func TestUpdate(t *testing.T) {
neuralNetwork := CreateSimpleNetwork(t)
inputs := mat64.NewDense(1, 2, []float64{0.05, 0.10})
neuralNetwork.Forward(inputs)
values := mat64.NewDense(1, 2, []float64{0.01, 0.99})
neuralNetwork.Backward(values)
learningConfiguration := neural.LearningConfiguration{
Epochs: proto.Int32(1),
Rate: proto.Float64(0.5),
Decay: proto.Float64(0),
BatchSize: proto.Int32(1),
}
neuralNetwork.Update(learningConfiguration)
expected_weights_0 := mat64.NewDense(
3, 2, []float64{0.149780716, 0.24975114, 0.19956143, 0.29950229, 0.35,
0.35})
if !mat64.EqualApprox(
neuralNetwork.Layers[0].Weight, expected_weights_0, 0.0001) {
t.Errorf("weights 0 unexpected:\n%v",
mat64.Formatted(neuralNetwork.Layers[0].Weight))
}
expected_weights_1 := mat64.NewDense(
3, 2, []float64{0.35891648, 0.51130127, 0.408666186, 0.561370121, 0.6,
0.6})
if !mat64.EqualApprox(
neuralNetwork.Layers[1].Weight, expected_weights_1, 0.0001) {
t.Errorf("weights 1 unexpected:\n%v",
mat64.Formatted(neuralNetwork.Layers[1].Weight))
}
}
func Train(neuralNetwork *Network, datapoints []Datapoint,
learningConfiguration LearningConfiguration) {
// Train on some number of iterations of permuted versions of the input.
batchSize := int(*learningConfiguration.BatchSize)
// Batch size 0 means do full batch learning.
if batchSize == 0 {
batchSize = len(datapoints)
}
error_function := NewErrorFunction(*learningConfiguration.ErrorName)
features := mat64.NewDense(batchSize, len(datapoints[0].Features), nil)
values := mat64.NewDense(batchSize, len(datapoints[0].Values), nil)
for i := 0; i < int(*learningConfiguration.Epochs); i++ {
perm := rand.Perm(len(datapoints))
// TODO(ariw): This misses the last len(perm) % batchSize examples. Is this
// okay?
for j := 0; j <= len(perm)-batchSize; j += batchSize {
for k := 0; k < batchSize; k++ {
features.SetRow(k, datapoints[perm[j+k]].Features)
values.SetRow(k, datapoints[perm[j+k]].Values)
}
neuralNetwork.Forward(features)
neuralNetwork.Backward(values, error_function)
neuralNetwork.Update(learningConfiguration)
}
}
}
// AfterConstr builds and returns matrices representing equality
// constraints with a parameter multiplier matrix A and upper and lower
// bounds. The constraint expresses that each facility can only be built after
// a certain date.
func (s *Scenario) AfterConstr() (A, target *mat64.Dense) {
nperiods := s.nPeriods()
// count facilities that have build time constraints
n := 0
for _, fac := range s.Facs {
if fac.BuildAfter != 0 {
n++
}
}
A = mat64.NewDense(n*nperiods, s.Nvars(), nil)
target = mat64.NewDense(n*nperiods, 1, nil)
r := 0
for f, fac := range s.Facs {
if fac.BuildAfter == 0 {
continue
}
for t := s.BuildPeriod; t < s.SimDur; t += s.BuildPeriod {
if !fac.Available(t) {
c := f*nperiods + t/s.BuildPeriod - 1
A.Set(r, c, 1)
}
r++
}
}
return A, target
}
// SupportConstr builds and returns matrices representing linear inequality
// constraints with a parameter multiplier matrix A and upper and lower
// bounds. The constraint expresses that the total number of support
// facilities (i.e. not reactors) at every timestep must never be more
// than twice the number of deployed reactors.
func (s *Scenario) SupportConstr() (low, A, up *mat64.Dense) {
nperiods := s.nPeriods()
A = mat64.NewDense(nperiods, s.Nvars(), nil)
low = mat64.NewDense(nperiods, 1, nil)
tmp := make([]float64, len(s.MaxPower))
copy(tmp, s.MaxPower)
up = mat64.NewDense(nperiods, 1, tmp)
up.Apply(func(r, c int, v float64) float64 { return 1e200 }, up)
for t := s.BuildPeriod; t < s.SimDur; t += s.BuildPeriod {
for f, fac := range s.Facs {
for n := 0; n < nperiods; n++ {
if !fac.Alive(n*s.BuildPeriod+1, t) {
continue
}
i := f*nperiods + n
if fac.Cap == 0 {
A.Set(t/s.BuildPeriod-1, i, -1)
} else {
A.Set(t/s.BuildPeriod-1, i, 2)
}
}
}
}
return low, A, up
}
/*
* Test the Network for a basic XOR gate.
