public IGMN(Vector maxMin)
{
this.initialGauss = maxMin;
this.initialGauss.Multiply(INITIAL_VARIANCE);
cortical = new List<IGMNData>();
xtree = new XTree<IGMNData>();
}
public DenseMatrix Simulate(DenseMatrix inputs) //rows: t, cols: inputcount
{
states = new Vector(states.Elements.Length);
DenseMatrix temp = inputs.MatrixMultiply(inputWeights);
DenseMatrix ret = new DenseMatrix(inputs.Rows, states.Elements.Length);
for (int t = 0; t < temp.Rows; ++t)
{
Vector v = temp.GetRow(t);
Vector states2 = innerConnections.MatrixMultiplyRight(states);
states2.Add(v);
states2.Add(biasWeights);
for (int i = 0; i < states2.Elements.Length; ++i)
{
states2.Elements[i] = (double)Math.Tanh(states2.Elements[i]);
}
states = states2;
for (int i = 0; i < states.Elements.Length; ++i)
{
ret[t, i] = states.Elements[i];
}
}
return ret;
}
public IGMNData(IGMN owner, Vector mean)
{
this.owner = owner;
this.gauss = new Gaussian(mean, getStarterCovariance());
this.inputGauss = new Gaussian(mean.Part(0, mean.Elements.Length - 1), getInputStarterCovariance());
Age = 1;
Accumlator = 1;
}
public void AddDiad(Vector v, double factor)
{
//hozzaad (v)
//det(X + cr) = det(X)(1 + rX^(−1)c)
//(A+cr)^(-1)=A^(-1) - (A^(-1)*c*r*A^(-1))/(1 + rX^(−1)c)
double sci = Distance(v);
covariance.Add(DenseMatrix.CreateDiad(v, v), factor);
Vector inv = inverseCovariance.VectorMultiplyRight(v);
inverseCovariance.Add(DenseMatrix.CreateDiad(inv, inv), -factor / (1 + factor * sci));
determinant *= (1 + factor * sci);
}
public CovarianceMatrix(Vector diagonal)
{
determinant = 1;
covariance = DenseMatrix.Diag(diagonal);
inverseCovariance = DenseMatrix.Diag(diagonal);
for (int i = 0; i < diagonal.Elements.Length; ++i)
{
double temp = covariance[i, i];
inverseCovariance[i, i] = 1 / temp;
determinant *= temp;
}
}
public void Div(Vector v)
{
if (Elements.Length != v.Elements.Length)
{
return;
}
for (int i = 0; i < Elements.Length; ++i)
{
Elements[i] /= v.Elements[i];
}
}
public double Likelihood(Vector x, out double e)
{
Vector vv = x - Mean;
int dim = vv.Elements.Length;
double c = 1 / Math.Pow(2 * Math.PI, dim / 2.0);
double d = 1 / Math.Sqrt(Covariance.Determinant);
e = Math.Exp(-0.5 * Covariance.Distance(vv));
return c * d * e;
}
public void Add(Vector v, double factor)
{
if (Elements.Length != v.Elements.Length)
{
return;
}
for (int i = 0; i < Elements.Length; ++i)
{
Elements[i] += factor * v.Elements[i];
}
}
public double Distance(Vector v)
{
//eps^T * inv(C) * eps
double sum = 0;
for (int c = 0; c < inverseCovariance.Cols; ++c)
{
double sum2 = 0;
for (int r = 0; r < inverseCovariance.Rows; ++r)
{
sum2 += inverseCovariance[r, c] * v.Elements[r];
}
sum += sum2 * v.Elements[c];
}
return sum;
}
public void RefineWithData(Vector x, double w)
{
Vector eps = x - gauss.Mean;
Vector eps2 = x.Part(0, x.Elements.Length - 1) - inputGauss.Mean;
/**/double oldQvalue = gauss.Mean.Elements[gauss.Mean.Elements.Length - 1];
gauss.Mean.Add(eps, w);
/**/gauss.Mean.Elements[gauss.Mean.Elements.Length - 1] = Math.Max(oldQvalue, x.Elements[x.Elements.Length - 1]);//max Q value
