/// <summary>
/// Creates an initialized instance.
/// </summary>
/// <param name="elem">A xml element containing the configuration data.</param>
public ExternalFieldSettings(XElement elem)
{
//Validation
XElement settingsElem = Validate(elem, XsdTypeName);
//Parsing
Name = settingsElem.Attribute("name").Value;
RouteToReadout = bool.Parse(settingsElem.Attribute("routeToReadout").Value);
FeatureFilterCfg = FeatureFilterFactory.LoadSettings(settingsElem.Elements().First());
Check();
return;
}
//Constructor
/// <summary>
/// Creates an initialized instance.
/// </summary>
/// <param name="name">The name of the input field.</param>
/// <param name="idx">The zero-based index of the input field among other input fields.</param>
/// <param name="coordinates">The coordinates of input neurons in 3D space.</param>
/// <param name="dataWorkingRange">The output range of the input data.</param>
/// <param name="featureFilterCfg">The configuration of the feature filter.</param>
/// <param name="spikesEncodingCfg">The configuration of the spikes coder.</param>
/// <param name="routeToReadout">Specifies whether to route the input field values to readout layer.</param>
/// <param name="inputNeuronsStartIdx">The zero-based index of the first input neuron of this field among all other input neurons.</param>
public InputField(string name,
int idx,
int[] coordinates,
Interval dataWorkingRange,
IFeatureFilterSettings featureFilterCfg,
InputSpikesCoderSettings spikesEncodingCfg,
bool routeToReadout,
int inputNeuronsStartIdx
)
{
Name = name;
Idx = idx;
RouteToReadout = routeToReadout;
_featureFilter = FeatureFilterFactory.Create(dataWorkingRange, featureFilterCfg);
_iAnalogStimuli = 0;
_currentDataIdx = 0;
//Spikes encoder
_spikesEncoder = new InputSpikesCoder(spikesEncodingCfg);
//Analog neuron
int verticalCycles = _spikesEncoder.Regime == InputEncoder.InputSpikesCoding.Vertical ? _spikesEncoder.LargestComponentLength : 1;
AnalogNeuron = new AnalogInputNeuron(new NeuronLocation(InputEncoder.ReservoirID, inputNeuronsStartIdx, InputEncoder.PoolID, inputNeuronsStartIdx, idx, coordinates[0], coordinates[1], coordinates[2]), verticalCycles);
++inputNeuronsStartIdx;
//Spiking neurons
int spikingPopulationSize;
if (_spikesEncoder.Regime == InputEncoder.InputSpikesCoding.Horizontal)
{
//Population encoding
spikingPopulationSize = _spikesEncoder.AllSpikesFlatCollection.Length;
}
else if (_spikesEncoder.Regime == InputEncoder.InputSpikesCoding.Vertical)
{
//Spike-train encoding
spikingPopulationSize = _spikesEncoder.ComponentSpikesCollection.Length;
}
else
{
//Forbidden encoding
spikingPopulationSize = 0;
}
SpikingNeuronCollection = new SpikingInputNeuron[spikingPopulationSize];
for (int i = 0; i < SpikingNeuronCollection.Length; i++)
{
SpikingNeuronCollection[i] = new SpikingInputNeuron(new NeuronLocation(InputEncoder.ReservoirID, inputNeuronsStartIdx, InputEncoder.PoolID, inputNeuronsStartIdx, idx, coordinates[0], coordinates[1], coordinates[2]));
++inputNeuronsStartIdx;
}
return;
}
/// <summary>
/// Initiates collection of preprocessor's feature filters
/// </summary>
/// <param name="inputVectorCollection">Collection of input vectors</param>
private void InitializeFeatureFilters(List <double[]> inputVectorCollection)
{
//Instantiate filters
_featureFilterCollection = new BaseFeatureFilter[_settings.InputConfig.ExternalFieldCollection.Count];
Parallel.For(0, _featureFilterCollection.Length, i =>
{
_featureFilterCollection[i] = FeatureFilterFactory.Create(_dataRange, _settings.InputConfig.ExternalFieldCollection[i].FeatureFilterCfg);
//Update filter
foreach (double[] vector in inputVectorCollection)
{
_featureFilterCollection[i].Update(vector[i]);
}
});
return;
}
/// <summary>
/// Creates an initialized instance.