*/
func TestSGD(t *testing.T) {
var a = []int{2, 3, 1}
var eta float64 = 3
net := Network{}
net.Init(a)
net.TestFunc = func(output, desiredOutput *mat64.Dense) bool {
if math.Abs(output.At(0, 0)-desiredOutput.At(0, 0)) < 0.1 {
return true
}
return false
}
data := make([][]mat64.Dense, 10000)
for i := 0; i < len(data); i++ {
data[i] = make([]mat64.Dense, 2)
rand.Seed(time.Now().UTC().UnixNano())
x := rand.Intn(2)
y := rand.Intn(2)
data[i][0] = *mat64.NewDense(1, 2, []float64{float64(x), float64(y)})
data[i][1] = *mat64.NewDense(1, 1, []float64{float64(x ^ y)})
}
test := make([][]mat64.Dense, 4)
for i := 0; i < 4; i++ {
test[i] = make([]mat64.Dense, 2)
test[i][0] = *mat64.NewDense(1, 2, []float64{float64(i / 2), float64(i % 2)})
test[i][1] = *mat64.NewDense(1, 1, []float64{float64((i / 2) ^ (i % 2))})
}
net.SGD(data, eta, 3, test)
}
func TestEuclidean(t *testing.T) {
var vectorX, vectorY *mat64.Dense
euclidean := NewEuclidean()
Convey("Given two vectors", t, func() {
vectorX = mat64.NewDense(3, 1, []float64{1, 2, 3})
vectorY = mat64.NewDense(3, 1, []float64{2, 4, 5})
Convey("When doing inner product", func() {
result := euclidean.InnerProduct(vectorX, vectorY)
Convey("The result should be 25", func() {
So(result, ShouldEqual, 25)
})
})
Convey("When calculating distance", func() {
result := euclidean.Distance(vectorX, vectorY)
Convey("The result should be 3", func() {
So(result, ShouldEqual, 3)
})
})
})
}
func main() {
// task 1: show qr decomp of wp example
a := mat64.NewDense(3, 3, []float64{
12, -51, 4,
6, 167, -68,
-4, 24, -41,
})
var qr mat64.QR
qr.Factorize(a)
var q, r mat64.Dense
q.QFromQR(&qr)
r.RFromQR(&qr)
fmt.Printf("q: %.3f\n\n", mat64.Formatted(&q, mat64.Prefix(" ")))
fmt.Printf("r: %.3f\n\n", mat64.Formatted(&r, mat64.Prefix(" ")))
// task 2: use qr decomp for polynomial regression example
x := []float64{0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10}
y := []float64{1, 6, 17, 34, 57, 86, 121, 162, 209, 262, 321}
a = Vandermonde(x, 2)
b := mat64.NewDense(11, 1, y)
qr.Factorize(a)
var f mat64.Dense
f.SolveQR(&qr, false, b)
fmt.Printf("polyfit: %.3f\n",
mat64.Formatted(&f, mat64.Prefix(" ")))
}
func TestChebyshev(t *testing.T) {
var vectorX, vectorY *mat64.Dense
chebyshev := NewChebyshev()
Convey("Given two vectors", t, func() {
vectorX = mat64.NewDense(4, 1, []float64{1, 2, 3, 4})
vectorY = mat64.NewDense(4, 1, []float64{-5, -6, 7, 8})
Convey("When calculating distance with two vectors", func() {
result := chebyshev.Distance(vectorX, vectorY)
Convey("The result should be 8", func() {
So(result, ShouldEqual, 8)
})
})
Convey("When calculating distance with row vectors", func() {
vectorX.Copy(vectorX.T())
vectorY.Copy(vectorY.T())
result := chebyshev.Distance(vectorX, vectorY)
Convey("The result should be 8", func() {
So(result, ShouldEqual, 8)
})
})
Convey("When calculating distance with different dimension matrices", func() {
vectorX.Clone(vectorX.T())
So(func() { chebyshev.Distance(vectorX, vectorY) }, ShouldPanic)
