コード例 #1
0
ファイル: Trainer.cs プロジェクト: mastercs999/fn-trading
        public static double Pass(double learningRate, INetwork network, List <DataSequence> sequences,
                                  bool applyTraining, ILoss lossTraining, ILoss lossReporting)
        {
            double numerLoss = 0;
            double denomLoss = 0;

            RnnConfig rnnConfig = (RnnConfig)Serializer.Deserialize(NetworkBuilder.Config.RnnConfigFile);

            foreach (DataSequence seq in sequences)
            {
                network.ResetState();
                Graph g = new Graph(applyTraining);
                network.GenerateDropout(applyTraining);

                for (int i = 0; i < seq.Steps.Count; ++i)
                {
                    DataStep step = seq.Steps[i];

                    // Generate in dropout
                    bool[] dropped = new bool[step.Input.W.Length];
                    for (int col = 0; col < dropped.Length; ++col)
                    {
                        dropped[col] = Math.Abs(rnnConfig.GetTransformed(0, i, col, step.Input.W[col])) < 0.0000001;
                    }

                    Matrix output = network.Activate(step.Input, g, dropped);

                    if (step.TargetOutput != null)
                    {
                        double loss = lossReporting.Measure(output, step.TargetOutput);
                        if (Double.IsNaN(loss) || Double.IsInfinity(loss))
                        {
                            return(loss);
                        }
                        numerLoss += loss;
                        denomLoss++;
                        if (applyTraining)
                        {
                            lossTraining.Backward(output, step.TargetOutput);
                        }
                    }

                    if (i % 10 == 0 && applyTraining)
                    {
                        g.Backward();                             //backprop dw values
                        UpdateModelParams(network, learningRate); //update params

                        g = new Graph(applyTraining);
                        network.GenerateDropout(applyTraining);
                    }
                }
            }
            return(numerLoss / denomLoss);
        }
コード例 #2
0
        /// <summary>
        /// Один проход для минипакетного обучения
        /// </summary>
        /// <param name="learningRate">Скорость обучения</param>
        /// <param name="network">Нейросеть</param>
        /// <param name="sequences">Датасет</param>
        /// <param name="isTraining">Производится ли обучение</param>
        /// <param name="lossFunction">Функция ошибки</param>
        /// <returns></returns>
        public double PassBatch(double learningRate, INetwork network, List <DataSequence> sequences,
                                bool isTraining, ILoss lossFunction)
        {
            double numerLoss = 0;
            double denomLoss = 0;
            int    index, passes = (sequences.Count % BatchSize == 0) ? sequences.Count / BatchSize : sequences.Count / BatchSize + 1;

            for (int j = 0; j < passes; j++)
            {
                GraphCPU g = new GraphCPU(isTraining);

                for (int i = 0; i < BatchSize; i++)
                {
                    index = random.Next(sequences.Count);
                    var seq = sequences[index];

                    network.ResetState();
                    foreach (DataStep step in seq.Steps)
                    {
                        NNValue output = network.Activate(step.Input, g);
                        if (step.TargetOutput != null)
                        {
                            double loss = lossFunction.Measure(output, step.TargetOutput);
                            if (Double.IsNaN(loss) || Double.IsInfinity(loss))
                            {
                                return(loss);
                            }
                            numerLoss += loss;
                            denomLoss++;
                            if (isTraining)
                            {
                                lossFunction.Backward(output, step.TargetOutput);
                            }
                        }
                    }
                }

                if (isTraining)
                {
                    g.Backward();                             //backprop dw values
                    UpdateModelParams(network, learningRate); //update params
                }
            }
            return(numerLoss / denomLoss);
        }
コード例 #3
0
        /// <summary>
        /// Онлайн обучение
        /// </summary>
        /// <param name="learningRate"></param>
        /// <param name="network"></param>
        /// <param name="sequences"></param>
        /// <param name="applyTraining"></param>
        /// <param name="lossTraining"></param>
        /// <returns></returns>
        public double Pass(double learningRate, INetwork network, List <DataSequence> sequences,
                           bool applyTraining, ILoss lossTraining)
        {
            double numerLoss = 0;
            double denomLoss = 0;



            foreach (DataSequence seq in sequences)
            {
                GraphCPU g = new GraphCPU(applyTraining);

                network.ResetState();
                foreach (DataStep step in seq.Steps)
                {
                    NNValue output = network.Activate(step.Input, g);
                    if (step.TargetOutput != null)
                    {
                        double loss = lossTraining.Measure(output, step.TargetOutput);
                        if (Double.IsNaN(loss) || Double.IsInfinity(loss))
                        {
                            return(loss);
                        }
                        numerLoss += loss;
                        denomLoss++;
                        if (applyTraining)
                        {
                            lossTraining.Backward(output, step.TargetOutput);
                        }
                    }
                }

                if (applyTraining)
                {
                    g.Backward();                             //backprop dw values
                    UpdateModelParams(network, learningRate); //update params
                }
            }



            return(numerLoss / denomLoss);
        }