/// </summary>
/// <param name="elem">Xml data containing the settings.</param>
public ExternalFieldSettings(XElement elem)
{
//Validation
XElement settingsElem = Validate(elem, XsdTypeName);
//Parsing
Name = settingsElem.Attribute("name").Value;
RouteToReadout = bool.Parse(settingsElem.Attribute("routeToReadout").Value);
FeatureFilterCfg = FeatureFilterFactory.LoadSettings(settingsElem.Elements().First());
XElement spikingCodingElem = settingsElem.Elements("spikeCode").FirstOrDefault();
SpikeCodeCfg = spikingCodingElem == null ? null : new SpikeCodeSettings(spikingCodingElem);
Check();
return;
}
/// <summary>
/// Creates the instance and initializes it from given xml element.
/// </summary>
/// <param name="readoutUnitElem">
/// Xml data containing the settings.
/// </param>
public ReadoutUnitSettings(XElement readoutUnitElem)
{
//Name
Name = readoutUnitElem.Attribute("name").Value;
//Task and filter
XElement taskElem = readoutUnitElem.Descendants().First();
if (taskElem.Name.LocalName == "forecast")
{
TaskType = ReadoutUnit.TaskType.Forecast;
}
else
{
TaskType = ReadoutUnit.TaskType.Classification;
}
FeatureFilterCfg = FeatureFilterFactory.LoadSettings(taskElem.Descendants().First());
//Net settings
List <XElement> netSettingsElems = new List <XElement>();
netSettingsElems.AddRange(readoutUnitElem.Descendants("ff"));
netSettingsElems.AddRange(readoutUnitElem.Descendants("pp"));
if (netSettingsElems.Count != 1)
{
throw new Exception("Only one network configuration can be specified in readout unit settings.");
}
if (netSettingsElems.Count == 0)
{
throw new Exception("Network configuration is not specified in readout unit settings.");
}
XElement netSettingsElem = netSettingsElems[0];
//FF?
if (netSettingsElem.Name.LocalName == "ff")
{
NetType = ReadoutUnitNetworkType.FF;
NetSettings = new FeedForwardNetworkSettings(netSettingsElem);
OutputRange = ((FeedForwardNetworkSettings)NetSettings).OutputRange.DeepClone();
}
else
{
//PP
NetType = ReadoutUnitNetworkType.PP;
NetSettings = new ParallelPerceptronSettings(netSettingsElem);
OutputRange = ((ParallelPerceptronSettings)NetSettings).OutputRange.DeepClone();
}
return;
}
/// <summary>
/// Initiates collection of preprocessor's feature filters
/// </summary>
/// <param name="inputPatternCollection">Collection of input patterns</param>
private void InitializeFeatureFilters(List <List <double[]> > inputPatternCollection)
{
//Instantiate and adjust feature filters
_featureFilterCollection = new BaseFeatureFilter[_settings.InputConfig.ExternalFieldCollection.Count];
Parallel.For(0, _settings.InputConfig.ExternalFieldCollection.Count, i =>
{
_featureFilterCollection[i] = FeatureFilterFactory.Create(_dataRange, _settings.InputConfig.ExternalFieldCollection[i].FeatureFilterCfg);
foreach (List <double[]> pattern in inputPatternCollection)
{
foreach (double[] vector in pattern)
{
_featureFilterCollection[i].Update(vector[i]);
}
}
});
return;
}
//Constructor
/// <summary>
/// Creates an initialized instance
/// </summary>
/// <param name="name">Name of the input field</param>
/// <param name="idx">Index of the input field</param>
/// <param name="coordinates">Input coordinates (entry point)</param>
/// <param name="dataWorkingRange">Input data range</param>
/// <param name="featureFilterCfg">Feature filter configuration</param>
/// <param name="spikeCodeCfg">Configuration of the input spike code</param>
/// <param name="routeToReadout">Specifies whether to route values as the additional predictors to readout</param>
/// <param name="inputNeuronsStartIdx">Index of the first input neuron of this unit among all input neurons</param>
public InputField(string name,
int idx,
int[] coordinates,
Interval dataWorkingRange,
IFeatureFilterSettings featureFilterCfg,
SpikeCodeSettings spikeCodeCfg,
bool routeToReadout,
int inputNeuronsStartIdx
)
{
Name = name;
