int Predict(Vector <double> x)
{
if (x.Count != Layers[0])
{
throw new Exception("The input layer requires " + Layers[0] + " values. You gave " + x.Count + ".");
}
var _x = x.ToRowMatrix();
Matrix <double> prev_activation = _x.Transpose(); //0th (Input) Layer's activation
prev_activation = MathNetHelpers.AddRowOfOnes(prev_activation);
for (int i = 1; i < Layers.Length - 1; i++)
{
var z = Theta[i - 1] * prev_activation;
prev_activation = MathNetHelpers.AddRowOfOnes(MathNetHelpers.Sigmoid(z));
}
var _z = Theta[Theta.Length - 1] * prev_activation;
prev_activation = MathNetHelpers.Sigmoid(_z);
int max_index = 0;
for (int i = 0; i < prev_activation.Column(0).Count; i++)
{
if (prev_activation[i, 0] > prev_activation[max_index, 0])
{
max_index = i;
}
}
return(max_index);
}
//NOTE(sasha): Layers is the number of nodes in each layer. Layers does NOT include the bias nodes, includes the output layer
public NeuralNet(int[] Layers, double Regularization = 0.1)
{
this.lambda = Regularization;
this.Layers = Layers;
num_labels = Layers[Layers.Length - 1];
Theta = new Matrix <double> [Layers.Length - 1];
for (int i = 0; i < Layers.Length - 1; i++)
{
Theta[i] = MathNetHelpers.RandomMatrix(Layers[i + 1], Layers[i] + 1, epsilon);
}
}
Matrix <double> Y_Matrix()
{
var a = X.ToArray();
int m = a.GetUpperBound(0) + 1;
Matrix <double> y_matrix = MathNetHelpers.Zeros(m, num_labels);
for (int i = 0; i < m; i++)
{
y_matrix[i, (int)(Y[i] + 0.5)] = 1.0;
}
return(y_matrix);
}
Matrix <double>[] Gradients()
{
var a = X.ToArray();
int m = a.GetUpperBound(0) + 1;
Matrix <double>[] grad = new Matrix <double> [Theta.Length];
for (int i = 0; i < grad.Length; i++)
{
grad[i] = MathNetHelpers.Zeros(Theta[i].RowCount, Theta[i].ColumnCount);
}
Matrix <double>[] activations = new Matrix <double> [Layers.Length];
Matrix <double> prev_activation = X.Transpose(); //0th (Input) Layer's activationk
prev_activation = MathNetHelpers.AddRowOfOnes(prev_activation);
activations[0] = prev_activation;
for (int i = 1; i < Layers.Length - 1; i++)
{
var z = Theta[i - 1] * prev_activation;
prev_activation = MathNetHelpers.AddRowOfOnes(MathNetHelpers.Sigmoid(z));
activations[i] = prev_activation;
}
var _z = Theta[Theta.Length - 1] * prev_activation;
prev_activation = MathNetHelpers.Sigmoid(_z);
activations[activations.Length - 1] = prev_activation;
Matrix <double>[] delta = new Matrix <double> [Layers.Length];
delta[delta.Length - 1] = (prev_activation - Y_Matrix().Transpose()); //The delta of the output layer
for (int i = delta.Length - 2; i > 0; i--)
{
var temp = MathNetHelpers.RemoveColumn(activations[i]);
temp = MathNetHelpers.AddColumnOfOnes(temp);
delta[i] = (Theta[i].Transpose() * delta[i + 1]).PointwiseMultiply(temp).PointwiseMultiply(1 - temp);
delta[i] = MathNetHelpers.RemoveRow(delta[i]);
}
Matrix <double>[] Delta = new Matrix <double> [Theta.Length];
for (int i = 0; i < Delta.Length; i++)
{
Delta[i] = (delta[i + 1] * activations[i].Transpose());
}
for (int i = 0; i < grad.Length; i++)
{
var z = MathNetHelpers.RemoveRow(Theta[i]);
z = MathNetHelpers.AddRowOf(z, 0);
grad[i] = (Delta[i] + lambda * z) / m;
}
return(grad);
}
Matrix <double> Hypothesis()
{
Matrix <double> prev_activation = X.Transpose(); //0th (Input) Layer's activationk
prev_activation = MathNetHelpers.AddRowOfOnes(prev_activation);
for (int i = 1; i < Layers.Length - 1; i++)
{
var z = Theta[i - 1] * prev_activation;
prev_activation = MathNetHelpers.AddRowOfOnes(MathNetHelpers.Sigmoid(z));
}
var _z = Theta[Theta.Length - 1] * prev_activation;
prev_activation = MathNetHelpers.Sigmoid(_z);
return(prev_activation);
}
double J()
{
var a = X.ToArray();
int m = a.GetUpperBound(0) + 1;
Matrix <double> tmp = MathNetHelpers.Eye(num_labels);
Matrix <double> y_matrix = Y_Matrix().Transpose();
var h = Hypothesis();
double regularization = 0;
for (int i = 0; i < Theta.Length; i++)
{
regularization += MathNetHelpers.ColumnRange(Theta[i].PointwisePower(2), 0, Theta[i].ColumnCount - 1).ColumnSums().Sum();
}
regularization *= (lambda / (2 * m));
double j = (-y_matrix.PointwiseMultiply(h.PointwiseLog()) - (1 - y_matrix).PointwiseMultiply(1 - h.PointwiseLog())).ColumnSums().Sum();
return(j + regularization);
}