/// <summary>
/// Evaluate the error for the specified model.
/// </summary>
///
/// <param name="param">The params for the SVN.</param>
/// <param name="prob">The problem to evaluate.</param>
/// <param name="target">The output values from the SVN.</param>
/// <returns>The calculated error.</returns>
private static double Evaluate(svm_parameter param, svm_problem prob,
double[] target)
{
int totalCorrect = 0;
var error = new ErrorCalculation();
if ((param.svm_type == svm_parameter.EPSILON_SVR) ||
(param.svm_type == svm_parameter.NU_SVR))
{
for (int i = 0; i < prob.l; i++)
{
double ideal = prob.y[i];
double actual = target[i];
error.UpdateError(actual, ideal);
}
return(error.Calculate());
}
for (int i = 0; i < prob.l; i++)
{
if (target[i] == prob.y[i])
{
++totalCorrect;
}
}
return(Format.HundredPercent * totalCorrect / prob.l);
}
/// <inheritdoc />
public override sealed void Iteration()
{
if (_mustInit)
{
InitWeight();
}
var error = new ErrorCalculation();
foreach (IMLDataPair pair in _training)
{
IMLData xout = _network.ComputeInstar(pair.Input);
int j = EngineArray.IndexOfLargest(xout);
for (int i = 0; i < _network.OutstarCount; i++)
{
double delta = _learningRate
* (pair.Ideal[i] - _network.WeightsInstarToOutstar[j, i]);
_network.WeightsInstarToOutstar.Add(j, i, delta);
}
IMLData out2 = _network.ComputeOutstar(xout);
error.UpdateError(out2, pair.Ideal, pair.Significance);
}
Error = error.Calculate();
}
/// <summary>
/// Evaluate the error for the specified model.
/// </summary>
/// <param name="param">The params for the SVN.</param>
/// <param name="prob">The problem to evaluate.</param>
/// <param name="target">The output values from the SVN.</param>
/// <returns>The calculated error.</returns>
private double Evaluate(svm_parameter param, svm_problem prob,
double[] target)
{
int total_correct = 0;
ErrorCalculation error = new ErrorCalculation();
if (param.svm_type == svm_parameter.EPSILON_SVR ||
param.svm_type == svm_parameter.NU_SVR)
{
for (int i = 0; i < prob.l; i++)
{
double ideal = prob.y[i];
double actual = target[i];
error.UpdateError(actual, ideal);
}
return(error.Calculate());
}
else
{
for (int i = 0; i < prob.l; i++)
{
if (target[i] == prob.y[i])
{
++total_correct;
}
}
return(100.0 * total_correct / prob.l);
}
}
/// <summary>
/// Perform one training iteration.
/// </summary>
public override void Iteration()
{
if (this.mustInit)
{
InitWeight();
}
ErrorCalculation error = new ErrorCalculation();
foreach (INeuralDataPair pair in this.training)
{
INeuralData output = this.parts.InstarSynapse.Compute(
pair.Input);
int j = this.parts.Winner(output);
for (int i = 0; i < this.parts.OutstarLayer.NeuronCount; i++)
{
double delta = this.learningRate
* (pair.Ideal[i] - this.parts
.OutstarSynapse.WeightMatrix[j, i]);
this.parts.OutstarSynapse.WeightMatrix.Add(j, i, delta);
}
error.UpdateError(output.Data, pair.Ideal.Data);
}
this.Error = error.Calculate();
}
public List <PredictionResults> Predict(DateTime predictFrom, DateTime predictTo)
{
List <PredictionResults> results = new List <PredictionResults>();
double[] present = new double[InputTuples * IndexesToConsider];
double[] actualOutput = new double[OutputSize];
int index = 0;
foreach (var sample in _manager.Samples)
{
if (sample.Date.CompareTo(predictFrom) > 0 && sample.Date.CompareTo(predictTo) < 0)
{
var result = new PredictionResults();
_manager.GetInputData(index - InputTuples, present);
_manager.GetOutputData(index - InputTuples, actualOutput);
var data = new BasicNeuralData(present);
var predict = _network.Compute(data);
result.ActualLotos = actualOutput[0] * (_manager.MaxLotos - _manager.MinLotos) + _manager.MinLotos;
result.PredictedLotos = predict[0] * (_manager.MaxLotos - _manager.MinLotos) + _manager.MinLotos;
result.ActualPir = actualOutput[1] * (_manager.MaxPrimeRate - _manager.MinPrimeRate) + _manager.MinPrimeRate;
result.PredictedPir = predict[1] * (_manager.MaxPrimeRate - _manager.MinPrimeRate) + _manager.MinPrimeRate;
result.ActualOrlen = actualOutput[2] * (_manager.MaxOrlen - _manager.MinOrlen) + _manager.MinOrlen;
result.PredictedOrlen = predict[2] * (_manager.MaxOrlen - _manager.MinOrlen) + _manager.MinOrlen;
result.Date = sample.Date;
var error = new ErrorCalculation();
error.UpdateError(actualOutput, predict.Data);
result.Error = error.CalculateRMS();
results.Add(result);
}
index++;
}
return(results);
}
/// <summary>
/// Construct a gradient worker.