inputGauss.Mean.Add(eps2, w);
gauss.Covariance.MultiplyScalar(1 - w);
inputGauss.Covariance.MultiplyScalar(1 - w);
gauss.Covariance.AddDiad(eps, -w * w + w);//-w * w + w
inputGauss.Covariance.AddDiad(eps2, -w * w + w);
}
public ESN(int reservoirSize, int inputSize, int outputSize)
{
states = new Vector(reservoirSize);
innerConnections = GenerateInnerWeights(reservoirSize);
inputWeights = new DenseMatrix(inputSize,reservoirSize);
biasWeights = new Vector(reservoirSize);
Random r = new Random();
for (int row = 0; row < inputSize; ++row)
{
for (int col = 0; col < reservoirSize; ++col)
{
inputWeights[row, col] = (double)r.NextDouble();
}
}
for (int i = 0; i < reservoirSize; ++i)
{
biasWeights.Elements[i] = (double)r.NextDouble();
}
}
public CovarianceMatrix(IGMN owner, int inputLength, int outputLength)
{
Vector scaledMaxMin = new Vector(owner.MaxMin.Elements.Length);
double prod = 1;
double prod2 = 1;
Vector invMaxMin = new Vector(owner.MaxMin.Elements.Length);
for (int i = 0; i < owner.MaxMin.Elements.Length; ++i)
{
double temp = Math.Pow(DELTA * owner.MaxMin.Elements[i], 1);
scaledMaxMin.Elements[i] = temp;
prod *= temp;
if (i < inputLength) prod2 *= temp;
invMaxMin.Elements[i] = 1 / temp;
}
determinant = prod;
covariance = DenseMatrix.Diag(scaledMaxMin);
inverseCovariance = DenseMatrix.Diag(invMaxMin);
inputDeterminant = prod2;
inputInverseCovariance = inverseCovariance.Part(0, 0, inputLength, inputLength);
}
public void Train()
{
GenerateRVector();
LoadMMatrices("mmatrices.dat");
Vector[] Q = new Vector[CarNavigationQStore.LENACTION];
for (int i = 0; i < CarNavigationQStore.LENACTION; ++i)
{
Q[i] = new Vector(statenum);
}
for (int i = 0; i < CarNavigationQStore.LENACTION; ++i)
{
for (int j = 0; j < CarNavigationQStore.LENXY; ++j)
{
for (int k = 0; k < CarNavigationQStore.LENXY; ++k)
{
for (int l = 0; l < CarNavigationQStore.LENANG; ++l)
{
Q[i].Elements[l * CarNavigationQStore.LENXY * CarNavigationQStore.LENXY + k * CarNavigationQStore.LENXY + j] = qstore.value[i, j, k, l];
}
}
}
}
Vector[] p_ = new Vector[CarNavigationQStore.LENACTION];
float max_ = float.MinValue;
for (int i = 0; i < CarNavigationQStore.LENACTION; ++i)
{
p_[i] = new Vector(Q[i]);
for (int j = 0; j < statenum; ++j)
{
if (max_ < p_[i].Elements[j]) max_ = (float)p_[i].Elements[j];
}
}
for (int i = 0; i < CarNavigationQStore.LENACTION; ++i)
{
p_[i].Exp(-max_);
}
Vector sum = new Vector(statenum);
for (int i = 0; i < CarNavigationQStore.LENACTION; ++i)
{
sum += p_[i];
}
SparseMatrix[] Ma_ = new SparseMatrix[CarNavigationQStore.LENACTION];
for (int i = 0; i < CarNavigationQStore.LENACTION; ++i)
{
p_[i].Div(sum);
Ma_[i] = new SparseMatrix(Ma[i]);
Ma_[i].Multiply(p_[i]);
}
//M matrix kiszamitasa
SparseMatrix M = new SparseMatrix(statenum);
for (int i = 0; i < CarNavigationQStore.LENACTION; ++i)
{
M.Add(Ma_[i]);
}
M.Multiply(0.9999f);
SparseMatrix IM = SparseMatrix.Identity(statenum) - M;
//IM.WriteToFile("IM.txt");