})
})
}
func (fm *FeatureMatrix) Mat64(header, transpose bool) *mat64.Dense {
var (
idx int
iter fmIt
dense *mat64.Dense
)
ncol := len(fm.Data)
nrow := len(fm.CaseLabels)
if !transpose {
iter = rowIter(fm, header)
dense = mat64.NewDense(nrow, ncol, nil)
} else {
iter = colIter(fm, header)
dense = mat64.NewDense(ncol, nrow+1, nil)
}
for row, ok := iter(); ok; idx++ {
for j, val := range row {
flt, _ := strconv.ParseFloat(val, 64)
dense.Set(idx, j, flt)
}
row, ok = iter()
}
return dense
}
func NewTaskGraphStructure() *TaskGraphStructure {
return &TaskGraphStructure{
make(map[int]*Task, 0),
mat64.NewDense(0, 0, nil),
mat64.NewDense(0, 0, nil),
}
}
// ReadLibsvm reads libsvm format data from `filepath`. `oneBased` denotes the
// index of data stored in the file starts from 1 (`oneBased=true`) or 0
// (`oneBased=false`). Returned X, y is of dimension (nSamples, nFeatures) and
// (nSamples, 1) respectively.
func ReadLibsvm(filepath string, oneBased bool) (X, y *mat64.Dense) {
type Data []string
file, err := os.Open(filepath)
if err != nil {
fmt.Println("Got error when trying to open libsvm file")
panic(err)
}
defer file.Close()
nFeatures := 0
nSamples := 0
dataList := []Data{}
scanner := bufio.NewScanner(file)
for scanner.Scan() {
row := strings.Split(scanner.Text(), " ")
dataList = append(dataList, row)
if idx, _ := parseLibsvmElem(row[len(row)-1]); idx+1 > nFeatures {
nFeatures = idx + 1
}
if oneBased {
nFeatures = nFeatures - 1
}
nSamples++
}
X = mat64.NewDense(nSamples, nFeatures, nil)
y = mat64.NewDense(nSamples, 1, nil)
for i, data := range dataList {
label, err := strconv.Atoi(data[0])
if err != nil {
fmt.Println("Got error when trying to set label for %v-th sample", i)
panic(err)
}
y.Set(i, 0, float64(label))
for k := 1; k < len(data); k++ {
idx, val := parseLibsvmElem(data[k])
if oneBased {
X.Set(i, idx-1, float64(val))
} else {
X.Set(i, idx, float64(val))
}
}
}
if err := scanner.Err(); err != nil {
fmt.Println("Got error when trying to read libsvm file")
panic(err)
}
return
}
func TestPolyKernel(t *testing.T) {
var vectorX, vectorY *mat64.Dense
polyKernel := NewPolyKernel(3)
Convey("Given two vectors", t, func() {
vectorX = mat64.NewDense(3, 1, []float64{1, 2, 3})
vectorY = mat64.NewDense(3, 1, []float64{2, 4, 5})
Convey("When doing inner product", func() {
result := polyKernel.InnerProduct(vectorX, vectorY)
Convey("The result should be 17576", func() {
So(result, ShouldEqual, 17576)
})
})
Convey("When calculating distance", func() {
result := polyKernel.Distance(vectorX, vectorY)
Convey("The result should alomost equal 31.622776601683793", func() {
So(result, ShouldAlmostEqual, 31.622776601683793)
})
})
})
}
// InstancesTrainTestSplit takes a given Instances (src) and a train-test fraction
// (prop) and returns an array of two new Instances, one containing approximately
// that fraction and the other containing what's left.
//
// IMPORTANT: this function is only meaningful when prop is between 0.0 and 1.0.