/// </summary>
///
/// <param name="network">The network to train.</param>
/// <param name="owner">The owner that is doing the training.</param>
/// <param name="training">The training data.</param>
/// <param name="low">The low index to use in the training data.</param>
/// <param name="high">The high index to use in the training data.</param>
public GradientWorkerCPU(FlatNetwork network,
TrainFlatNetworkProp owner,
IEngineIndexableSet training, int low, int high)
{
this.errorCalculation = new ErrorCalculation();
this.network = network;
this.training = training;
this.low = low;
this.high = high;
this.owner = owner;
this.stopwatch = new Stopwatch();
this.layerDelta = new double[network.LayerOutput.Length];
this.gradients = new double[network.Weights.Length];
this.actual = new double[network.OutputCount];
this.weights = network.Weights;
this.layerIndex = network.LayerIndex;
this.layerCounts = network.LayerCounts;
this.weightIndex = network.WeightIndex;
this.layerOutput = network.LayerOutput;
this.layerFeedCounts = network.LayerFeedCounts;
this.pair = BasicEngineData.CreatePair(network.InputCount,
network.OutputCount);
}
/// <inheritdoc />
private void InternalCompute(int outputNeuron)
{
int row = 0;
var error = new ErrorCalculation();
var derivative = new double[_weightCount];
// Loop over every training element
foreach (IMLDataPair pair in _training)
{
EngineArray.Fill(derivative, 0);
IMLData networkOutput = _network.Compute(pair.Input);
double e = pair.Ideal[outputNeuron] - networkOutput[outputNeuron];
error.UpdateError(networkOutput[outputNeuron], pair.Ideal[outputNeuron]);
int currentWeight = 0;
// loop over the output weights
int outputFeedCount = _network.GetLayerTotalNeuronCount(_network.LayerCount - 2);
for (int i = 0; i < _network.OutputCount; i++)
{
for (int j = 0; j < outputFeedCount; j++)
{
double jc;
if (i == outputNeuron)
{
jc = ComputeDerivative(pair.Input, outputNeuron,
currentWeight, _dStep,
networkOutput[outputNeuron], row);
}
else
{
jc = 0;
}
_gradients[currentWeight] += jc * e;
derivative[currentWeight] = jc;
currentWeight++;
}
}
// Loop over every weight in the neural network
while (currentWeight < _network.Flat.Weights.Length)
{
double jc = ComputeDerivative(
pair.Input, outputNeuron, currentWeight,
_dStep,
networkOutput[outputNeuron], row);
derivative[currentWeight] = jc;
_gradients[currentWeight] += jc * e;
currentWeight++;
}
row++;
UpdateHessian(derivative);
}
_sse += error.CalculateSSE();
}
/// <summary>
/// Process training for pure batch mode (one single batch).
/// </summary>
protected void ProcessPureBatch()
{
var errorCalc = new ErrorCalculation();
_visited.Clear();
foreach (IMLDataPair pair in _training)
{
var input = pair.Input;
var ideal = pair.Ideal;
var actual = _network.Compute(input);
var sig = pair.Significance;
errorCalc.UpdateError(actual, ideal, sig);
for (int i = 0; i < _network.OutputCount; i++)
{
var diff = (ideal[i] - actual[i])
* sig;
IFreeformNeuron neuron = _network.OutputLayer.Neurons[i];
CalculateOutputDelta(neuron, diff);
CalculateNeuronGradient(neuron);
}
}
// Set the overall error.
Error = errorCalc.Calculate();
// Learn for all data.
Learn();
}
/// <summary>
/// Construct a gradient worker.
/// </summary>
///
/// <param name="theNetwork">The network to train.</param>
/// <param name="theOwner">The owner that is doing the training.</param>
/// <param name="theTraining">The training data.</param>
/// <param name="theLow">The low index to use in the training data.</param>
/// <param name="theHigh">The high index to use in the training data.</param>
/// <param name="theFlatSpots">Holds an array of flat spot constants.</param>
public GradientWorker(FlatNetwork theNetwork,
Propagation theOwner, IMLDataSet theTraining,
int theLow, int theHigh, double[] theFlatSpots, IErrorFunction ef)
{
_errorCalculation = new ErrorCalculation();
_network = theNetwork;
_training = theTraining;
_low = theLow;
_high = theHigh;
_owner = theOwner;
_flatSpot = theFlatSpots;
_layerDelta = new double[_network.LayerOutput.Length];
_gradients = new double[_network.Weights.Length];
_actual = new double[_network.OutputCount];
_weights = _network.Weights;
_layerIndex = _network.LayerIndex;
_layerCounts = _network.LayerCounts;