Idx = idx;
RouteToReadout = routeToReadout;
_featureFilter = FeatureFilterFactory.Create(dataWorkingRange, featureFilterCfg);
//Analog neuron
AnalogNeuron = new AnalogInputNeuron(new NeuronLocation(InputEncoder.ReservoirID, inputNeuronsStartIdx, InputEncoder.PoolID, inputNeuronsStartIdx, idx, coordinates[0], coordinates[1], coordinates[2]));
++inputNeuronsStartIdx;
//Spiking neurons
_realSpikeCode = null;
int populationSize = -1;
switch (_featureFilter.Type)
{
case FeatureFilterBase.FeatureType.Real:
_realSpikeCode = new SpikeCode(spikeCodeCfg);
populationSize = _realSpikeCode.Code.Length;
break;
case FeatureFilterBase.FeatureType.Binary:
populationSize = 1;
break;
case FeatureFilterBase.FeatureType.Enum:
populationSize = ((EnumFeatureFilterSettings)featureFilterCfg).NumOfElements;
break;
}
SpikingNeuronCollection = new SpikingInputNeuron[populationSize];
for (int i = 0; i < SpikingNeuronCollection.Length; i++)
{
SpikingNeuronCollection[i] = new SpikingInputNeuron(new NeuronLocation(InputEncoder.ReservoirID, inputNeuronsStartIdx, InputEncoder.PoolID, inputNeuronsStartIdx, idx, coordinates[0], coordinates[1], coordinates[2]));
++inputNeuronsStartIdx;
}
return;
}
/// <summary>
/// Copy constructor
/// </summary>
/// <param name="source">Source instance</param>
public ReadoutUnitSettings(ReadoutUnitSettings source)
{
Name = source.Name;
TaskType = source.TaskType;
FeatureFilterCfg = FeatureFilterFactory.DeepClone(source.FeatureFilterCfg);
NetType = source.NetType;
NetSettings = null;
OutputRange = null;
if (source.NetSettings != null)
{
if (source.NetSettings.GetType() == typeof(FeedForwardNetworkSettings))
{
NetSettings = ((FeedForwardNetworkSettings)(source.NetSettings)).DeepClone();
}
else
{
NetSettings = ((ParallelPerceptronSettings)(source.NetSettings)).DeepClone();
}
OutputRange = source.OutputRange.DeepClone();
}
return;
}
/// <summary>
/// The deep copy constructor.
/// </summary>
/// <param name="source">Source instance</param>
public ExternalField(ExternalField source)
: base(source)
{
FeatureFilterCfg = FeatureFilterFactory.DeepClone(source.FeatureFilterCfg);
return;
}
//Constructors
/// <summary>
/// Creates an initialized instance
/// </summary>
/// <param name="name">Field name</param>
/// <param name="allowRoutingToReadout">Specifies whether the field can be included among predictors</param>
/// <param name="settingsElem">Xml element containing associated feature filter settings</param>
public ExternalField(string name, bool allowRoutingToReadout, XElement settingsElem)
: base(name, allowRoutingToReadout)
{
FeatureFilterCfg = FeatureFilterFactory.LoadSettings(settingsElem);
return;
}
/// <summary>
/// Builds trained readout layer.
/// </summary>
/// <param name="dataBundle">Collection of input predictors and associated desired output values</param>
/// <param name="predictorsMapper">Optional specific mapping of predictors to readout units</param>
/// <param name="controller">Optional external regression controller</param>
/// <returns>Results of the regression</returns>
public RegressionOverview Build(VectorBundle dataBundle,
PredictorsMapper predictorsMapper = null,
TrainedNetworkBuilder.RegressionControllerDelegate controller = null
)
{
//Basic checks
int numOfPredictors = dataBundle.InputVectorCollection[0].Length;
int numOfOutputs = dataBundle.OutputVectorCollection[0].Length;
if (numOfPredictors == 0)
{
throw new InvalidOperationException($"Number of predictors must be greater tham 0.");
}
if (numOfOutputs != Settings.ReadoutUnitsCfg.ReadoutUnitCfgCollection.Count)
{
throw new InvalidOperationException($"Incorrect length of output vectors.");
}
//Predictors mapper (specified or default)
_predictorsMapper = predictorsMapper ?? new PredictorsMapper(numOfPredictors);
//Allocation and preparation of feature filters
//Predictors
_predictorFeatureFilterCollection = new FeatureFilterBase[numOfPredictors];
