public void SetNeuralNetwork(IFunctionApproximator fapp)
{
FeedForwardNeuralNetwork ffnn = (FeedForwardNeuralNetwork)fapp;
this.hiddenLayer = ffnn.GetHiddenLayer();
this.outputLayer = ffnn.GetOutputLayer();
this.hiddenSensitivity = new LayerSensitivity(hiddenLayer);
this.outputSensitivity = new LayerSensitivity(outputLayer);
}
public static Matrix CalculateWeightUpdates(
LayerSensitivity layerSensitivity,
Vector previousLayerActivationOrInput, double alpha)
{
Layer layer = layerSensitivity.GetLayer();
Matrix activationTranspose = previousLayerActivationOrInput.Transpose();
Matrix weightUpdateMatrix = layerSensitivity.GetSensitivityMatrix()
.Times(activationTranspose).Times(alpha).Times(-1.0);
layer.AcceptNewWeightUpdate(weightUpdateMatrix.Copy());
return(weightUpdateMatrix);
}
public Matrix CalculateWeightUpdates(LayerSensitivity layerSensitivity,
Vector previousLayerActivationOrInput, double alpha, double momentum)
{
Layer layer = layerSensitivity.GetLayer();
Matrix activationTranspose = previousLayerActivationOrInput.Transpose();
Matrix momentumLessUpdate = layerSensitivity.GetSensitivityMatrix()
.Times(activationTranspose).Times(alpha).Times(-1.0);
Matrix updateWithMomentum = layer.GetLastWeightUpdateMatrix().Times(
momentum).Plus(momentumLessUpdate.Times(1.0 - momentum));
layer.AcceptNewWeightUpdate(updateWithMomentum.Copy());
return(updateWithMomentum);
}
public Matrix SensitivityMatrixFromSucceedingLayer(
LayerSensitivity nextLayerSensitivity)
{
Layer nextLayer = nextLayerSensitivity.GetLayer();
Matrix derivativeMatrix = this.CreateDerivativeMatrix(layer
.GetLastInducedField());
Matrix weightTranspose = nextLayer.GetWeightMatrix().Transpose();
Matrix calculatedSensitivityMatrix = derivativeMatrix.Times(
weightTranspose).Times(nextLayerSensitivity.GetSensitivityMatrix());
sensitivityMatrix = calculatedSensitivityMatrix.Copy();
return(sensitivityMatrix);
}
public static Vector CalculateBiasUpdates(
LayerSensitivity layerSensitivity, double alpha)
{
Layer layer = layerSensitivity.GetLayer();
Matrix biasUpdateMatrix = layerSensitivity.GetSensitivityMatrix()
.Times(alpha).Times(-1.0);
Vector result = new Vector(biasUpdateMatrix.GetRowDimension());
for (int i = 0; i < biasUpdateMatrix.GetRowDimension(); i++)
{
result.SetValue(i, biasUpdateMatrix.Get(i, 0));
}
layer.AcceptNewBiasUpdate(result.CopyVector());
return(result);
}
public Vector CalculateBiasUpdates(LayerSensitivity layerSensitivity,
double alpha, double mom)
{
Layer layer = layerSensitivity.GetLayer();
Matrix biasUpdateMatrixWithoutMomentum = layerSensitivity
.GetSensitivityMatrix().Times(alpha).Times(-1.0);
Matrix biasUpdateMatrixWithMomentum = layer.GetLastBiasUpdateVector()
.Times(mom).Plus(biasUpdateMatrixWithoutMomentum.Times(1.0 - mom));
Vector result = new Vector(biasUpdateMatrixWithMomentum
.GetRowDimension());
for (int i = 0; i < biasUpdateMatrixWithMomentum.GetRowDimension(); i++)
{
result.SetValue(i, biasUpdateMatrixWithMomentum.Get(i, 0));
}
layer.AcceptNewBiasUpdate(result.CopyVector());
return(result);
}