_weightIndex = _network.WeightIndex;
_layerOutput = _network.LayerOutput;
_layerSums = _network.LayerSums;
_layerFeedCounts = _network.LayerFeedCounts;
_ef = ef;
}
public static void CompareMCYT(string aFolder, int aNrOfTrainingSamples, DTWConfiguration aDTWConfig, ref StreamWriter aSWriter)
{
List <Signature> lSignatures = SignatureFileUtils.GetAllSignaturesFromFolder(aFolder);
List <Signature> lTemplate = lSignatures.Skip(25).Take(aNrOfTrainingSamples).ToList();
List <Signature> lOriginalSignatures = lSignatures.Skip(25 + aNrOfTrainingSamples).Take(25 - aNrOfTrainingSamples).ToList();
List <Signature> lImpostorSignatures = lSignatures.Take(15).ToList();
for (int i = 0; i < lTemplate.Count; ++i)
{
var lElement = lTemplate.ElementAt(i);
var lNewElement = SignatureUtils.SignatureUtils.CalculateCharacteristics(lElement);
lNewElement = SignatureUtils.SignatureUtils.StandardizeSignature(lNewElement);
lTemplate.RemoveAt(i);
lTemplate.Insert(i, lNewElement);
}
for (int i = 0; i < lOriginalSignatures.Count; ++i)
{
var lElement = lOriginalSignatures.ElementAt(i);
var lNewElement = SignatureUtils.SignatureUtils.CalculateCharacteristics(lElement);
lNewElement = SignatureUtils.SignatureUtils.StandardizeSignature(lNewElement);
lOriginalSignatures.RemoveAt(i);
lOriginalSignatures.Insert(i, lNewElement);
}
for (int i = 0; i < lImpostorSignatures.Count; ++i)
{
var lElement = lImpostorSignatures.ElementAt(i);
var lNewElement = SignatureUtils.SignatureUtils.CalculateCharacteristics(lElement);
lNewElement = SignatureUtils.SignatureUtils.StandardizeSignature(lNewElement);
lImpostorSignatures.RemoveAt(i);
lImpostorSignatures.Insert(i, lNewElement);
}
List <double> lOriginalScores = SignatureUtils.SignatureUtils.CompareSignaturesDTW(lTemplate, lOriginalSignatures, aDTWConfig);
List <double> lImpostorScores = SignatureUtils.SignatureUtils.CompareSignaturesDTW(lTemplate, lImpostorSignatures, aDTWConfig);
ErrorCalculation lError = ErrorCalculationFactory.GetDScoreErrorCalculator();
lError.CalculateErrors(lOriginalScores, lImpostorScores, 100);
//var lFARList = lError.GetFARList();
//var lFRRList = lError.GetFRRList();
//var lTresholdList = lError.GetThresholdList();
//for(int i = 0; i < lFARList.Count; ++i)
//{
// aSWriter.WriteLine(lFARList.ElementAt(i) + "," + lFRRList.ElementAt(i) + ", " + lTresholdList.ElementAt(i));
//}
aSWriter.WriteLine(lError.GetERR());
}
public override sealed void Iteration()
{
if (this._x268cb8b20222b0dc)
{
this.xabfa4e7d76a2422c();
}
ErrorCalculation calculation = new ErrorCalculation();
using (IEnumerator<IMLDataPair> enumerator = this._x823a2b9c8bf459c5.GetEnumerator())
{
IMLDataPair pair;
IMLData data;
int num;
int num2;
double num3;
IMLData data2;
goto Label_005E;
Label_0023:
if (num2 < this._x87a7fc6a72741c2e.OutstarCount)
{
goto Label_0091;
}
Label_0032:
data2 = this._x87a7fc6a72741c2e.ComputeOutstar(data);
calculation.UpdateError(data2.Data, pair.Ideal.Data, pair.Significance);
Label_005E:
if (!enumerator.MoveNext() && ((((uint) num2) - ((uint) num3)) <= uint.MaxValue))
{
goto Label_014D;
}
goto Label_00D2;
Label_0084:
num2++;
goto Label_0124;
Label_0091:
num3 = this._x9b481c22b6706459 * (pair.Ideal[num2] - this._x87a7fc6a72741c2e.WeightsInstarToOutstar[num, num2]);
this._x87a7fc6a72741c2e.WeightsInstarToOutstar.Add(num, num2, num3);
goto Label_0084;
Label_00D2:
pair = enumerator.Current;
data = this._x87a7fc6a72741c2e.ComputeInstar(pair.Input);
num = EngineArray.IndexOfLargest(data.Data);
num2 = 0;
if ((((uint) num2) <= uint.MaxValue) && (-2 == 0))
{
goto Label_0032;
}
goto Label_0023;
Label_0124:
if ((((uint) num) - ((uint) num)) <= uint.MaxValue)
{
goto Label_0023;
}
}
Label_014D:
this.Error = calculation.Calculate();
}
public void validate_bidirectional_CAW_RDiffuse()
{
var analyticSolution = BidirectionalAnalyticSolutions.GetBidirectionalRadianceInSlab(
_slabThickness,
new OpticalProperties(_mua, _musp, _g, 1.0),
-1, // direction -1=up
0); // position at surface
var sd = ErrorCalculation.StandardDeviation(_output.Input.N, _output.Rd, _output.Rd2);
Assert.Less(Math.Abs(_output.Rd - analyticSolution), 3 * sd);
}
/// <summary>
/// Calculate the error for this neural network. The error is calculated using Root Mean Square.