Parallel.For(0, _predictorFeatureFilterCollection.Length, nrmIdx =>
{
_predictorFeatureFilterCollection[nrmIdx] = new RealFeatureFilter(DataRange, true, true);
for (int pairIdx = 0; pairIdx < dataBundle.InputVectorCollection.Count; pairIdx++)
{
//Adjust filter
_predictorFeatureFilterCollection[nrmIdx].Update(dataBundle.InputVectorCollection[pairIdx][nrmIdx]);
}
});
//Output values
_outputFeatureFilterCollection = new FeatureFilterBase[numOfOutputs];
Parallel.For(0, _outputFeatureFilterCollection.Length, nrmIdx =>
{
_outputFeatureFilterCollection[nrmIdx] = FeatureFilterFactory.Create(DataRange, Settings.ReadoutUnitsCfg.ReadoutUnitCfgCollection[nrmIdx].TaskCfg.FeatureFilterCfg);
for (int pairIdx = 0; pairIdx < dataBundle.OutputVectorCollection.Count; pairIdx++)
{
//Adjust output normalizer
_outputFeatureFilterCollection[nrmIdx].Update(dataBundle.OutputVectorCollection[pairIdx][nrmIdx]);
}
});
//Data normalization
//Allocation
double[][] normalizedPredictorsCollection = new double[dataBundle.InputVectorCollection.Count][];
double[][] normalizedIdealOutputsCollection = new double[dataBundle.OutputVectorCollection.Count][];
//Normalization
Parallel.For(0, dataBundle.InputVectorCollection.Count, pairIdx =>
{
//Predictors
double[] predictors = new double[numOfPredictors];
for (int i = 0; i < numOfPredictors; i++)
{
if (_predictorsMapper.PredictorGeneralSwitchCollection[i])
{
predictors[i] = _predictorFeatureFilterCollection[i].ApplyFilter(dataBundle.InputVectorCollection[pairIdx][i]);
}
else
{
predictors[i] = double.NaN;
}
}
normalizedPredictorsCollection[pairIdx] = predictors;
//Outputs
double[] outputs = new double[numOfOutputs];
for (int i = 0; i < numOfOutputs; i++)
{
outputs[i] = _outputFeatureFilterCollection[i].ApplyFilter(dataBundle.OutputVectorCollection[pairIdx][i]);
}
normalizedIdealOutputsCollection[pairIdx] = outputs;
});
//Random object initialization
Random rand = new Random(0);
//Create shuffled copy of the data
VectorBundle shuffledData = new VectorBundle(normalizedPredictorsCollection, normalizedIdealOutputsCollection);
shuffledData.Shuffle(rand);
//Building of readout units
for (int unitIdx = 0; unitIdx < Settings.ReadoutUnitsCfg.ReadoutUnitCfgCollection.Count; unitIdx++)
{
List <double[]> idealValueCollection = new List <double[]>(shuffledData.OutputVectorCollection.Count);
//Transformation of ideal vectors to a single value vectors
foreach (double[] idealVector in shuffledData.OutputVectorCollection)
{
double[] value = new double[1];
value[0] = idealVector[unitIdx];
idealValueCollection.Add(value);
}
List <double[]> readoutUnitInputVectorCollection = _predictorsMapper.CreateVectorCollection(Settings.ReadoutUnitsCfg.ReadoutUnitCfgCollection[unitIdx].Name, shuffledData.InputVectorCollection);
VectorBundle readoutUnitDataBundle = new VectorBundle(readoutUnitInputVectorCollection, idealValueCollection);
TrainedNetworkClusterBuilder readoutUnitBuilder = new TrainedNetworkClusterBuilder(Settings.ReadoutUnitsCfg.ReadoutUnitCfgCollection[unitIdx].Name,
Settings.GetReadoutUnitNetworksCollection(unitIdx),
DataRange,
Settings.ReadoutUnitsCfg.ReadoutUnitCfgCollection[unitIdx].TaskCfg.Type == ReadoutUnit.TaskType.Classification ? BinBorder : double.NaN,
rand,
controller
);
//Register notification
readoutUnitBuilder.RegressionEpochDone += OnRegressionEpochDone;
//Build trained readout unit. Trained unit becomes to be the predicting cluster member
_readoutUnitCollection[unitIdx] = new ReadoutUnit(unitIdx,
readoutUnitBuilder.Build(readoutUnitDataBundle,
Settings.TestDataRatio,
Settings.Folds,
Settings.Repetitions,
new FeatureFilterBase[] { _outputFeatureFilterCollection[unitIdx] }
)
);
}//unitIdx
//Readout layer is trained and ready
Trained = true;
return(new RegressionOverview(ReadoutUnitErrStatCollection));
}
/// <summary>
/// Builds trained readout layer.