Vector utility = IM.SolveLinearEquation2(R);
for (int i = 0; i < CarNavigationQStore.LENACTION; ++i)
{
Q[i] = Ma[i].MatrixMultiplyRight(utility);
}
Vector QMax = new Vector(statenum);
for (int j = 0; j < statenum; ++j)
{
float max = float.MinValue;
int best = 0;
for (int i = 0; i < CarNavigationQStore.LENACTION; ++i)
{
if (Q[i].Elements[j] > max)
{
max = (float)Q[i].Elements[j];
best = i;
}
}
QMax.Elements[j] = best;
}
for (int i = 0; i < CarNavigationQStore.LENACTION; ++i)
{
for (int j = 0; j < CarNavigationQStore.LENXY; ++j)
{
for (int k = 0; k < CarNavigationQStore.LENXY; ++k)
{
for (int l = 0; l < CarNavigationQStore.LENANG; ++l)
{
qstore.value[i, j, k, l] = (float)Q[i].Elements[l * CarNavigationQStore.LENXY * CarNavigationQStore.LENXY + k * CarNavigationQStore.LENXY + j];
}
}
}
}
utility.WriteToFile("u.txt");
qstore.Save("qstore.dat");
//Q[0].WriteToFile("q1.txt");
//Q[1].WriteToFile("q2.txt");
//Q[2].WriteToFile("q3.txt");
//Q[3].WriteToFile("q4.txt");
//Q[4].WriteToFile("q5.txt");
//Q[5].WriteToFile("q6.txt");
//Q[6].WriteToFile("q7.txt");
//Q[7].WriteToFile("q8.txt");
//Q[8].WriteToFile("q9.txt");
//Q[9].WriteToFile("q10.txt");
//Q[10].WriteToFile("q11.txt");
}
private void GenerateRVector()
{
CarNavigationEnvironment testws = new CarNavigationEnvironment();
R = new Vector(statenum);
float sum = 0;
for (int ii = 0; ii < statenum; ++ii)
{
int l = ii / (CarNavigationQStore.LENXY * CarNavigationQStore.LENXY);
int iil = ii - l * (CarNavigationQStore.LENXY * CarNavigationQStore.LENXY);
int k = iil / CarNavigationQStore.LENXY;
int j = iil % CarNavigationQStore.LENXY;
CarNavigationState state;
CarNavigationQStore.GetState(j, k, l, out state);
testws.x = state.x;
testws.y = state.y;
testws.alpha = state.alpha;
R.Elements[ii] = testws.Reward();
sum += (float)R.Elements[ii];
}
Console.Out.Write(sum);
}
public void ModifyWithVector(Vector eps, double w, double scalarinverse, double inputscalarinverse)
{
//szoroz (1-w)
//det(s*X) = s^rank(X)*det(X)
//(s*X)^(-1) = 1/s*X^(-1)
covariance.Multiply(1 - w);
inverseCovariance.Multiply(1 / (1 - w));
inputInverseCovariance.Multiply(1 / (1 - w));
determinant = (double)(determinant * Math.Pow(1 - w, covariance.Rows));
inputDeterminant = (double)(determinant * Math.Pow(1 - w, inputInverseCovariance.Rows));
double newscalarinverse = scalarinverse / (1 - w);
double newinputscalarinverse = inputscalarinverse / (1 - w);
//hozzaad (-w*w+w) * v
//det(X + cr) = det(X)(1 + rX^(−1)c)
//(A+cr)^(-1)=A^(-1) - (A^(-1)*c*r*A^(-1))/(1 + rX^(−1)c)
double factor = -w * w + w;
covariance.Add(DenseMatrix.CreateDiad(eps, eps), factor);
Vector inveps = inverseCovariance.VectorMultiplyRight(eps);
Vector inpinveps = inputInverseCovariance.VectorMultiplyRight(eps);
inverseCovariance.Add(DenseMatrix.CreateDiad(inveps, inveps), -factor / (1 + factor * newscalarinverse));
inputInverseCovariance.Add(DenseMatrix.CreateDiad(inpinveps, inpinveps), -factor / (1 + factor * newinputscalarinverse));
determinant *= (1 + factor * newscalarinverse);