/// </summary>
/// <param name="input">The input patterns.</param>
/// <param name="ideal">The output patterns.</param>
/// <returns>The error percentage.</returns>
public double CalculateError(double[][] input, double[][] ideal)
{
ErrorCalculation errorCalc = new ErrorCalculation();
for (int i = 0; i < ideal.Length; i++)
{
ComputeOutputs(input[i]);
errorCalc.UpdateError(_outputLayer.Fire, ideal[i]);
}
return(errorCalc.RootMeanSquare());
}
public void validate_bidirectional_analog_TDiffuse()
{
var analyticSolution = BidirectionalAnalyticSolutions.GetBidirectionalRadianceInSlab(
_slabThickness,
new OpticalProperties(_mua, _musp, _g, 1.0),
1, // direction 1=down
_slabThickness); // position at slab end
var sd = ErrorCalculation.StandardDeviation(_output.Input.N, _output.Td, _output.Td2);
Assert.Less(Math.Abs(_output.Td - analyticSolution), 3 * sd);
}
public void validate_CAW_RDiffuse()
{
var sdOneLayerTissue = ErrorCalculation.StandardDeviation(
_outputOneLayerTissue.Input.N, _outputOneLayerTissue.Rd, _outputOneLayerTissue.Rd2);
var sdTwoLayerTissue = ErrorCalculation.StandardDeviation(
_outputTwoLayerTissue.Input.N, _outputTwoLayerTissue.Rd, _outputTwoLayerTissue.Rd2);
Assert.Less(Math.Abs(_outputOneLayerTissue.Rd * _factor - 0.572710099), 0.000000001);
// figure out best check of two below
Assert.Less(Math.Abs(_outputTwoLayerTissue.Rd * _factor - 0.572710099), 1 * sdOneLayerTissue);
Assert.Less(Math.Abs(_outputTwoLayerTissue.Rd * _factor - 0.572710099), 0.000000001);
}
/// <summary>
/// Calculate the error for this neural network. The error is calculated
/// using root-mean-square(RMS).
/// </summary>
/// <param name="input">Input patterns.</param>
/// <param name="ideal">Ideal patterns.</param>
/// <returns>The error percentage.</returns>
public double CalculateError(double[][] input, double[][] ideal)
{
ErrorCalculation errorCalculation = new ErrorCalculation();
for (int i = 0; i < ideal.Length; i++)
{
ComputeOutputs(input[i]);
errorCalculation.UpdateError(this.outputLayer.Fire,
ideal[i]);
}
return(errorCalculation.CalculateRMS());
}
/// <summary>
/// Calculate the error for this neural network. The error is calculated
/// using root-mean-square(RMS).
/// </summary>
/// <param name="data">The training set.</param>
/// <returns>The error percentage.</returns>
public double CalculateError(INeuralDataSet data)
{
ClearContext();
ErrorCalculation errorCalculation = new ErrorCalculation();
foreach (INeuralDataPair pair in data)
{
INeuralData actual = Compute(pair.Input);
errorCalculation.UpdateError(actual.Data, pair.Ideal.Data);
}
return(errorCalculation.Calculate());
}
/// <summary>
/// Calculate the SSE error.
/// </summary>
/// <returns>The SSE error with the current weights.</returns>
private double CalculateError()
{
var result = new ErrorCalculation();
for (int i = 0; i < _trainingLength; i++)
{
_indexableTraining.GetRecord(i, _pair);
IMLData actual = _network.Compute(_pair.Input);
result.UpdateError(actual.Data, _pair.Ideal.Data, _pair.Significance);
}
return(result.CalculateSSE());
}
/// <summary>
/// Calculate the SSE error.
/// </summary>
/// <returns>The SSE error with the current weights.</returns>
private double CalculateError()
{
var result = new ErrorCalculation();
for (int i = 0; i < _trainingLength; i++)
{
var pair = _indexableTraining[i];
var actual = _network.Compute(pair.Input);
result.UpdateError(actual, pair.Ideal, pair.Significance);
}
return(result.CalculateSSE());
}
public GradientWorker(FlatNetwork theNetwork, TrainFlatNetworkProp theOwner, IMLDataSet theTraining, int theLow, int theHigh, double[] theFlatSpots, IErrorFunction ef)
{
goto Label_0155;
Label_0114:
this._x071bde1041617fce = theOwner;
this._x0ba854627e1326f9 = theFlatSpots;
this._x58c3d5da5c5c72db = new double[this._x87a7fc6a72741c2e.LayerOutput.Length];
this._xe05127febf8b7904 = new double[this._x87a7fc6a72741c2e.Weights.Length];
this._xd505507cf33ae543 = new double[this._x87a7fc6a72741c2e.OutputCount];
if (0 == 0)
{
this._x2f33d779e5a20b28 = this._x87a7fc6a72741c2e.Weights;
if ((((uint) theHigh) + ((uint) theLow)) <= uint.MaxValue)
{
this._xb25095f37f20a1c1 = this._x87a7fc6a72741c2e.LayerIndex;
if (((uint) theLow) <= uint.MaxValue)
{
this._xe05f7b8f952f0ba4 = this._x87a7fc6a72741c2e.LayerCounts;
this._x7d5bf19d36074a85 = this._x87a7fc6a72741c2e.WeightIndex;
this._x5e72e5e601f79c78 = this._x87a7fc6a72741c2e.LayerOutput;
this._x59e01312f2f4aa96 = this._x87a7fc6a72741c2e.LayerSums;
this._xc99b49dd213196ca = this._x87a7fc6a72741c2e.LayerFeedCounts;
this._x2cb049236d33bbda = ef;
}
}
}
this._x61830ac74d65acc3 = BasicMLDataPair.CreatePair(this._x87a7fc6a72741c2e.InputCount, this._x87a7fc6a72741c2e.OutputCount);
if (0 == 0)
{
return;
}
Label_0155:
this._x84e81691256999b2 = new ErrorCalculation();
this._x87a7fc6a72741c2e = theNetwork;
this._x823a2b9c8bf459c5 = theTraining;
if (0xff == 0)
{
return;
}
do
{
if ((((uint) theHigh) + ((uint) theLow)) > uint.MaxValue)
{
goto Label_0114;
}
this._xd12d1dba8a023d95 = theLow;
}
while (0 != 0);
this._x628ea9b89457a2a9 = theHigh;
goto Label_0114;
}
public static double CalculateRegressionError(IMLRegression method, IMLDataSet data)
{
ErrorCalculation calculation = new ErrorCalculation();
if (method is IMLContext)
{
((IMLContext) method).ClearContext();
}
foreach (IMLDataPair pair in data)
{
IMLData data2 = method.Compute(pair.Input);
calculation.UpdateError(data2.Data, pair.Ideal.Data, pair.Significance);
}
return calculation.Calculate();
}
/// <summary>
/// Calculate a regression error.
