/// <summary>
/// Runs the train on batch.
/// </summary>
/// <param name="i">The i.</param>
/// <param name="x">The x.</param>
/// <param name="y">The y.</param>
private void RunTrainOnBatch(int i, SuperArray x, SuperArray y)
{
SuperArray pred = Forward(x);
SuperArray lossVal = LossFn.Forward(pred, y);
SuperArray grad = LossFn.Backward(pred, y).Reshape(-1, 1);
lossVal = ApplyRegularizer(lossVal);
var metricVal = MetricFn.Calc(pred, y);
train_losses.Add(Ops.Mean(lossVal));
train_metrics.Add(Ops.Mean(metricVal));
Backward(grad);
ApplyDeltaRegularizer();
foreach (var layer in Layers)
{
OptimizerFn.Update(i, layer);
}
pred.Dispose();
lossVal.Dispose();
grad.Dispose();
}
/// <summary>
/// Runs the train on batch.
/// </summary>
/// <param name="i">The i.</param>
/// <param name="x">The x.</param>
/// <param name="y">The y.</param>
private void RunTrainOnBatch(int i, Tensor x, Tensor y)
{
Tensor pred = Forward(x);
Tensor lossVal = LossFn.Forward(pred, y);
Tensor grad = LossFn.Backward(pred, y);
lossVal = ApplyRegularizer(lossVal);
var metricVal = MetricFn.Calc(pred, y);
train_losses.Add(K.Mean(lossVal));
train_metrics.Add(K.Mean(metricVal));
Backward(grad);
ApplyDeltaRegularizer();
foreach (var layer in Layers)
{
OptimizerFn.Update(i, layer);
}
pred.Dispose();
lossVal.Dispose();
grad.Dispose();
}
/// <summary>
/// Add a set of evaluation metrics to the set of observations.
/// </summary>
/// <param name="metrics">The observed regression evaluation metric</param>
public override void Add(RegressionMetrics metrics)
{
L1.Add(metrics.MeanAbsoluteError);
L2.Add(metrics.MeanSquaredError);
Rms.Add(metrics.RootMeanSquaredError);
LossFn.Add(metrics.LossFunction);
RSquared.Add(metrics.RSquared);
}
/// <summary>
/// Add a set of evaluation metrics to the set of observations.
/// </summary>
/// <param name="metrics">The observed regression evaluation metric</param>
public override void Add(RegressionMetrics metrics)
{
L1.Add(metrics.L1);
L2.Add(metrics.L2);
Rms.Add(metrics.Rms);
LossFn.Add(metrics.LossFn);
RSquared.Add(metrics.RSquared);
}
public void Fit(IFrameIter train, int epochs, int batchSize, IFrameIter val = null)
{
DateTime start = DateTime.Now;
List <float> train_losses = new List <float>();
List <float> train_metrics = new List <float>();
List <float> val_losses = new List <float>();
List <float> val_metrics = new List <float>();
train.SetBatchSize(batchSize);
for (int iteration = 1; iteration <= epochs; iteration++)
{
train.Reset();
while (train.Next())
{
var(x, y) = train.GetBatch();
using (Variable pred = Forward(x))
using (Tensor lossVal = LossFn.Call(pred.Data, y))
using (Tensor grad = LossFn.CalcGrad(pred.Data, y))
using (Tensor reg_loss = ApplyRegularizer(lossVal))
{
//var metricVal = MetricFn.Call(pred.Data, y);
train_losses.Add(reg_loss.TVar().ToScalar().Evaluate());
//train_metrics.Add(metricVal.ToScalar().Evaluate());
Backward(grad);
ApplyDeltaRegularizer();
foreach (var layer in Layers)
{
OptimizerFn.Update(iteration, layer);
}
}
x.Dispose();
y.Dispose();
}
if (val != null)
{
while (val.Next())
{
var(x, y) = val.GetBatch();
var pred = Forward(x);
var lossVal = LossFn.Call(pred.Data, y);
var metricVal = MetricFn.Call(pred.Data, y);
val_losses.Add(TOps.MeanF(lossVal));
val_metrics.Add(TOps.MeanF(metricVal));
}
}
Console.WriteLine("Epoch: {0}, Loss: {1}", iteration, train_losses.Average());
}
}
/// <summary>
/// Runs the epoch.
/// </summary>
/// <param name="iteration">The iteration.</param>
/// <param name="train">The train.</param>
/// <param name="val">The value.</param>
/// <returns></returns>
private int RunEpoch(int iteration, DataFrameIter train, DataFrameIter val = null)
{
train_losses.Clear();
train_metrics.Clear();
val_losses.Clear();
val_metrics.Clear();
train.Reset();
if (val != null)
{
val.Reset();
}
while (train.Next())
{
var(x, y) = train.GetBatch();
RunTrainOnBatch(iteration, x, y);
x.Dispose();
y.Dispose();
}
if (val != null)
{
while (val.Next())
{
var(x, y) = val.GetBatch();
var pred = Forward(x);
var lossVal = LossFn.Forward(pred, y);
var metricVal = MetricFn.Calc(pred, y);
val_losses.Add(Ops.Mean(lossVal));
val_metrics.Add(Ops.Mean(metricVal));
x.Dispose();
y.Dispose();
lossVal.Dispose();
metricVal.Dispose();
}
}
return(iteration);
}