/// </summary>
/// <param name="dataBundle">The data to be used for training.</param>
/// <param name="predictorsMapper">The mapper of specific predictors to readout units (optional).</param>
/// <param name="controller">The build process controller (optional).</param>
/// <param name="randomizerSeek">Specifies the random number generator initial seek (optional). A value greater than or equal to 0 will always ensure the same initialization.</param>
/// <returns>The results of training.</returns>
public RegressionOverview Build(VectorBundle dataBundle,
PredictorsMapper predictorsMapper = null,
TNRNetBuilder.BuildControllerDelegate controller = null,
int randomizerSeek = 0
)
{
if (Trained)
{
throw new InvalidOperationException("Readout layer is already built.");
}
//Basic checks
int numOfPredictors = dataBundle.InputVectorCollection[0].Length;
int numOfOutputs = dataBundle.OutputVectorCollection[0].Length;
if (numOfPredictors == 0)
{
throw new InvalidOperationException($"Number of predictors must be greater than 0.");
}
if (numOfOutputs != ReadoutLayerCfg.ReadoutUnitsCfg.ReadoutUnitCfgCollection.Count)
{
throw new InvalidOperationException($"Incorrect length of output vectors.");
}
//Predictors mapper (specified or default)
_predictorsMapper = predictorsMapper ?? new PredictorsMapper(numOfPredictors);
//Allocation and preparation of feature filters
//Predictors
_predictorFeatureFilterCollection = new FeatureFilterBase[numOfPredictors];
Parallel.For(0, _predictorFeatureFilterCollection.Length, nrmIdx =>
{
_predictorFeatureFilterCollection[nrmIdx] = new RealFeatureFilter(InternalDataRange, true, true);
for (int pairIdx = 0; pairIdx < dataBundle.InputVectorCollection.Count; pairIdx++)
{
//Adjust filter
_predictorFeatureFilterCollection[nrmIdx].Update(dataBundle.InputVectorCollection[pairIdx][nrmIdx]);
}
});
//Output values
_outputFeatureFilterCollection = new FeatureFilterBase[numOfOutputs];
Parallel.For(0, _outputFeatureFilterCollection.Length, nrmIdx =>
{
_outputFeatureFilterCollection[nrmIdx] = FeatureFilterFactory.Create(InternalDataRange, ReadoutLayerCfg.ReadoutUnitsCfg.ReadoutUnitCfgCollection[nrmIdx].TaskCfg.FeatureFilterCfg);
for (int pairIdx = 0; pairIdx < dataBundle.OutputVectorCollection.Count; pairIdx++)
{
//Adjust output normalizer
_outputFeatureFilterCollection[nrmIdx].Update(dataBundle.OutputVectorCollection[pairIdx][nrmIdx]);
}
});
//Data normalization
//Allocation
double[][] normalizedPredictorsCollection = new double[dataBundle.InputVectorCollection.Count][];
double[][] normalizedIdealOutputsCollection = new double[dataBundle.OutputVectorCollection.Count][];
//Normalization
Parallel.For(0, dataBundle.InputVectorCollection.Count, pairIdx =>
{
//Predictors
double[] predictors = new double[numOfPredictors];
for (int i = 0; i < numOfPredictors; i++)
{
if (_predictorsMapper.PredictorGeneralSwitchCollection[i])
{
predictors[i] = _predictorFeatureFilterCollection[i].ApplyFilter(dataBundle.InputVectorCollection[pairIdx][i]);
}
else
{
predictors[i] = double.NaN;
}
}
normalizedPredictorsCollection[pairIdx] = predictors;
//Outputs
double[] outputs = new double[numOfOutputs];
for (int i = 0; i < numOfOutputs; i++)
{
outputs[i] = _outputFeatureFilterCollection[i].ApplyFilter(dataBundle.OutputVectorCollection[pairIdx][i]);
}
normalizedIdealOutputsCollection[pairIdx] = outputs;
});
//Random object initialization
Random rand = (randomizerSeek < 0 ? new Random() : new Random(randomizerSeek));
//Create shuffled copy of the data
VectorBundle shuffledData = new VectorBundle(normalizedPredictorsCollection, normalizedIdealOutputsCollection);