inputDeterminant *= (1 + factor * newinputscalarinverse);
}
public double Recall(Vector input) {
double e;
return Recall(input, out e);
}
public Gaussian(int dimension)
{
mean = new Vector(dimension);
covariance = new CovarianceMatrix(dimension);
}
public Vector SolveLinearEquation2(Vector y) // this * result = y
{
List<int> rows = new List<int>();
List<int> cols = new List<int>();
List<double> fvalues = new List<double>();
foreach (long i in values.Keys)
{
rows.Add(Row(i)+1);
cols.Add(Column(i)+1);
fvalues.Add(this[i]);
}
MWNumericArray _rows = new MWNumericArray(rows.Count, 1, rows.ToArray());
MWNumericArray _cols = new MWNumericArray(cols.Count, 1, cols.ToArray());
MWNumericArray _values = new MWNumericArray(fvalues.Count, 1, fvalues.ToArray());
MWNumericArray _y = new MWNumericArray(y.Elements.Length, 1, y.Elements);
solveclass solve = new solveclass();
MWNumericArray ret = (MWNumericArray)solve.solve(_rows, _cols, _values, _y);
double[,] fret = (double[,])ret.ToArray(MWArrayComponent.Real);
double[] fret2 = new double[fret.GetLength(0)];
for (int i = 0; i < fret2.Length; ++i)
{
fret2[i] = (double)fret[i, 0];
}
return new Vector(fret2);
}
public Vector SolveLinearEquation(Vector y) // this * result = y
{
Vector ret = new Vector(y.Elements);
for (int row = 0; row < size; ++row)
{
double z = 1 / this[row, row];
MultiplyRow(row, z);
ret.Elements[row] *= z;
List<int> temp = new List<int>(columnElements[row]);
foreach (int row2 in temp)
{
if (row2 > row)
{
double f = this[row2, row];
SubtractRowFromRow(row2, row, f);
ret.Elements[row2] -= ret.Elements[row] * f;
}
}
Console.Out.WriteLine(row);
}
for (int row = size-1; row >= 0; --row)
{
List<int> temp = new List<int>(columnElements[row]);
foreach (int row2 in temp)
{
if (row2 < row)
{
double f = this[row2, row];
SubtractRowFromRow(row2, row, f);
ret.Elements[row2] -= ret.Elements[row] * f;
}
}
Console.Out.WriteLine(row);
}
return ret;
}
public Vector MatrixMultiplyRight(Vector v) // return M * v
{
if (v.Elements.Length != size)
{
return null;
}
Vector ret = new Vector(size);
for (int row = 0; row < size; ++row)
{
double sum = 0;
foreach (int col in rowElements[row])
{
sum += this[row, col] * v.Elements[col];
}
ret.Elements[row] = sum;
}
return ret;
}
public void Multiply(Vector v)
{
if (v.Elements.Length != size)
{
return;
}
foreach (long i in values.Keys.ToArray())
{
ChangeValue(i, this[i] * v.Elements[Row(i)]);
}
}
private XTVector convertVector(Vector v)
{
return new XTVector((double[])v.Elements.Clone());
}
private XTVector convertInputVector(Vector v, double lastValue)
{
double[] vv = new double[v.Elements.Length+1];
for(int i=0; i<vv.Length-1; ++i)
{
vv[i] = v.Elements[i];
}
vv[vv.Length - 1] = lastValue;
return new XTVector(vv);
}
public Gaussian(Vector mean, Vector diagCovariance)
{
this.mean = mean;
covariance = new CovarianceMatrix(diagCovariance);
}
public double Recall(Vector input, out double variance)//input vector is 1 dimension shorter then the gaussians
{
variance = -1;//TODO!
