public FuzzyNeuron(Func<double, double> f, Func<IFuzzyNumber> littleFuzzyNumberGenerator)
{
_propagatedError = null;
if(f != null)
_f = f;
_generateLittleFuzzyNumber = littleFuzzyNumberGenerator;
}
public void AddInput(ILink link, IFuzzyNumber weight)
{
_inputs.Add(link);
_weights.Add(new Link(weight));
_weightsDeltas.Add(new Link());
_weightsLambdas.Add(_defaultWeightLambda);
}
public StepState(int cycle, int step, double cycleError, IFuzzyNumber gradientNorm = null)
: this()
{
Cycle = cycle;
Step = step;
CycleError = cycleError;
GradientNorm = gradientNorm;
}
public Matrix(int rows, int columns)
{
_values = new IFuzzyNumber[rows][];
for (int i = 0; i < rows; i++)
{
_values[i] = new IFuzzyNumber[columns];
}
}
public IVector Mul(IFuzzyNumber x)
{
var values = new IFuzzyNumber[Length];
for (int i = 0; i < _values.Length; i++)
{
values[i] = _values[i].Mul(x);
}
return new Vector(values);
}
public MarketTick(List<IFuzzyNumber> tick, DateTime time, List<IFuzzyNumber> indicators = null)
{
Open = tick.ElementAt(0);
High = tick.ElementAt(1);
Low = tick.ElementAt(2);
Close = tick.ElementAt(3);
Volume = tick.ElementAt(4);
Time = time;
Indicators = indicators ?? new List<IFuzzyNumber>();
}
public IVector MemberviseMul(IVector x)
{
if(Length != x.Length)
throw new ArgumentException("Vectors dimensions differ.");
var values = new IFuzzyNumber[Length];
for (int i = 0; i < _values.Length; i++)
{
values[i] = _values[i].Mul(x[i]);
}
return new Vector(values);
}
public IMatrix Div(IFuzzyNumber x)
{
var values = new IFuzzyNumber[Rows][];
for (int i = 0; i < Rows; i++)
{
values[i] = new IFuzzyNumber[Columns];
}
for (int i = 0; i < Rows; i++)
for (int j = 0; j < Columns; j++)
values[i][j] = _values[i][j].Div(x);
return new Matrix(values);
}
public void ContainsCorrectLastInputsVectorAfterFirstPropagation()
{
const int inputs = 2;
var hidden = new[] { 2, 2 };
const int outputs = 2;
Func<double, double> activation = x => x;
var net = new SimpleFuzzyNet(inputs, hidden, GenerateNumbers, activation, outputs);
var input = new List<IFuzzyNumber>
{
new RealNumber(1.0),
new RealNumber(2.0),
};
var lastInputs = net.GetLastInputsForWeights();
net.Propagate(input);
var expectedLastInputs = new IFuzzyNumber[]
{
//output layer
//first neuron
new RealNumber(-2.0),
new RealNumber(-8.0),
//second neuron
new RealNumber(-2.0),
new RealNumber(-8.0),
//hidden 1
new RealNumber(1.0),
new RealNumber(2.0),
new RealNumber(1.0),
new RealNumber(2.0),
//hidden 2
new RealNumber(-2.0),
new RealNumber(4.0),
new RealNumber(-2.0),
new RealNumber(4.0),
};
int i = 0;
foreach (var lastInput in lastInputs)
{
Assert.That(lastInput.Signal.GetMod().X, Is.EqualTo(expectedLastInputs[i].GetMod().X));
i++;
}
}
private static IFuzzyNumber Operation(Func<double, double, double> f, IFuzzyNumber y, IFuzzyNumber x)
{
var resultLevels = new Dictionary<double, IntervalD>();
y.ForeachLevel((alpha, leftLevel) =>
{
var rightLevel = x.GetAlphaLevel(alpha);
var leftProduct = f(leftLevel.X, rightLevel.X);
var leftRightProduct = f(leftLevel.X, rightLevel.Y);
var rightLeftProduct = f(leftLevel.Y, rightLevel.X);
var rightProduct = f(leftLevel.Y, rightLevel.Y);
var left = Math.Min(Math.Min(leftProduct, leftRightProduct),
Math.Min(rightProduct, rightLeftProduct));
var right = Math.Max(Math.Max(leftProduct, leftRightProduct),
Math.Max(rightProduct, rightLeftProduct));
resultLevels.Add(alpha, new IntervalD(left, right));
});
return new DiscreteFuzzyNumber(resultLevels);
}
public IFuzzyNumber Sum(IFuzzyNumber x)
{
var resultLevels = new Dictionary<double, IntervalD>();
foreach (var leftlevel in _alphaLevels)
{
var rightLevel = x.GetAlphaLevel(leftlevel.Key);
resultLevels.Add(leftlevel.Key, rightLevel + leftlevel.Value);