// Using any other values may result in odd behaviour.
func InstancesTrainTestSplit(src *Instances, prop float64) (*Instances, *Instances) {
trainingRows := make([]int, 0)
testingRows := make([]int, 0)
numAttrs := len(src.attributes)
src.Shuffle()
for i := 0; i < src.Rows; i++ {
trainOrTest := rand.Intn(101)
if trainOrTest > int(100*prop) {
trainingRows = append(trainingRows, i)
} else {
testingRows = append(testingRows, i)
}
}
rawTrainMatrix := mat64.NewDense(len(trainingRows), numAttrs, make([]float64, len(trainingRows)*numAttrs))
rawTestMatrix := mat64.NewDense(len(testingRows), numAttrs, make([]float64, len(testingRows)*numAttrs))
for i, row := range trainingRows {
rowDat := src.storage.RowView(row)
rawTrainMatrix.SetRow(i, rowDat)
}
for i, row := range testingRows {
rowDat := src.storage.RowView(row)
rawTestMatrix.SetRow(i, rowDat)
}
trainingRet := NewInstancesFromDense(src.attributes, len(trainingRows), rawTrainMatrix)
testRet := NewInstancesFromDense(src.attributes, len(testingRows), rawTestMatrix)
return trainingRet, testRet
}
// Project a point on the torus onto the screen.
func (ts TorusScreen) Project(v *mat64.Vector) (uint, uint) {
xUnit, yUnit := ts.pixelSize()
reflectComps := []float64{
1, 0,
0, -1,
}
reflect := mat64.NewDense(2, 2, reflectComps)
trans := Vec2(float64(ts.t.W)/2.0, float64(ts.t.H)/2.0)
// Scaling matrix
scaleComps := []float64{
xUnit, 0,
0, yUnit,
}
scale := mat64.NewDense(2, 2, scaleComps)
pr := Vec2(0, 0)
pr.MulVec(reflect, v)
pr.AddVec(pr, trans)
pr.MulVec(scale, pr)
rx := uint(math.Floor(pr.At(0, 0)))
ry := uint(math.Floor(pr.At(1, 0)))
return rx, ry
}
// LinearLeastSquares computes the least squares fit for the function
//
// f(x) = ╬њРѓђtermsРѓђ(x) + ╬њРѓЂtermsРѓЂ(x) + ...
//
// to the data (xs[i], ys[i]). It returns the parameters ╬њРѓђ, ╬њРѓЂ, ...
// that minimize the sum of the squares of the residuals of f:
//
// РѕЉ (ys[i] - f(xs[i]))┬▓
//
// If weights is non-nil, it is used to weight these residuals:
//
// РѕЉ weights[i] ├Ќ (ys[i] - f(xs[i]))┬▓
//
// The function f is specified by one Go function for each linear
// term. For efficiency, the Go function is vectorized: it will be
// passed a slice of x values in xs and must fill the slice termOut
// with the value of the term for each value in xs.
func LinearLeastSquares(xs, ys, weights []float64, terms ...func(xs, termOut []float64)) (params []float64) {
// The optimal parameters are found by solving for ╬њ╠ѓ in the
// "normal equations":
//
// (ÂЮљЌрхђÂЮљќÂЮљЌ)╬њ╠ѓ = ÂЮљЌрхђÂЮљќÂЮљ▓
//
// where ÂЮљќ is a diagonal weight matrix (or the identity matrix
// for the unweighted case).
// TODO: Consider using orthogonal decomposition.
if len(xs) != len(ys) {
panic("len(xs) != len(ys)")
}
if weights != nil && len(xs) != len(weights) {
panic("len(xs) != len(weights")
}
// Construct ÂЮљЌрхђ. This is the more convenient representation
// for efficiently calling the term functions.
xTVals := make([]float64, len(terms)*len(xs))
for i, term := range terms {
term(xs, xTVals[i*len(xs):i*len(xs)+len(xs)])
}
XT := mat64.NewDense(len(terms), len(xs), xTVals)
X := XT.T()
// Construct ÂЮљЌрхђÂЮљќ.
var XTW *mat64.Dense
if weights == nil {
// ÂЮљќ is the identity matrix.
XTW = XT
} else {
// Since ÂЮљќ is a diagonal matrix, we do this directly.
