//Functions
public override double[] propagate(double[] Bids)
{
Mapack.Matrix BidM = new Matrix(new double[][] { Bids });
//sanity check
try
{
if (Bids.Length != W1.Rows)
{
throw new Exception("The number of bids and weights does not match");
}
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
int H = W1.Columns;
int M = W1.Rows;
int K = W2.Columns;
Matrix a1 = W1.Transpose() * BidM.Transpose();
Matrix Z = new Matrix(H, 1);
for (int h = 0; h < H; h++)
{
double d = a1[h, 0];
Z[h, 0] = Math.Tanh(d);
}
Matrix a2 = W2.Transpose() * Z;
double Denominator = 0;
for (int k = 0; k < K; k++)
{
double d = a2[k, 0];
d = Math.Exp(d);
Denominator += d;
}
double[] Probabilities = new double[K];
for (int k = 0; k < K; k++)
{
double d = a2[k, 0];
d = Math.Exp(d);
Probabilities[k] = d / Denominator;
}
///////Back up Data////////////////////////
Zt = Ztp;
Bt = Btp;
Yt = Ytp;
Ztp = Z;
Btp = BidM;
Ytp = Probabilities;
return(Probabilities);
}