/// </summary>
/// <param name="method">The method to check.</param>
/// <param name="data">The data to check.</param>
/// <returns>The error.</returns>
public static double CalculateRegressionError(IMLRegression method,
IMLDataSet data)
{
var errorCalculation = new ErrorCalculation();
if (method is IMLContext)
((IMLContext)method).ClearContext();
foreach (IMLDataPair pair in data)
{
IMLData actual = method.Compute(pair.Input);
errorCalculation.UpdateError(actual, pair.Ideal, pair.Significance);
}
return errorCalculation.Calculate();
}
public static void Compare(string aFolder, DTWConfiguration aDTWConfig, ref StreamWriter aSWriter)
{
List <Signature> lSignatures = SignatureFileUtils.GetAllSignaturesFromFolder(aFolder);
List <Signature> lTemplate = lSignatures.Take(5).ToList();
List <Signature> lOriginalSignatures = lSignatures.Skip(5).Take(13).ToList();
List <Signature> lImpostorSignatures = lSignatures.Skip(18).Take(9).ToList();
for (int i = 0; i < lTemplate.Count; ++i)
{
var lElement = lTemplate.ElementAt(i);
var lNewElement = SignatureUtils.SignatureUtils.CalculateCharacteristics(lElement);
lNewElement = SignatureUtils.SignatureUtils.StandardizeSignature(lNewElement);
lTemplate.RemoveAt(i);
lTemplate.Insert(i, lNewElement);
}
for (int i = 0; i < lOriginalSignatures.Count; ++i)
{
var lElement = lOriginalSignatures.ElementAt(i);
var lNewElement = SignatureUtils.SignatureUtils.CalculateCharacteristics(lElement);
lNewElement = SignatureUtils.SignatureUtils.StandardizeSignature(lNewElement);
lOriginalSignatures.RemoveAt(i);
lOriginalSignatures.Insert(i, lNewElement);
}
for (int i = 0; i < lImpostorSignatures.Count; ++i)
{
var lElement = lImpostorSignatures.ElementAt(i);
var lNewElement = SignatureUtils.SignatureUtils.CalculateCharacteristics(lElement);
lNewElement = SignatureUtils.SignatureUtils.StandardizeSignature(lNewElement);
lImpostorSignatures.RemoveAt(i);
lImpostorSignatures.Insert(i, lNewElement);
}
List <double> lOriginalScores = SignatureUtils.SignatureUtils.CompareSignaturesDTW(lTemplate, lOriginalSignatures, aDTWConfig);
List <double> lImpostorScores = SignatureUtils.SignatureUtils.CompareSignaturesDTW(lTemplate, lImpostorSignatures, aDTWConfig);
ErrorCalculation lError = ErrorCalculationFactory.GetDScoreErrorCalculator();
lError.CalculateErrors(lOriginalScores, lImpostorScores, 100);
aSWriter.WriteLine(lError.GetERR());
}
/// <summary>
/// Calculate the error for this neural network. The error is calculated
/// using root-mean-square(RMS).
/// </summary>
///
/// <param name="data">The training set.</param>
/// <returns>The error percentage.</returns>
public double CalculateError(IMLDataSet data)
{
var errorCalculation = new ErrorCalculation();
var actual = new double[_outputCount];
IMLDataPair pair;
for (int i = 0; i < data.Count; i++)
{
pair = data[i];
Compute(pair.Input, actual);
errorCalculation.UpdateError(actual, pair.Ideal, pair.Significance);
}
return(errorCalculation.Calculate());
}
/// <summary>
/// Calculate the error for this neural network. The error is calculated
/// using root-mean-square(RMS).
/// </summary>
///
/// <param name="data">The training set.</param>
/// <returns>The error percentage.</returns>
public double CalculateError(IEngineIndexableSet data)
{
ErrorCalculation errorCalculation = new ErrorCalculation();
double[] actual = new double[this.outputCount];
IEngineData pair = BasicEngineData.CreatePair(data.InputSize,
data.IdealSize);
for (int i = 0; i < data.Count; i++)
{
data.GetRecord(i, pair);
Compute(pair.InputArray, actual);
errorCalculation.UpdateError(actual, pair.IdealArray);
}
return(errorCalculation.Calculate());
}
/// <summary>
/// Calculate the error for this neural network. The error is calculated
/// using root-mean-square(RMS).
/// </summary>
///
/// <param name="data">The training set.</param>
/// <returns>The error percentage.</returns>
public double CalculateError(IMLDataSet data)
{
var errorCalculation = new ErrorCalculation();
var actual = new double[_outputCount];
IMLDataPair pair = BasicMLDataPair.CreatePair(data.InputSize,
data.IdealSize);
for (int i = 0; i < data.Count; i++)
{
data.GetRecord(i, pair);
Compute(pair.InputArray, actual);
errorCalculation.UpdateError(actual, pair.IdealArray, pair.Significance);
}
return(errorCalculation.Calculate());
}
/// <summary>
/// Process training batches.
