vector<real_t> m = alg.zerovec(weights.size());
|
|
|
|
std::vector<real_t> u = alg.zerovec(weights.size());
|
|
while (true) {
|
|
for (int i = 0; i < n_mini_batch; i++) {
|
|
std::vector<real_t> y_hat = Evaluate(inputMiniBatches[i]);
|
|
cost_prev = Cost(y_hat, outputMiniBatches[i]);
|
|
|
|
std::vector<real_t> error = alg.subtraction(y_hat, outputMiniBatches[i]);
|
|
|
|
// Calculating the weight gradients
|
|
std::vector<real_t> gradient = alg.scalarMultiply(1 / outputMiniBatches[i].size(), alg.mat_vec_mult(alg.transpose(inputMiniBatches[i]), error));
|
|
std::vector<real_t> RegDerivTerm = regularization.regDerivTerm(weights, lambda, alpha, reg);
|
|
std::vector<real_t> weight_grad = alg.addition(gradient, RegDerivTerm); // Weight_grad_final
|
|
|
|
m = alg.addition(alg.scalarMultiply(b1, m), alg.scalarMultiply(1 - b1, weight_grad));
|
|
u = alg.max(alg.scalarMultiply(b2, u), alg.abs(weight_grad));
|
|
|
|
std::vector<real_t> m_hat = alg.scalarMultiply(1 / (1 - pow(b1, epoch)), m);
|
|
|
|
weights = alg.subtraction(weights, alg.scalarMultiply(learning_rate, alg.elementWiseDivision(m_hat, u)));
|
|
|
|
// Calculating the bias gradients
|
|
bias -= learning_rate * alg.sum_elements(error) / outputMiniBatches[i].size(); // As normal
|
|
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();
|
|
}
|
|
|
|
void MLPPLinReg::Nadam(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t b2, real_t e, 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);
|
|
|
|
// Initializing necessary components for Adam.
|
|
std::vector<real_t> m = alg.zerovec(weights.size());
|
|
std::vector<real_t> v = alg.zerovec(weights.size());
|
|
std::vector<real_t> m_final = alg.zerovec(weights.size());
|
|
while (true) {
|
|
for (int i = 0; i < n_mini_batch; i++) {
|
|
std::vector<real_t> y_hat = Evaluate(inputMiniBatches[i]);
|
|
cost_prev = Cost(y_hat, outputMiniBatches[i]);
|
|
|
|
std::vector<real_t> error = alg.subtraction(y_hat, outputMiniBatches[i]);
|
|
|
|
// Calculating the weight gradients
|
|
std::vector<real_t> gradient = alg.scalarMultiply(1 / outputMiniBatches[i].size(), alg.mat_vec_mult(alg.transpose(inputMiniBatches[i]), error));
|
|
std::vector<real_t> RegDerivTerm = regularization.regDerivTerm(weights, lambda, alpha, reg);
|
|
std::vector<real_t> weight_grad = alg.addition(gradient, RegDerivTerm); // Weight_grad_final
|
|
|
|
m = alg.addition(alg.scalarMultiply(b1, m), alg.scalarMultiply(1 - b1, weight_grad));
|
|
v = alg.addition(alg.scalarMultiply(b2, v), alg.scalarMultiply(1 - b2, alg.exponentiate(weight_grad, 2)));
|
|
m_final = alg.addition(alg.scalarMultiply(b1, m), alg.scalarMultiply((1 - b1) / (1 - pow(b1, epoch)), weight_grad));
|
|
|
|
std::vector<real_t> m_hat = alg.scalarMultiply(1 / (1 - pow(b1, epoch)), m);
|
|
std::vector<real_t> v_hat = alg.scalarMultiply(1 / (1 - pow(b2, epoch)), v);
|
|
|
|
weights = alg.subtraction(weights, alg.scalarMultiply(learning_rate, alg.elementWiseDivision(m_final, alg.scalarAdd(e, alg.sqrt(v_hat)))));
|
|
|
|
// Calculating the bias gradients
|
|
bias -= learning_rate * alg.sum_elements(error) / outputMiniBatches[i].size(); // As normal
|
|
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();
|
|
}
|
|
|
|
void MLPPLinReg::normalEquation() {
|
|
MLPPLinAlg alg;
|
|
MLPPStat stat;
|
|
std::vector<real_t> x_means;
|
|
std::vector<std::vector<real_t>> inputSetT = alg.transpose(inputSet);
|
|
|
|
x_means.resize(inputSetT.size());
|
|
for (uint32_t i = 0; i < inputSetT.size(); i++) {
|
|
x_means[i] = (stat.mean(inputSetT[i]));
|
|
}
|
|
|
|
//try {
|
|
std::vector<real_t> temp;
|
|
temp.resize(k);
|
|
temp = alg.mat_vec_mult(alg.inverse(alg.matmult(alg.transpose(inputSet), inputSet)), alg.mat_vec_mult(alg.transpose(inputSet), outputSet));
|
|
if (std::isnan(temp[0])) {
|
|
//throw 99;
|
|
//TODO ERR_FAIL_COND
|
|
std::cout << "ERR: Resulting matrix was noninvertible/degenerate, and so the normal equation could not be performed. Try utilizing gradient descent." << std::endl;
|
|
return;
|
|
} else {
|
|
if (reg == "Ridge") {
|
|
weights = alg.mat_vec_mult(alg.inverse(alg.addition(alg.matmult(alg.transpose(inputSet), inputSet), alg.scalarMultiply(lambda, alg.identity(k)))), alg.mat_vec_mult(alg.transpose(inputSet), outputSet));
|
|
} else {
|
|
weights = alg.mat_vec_mult(alg.inverse(alg.matmult(alg.transpose(inputSet), inputSet)), alg.mat_vec_mult(alg.transpose(inputSet), outputSet));
|
|
}
|
|
|
|
bias = stat.mean(outputSet) - alg.dot(weights, x_means);
|
|
|
|
forwardPass();
|
|
}
|
|
//} catch (int err_num) {
|
|
// std::cout << "ERR " << err_num << ": Resulting matrix was noninvertible/degenerate, and so the normal equation could not be performed. Try utilizing gradient descent." << std::endl;
|
|
//}
|
|
}
|
|
|
|
real_t MLPPLinReg::score() {
|
|
MLPPUtilities util;
|
|
return util.performance(y_hat, outputSet);
|
|
}
|
|
|
|
void MLPPLinReg::save(std::string fileName) {
|
|
MLPPUtilities util;
|
|
util.saveParameters(fileName, weights, bias);
|
|
}
|
|
|
|
real_t MLPPLinReg::Cost(std::vector<real_t> y_hat, std::vector<real_t> y) {
|
|
MLPPReg regularization;
|
|
class MLPPCost cost;
|
|
return cost.MSE(y_hat, y) + regularization.regTerm(weights, lambda, alpha, reg);
|
|
}
|
|
|
|
std::vector<real_t> MLPPLinReg::Evaluate(std::vector<std::vector<real_t>> X) {
|
|
MLPPLinAlg alg;
|
|
return alg.scalarAdd(bias, alg.mat_vec_mult(X, weights));
|
|
}
|
|
|
|
real_t MLPPLinReg::Evaluate(std::vector<real_t> x) {
|
|
MLPPLinAlg alg;
|
|
return alg.dot(weights, x) + bias;
|
|
}
|
|
|
|
// wTx + b
|
|
void MLPPLinReg::forwardPass() {
|
|
y_hat = Evaluate(inputSet);
|
|
}
|