shuffledData.Shuffle(rand);
//"One Takes All" groups input data space initialization
List <CompositeResult[]> allReadoutUnitResults = new List <CompositeResult[]>(shuffledData.InputVectorCollection.Count);
if (_oneTakesAllGroupCollection != null)
{
for (int i = 0; i < shuffledData.InputVectorCollection.Count; i++)
{
allReadoutUnitResults.Add(new CompositeResult[ReadoutLayerCfg.ReadoutUnitsCfg.ReadoutUnitCfgCollection.Count]);
}
}
ResetProgressTracking();
//Building of readout units
for (_buildReadoutUnitIdx = 0; _buildReadoutUnitIdx < ReadoutLayerCfg.ReadoutUnitsCfg.ReadoutUnitCfgCollection.Count; _buildReadoutUnitIdx++)
{
List <double[]> idealValueCollection = new List <double[]>(shuffledData.OutputVectorCollection.Count);
//Transformation of ideal vectors to a single value vectors
foreach (double[] idealVector in shuffledData.OutputVectorCollection)
{
double[] value = new double[1];
value[0] = idealVector[_buildReadoutUnitIdx];
idealValueCollection.Add(value);
}
List <double[]> readoutUnitInputVectorCollection = _predictorsMapper.CreateVectorCollection(ReadoutLayerCfg.ReadoutUnitsCfg.ReadoutUnitCfgCollection[_buildReadoutUnitIdx].Name, shuffledData.InputVectorCollection);
VectorBundle readoutUnitDataBundle = new VectorBundle(readoutUnitInputVectorCollection, idealValueCollection);
_readoutUnitCollection[_buildReadoutUnitIdx].ReadoutUnitBuildProgressChanged += OnReadoutUnitBuildProgressChanged;
_readoutUnitCollection[_buildReadoutUnitIdx].Build(readoutUnitDataBundle,
_outputFeatureFilterCollection[_buildReadoutUnitIdx],
rand,
controller
);
//Add unit's all computed results into the input data for "One Takes All" groups
if (_oneTakesAllGroupCollection != null)
{
for (int sampleIdx = 0; sampleIdx < readoutUnitDataBundle.InputVectorCollection.Count; sampleIdx++)
{
allReadoutUnitResults[sampleIdx][_buildReadoutUnitIdx] = _readoutUnitCollection[_buildReadoutUnitIdx].Compute(readoutUnitDataBundle.InputVectorCollection[sampleIdx]);
}
}
}//unitIdx
//One Takes All groups build
if (_oneTakesAllGroupCollection != null)
{
foreach (OneTakesAllGroup group in _oneTakesAllGroupCollection)
{
//Only the group having inner probabilistic cluster has to be built
if (group.DecisionMethod == OneTakesAllGroup.OneTakesAllDecisionMethod.ClusterChain)
{
BinFeatureFilter[] groupFilters = new BinFeatureFilter[group.NumOfMemberClasses];
for (int i = 0; i < group.NumOfMemberClasses; i++)
{
groupFilters[i] = (BinFeatureFilter)_outputFeatureFilterCollection[group.MemberReadoutUnitIndexCollection[i]];
}
++_buildOTAGroupIdx;
group.OTAGBuildProgressChanged += OnOTAGBuildProgressChanged;
group.Build(allReadoutUnitResults, shuffledData.OutputVectorCollection, groupFilters, rand, controller);
}
}
}
//Readout layer is trained and ready
Trained = true;
return(new RegressionOverview(ReadoutUnitErrStatCollection));
}
/// <summary>
/// Builds readout layer.
/// Prepares prediction clusters containing trained readout units.
/// </summary>
/// <param name="dataBundle">Collection of input predictors and associated desired output values</param>
/// <param name="regressionController">Regression controller delegate</param>
/// <param name="regressionControllerData">An user object</param>
/// <param name="predictorsMapper">Optional specific mapping of predictors to readout units</param>
/// <returns>Returned ResultComparativeBundle is something like a protocol.
/// There is recorded fold by fold (unit by unit) predicted and corresponding ideal values.
/// This is the pesimistic approach. Real results on unseen data could be better due to the clustering.