/// </summary>
protected void ProcessBatches()
{
int lastLearn = 0;
var errorCalc = new ErrorCalculation();
_visited.Clear();
foreach (IMLDataPair pair in _training)
{
var input = pair.Input;
var ideal = pair.Ideal;
var actual = _network.Compute(input);
var sig = pair.Significance;
errorCalc.UpdateError(actual, ideal, sig);
for (int i = 0; i < _network.OutputCount; i++)
{
double diff = (ideal[i] - actual[i])
* sig;
IFreeformNeuron neuron = _network.OutputLayer.Neurons[i];
CalculateOutputDelta(neuron, diff);
CalculateNeuronGradient(neuron);
}
// Are we at the end of a batch.
lastLearn++;
if (lastLearn >= BatchSize)
{
lastLearn = 0;
Learn();
}
}
// Handle any remaining data.
if (lastLearn > 0)
{
Learn();
}
// Set the overall error.
Error = errorCalc.Calculate();
}
public override sealed void Iteration()
{
if (this._mustInit)
this.InitWeight();
ErrorCalculation errorCalculation = new ErrorCalculation();
foreach (IMLDataPair mlDataPair in this._training)
{
IMLData instar = this._network.ComputeInstar(mlDataPair.Input);
int row = EngineArray.IndexOfLargest(instar);
for (int col = 0; col < this._network.OutstarCount; ++col)
{
double value_ren = this._learningRate * (mlDataPair.Ideal[col] - this._network.WeightsInstarToOutstar[row, col]);
this._network.WeightsInstarToOutstar.Add(row, col, value_ren);
}
IMLData outstar = this._network.ComputeOutstar(instar);
errorCalculation.UpdateError(outstar, mlDataPair.Ideal, mlDataPair.Significance);
}
this.Error = errorCalculation.Calculate();
}
private void display()
{
double[] input = new double[SineWave.INPUT_SIZE];
double[] output = new double[SineWave.OUTPUT_SIZE];
for (int i = SineWave.INPUT_SIZE; i < SineWave.ACTUAL_SIZE; i++)
{
this.actual.getInputData(i - SineWave.INPUT_SIZE, input);
this.actual.getOutputData(i - SineWave.INPUT_SIZE, output);
StringBuilder str = new StringBuilder();
str.Append(i);
str.Append(":Actual=");
for (int j = 0; j < output.Length; j++)
{
if (j > 0)
{
str.Append(',');
}
str.Append(output[j]);
}
double[] predict = this.network.ComputeOutputs(input);
str.Append(":Predicted=");
for (int j = 0; j < output.Length; j++)
{
if (j > 0)
{
str.Append(',');
}
str.Append(predict[j]);
}
str.Append(":Difference=");
ErrorCalculation error = new ErrorCalculation();
error.UpdateError(predict, output);
str.Append(error.CalculateRMS().ToString("N2"));
Console.WriteLine(str.ToString());
}
}
public StochasticGradientDescent(IContainsFlat network,
IMLDataSet training, IGenerateRandom theRandom) :
base(TrainingImplementationType.Iterative)
{
Training = training;
UpdateRule = new AdamUpdate();
if (!(training is BatchDataSet))
{
BatchSize = 25;
}
_method = network;
_flat = network.Flat;
_layerDelta = new double[_flat.LayerOutput.Length];
_gradients = new double[_flat.Weights.Length];
_errorCalculation = new ErrorCalculation();
_rnd = theRandom;
LearningRate = 0.001;
Momentum = 0.9;
}
/// <inheritdoc/>
public override sealed void Iteration()
{
var errorCalculation = new ErrorCalculation();
foreach (IMLDataPair pair in _training)
{
// calculate the error
IMLData output = _network.Compute(pair.Input);
for (int currentAdaline = 0; currentAdaline < output.Count; currentAdaline++)
{
double diff = pair.Ideal[currentAdaline]
- output[currentAdaline];
// weights
for (int i = 0; i <= _network.InputCount; i++)
{
double input;
if (i == _network.InputCount)
{
input = 1.0d;
}
else
{
input = pair.Input[i];
}
_network.AddWeight(0, i, currentAdaline,
_learningRate * diff * input);
}
}
errorCalculation.UpdateError(output.Data, pair.Ideal.Data, pair.Significance);
}
// set the global error
Error = errorCalculation.Calculate();
}
public void display()
{
double[] present = new double[INPUT_SIZE * 2];
double[] actualOutput = new double[OUTPUT_SIZE];
int index = 0;
foreach (FinancialSample sample in actual.getSamples())
{
if (sample.getDate().CompareTo(PREDICT_FROM) > 0)
{
StringBuilder str = new StringBuilder();
str.Append(sample.getDate());
str.Append(":Start=");
str.Append(sample.getAmount());
actual.getInputData(index - INPUT_SIZE, present);
actual.getOutputData(index - INPUT_SIZE, actualOutput);
IMLData data = new BasicMLData(present);
IMLData Output = network.Compute(data);
double[] predict = Output.Data;
str.Append(",Actual % Change=");
str.Append(actualOutput[0].ToString("N2"));
str.Append(",Predicted % Change= ");
str.Append(predict[0].ToString("N2"));
str.Append(":Difference=");
ErrorCalculation error = new ErrorCalculation();
error.UpdateError(Output.Data, actualOutput, 1);
str.Append(error.CalculateRMS().ToString("N2"));
//
Console.WriteLine(str.ToString());
}
index++;
}
}
/// <summary>
/// Perform a training iteration.
