/*************************************************************************
Training neural networks ensemble using bootstrap aggregating (bagging).
Modified Levenberg-Marquardt algorithm is used as base training method.
INPUT PARAMETERS:
Ensemble - model with initialized geometry
XY - training set
NPoints - training set size
Decay - weight decay coefficient, >=0.001
Restarts - restarts, >0.
OUTPUT PARAMETERS:
Ensemble - trained model
Info - return code:
* -2, if there is a point with class number
outside of [0..NClasses-1].
* -1, if incorrect parameters was passed
(NPoints<0, Restarts<1).
* 2, if task has been solved.
Rep - training report.
OOBErrors - out-of-bag generalization error estimate
-- ALGLIB --
Copyright 17.02.2009 by Bochkanov Sergey
*************************************************************************/
public static void mlpebagginglm(ref mlpensemble ensemble,
ref double[,] xy,
int npoints,
double decay,
int restarts,
ref int info,
ref mlptrain.mlpreport rep,
ref mlptrain.mlpcvreport ooberrors)
{
mlpebagginginternal(ref ensemble, ref xy, npoints, decay, restarts, 0.0, 0, true, ref info, ref rep, ref ooberrors);
}
/*************************************************************************
Internal bagging subroutine.
-- ALGLIB --
Copyright 19.02.2009 by Bochkanov Sergey
*************************************************************************/
private static void mlpebagginginternal(ref mlpensemble ensemble,
ref double[,] xy,
int npoints,
double decay,
int restarts,
double wstep,
int maxits,
bool lmalgorithm,
ref int info,
ref mlptrain.mlpreport rep,
ref mlptrain.mlpcvreport ooberrors)
{
double[,] xys = new double[0,0];
bool[] s = new bool[0];
double[,] oobbuf = new double[0,0];
int[] oobcntbuf = new int[0];
double[] x = new double[0];
double[] y = new double[0];
double[] dy = new double[0];
double[] dsbuf = new double[0];
int nin = 0;
int nout = 0;
int ccnt = 0;
int pcnt = 0;
int i = 0;
int j = 0;
int k = 0;
double v = 0;
mlptrain.mlpreport tmprep = new mlptrain.mlpreport();
mlpbase.multilayerperceptron network = new mlpbase.multilayerperceptron();
int i_ = 0;
int i1_ = 0;
//
// Test for inputs
//
if( !lmalgorithm & (double)(wstep)==(double)(0) & maxits==0 )
{
info = -8;
return;
}
if( npoints<=0 | restarts<1 | (double)(wstep)<(double)(0) | maxits<0 )
{
info = -1;
return;
}
if( ensemble.issoftmax )
{
for(i=0; i<=npoints-1; i++)
{
if( (int)Math.Round(xy[i,ensemble.nin])<0 | (int)Math.Round(xy[i,ensemble.nin])>=ensemble.nout )
{
info = -2;
return;
}
}
}
//
// allocate temporaries
//
info = 2;
rep.ngrad = 0;
rep.nhess = 0;
rep.ncholesky = 0;
ooberrors.relclserror = 0;
ooberrors.avgce = 0;
ooberrors.rmserror = 0;
ooberrors.avgerror = 0;
ooberrors.avgrelerror = 0;
nin = ensemble.nin;
nout = ensemble.nout;
if( ensemble.issoftmax )
{
ccnt = nin+1;
pcnt = nin;
}
else
{
ccnt = nin+nout;
pcnt = nin+nout;
}
xys = new double[npoints-1+1, ccnt-1+1];
s = new bool[npoints-1+1];
oobbuf = new double[npoints-1+1, nout-1+1];
oobcntbuf = new int[npoints-1+1];
x = new double[nin-1+1];
y = new double[nout-1+1];
if( ensemble.issoftmax )
{
dy = new double[0+1];
}
else
{
dy = new double[nout-1+1];
}
for(i=0; i<=npoints-1; i++)
{
for(j=0; j<=nout-1; j++)
{
oobbuf[i,j] = 0;
}
}
for(i=0; i<=npoints-1; i++)
{
oobcntbuf[i] = 0;
}
mlpbase.mlpunserialize(ref ensemble.serializedmlp, ref network);
//
// main bagging cycle
//