/// </returns>
public ResultBundle Build(VectorBundle dataBundle,
ReadoutUnit.RegressionCallbackDelegate regressionController,
Object regressionControllerData,
PredictorsMapper predictorsMapper = null
)
{
//Basic checks
int numOfPredictors = dataBundle.InputVectorCollection[0].Length;
int numOfOutputs = dataBundle.OutputVectorCollection[0].Length;
if (numOfPredictors == 0)
{
throw new Exception("Number of predictors must be greater tham 0.");
}
if (numOfOutputs != _settings.ReadoutUnitCfgCollection.Count)
{
throw new Exception("Incorrect number of ideal output values in the vector.");
}
//Predictors mapper (specified or default)
_predictorsMapper = predictorsMapper ?? new PredictorsMapper(numOfPredictors);
//Allocation and preparation of feature filters
//Predictors
_predictorFeatureFilterCollection = new BaseFeatureFilter[numOfPredictors];
Parallel.For(0, _predictorFeatureFilterCollection.Length, nrmIdx =>
{
_predictorFeatureFilterCollection[nrmIdx] = new RealFeatureFilter(DataRange, true, true);
for (int pairIdx = 0; pairIdx < dataBundle.InputVectorCollection.Count; pairIdx++)
{
//Adjust filter
_predictorFeatureFilterCollection[nrmIdx].Update(dataBundle.InputVectorCollection[pairIdx][nrmIdx]);
}
});
//Output values
_outputFeatureFilterCollection = new BaseFeatureFilter[numOfOutputs];
Parallel.For(0, _outputFeatureFilterCollection.Length, nrmIdx =>
{
_outputFeatureFilterCollection[nrmIdx] = FeatureFilterFactory.Create(DataRange, _settings.ReadoutUnitCfgCollection[nrmIdx].FeatureFilterCfg);
for (int pairIdx = 0; pairIdx < dataBundle.OutputVectorCollection.Count; pairIdx++)
{
//Adjust output normalizer
_outputFeatureFilterCollection[nrmIdx].Update(dataBundle.OutputVectorCollection[pairIdx][nrmIdx]);
}
});
//Data normalization
//Allocation
double[][] predictorsCollection = new double[dataBundle.InputVectorCollection.Count][];
double[][] idealOutputsCollection = new double[dataBundle.OutputVectorCollection.Count][];
//Normalization
Parallel.For(0, dataBundle.InputVectorCollection.Count, pairIdx =>
{
//Predictors
double[] predictors = new double[numOfPredictors];
for (int i = 0; i < numOfPredictors; i++)
{
if (_predictorsMapper.PredictorGeneralSwitchCollection[i])
{
predictors[i] = _predictorFeatureFilterCollection[i].ApplyFilter(dataBundle.InputVectorCollection[pairIdx][i]);
}
else
{
predictors[i] = double.NaN;
}
}
predictorsCollection[pairIdx] = predictors;
//Outputs
double[] outputs = new double[numOfOutputs];
for (int i = 0; i < numOfOutputs; i++)
{
outputs[i] = _outputFeatureFilterCollection[i].ApplyFilter(dataBundle.OutputVectorCollection[pairIdx][i]);
}
idealOutputsCollection[pairIdx] = outputs;
});
//Data processing
//Random object initialization
Random rand = new Random(0);
//Allocation of computed and ideal vectors for result comparative bundle
List <double[]> validationComputedVectorCollection = new List <double[]>(idealOutputsCollection.Length);
List <double[]> validationIdealVectorCollection = new List <double[]>(idealOutputsCollection.Length);
for (int i = 0; i < idealOutputsCollection.Length; i++)
{
validationComputedVectorCollection.Add(new double[numOfOutputs]);
validationIdealVectorCollection.Add(new double[numOfOutputs]);
}
//Test dataset size
if (_settings.TestDataRatio > MaxRatioOfTestData)
{
throw new ArgumentException($"Test dataset size is greater than {MaxRatioOfTestData.ToString(CultureInfo.InvariantCulture)}", "TestDataSetSize");
}
int testDataSetLength = (int)Math.Round(idealOutputsCollection.Length * _settings.TestDataRatio, 0);
if (testDataSetLength < MinLengthOfTestDataset)
{
throw new ArgumentException($"Num of test samples is less than {MinLengthOfTestDataset.ToString(CultureInfo.InvariantCulture)}", "TestDataSetSize");
}
//Number of folds
int numOfFolds = _settings.NumOfFolds;
if (numOfFolds <= 0)
{
//Auto setup
numOfFolds = idealOutputsCollection.Length / testDataSetLength;
if (numOfFolds > MaxNumOfFolds)
{
numOfFolds = MaxNumOfFolds;
}
}
//Create shuffled copy of the data
VectorBundle shuffledData = new VectorBundle(predictorsCollection, idealOutputsCollection);
shuffledData.Shuffle(rand);