/// </summary>
public override void Iteration()
{
ErrorCalculation errorCalculation = new ErrorCalculation();
ILayer inputLayer = network.GetLayer(BasicNetwork.TAG_INPUT);
ILayer outputLayer = network.GetLayer(BasicNetwork.TAG_OUTPUT);
foreach (INeuralDataPair pair in this.training)
{
// calculate the error
INeuralData output = this.network.Compute(pair.Input);
for (int currentAdaline = 0; currentAdaline < output.Count; currentAdaline++)
{
double diff = pair.Ideal[currentAdaline]
- output[currentAdaline];
// weights
for (int i = 0; i < inputLayer
.NeuronCount; i++)
{
double input = pair.Input[i];
synapse.WeightMatrix.Add(i, currentAdaline,
learningRate * diff * input);
}
// bias
double t = outputLayer.BiasWeights[
currentAdaline];
t += learningRate * diff;
outputLayer.BiasWeights[currentAdaline] = t;
}
errorCalculation.UpdateError(output.Data, pair.Ideal.Data);
}
// set the global error
this.Error = errorCalculation.Calculate();
}
public void validate_bidirectional_analog_ATotal()
{
var analyticSolutionRight =
BidirectionalAnalyticSolutions.GetBidirectionalRadianceIntegratedOverInterval(
_slabThickness,
new OpticalProperties(_mua, _musp, _g, 1.0),
1,
0,
_slabThickness);
var analyticSolutionLeft =
BidirectionalAnalyticSolutions.GetBidirectionalRadianceIntegratedOverInterval(
_slabThickness,
new OpticalProperties(_mua, _musp, _g, 1.0),
-1,
0,
_slabThickness);
// take sum because absorbed energy independent of direction
var analyticSolution = (analyticSolutionRight + analyticSolutionLeft);
var sd = ErrorCalculation.StandardDeviation(_output.Input.N, _output.Atot, _output.Atot2);
Assert.Less(Math.Abs(_output.Atot - _mua * analyticSolution), 3 * sd);
}
/// <summary>
/// Construct a gradient worker.
/// </summary>
///
/// <param name="theNetwork">The network to train.</param>
/// <param name="theOwner">The owner that is doing the training.</param>
/// <param name="theTraining">The training data.</param>
/// <param name="theLow">The low index to use in the training data.</param>
/// <param name="theHigh">The high index to use in the training data.</param>
/// <param name="theFlatSpots">Holds an array of flat spot constants.</param>
public GradientWorker(FlatNetwork theNetwork,
TrainFlatNetworkProp theOwner, IMLDataSet theTraining,
int theLow, int theHigh, double[] theFlatSpots, IErrorFunction ef)
{
_errorCalculation = new ErrorCalculation();
_network = theNetwork;
_training = theTraining;
_low = theLow;
_high = theHigh;
_owner = theOwner;
_flatSpot = theFlatSpots;
_layerDelta = new double[_network.LayerOutput.Length];
_gradients = new double[_network.Weights.Length];
_actual = new double[_network.OutputCount];
_weights = _network.Weights;
_layerIndex = _network.LayerIndex;
_layerCounts = _network.LayerCounts;
_weightIndex = _network.WeightIndex;
_layerOutput = _network.LayerOutput;
_layerSums = _network.LayerSums;
_layerFeedCounts = _network.LayerFeedCounts;
_ef = ef;
_pair = BasicMLDataPair.CreatePair(_network.InputCount,
_network.OutputCount);
}
public double CalculateError(IMLDataSet data)
{
double[] numArray;
IMLDataPair pair;
int num;
ErrorCalculation calculation = new ErrorCalculation();
goto Label_0057;
Label_0031:
num++;
Label_0035:
if (num < data.Count)
{
data.GetRecord((long) num, pair);
this.Compute(pair.InputArray, numArray);
calculation.UpdateError(numArray, pair.IdealArray, pair.Significance);
goto Label_0031;
}
if ((((uint) num) | 8) != 0)
{
return calculation.Calculate();
}
Label_0057:
numArray = new double[this._outputCount];
if (0 != 0)
{
goto Label_0031;
}
pair = BasicMLDataPair.CreatePair(data.InputSize, data.IdealSize);
num = 0;
goto Label_0035;
}
/// <summary>
/// Called internally to compute each output neuron.