for(k=0; k<=ensemble.ensemblesize-1; k++)
{
//
// prepare dataset
//
for(i=0; i<=npoints-1; i++)
{
s[i] = false;
}
for(i=0; i<=npoints-1; i++)
{
j = AP.Math.RandomInteger(npoints);
s[j] = true;
for(i_=0; i_<=ccnt-1;i_++)
{
xys[i,i_] = xy[j,i_];
}
}
//
// train
//
if( lmalgorithm )
{
mlptrain.mlptrainlm(ref network, ref xys, npoints, decay, restarts, ref info, ref tmprep);
}
else
{
mlptrain.mlptrainlbfgs(ref network, ref xys, npoints, decay, restarts, wstep, maxits, ref info, ref tmprep);
}
if( info<0 )
{
return;
}
//
// save results
//
rep.ngrad = rep.ngrad+tmprep.ngrad;
rep.nhess = rep.nhess+tmprep.nhess;
rep.ncholesky = rep.ncholesky+tmprep.ncholesky;
i1_ = (0) - (k*ensemble.wcount);
for(i_=k*ensemble.wcount; i_<=(k+1)*ensemble.wcount-1;i_++)
{
ensemble.weights[i_] = network.weights[i_+i1_];
}
i1_ = (0) - (k*pcnt);
for(i_=k*pcnt; i_<=(k+1)*pcnt-1;i_++)
{
ensemble.columnmeans[i_] = network.columnmeans[i_+i1_];
}
i1_ = (0) - (k*pcnt);
for(i_=k*pcnt; i_<=(k+1)*pcnt-1;i_++)
{
ensemble.columnsigmas[i_] = network.columnsigmas[i_+i1_];
}
//
// OOB estimates
//
for(i=0; i<=npoints-1; i++)
{
if( !s[i] )
{
for(i_=0; i_<=nin-1;i_++)
{
x[i_] = xy[i,i_];
}
mlpbase.mlpprocess(ref network, ref x, ref y);
for(i_=0; i_<=nout-1;i_++)
{
oobbuf[i,i_] = oobbuf[i,i_] + y[i_];
}
oobcntbuf[i] = oobcntbuf[i]+1;
}
}
}
//
// OOB estimates
//
if( ensemble.issoftmax )
{
bdss.dserrallocate(nout, ref dsbuf);
}
else
{
bdss.dserrallocate(-nout, ref dsbuf);
}
for(i=0; i<=npoints-1; i++)
{
if( oobcntbuf[i]!=0 )
{
v = (double)(1)/(double)(oobcntbuf[i]);
for(i_=0; i_<=nout-1;i_++)
{
y[i_] = v*oobbuf[i,i_];
}
if( ensemble.issoftmax )
{
dy[0] = xy[i,nin];
}
else
{
i1_ = (nin) - (0);
for(i_=0; i_<=nout-1;i_++)
{
dy[i_] = v*xy[i,i_+i1_];
}
}
bdss.dserraccumulate(ref dsbuf, ref y, ref dy);
}
}
bdss.dserrfinish(ref dsbuf);
ooberrors.relclserror = dsbuf[0];
ooberrors.avgce = dsbuf[1];
ooberrors.rmserror = dsbuf[2];
ooberrors.avgerror = dsbuf[3];
ooberrors.avgrelerror = dsbuf[4];
}
/*************************************************************************
Training neural networks ensemble using bootstrap aggregating (bagging).
L-BFGS algorithm is used as base training method.
INPUT PARAMETERS:
Ensemble - model with initialized geometry
XY - training set
NPoints - training set size
Decay - weight decay coefficient, >=0.001
Restarts - restarts, >0.
WStep - stopping criterion, same as in MLPTrainLBFGS
MaxIts - stopping criterion, same as in MLPTrainLBFGS
OUTPUT PARAMETERS:
Ensemble - trained model
Info - return code:
* -8, if both WStep=0 and MaxIts=0
* -2, if there is a point with class number
outside of [0..NClasses-1].
* -1, if incorrect parameters was passed
(NPoints<0, Restarts<1).
* 2, if task has been solved.
Rep - training report.
OOBErrors - out-of-bag generalization error estimate
-- ALGLIB --
Copyright 17.02.2009 by Bochkanov Sergey
*************************************************************************/
public static void mlpebagginglbfgs(ref mlpensemble ensemble,
ref double[,] xy,
int npoints,
double decay,
int restarts,
double wstep,
int maxits,
ref int info,
ref mlptrain.mlpreport rep,
ref mlptrain.mlpcvreport ooberrors)
{
mlpebagginginternal(ref ensemble, ref xy, npoints, decay, restarts, wstep, maxits, false, ref info, ref rep, ref ooberrors);
}
/*************************************************************************
Training neural networks ensemble using early stopping.