XTW = mat64.DenseCopyOf(XT)
WDiag := mat64.NewVector(len(weights), weights)
for row := 0; row < len(terms); row++ {
rowView := XTW.RowView(row)
rowView.MulElemVec(rowView, WDiag)
}
}
// Construct ÂЮљ▓.
y := mat64.NewVector(len(ys), ys)
// Compute ╬њ╠ѓ.
lhs := mat64.NewDense(len(terms), len(terms), nil)
lhs.Mul(XTW, X)
rhs := mat64.NewVector(len(terms), nil)
rhs.MulVec(XTW, y)
BVals := make([]float64, len(terms))
B := mat64.NewVector(len(terms), BVals)
B.SolveVec(lhs, rhs)
return BVals
}
func (b batchPredictor) NewPredictor() predHelp.Predictor {
return predictor{
featureWeights: b.featureWeights,
inputMat: mat64.NewDense(1, b.nFeatures, nil),
outputMat: mat64.NewDense(1, b.outputDim, nil),
featurizedInput: make([]float64, b.nFeatures),
order: b.order,
}
}
// f(x) = 2x + 2y
// Parameters should be really, really close to 2.
func TestSGD(t *testing.T) {
x := mat64.NewDense(2, 2, []float64{1, 3, 5, 8})
y := mat64.NewDense(2, 1, []float64{8, 26})
theta := mat64.NewDense(2, 1, []float64{0, 0})
results := StochasticGradientDescent(x, y, theta, 0.005, 10000, 30)
if results.At(0, 0) <= 1.99 || results.At(0, 0) >= 2.01 {
t.Error("Innaccurate convergence of batch gradient descent")
}
}
func TestLayeredXORInline(t *testing.T) {
Convey("Given an inline XOR dataset...", t, func() {
data := mat64.NewDense(4, 3, []float64{
1, 0, 1,
0, 1, 1,
0, 0, 0,
1, 1, 0,
})
XORData := base.InstancesFromMat64(4, 3, data)
classAttr := base.GetAttributeByName(XORData, "2")
XORData.AddClassAttribute(classAttr)
net := NewMultiLayerNet([]int{3})
net.MaxIterations = 20000
net.Fit(XORData)
Convey("After running for 20000 iterations, should have some predictive power...", func() {
Convey("The right nodes should be connected in the network...", func() {
So(net.network.GetWeight(1, 1), ShouldAlmostEqual, 1.000)
So(net.network.GetWeight(2, 2), ShouldAlmostEqual, 1.000)
for i := 1; i <= 6; i++ {
So(net.network.GetWeight(6, i), ShouldAlmostEqual, 0.000)
}
})
out := mat64.NewDense(6, 1, []float64{1.0, 0.0, 0.0, 0.0, 0.0, 0.0})
net.network.Activate(out, 2)
So(out.At(5, 0), ShouldAlmostEqual, 1.0, 0.1)
Convey("And Predict() should do OK too...", func() {
pred := net.Predict(XORData)
for _, a := range pred.AllAttributes() {
af, ok := a.(*base.FloatAttribute)
So(ok, ShouldBeTrue)
af.Precision = 1
}
So(base.GetClass(pred, 0), ShouldEqual, "1.0")
So(base.GetClass(pred, 1), ShouldEqual, "1.0")
So(base.GetClass(pred, 2), ShouldEqual, "0.0")
So(base.GetClass(pred, 3), ShouldEqual, "0.0")
})
})
})
}
// Sample generates rows(batch) samples using the Metropolis Hastings sample
// generation method. The initial location is NOT updated during the call to Sample.
//
// The number of columns in batch must equal len(m.Initial), otherwise Sample
// will panic.
func (m MetropolisHastingser) Sample(batch *mat64.Dense) {
burnIn := m.BurnIn
rate := m.Rate
if rate == 0 {
rate = 1
}
r, c := batch.Dims()
if len(m.Initial) != c {
panic("metropolishastings: length mismatch")
}
// Use the optimal size for the temporary memory to allow the fewest calls
// to MetropolisHastings. The case where tmp shadows samples must be
// aligned with the logic after burn-in so that tmp does not shadow samples
// during the rate portion.
tmp := batch
if rate > r {
tmp = mat64.NewDense(rate, c, nil)
}
rTmp, _ := tmp.Dims()
// Perform burn-in.
remaining := burnIn
initial := make([]float64, c)
copy(initial, m.Initial)
for remaining != 0 {
newSamp := min(rTmp, remaining)
MetropolisHastings(tmp.View(0, 0, newSamp, c).(*mat64.Dense), initial, m.Target, m.Proposal, m.Src)
copy(initial, tmp.RawRowView(newSamp-1))
remaining -= newSamp
}
if rate == 1 {
MetropolisHastings(batch, initial, m.Target, m.Proposal, m.Src)
return
}
if rTmp <= r {
tmp = mat64.NewDense(rate, c, nil)
}
// Take a single sample from the chain.