}
return new DiscreteFuzzyNumber(resultLevels);
}
public void Set(IFuzzyNumber source)
{
_alphaLevels.Clear();
source.ForeachLevel((alpha, interval) => _alphaLevels.Add(alpha, new IntervalD(interval)));
}
public IFuzzyNumber Div(IFuzzyNumber x)
{
return new RealNumber(_value / x.GetMod().X);
}
public IVector Sum(IVector x)
{
var values = new IFuzzyNumber[Length];
for (int i = 0; i < _values.Length; i++)
{
values[i] = _values[i].Sum(x[i]);
}
return new Vector(values);
}
public IVector Negate()
{
var values = new IFuzzyNumber[Length];
for (int i = 0; i < _values.Length; i++)
{
values[i] = _values[i].Negate();
}
return new Vector(values);
}
public Link(IFuzzyNumber signal)
{
Signal = signal;
}
public IMatrix Mul(IMatrix x)
{
if (Columns != x.Rows)
throw new ArgumentException("matrixes dimensions are different");
var values = new IFuzzyNumber[Rows][];
for (int i = 0; i < Rows; i++)
{
values[i] = new IFuzzyNumber[x.Columns];
}
for (int i = 0; i < Rows; i++)
for (int j = 0; j < x.Columns; j++)
{
var locali = i;
var localj = j;
values[i][j] = FuzzyNumberExtensions.Sum(0, Columns, k => _values[locali][k].Mul(x[k, localj]));
}
return new Matrix(values);
}
public FuzzyNeuron(Func<IFuzzyNumber> littleFuzzyNumberGenerator)
{
_propagatedError = null;
_generateLittleFuzzyNumber = littleFuzzyNumberGenerator;
}
public void Set(IFuzzyNumber source)
{
_value = source.GetMod().X;
}
public IFuzzyNumber Mul(IFuzzyNumber x)
{
return new RealNumber(_value*x.GetMod().X);
}
public IFuzzyNumber Div(IFuzzyNumber y)
{
return Operation((a, b) => a / b, this, y);
}
private IFuzzyNumber SquaredVariance(List<IFuzzyNumber> set, IFuzzyNumber expectedValue)
{
return set.Sum(number => number.Sub(expectedValue)
.Apply(x => x*x))
.Div(set.Count - 1);
}
public Matrix(IFuzzyNumber[][] values)
{
_values = values;
}
public IMatrix OuterMul(IVector x)
{
var values = new IFuzzyNumber[Length][];
for (int i = 0; i < Length; i++)
{
values[i] = new IFuzzyNumber[x.Length];
}
for (int i = 0; i < Length; i++)
for (int j = 0; j < x.Length; j++)
values[i][j] = _values[i].Mul(x[j]);
return new Matrix(values);
}
public void CreateCorrectLastInputsVectorAfterSecondPropagationWithWeightsChanged()
{
const int inputs = 2;
var hidden = new[] { 2, 2 };
const int outputs = 2;
Func<double, double> activation = x => x;
var net = new SimpleFuzzyNet(inputs, hidden, GenerateNumbers, activation, outputs);
var input = new List<IFuzzyNumber>
{
new RealNumber(1.0),
new RealNumber(2.0),
};
var lastInputsLinks = net.GetLastInputsForWeights();
net.Propagate(input);
ChangeFirstWeightsOfNeuronsToOne(net.Layers);
net.Propagate(input);
var lastInputs = lastInputsLinks.ToSignalsVector();
var expectedLastInputs = new IFuzzyNumber[]
{
//output layer
//first neuron
new RealNumber(-5.0),
new RealNumber(-5.0),
//second neuron
new RealNumber(-5.0),
new RealNumber(-5.0),
//hidden 1
new RealNumber(1.0),
new RealNumber(2.0),
new RealNumber(1.0),
new RealNumber(2.0),
//hidden 2
new RealNumber(-2.0),
new RealNumber(3.0),
new RealNumber(-2.0),
new RealNumber(3.0),
};
for (int i = 0; i < expectedLastInputs.Length; i++)
{
Assert.That(lastInputs[i].GetMod().X, Is.EqualTo(expectedLastInputs[i].GetMod().X));
}
}
public Vector(IFuzzyNumber[] values)
{
_values = values;
}
public IFuzzyNumber Mul(IFuzzyNumber y)
{
return Operation((a, b) => a*b, this, y);
}
public IMatrix Sum(IMatrix x)
{
var values = new IFuzzyNumber[Rows][];
for (int i = 0; i < Rows; i++)
{
values[i] = new IFuzzyNumber[Columns];
}
for (int i = 0; i < Rows; i++)
for (int j = 0; j < Columns; j++)
values[i][j] = _values[i][j].Sum(x[i, j]);
return new Matrix(values);
}
public IFuzzyNumber Sum(IFuzzyNumber x)
{
return new RealNumber(_value + x.GetMod().X);
}