INPUT PARAMETERS:
Ensemble - model with initialized geometry
XY - training set
NPoints - training set size
Decay - weight decay coefficient, >=0.001
Restarts - restarts, >0.
OUTPUT PARAMETERS:
Ensemble - trained model
Info - return code:
* -2, if there is a point with class number
outside of [0..NClasses-1].
* -1, if incorrect parameters was passed
(NPoints<0, Restarts<1).
* 6, if task has been solved.
Rep - training report.
OOBErrors - out-of-bag generalization error estimate
-- ALGLIB --
Copyright 10.03.2009 by Bochkanov Sergey
*************************************************************************/
public static void mlpetraines(ref mlpensemble ensemble,
ref double[,] xy,
int npoints,
double decay,
int restarts,
ref int info,
ref mlptrain.mlpreport rep)
{
int i = 0;
int k = 0;
int ccount = 0;
int pcount = 0;
double[,] trnxy = new double[0,0];
double[,] valxy = new double[0,0];
int trnsize = 0;
int valsize = 0;
mlpbase.multilayerperceptron network = new mlpbase.multilayerperceptron();
int tmpinfo = 0;
mlptrain.mlpreport tmprep = new mlptrain.mlpreport();
int i_ = 0;
int i1_ = 0;
if( npoints<2 | restarts<1 | (double)(decay)<(double)(0) )
{
info = -1;
return;
}
if( ensemble.issoftmax )
{
for(i=0; i<=npoints-1; i++)
{
if( (int)Math.Round(xy[i,ensemble.nin])<0 | (int)Math.Round(xy[i,ensemble.nin])>=ensemble.nout )
{
info = -2;
return;
}
}
}
info = 6;
//
// allocate
//
if( ensemble.issoftmax )
{
ccount = ensemble.nin+1;
pcount = ensemble.nin;
}
else
{
ccount = ensemble.nin+ensemble.nout;
pcount = ensemble.nin+ensemble.nout;
}
trnxy = new double[npoints-1+1, ccount-1+1];
valxy = new double[npoints-1+1, ccount-1+1];
mlpbase.mlpunserialize(ref ensemble.serializedmlp, ref network);
rep.ngrad = 0;
rep.nhess = 0;
rep.ncholesky = 0;
//
// train networks
//
for(k=0; k<=ensemble.ensemblesize-1; k++)
{
//
// Split set
//
do
{
trnsize = 0;
valsize = 0;
for(i=0; i<=npoints-1; i++)
{
if( (double)(AP.Math.RandomReal())<(double)(0.66) )
{
//
// Assign sample to training set
//
for(i_=0; i_<=ccount-1;i_++)
{
trnxy[trnsize,i_] = xy[i,i_];
}
trnsize = trnsize+1;
}
else
{
//
// Assign sample to validation set
//
for(i_=0; i_<=ccount-1;i_++)
{
valxy[valsize,i_] = xy[i,i_];
}
valsize = valsize+1;
}
}
}
while( ! (trnsize!=0 & valsize!=0) );
//
// Train
//
mlptrain.mlptraines(ref network, ref trnxy, trnsize, ref valxy, valsize, decay, restarts, ref tmpinfo, ref tmprep);
if( tmpinfo<0 )
{
info = tmpinfo;
return;
}
//
// save results
//
i1_ = (0) - (k*ensemble.wcount);
for(i_=k*ensemble.wcount; i_<=(k+1)*ensemble.wcount-1;i_++)
{
ensemble.weights[i_] = network.weights[i_+i1_];
}
i1_ = (0) - (k*pcount);
for(i_=k*pcount; i_<=(k+1)*pcount-1;i_++)
{
ensemble.columnmeans[i_] = network.columnmeans[i_+i1_];
}
i1_ = (0) - (k*pcount);
for(i_=k*pcount; i_<=(k+1)*pcount-1;i_++)
{
ensemble.columnsigmas[i_] = network.columnsigmas[i_+i1_];
}
rep.ngrad = rep.ngrad+tmprep.ngrad;
rep.nhess = rep.nhess+tmprep.nhess;
rep.ncholesky = rep.ncholesky+tmprep.ncholesky;
}
}