//Data inspection, preparation of datasets and training of ReadoutUnits
//Clusters of readout units (one cluster per each output field)
for (int clusterIdx = 0; clusterIdx < _settings.ReadoutUnitCfgCollection.Count; clusterIdx++)
{
_clusterCollection[clusterIdx] = new ReadoutUnit[numOfFolds];
List <double[]> idealValueCollection = new List <double[]>(idealOutputsCollection.Length);
BinDistribution refBinDistr = null;
if (_settings.ReadoutUnitCfgCollection[clusterIdx].TaskType == ReadoutUnit.TaskType.Classification)
{
//Reference binary distribution is relevant only for classification task
refBinDistr = new BinDistribution(DataRange.Mid);
}
//Transformation to a single value vectors and data analysis
foreach (double[] idealVector in shuffledData.OutputVectorCollection)
{
double[] value = new double[1];
value[0] = idealVector[clusterIdx];
idealValueCollection.Add(value);
if (_settings.ReadoutUnitCfgCollection[clusterIdx].TaskType == ReadoutUnit.TaskType.Classification)
{
//Reference binary distribution is relevant only for classification task
refBinDistr.Update(value);
}
}
List <VectorBundle> subBundleCollection = null;
List <double[]> readoutUnitInputVectorCollection = _predictorsMapper.CreateVectorCollection(_settings.ReadoutUnitCfgCollection[clusterIdx].Name, shuffledData.InputVectorCollection);
//Datasets preparation is depending on the task type
if (_settings.ReadoutUnitCfgCollection[clusterIdx].TaskType == ReadoutUnit.TaskType.Classification)
{
//Classification task
subBundleCollection = DivideSamplesForClassificationTask(readoutUnitInputVectorCollection,
idealValueCollection,
refBinDistr,
testDataSetLength
);
}
else
{
//Forecast task
subBundleCollection = DivideSamplesForForecastTask(readoutUnitInputVectorCollection,
idealValueCollection,
testDataSetLength
);
}
//Find best unit per each fold in the cluster.
ClusterErrStatistics ces = new ClusterErrStatistics(_settings.ReadoutUnitCfgCollection[clusterIdx].TaskType, numOfFolds, refBinDistr);
int arrayPos = 0;
for (int foldIdx = 0; foldIdx < numOfFolds; foldIdx++)
{
//Build training samples
List <double[]> trainingPredictorsCollection = new List <double[]>();
List <double[]> trainingIdealValueCollection = new List <double[]>();
for (int bundleIdx = 0; bundleIdx < subBundleCollection.Count; bundleIdx++)
{
if (bundleIdx != foldIdx)
{
trainingPredictorsCollection.AddRange(subBundleCollection[bundleIdx].InputVectorCollection);
trainingIdealValueCollection.AddRange(subBundleCollection[bundleIdx].OutputVectorCollection);
}
}
//Call training regression to get the best fold's readout unit.
//The best unit becomes to be the predicting cluster member.
_clusterCollection[clusterIdx][foldIdx] = ReadoutUnit.CreateTrained(_settings.ReadoutUnitCfgCollection[clusterIdx].TaskType,
clusterIdx,
foldIdx + 1,
numOfFolds,
refBinDistr,
trainingPredictorsCollection,
trainingIdealValueCollection,
subBundleCollection[foldIdx].InputVectorCollection,
subBundleCollection[foldIdx].OutputVectorCollection,
rand,
_settings.ReadoutUnitCfgCollection[clusterIdx],
regressionController,
regressionControllerData
);
//Cluster error statistics & data for validation bundle (pesimistic approach)
for (int sampleIdx = 0; sampleIdx < subBundleCollection[foldIdx].OutputVectorCollection.Count; sampleIdx++)
{
double nrmComputedValue = _clusterCollection[clusterIdx][foldIdx].Network.Compute(subBundleCollection[foldIdx].InputVectorCollection[sampleIdx])[0];
double natComputedValue = _outputFeatureFilterCollection[clusterIdx].ApplyReverse(nrmComputedValue);
double natIdealValue = _outputFeatureFilterCollection[clusterIdx].ApplyReverse(subBundleCollection[foldIdx].OutputVectorCollection[sampleIdx][0]);
ces.Update(nrmComputedValue,
subBundleCollection[foldIdx].OutputVectorCollection[sampleIdx][0],
natComputedValue,
natIdealValue);
validationIdealVectorCollection[arrayPos][clusterIdx] = natIdealValue;
validationComputedVectorCollection[arrayPos][clusterIdx] = natComputedValue;
++arrayPos;
}
} //foldIdx
_clusterErrStatisticsCollection.Add(ces);
} //clusterIdx
//Validation bundle is returned.
return(new ResultBundle(validationComputedVectorCollection, validationIdealVectorCollection));
}