/// </summary>
/// <param name="outputNeuron">The output neuron to compute.</param>
private void InternalCompute(int outputNeuron)
{
int row = 0;
var error = new ErrorCalculation();
EngineArray.Fill(derivative, 0);
// Loop over every training element
foreach (var pair in training)
{
var networkOutput = network.Compute(pair.Input);
double e = pair.Ideal.Data[outputNeuron] - networkOutput[outputNeuron];
error.UpdateError(networkOutput[outputNeuron], pair.Ideal[outputNeuron]);
int currentWeight = 0;
// loop over the output weights
int outputFeedCount = network.GetLayerTotalNeuronCount(network.LayerCount - 2);
for (int i = 0; i < network.OutputCount; i++)
{
for (int j = 0; j < outputFeedCount; j++)
{
double jc;
if (i == outputNeuron)
{
jc = ComputeDerivative(pair.Input, outputNeuron,
currentWeight, _dStep,
networkOutput[outputNeuron], row);
}
else
{
jc = 0;
}
gradients[currentWeight] += jc*e;
derivative[currentWeight] += jc;
currentWeight++;
}
}
// Loop over every weight in the neural network
while (currentWeight < network.Flat.Weights.Length)
{
double jc = ComputeDerivative(
pair.Input, outputNeuron, currentWeight,
_dStep,
networkOutput[outputNeuron], row);
derivative[currentWeight] += jc;
gradients[currentWeight] += jc*e;
currentWeight++;
}
row++;
}
UpdateHessian(derivative);
sse += error.CalculateSSE();
}
/// <inheritdoc />
public override sealed void Iteration()
{
if (_mustInit)
{
InitWeight();
}
var error = new ErrorCalculation();
foreach (IMLDataPair pair in _training)
{
IMLData xout = _network.ComputeInstar(pair.Input);
int j = EngineArray.IndexOfLargest(xout.Data);
for (int i = 0; i < _network.OutstarCount; i++)
{
double delta = _learningRate
*(pair.Ideal[i] - _network.WeightsInstarToOutstar[j, i]);
_network.WeightsInstarToOutstar.Add(j, i, delta);
}
IMLData out2 = _network.ComputeOutstar(xout);
error.UpdateError(out2.Data, pair.Ideal.Data, pair.Significance);
}
Error = error.Calculate();
}
/// <summary>
/// Calculate the error for this neural network. The error is calculated
/// using root-mean-square(RMS).
/// </summary>
///
/// <param name="data">The training set.</param>
/// <returns>The error percentage.</returns>
public double CalculateError(IMLDataSet data)
{
var errorCalculation = new ErrorCalculation();
var actual = new double[_outputCount];
IMLDataPair pair = BasicMLDataPair.CreatePair(data.InputSize,
data.IdealSize);
for (int i = 0; i < data.Count; i++)
{
data.GetRecord(i, pair);
Compute(pair.InputArray, actual);
errorCalculation.UpdateError(actual, pair.IdealArray,pair.Significance);
}
return errorCalculation.Calculate();
}
public void display()
{
double[] present = new double[INPUT_SIZE*2];
double[] actualOutput = new double[OUTPUT_SIZE];
int index = 0;
foreach (FinancialSample sample in actual.getSamples())
{
if (sample.getDate().CompareTo(PREDICT_FROM) > 0)
{
StringBuilder str = new StringBuilder();
str.Append(sample.getDate());
str.Append(":Start=");
str.Append(sample.getAmount());
actual.getInputData(index - INPUT_SIZE, present);
actual.getOutputData(index - INPUT_SIZE, actualOutput);
IMLData data = new BasicMLData(present);
IMLData Output = network.Compute(data);
double[] predict = Output.Data;
str.Append(",Actual % Change=");
str.Append(actualOutput[0].ToString("N2"));
str.Append(",Predicted % Change= ");
str.Append(predict[0].ToString("N2"));
str.Append(":Difference=");
ErrorCalculation error = new ErrorCalculation();
error.UpdateError(Output.Data, actualOutput, 1);
str.Append(error.CalculateRMS().ToString("N2"));
//
Console.WriteLine(str.ToString());
}
index++;
}
}
/// <summary>
/// Calculate the error for this neural network. The error is calculated
/// using root-mean-square(RMS).
/// </summary>
///
/// <param name="data">The training set.</param>
/// <returns>The error percentage.</returns>
public double CalculateError(IMLDataSet data)
{
var errorCalculation = new ErrorCalculation();
var actual = new double[_outputCount];
for (int i = 0; i < data.Count; i++)
{
IMLDataPair pair = data[i];
Compute(pair.Input, actual);
errorCalculation.UpdateError(actual, pair.Ideal, pair.Significance);
}
return errorCalculation.Calculate();
}
/// <summary>
/// Calculate the error for this neural network. The error is calculated
/// using root-mean-square(RMS).
/// </summary>
/// <param name="data">The training set.</param>
/// <returns>The error percentage.</returns>
public double CalculateError(INeuralDataSet data)
{
ClearContext();
ErrorCalculation errorCalculation = new ErrorCalculation();
foreach (INeuralDataPair pair in data)
{
INeuralData actual = Compute(pair.Input);
errorCalculation.UpdateError(actual.Data, pair.Ideal.Data);
}
return errorCalculation.Calculate();
}
/// <summary>
/// Evaluate the error for the specified model.
/// </summary>
///
/// <param name="param">The params for the SVN.</param>
/// <param name="prob">The problem to evaluate.</param>
/// <param name="target">The output values from the SVN.</param>
/// <returns>The calculated error.</returns>
private static double Evaluate(svm_parameter param, svm_problem prob,
double[] target)
{
int totalCorrect = 0;
var error = new ErrorCalculation();
if ((param.svm_type == svm_parameter.EPSILON_SVR)
|| (param.svm_type == svm_parameter.NU_SVR))
{
for (int i = 0; i < prob.l; i++)
{
double ideal = prob.y[i];
double actual = target[i];
error.UpdateError(actual, ideal);
}
return error.Calculate();
}
for (int i = 0; i < prob.l; i++)
{
if (target[i] == prob.y[i])
{
++totalCorrect;
}
}
return Format.HundredPercent*totalCorrect/prob.l;
}
