internal OptimizationResult(OptimizationEpoch epoch, bool bestHolder = false)
: base(epoch.SyncRoot)
{
Contract.Requires(epoch != null);
Epoch = epoch;
this.bestHolder = bestHolder;
}
internal OptimizationResultUpdatedEventArgs(OptimizationEpoch epoch, double mse, FeatureMatrix featureMatrix, Matrix<double> output)
{
Contract.Requires(epoch != null);
Contract.Requires(mse >= 0.0);
Contract.Requires(featureMatrix != null);
Contract.Requires(output != null);
Epoch = epoch;
MSE = mse;
FeatureMatrix = featureMatrix;
ComputedOutputMatrix = output;
}
private static void Begin()
{
// Data:
Console.WriteLine("Creating data providers ...");
var rootDataProv = CreateDataProvider(20000);
var valDataProv = rootDataProv.GetObjectSubsetProvider((index, values) => index < 5000);
var trainingDataProv = rootDataProv.GetObjectSubsetProvider((index, values) => index >= 5000);
var trainingSelStrat = new IntelligentDataFeatureSelectionStrategy(250, new GaussianSelectionAlgorithm(0.3), 2500, new MTPEliminationParameters(5, 10));
//var trainingSelStrat = new MonteCarloDataFeatureSelectionStrategy(250, MonteCarloMode.NewBlock);
var valSelStrat = new MonteCarloDataFeatureSelectionStrategy(250, MonteCarloMode.NewBlock);
var trainingMP = new SupervisedDataFeatureMatrixProvider(trainingSelStrat, trainingDataProv, NIPDataProvider.InputFeatureIDs, NIPDataProvider.OutputFeatureIDs);
var valMP = new SupervisedDataFeatureMatrixProvider(valSelStrat, valDataProv, NIPDataProvider.InputFeatureIDs, NIPDataProvider.OutputFeatureIDs);
Console.WriteLine("Samples found: " + rootDataProv.ItemCount);
Console.WriteLine("Training samples: " + trainingDataProv.ItemCount);
Console.WriteLine("Validation samples: " + valDataProv.ItemCount);
// Rules:
Console.WriteLine("Creating learning rules ...");
var weightInitRule = new NoisedWeightInitializationRule { Noise = 1.0, IsEnabled = true };
var decayRule = new WeightDecayRule { Factor = -0.00001, IsEnabled = true };
//var learningRule = new QuickpropRule { StepSize = 0.001 };
var learningRule = new SCGRule();
//var learningRule = new LMRule();
//var learningRule = new MetaQSARule { Mode = LearningMode.Stochastic, Momentum = 0.8, StepSizeRange = new DoubleRange(0.0, 0.005), StepSize = 0.001, StochasticAdaptiveStateUpdate = true };
//var learningRule = new SuperSABRule { Mode = LearningMode.Batch, Momentum = 0.8, StepSizeRange = new DoubleRange(0.0, 0.5), StepSize = 0.1, StochasticAdaptiveStateUpdate = false };
//var learningRule = new SignChangesRule { Mode = LearningMode.Batch, Momentum = 0.8, StepSizeRange = new DoubleRange(0.0, 0.05), StepSize = 0.01, StochasticAdaptiveStateUpdate = true };
//var learningRule = new GradientDescentRule { Mode = LearningMode.Batch, Momentum = 0.8, StepSize = 0.1 };
//var learningRule = new QSARule();
//var learningRule = new MAQRule();
//var learningRule = new RpropRule { Momentum = 0.01, StepSize = 0.01 };
//var learningRule = new CrossEntropyRule { PopulationSize = 400, NumberOfElites = 100 };
//var learningRule = new GARule { };
// Net:
Console.WriteLine("Creating Neural Network ...");
var network = CreateNetwork(trainingMP, weightInitRule, decayRule, learningRule);
var learning = new Learning(network);
// Epoch:
Console.WriteLine("Initializing optimization epoch ...");
var epoch = new OptimizationEpoch(learning, trainingMP, valMP, 1);
epoch.Initialize();
epoch.BestValidationResult.Updated += OnBestResultUpdated;
// Training loop:
Console.WriteLine("Starting ...");
bool done = false;
do
{
//CodeBench.By("Epoch").Do = () =>
//{
// epoch.Step();
//};
//CodeBench.By("Epoch").WriteToConsole();
epoch.Step();
WriteResult(epoch, trainedNet != null);
if (Console.KeyAvailable)
{
var key = Console.ReadKey();
switch (key.Key)
{
case ConsoleKey.Escape:
done = true;
break;
case ConsoleKey.S:
Save(network, trainingMP);
break;
case ConsoleKey.V:
if (trainedNet != null) Save(trainedNet, trainingMP);
break;
}
}
}
while (!done);
}
private static void WriteResult(OptimizationEpoch epoch, bool trained)
{
Console.WriteLine("{0}: Current: {1}/{2} Validation: {3}/{4} {5}",
epoch.CurrentIteration.ToString("0000"),
epoch.BestResult.MSE.ToString("0.000000"),
epoch.CurrentResult.MSE.ToString("0.000000"),
epoch.BestValidationResult.MSE.ToString("0.000000"),
epoch.CurrentValidationResult.MSE.ToString("0.000000"),
trained ? "!" : "");
}