MetropolisHastings(batch.View(0, 0, 1, c).(*mat64.Dense), initial, m.Target, m.Proposal, m.Src)
copy(initial, batch.RawRowView(0))
// For all of the other samples, first generate Rate samples and then actually
// accept the last one.
for i := 1; i < r; i++ {
MetropolisHastings(tmp, initial, m.Target, m.Proposal, m.Src)
v := tmp.RawRowView(rate - 1)
batch.SetRow(i, v)
copy(initial, v)
}
}
func (em EM) norm(x []float64, j int) float64 {
xMat := mat64.NewDense(1, len(x), x)
muMat := mat64.NewDense(1, len(em.mu[j]), em.mu[j])
first := mat64.NewDense(1, len(em.mu[j]), nil)
first.Sub(xMat, muMat)
second := mat64.DenseCopyOf(first.T())
resultMat := mat64.NewDense(1, 1, nil)
resultMat.Mul(first, second)
var jisuu = 0.5 * float64(em.d)
return math.Exp(resultMat.At(0, 0)/(-2.0)/(em.sigma[j]*em.sigma[j])) / math.Pow(2*math.Pi*em.sigma[j]*em.sigma[j], jisuu)
}
func generateRandomSamples(n, nDim int) (x, y *mat64.Dense) {
x = mat64.NewDense(n, nDim, nil)
y = mat64.NewDense(n, nDim, nil)
for i := 0; i < n; i++ {
for j := 0; j < nDim; j++ {
x.Set(i, j, rand.NormFloat64())
y.Set(i, j, testfunc(x.At(i, j)))
}
}
return
}
func main() {
runtime.GOMAXPROCS(runtime.NumCPU() - 2)
gopath := os.Getenv("GOPATH")
path := filepath.Join(gopath, "prof", "github.com", "reggo", "reggo", "nnet")
nInputs := 10
nOutputs := 3
nLayers := 2
nNeurons := 50
nSamples := 1000000
nRuns := 50
config := &profile.Config{
CPUProfile: true,
ProfilePath: path,
}
defer profile.Start(config).Stop()
net, err := nnet.NewSimpleTrainer(nInputs, nOutputs, nLayers, nNeurons, nnet.Linear{})
if err != nil {
log.Fatal(err)
}
// Generate some random data
inputs := mat64.NewDense(nSamples, nInputs, nil)
outputs := mat64.NewDense(nSamples, nOutputs, nil)
for i := 0; i < nSamples; i++ {
for j := 0; j < nInputs; j++ {
inputs.Set(i, j, rand.Float64())
}
for j := 0; j < nOutputs; j++ {
outputs.Set(i, j, rand.Float64())
}
}
// Create trainer
prob := train.NewBatchGradBased(net, true, inputs, outputs, nil, nil, nil)
nParameters := net.NumParameters()
parameters := make([]float64, nParameters)
derivative := make([]float64, nParameters)
for i := 0; i < nRuns; i++ {
net.RandomizeParameters()
net.Parameters(parameters)
prob.ObjGrad(parameters, derivative)
fmt.Println(floats.Sum(derivative))
}
}
func init() {
flatValues = make([]float64, 80)
flatLabels = make([]float64, 20)
for i := 0; i < 80; i++ {
flatValues[i] = float64(i + 1)
// Replaces labels four times per run but who cares.
flatLabels[int(i/4)] = float64(rand.Intn(2))
}
values = mat.NewDense(20, 4, flatValues)
labels = mat.NewDense(20, 1, flatLabels)
}
// Format the examples.
func Format(examples [][][]float64) (*mat64.Dense, *mat64.Dense) {
var input, output []float64
rows := len(examples)
inCols := len(examples[0][0])
outCols := len(examples[0][1])
for _, example := range examples {
output = append(output, example[1]...)
input = append(input, example[0]...)
