/// <summary>
/// Creates the readout layer configuration.
/// </summary>
/// <param name="foldDataRatio">Specifies what part of available data to be used as the fold data.</param>
/// <param name="numOfAttempts">Number of regression attempts. Each readout network will try to learn numOfAttempts times.</param>
/// <param name="numOfEpochs">Number of training epochs within an attempt.</param>
ReadoutLayerSettings CreateReadoutLayerCfg(double foldDataRatio, int numOfAttempts, int numOfEpochs)
{
//For each output field we will use prediction of two networks
//First network having only Identity output neuron and associated the resilient back propagation trainer
FeedForwardNetworkSettings ffNet1Cfg = new FeedForwardNetworkSettings(new AFAnalogIdentitySettings(),
null,
new RPropTrainerSettings(numOfAttempts, numOfEpochs)
);
//Second network having Identity output neuron, hidden layer consisting of 5 LeakyReLU neurons
//and associated the resilient back propagation trainer
HiddenLayerSettings hiddenLayerCfg = new HiddenLayerSettings(5, new AFAnalogLeakyReLUSettings());
FeedForwardNetworkSettings ffNet2Cfg = new FeedForwardNetworkSettings(new AFAnalogIdentitySettings(),
new HiddenLayersSettings(hiddenLayerCfg),
new RPropTrainerSettings(numOfAttempts, numOfEpochs)
);
//Create the cluster chain configuration for the forecast and the default configuration for the forecast task.
CrossvalidationSettings crossvalidationCfg = new CrossvalidationSettings(foldDataRatio);
TNRNetClusterRealNetworksSettings networksCfg = new TNRNetClusterRealNetworksSettings(ffNet1Cfg, ffNet2Cfg);
TNRNetClusterRealSettings realClusterCfg = new TNRNetClusterRealSettings(networksCfg, new TNRNetClusterRealWeightsSettings());
TNRNetClusterChainRealSettings realClusterChainCfg = new TNRNetClusterChainRealSettings(crossvalidationCfg, new TNRNetClustersRealSettings(realClusterCfg));
TaskDefaultsSettings taskDefaultsCfg = new TaskDefaultsSettings(null, realClusterChainCfg);
//Create readout unit configurations. We will forecast next High and Low prices.
ReadoutUnitSettings highReadoutUnitCfg = new ReadoutUnitSettings("High", new ForecastTaskSettings());
ReadoutUnitSettings lowReadoutUnitCfg = new ReadoutUnitSettings("Low", new ForecastTaskSettings());
//Create readout layer configuration
ReadoutLayerSettings readoutLayerCfg = new ReadoutLayerSettings(taskDefaultsCfg,
new ReadoutUnitsSettings(highReadoutUnitCfg,
lowReadoutUnitCfg
),
null
);
return(readoutLayerCfg);
}
/// <summary>
/// Creates the simplified configuration of the readout layer to solve the forecast task.
/// </summary>
/// <remarks>
/// Supports the real numbers output only.
/// </remarks>
/// <param name="crossvalidationCfg">The crossvalidation configuration.</param>
/// <param name="netCfg">The configuration of the FF network to be used in the cluster(s).</param>
/// <param name="clusterChainLength">The number of chained clusters.</param>
/// <param name="unitName">The readout unit names (the output field names).</param>
public static ReadoutLayerSettings CreateForecastReadoutCfg(CrossvalidationSettings crossvalidationCfg,
FeedForwardNetworkSettings netCfg,
int clusterChainLength,
params string[] unitName
)
{
if (netCfg == null)
{
throw new ArgumentNullException("netL1Cfg");
}
List <ReadoutUnitSettings> unitCfgCollection = new List <ReadoutUnitSettings>();
foreach (string name in unitName)
{
unitCfgCollection.Add(new ReadoutUnitSettings(name, new ForecastTaskSettings()));
}
TNRNetClusterRealNetworksSettings netsCfg = new TNRNetClusterRealNetworksSettings(netCfg);
TNRNetClusterRealSettings clusterCfg = new TNRNetClusterRealSettings(netsCfg, new TNRNetClusterRealWeightsSettings());
List <TNRNetClusterRealSettings> clusterCfgCollection = new List <TNRNetClusterRealSettings>();
for (int i = 0; i < clusterChainLength; i++)
{
clusterCfgCollection.Add(clusterCfg);
}
TNRNetClustersRealSettings clustersCfg = new TNRNetClustersRealSettings(clusterCfgCollection);
TNRNetClusterChainRealSettings clusterChainCfg = new TNRNetClusterChainRealSettings(crossvalidationCfg, clustersCfg);
TaskDefaultsSettings taskDefaultsCfg = new TaskDefaultsSettings(null, clusterChainCfg);
return(new ReadoutLayerSettings(taskDefaultsCfg,
new ReadoutUnitsSettings(unitCfgCollection),
null
));
}