List<IGMNData> possibleRelevant = xtree.rangeQuery(new MBR(convertInputVector(input, double.MinValue), convertInputVector(input, double.MaxValue)));
double sum = 0;
for (int i = 0; i < possibleRelevant.Count; ++i)//cortical
{
sum += possibleRelevant[i].Accumlator;
}
sum /= possibleRelevant.Count;
List<double> posterior = new List<double>();
double sum2 = 0;
List<IGMNData> relevant = new List<IGMNData>();
for (int i = 0; i < possibleRelevant.Count; ++i)
{
double e;
double relev = possibleRelevant[i].InputGaussian.Likelihood(input, out e) * (possibleRelevant[i].Accumlator / sum); // likelihood * prior
if (e > RelevanceLevel)
{
posterior.Add(relev);
sum2 += relev;
relevant.Add(possibleRelevant[i]);
}
}
for (int i = 0; i < posterior.Count; ++i)
{
posterior[i] /= sum2;
}
double sumV = 0;
for (int i = 0; i < relevant.Count; ++i)
{
int inputLength = relevant[i].InputGaussian.Mean.Elements.Length;
DenseMatrix temp = relevant[i].Gaussian.Covariance.Covariance.MatrixMultiply(relevant[i].InputGaussian.Covariance.InverseCovariance, inputLength, 0, 1, inputLength);
Vector vv = temp.VectorMultiplyRight(input - relevant[i].InputGaussian.Mean);
double v = vv.Elements[0];
v += relevant[i].Gaussian.Mean.Elements[inputLength];
v *= posterior[i];
sumV += v;
}
return sumV;
}
public Gaussian(Vector mean, CovarianceMatrix matrix)
{
this.mean = mean;
this.covariance = matrix;
}
public void Train(Vector x)
{
double sum = 0;
XTVector min = convertVector(x); min[min.Length - 1] = double.MinValue;
XTVector max = convertVector(x); max[max.Length - 1] = double.MaxValue;
List<IGMNData> possibleRelevant2 = xtree.rangeQuery(new MBR(min, max));
for (int i = 0; i < possibleRelevant2.Count; ++i)
{
sum += possibleRelevant2[i].Accumlator;
possibleRelevant2[i].Age++;
}
sum /= possibleRelevant2.Count;
List<IGMNData> possibleRelevant = xtree.pointQuery(convertVector(x));
List<double> posterior = new List<double>();
double sum2 = 0;
List<IGMNData> relevant = new List<IGMNData>();
for (int i = 0; i < possibleRelevant.Count; ++i)
{
double e;
double relev = possibleRelevant[i].Gaussian.Likelihood(x, out e) * (possibleRelevant[i].Accumlator / sum); // likelihood * prior
if (e > RelevanceLevel)
{
posterior.Add(relev);
sum2 += relev;
relevant.Add(possibleRelevant[i]);
}
}
if (relevant.Count == 0)
{
IGMNData newdata = new IGMNData(this, x);
cortical.Add(newdata);
xtree.Insert(newdata);
}
else
{
//relevance normalization
for (int i = 0; i < posterior.Count; ++i)
{
posterior[i] /= sum2;
}
//true relevant gaussians update
for (int i = 0; i < relevant.Count; ++i)
{
relevant[i].Accumlator += posterior[i];
double w = posterior[i] / relevant[i].Accumlator;
xtree.Delete(relevant[i]);
relevant[i].RefineWithData(x, w);//0.25|w
xtree.Insert(relevant[i]);
}
}
//delete unneeded gaussians
List<IGMNData> deleteList = new List<IGMNData>();
foreach (IGMNData g in possibleRelevant2)
{
if ((g.Age > AGE_MIN) && (g.Accumlator < ACCUMLATOR_MIN))
{
deleteList.Add(g);
}
}
foreach (IGMNData g in deleteList)
{
cortical.Remove(g);
xtree.Delete(g);
}
}
public double Likelihood(Vector x)
{
double e;
return Likelihood(x, out e);
}
public Gaussian(Vector mean)
{
this.mean = mean;
covariance = new CovarianceMatrix(mean.Elements.Length);
}
public void ModifyWithVector(Vector eps, double w)
{
double sci = GetScalarInverse(eps);
double isci = GetInputScalarInverse(eps);
ModifyWithVector(eps, w, sci, isci);
}