}
return mat64.NewDense(rows, inCols, input), mat64.NewDense(rows, outCols, output)
}
// Stochastic gradient descent updates the parameters of theta on a random row selection from a matrix.
// It is faster as it does not compute the cost function over the entire dataset every time.
// It instead calculates the error parameters over only one row of the dataset at a time.
// In return, there is a trade off for accuracy. This is minimised by running multiple SGD processes
// (the number of goroutines spawned is specified by the procs variable) in parallel and taking an average of the result.
func StochasticGradientDescent(x, y, theta *mat64.Dense, alpha float64, epoch, procs int) *mat64.Dense {
m, _ := y.Dims()
resultPipe := make(chan *mat64.Dense)
results := make([]*mat64.Dense, 0)
for p := 0; p < procs; p++ {
go func() {
// Is this just a pointer to theta?
thetaCopy := mat64.DenseCopyOf(theta)
for i := 0; i < epoch; i++ {
for k := 0; k < m; k++ {
datXtemp := x.RowView(k)
datYtemp := y.RowView(k)
datX := mat64.NewDense(1, len(datXtemp), datXtemp)
datY := mat64.NewDense(1, 1, datYtemp)
datXFlat := mat64.DenseCopyOf(datX)
datXFlat.TCopy(datXFlat)
datX.Mul(datX, thetaCopy)
datX.Sub(datX, datY)
datXFlat.Mul(datXFlat, datX)
// Horrible hack to get around the fact there is no elementwise division in mat64
xFlatRow, _ := datXFlat.Dims()
gradient := make([]float64, 0)
for i := 0; i < xFlatRow; i++ {
row := datXFlat.RowView(i)
for i := range row {
divd := row[i] / float64(m) * alpha
gradient = append(gradient, divd)
}
}
grows := len(gradient)
grad := mat64.NewDense(grows, 1, gradient)
thetaCopy.Sub(thetaCopy, grad)
}
}
resultPipe <- thetaCopy
}()
}
for {
select {
case d := <-resultPipe:
results = append(results, d)
if len(results) == procs {
return averageTheta(results)
}
}
}
}
func TestLinearRegression(t *testing.T) {
t.Skip("Skipping for now")
for _, test := range []struct {
x *mat64.Dense
y *mat64.Vector
result *mat64.Vector
test *mat64.Vector
testResult float64
}{
{
mat64.NewDense(3, 4, []float64{
1, 3, 5, 6,
1, 1, 2, 3,
1, 9, 4, 2}),
mat64.NewVector(3, []float64{1, 6, 4}),
mat64.NewVector(4, []float64{8.0918, 0.8920, -3.7990, 1.5379}),
mat64.NewVector(4, []float64{1, 1, 2, 3}),
6.0,
}, {
mat64.NewDense(10, 4, []float64{
1, 2, 3, 4,
1, 3, 4, 5,
1, 4, 5, 6,
1, 5, 6, 7,
1, 6, 7, 8,
1, 7, 8, 9,
1, 8, 9, 10,
1, 9, 10, 11,
1, 10, 11, 12,
1, 11, 12, 13}),
mat64.NewVector(10, []float64{20, 26, 32, 38, 44, 50, 56, 62, 68, 74}),
mat64.NewVector(4, []float64{0, 1, 2, 3}),
mat64.NewVector(4, []float64{1, 10, 11, 12}),
68.0,
},
} {
lr := NewLinearRegression(test.x, test.y)
lr.Fit()
if !mat64.EqualApprox(test.result, lr.Theta, 0.0001) {
t.Errorf("LinearRegressions's return theta is expected to be equal to %v, found %v", test.result, lr.Theta)
}
predicted := lr.Predict(test.test)
if math.Abs(test.testResult-predicted) > 0.0001 {
t.Errorf("LinearRegression predict values are expected to be equal to %f, found %f", test.testResult, predicted)
}
}
}
// Nearest returns the nearest grid point to p by rounding each dimensional
// position to the nearest grid point. If the mesh basis is not the identity
// matrix, then p is transformed to the mesh basis before rounding and then
// retransformed back.
func (m *InfMesh) Nearest(p []float64) []float64 {
if m.StepSize == 0 {
return append([]float64{}, p...)
} else if l := len(m.Center); l != 0 && l != len(p) {
panic(fmt.Sprintf("origin len %v incompatible with point len %v", l, len(p)))
}
// set up origin and inverter matrix if necessary
if len(m.Center) == 0 {
m.Center = make([]float64, len(p))
}
if m.Basis != nil && m.inverter == nil {
var err error
m.inverter, err = mat64.Inverse(m.Basis)
if err != nil {
panic("basis inversion failed: " + err.Error())
}
}
// translate p based on origin and transform to new vector space
newp := make([]float64, len(p))
for i := range newp {
newp[i] = p[i] - m.Center[i]
}
v := mat64.NewDense(len(m.Center), 1, newp)
rotv := v
if m.inverter != nil {
rotv.Mul(m.inverter, v)
}
// calculate nearest point
nearest := mat64.NewDense(len(p), 1, nil)
for i := range m.Center {
n, rem := math.Modf(rotv.At(i, 0) / m.StepSize)
if rem/m.StepSize > 0.5 {
n++
}
nearest.Set(i, 0, float64(n)*m.StepSize)
}
// transform back to standard space
if m.Basis != nil {
nearest.Mul(m.Basis, nearest)
}
nv := nearest.Col(nil, 0)
for i := range nv {
nv[i] += m.Center[i]
}
return nv
}
func mulMulti(a *mat64.Dense, b []float64, rows int) (r []float64) {
var m, m2 mat64.Dense
b1 := mat64.NewDense(1, 1, []float64{b[0]})
b2 := mat64.NewDense(1, 1, []float64{b[1]})
m.Mul(a.ColView(0), b1)
m2.Mul(a.ColView(1), b2)
for i := 0; i < rows; i++ {
r = append(r, m.ColView(0).At(i, 0)+m2.ColView(0).At(i, 0))
}
return r
}
func main() {
showLU(mat64.NewDense(3, 3, []float64{
1, 3, 5,
2, 4, 7,
1, 1, 0,
}))
fmt.Println()
showLU(mat64.NewDense(4, 4, []float64{
11, 9, 24, 2,
1, 5, 2, 6,
3, 17, 18, 1,
2, 5, 7, 1,
}))
}
// LinearSolve trains a Linear algorithm.
// Assumes inputs and outputs are already scaled
// If features is nil will call featurize
// Will return nil if regularizer is not a linear regularizer
// Is destructive if any of the weights are zero
// Losser is always the two-norm
// Does not set the value of the parameters (in case this is called in parallel with a different routine)
func LinearSolve(linearTrainable LinearTrainable, features *mat64.Dense, inputs, trueOutputs common.RowMatrix,
weights []float64, regularizer regularize.Regularizer) (parameters []float64) {
// TODO: Allow tikhonov regularization
// TODO: Add test for weights
// TODO: Need to do something about returning a []float64
if !IsLinearSolveRegularizer(regularizer) {
return nil
}
if features == nil {
features = FeaturizeTrainable(linearTrainable, inputs, features)
}
_, nFeatures := features.Dims()
var weightedFeatures, weightedOutput *mat64.Dense
if weights != nil {
scaledWeight := make([]float64, len(weights))
for i, weight := range weights {
scaledWeight[i] = math.Sqrt(weight)
}
diagWeight := diagonal.NewDiagonal(nFeatures, weights)
nSamples, outputDim := trueOutputs.Dims()
weightedOutput = mat64.NewDense(nSamples, outputDim, nil)
weightedFeatures = mat64.NewDense(nSamples, nFeatures, nil)
weightedOutput.Mul(diagWeight, trueOutputs)
weightedFeatures.Mul(diagWeight, features)
}
switch regularizer.(type) {
case nil:
case regularize.None:
default:
panic("Shouldn't be here. Must be error in IsLinearRegularizer")
}
if weights == nil {
parameterMat := mat64.Solve(features, trueOutputs)
return parameterMat.RawMatrix().Data
}
parameterMat := mat64.Solve(weightedFeatures, weightedOutput)
return parameterMat.RawMatrix().Data
}