public void Execute(IExampleInterface app)
{
// create a neural network, without using a factory
var svm = new SupportVectorMachine(1,true); // 1 input, & true for regression
// create training data
IMLDataSet trainingSet = new BasicMLDataSet(RegressionInput, RegressionIdeal);
// train the SVM
IMLTrain train = new SVMSearchTrain(svm, trainingSet);
int epoch = 1;
do
{
train.Iteration();
Console.WriteLine(@"Epoch #" + epoch + @" Error:" + train.Error);
epoch++;
} while (train.Error > 0.01);
// test the SVM
Console.WriteLine(@"SVM Results:");
foreach (IMLDataPair pair in trainingSet)
{
IMLData output = svm.Compute(pair.Input);
Console.WriteLine(pair.Input[0]
+ @", actual=" + output[0] + @",ideal=" + pair.Ideal[0]);
}
}
public SVMSearchTrain(SupportVectorMachine method, IMLDataSet training)
: base(TrainingImplementationType.Iterative)
{
this._x9425fdc2df7bcafc = 0;
this._x2350dfd8c7639ed6 = -5.0;
this._x38c942a9bdfcbac4 = 2.0;
while (true)
{
if (3 != 0)
{
this._xdee5cbd981b6d49e = 15.0;
if (0 == 0)
{
this._xec9380575da42aee = -10.0;
}
}
this._xd522fee165affb59 = 10.0;
this._x441f2c3a7d69c688 = 1.0;
this._x87a7fc6a72741c2e = method;
this.Training = training;
this._x9eeb587621db687c = false;
if (0 == 0)
{
if (0 == 0)
{
this._xab248fa87e95a7df = false;
this._x1e074b5762f8595b = new SVMTrain(this._x87a7fc6a72741c2e, training);
return;
}
return;
}
}
}
private SupportVectorMachine Create()
{
IMLDataSet training = new BasicMLDataSet(XOR.XORInput, XOR.XORIdeal);
SupportVectorMachine result = new SupportVectorMachine(2, SVMType.EpsilonSupportVectorRegression, KernelType.RadialBasisFunction);
SVMTrain train = new SVMTrain(result, training);
train.Iteration();
return result;
}
private static SupportVectorMachine Create(IMLDataSet theset, int inputs)
{
IMLDataSet training = new BasicMLDataSet(theset);
SupportVectorMachine result = new SupportVectorMachine(inputs, SVMType.EpsilonSupportVectorRegression, KernelType.Sigmoid);
SVMTrain train = new SVMTrain(result, training);
train.Iteration();
return result;
}
public SVMTrain(SupportVectorMachine method, IMLDataSet dataSet)
: base(TrainingImplementationType.OnePass)
{
this._x9425fdc2df7bcafc = 0;
this._x87a7fc6a72741c2e = method;
this.Training = dataSet;
this._xab248fa87e95a7df = false;
this._x77eae494203cfff5 = EncodeSVMProblem.Encode(dataSet, 0);
this._xc7c4e9c099884228 = 1.0 / ((double) this._x87a7fc6a72741c2e.InputCount);
this._x3c4da2980d043c95 = 1.0;
if (0 == 0)
{
}
}
public static void Generate(string fileName)
{
FileInfo dataDir = new FileInfo(@Environment.CurrentDirectory);
IMarketLoader loader = new CSVFinal();
var market = new MarketMLDataSet(loader,CONFIG.INPUT_WINDOW, CONFIG.PREDICT_WINDOW);
// var desc = new MarketDataDescription(Config.TICKER, MarketDataType.Close, true, true);
var desc = new MarketDataDescription(CONFIG.TICKER, MarketDataType.Close, true, true);
market.AddDescription(desc);
string currentDirectory =@"c:\";
loader.GetFile(fileName);
var end = DateTime.Now; // end today
var begin = new DateTime(end.Ticks); // begin 30 days ago
// Gather training data for the last 2 years, stopping 60 days short of today.
// The 60 days will be used to evaluate prediction.
begin = begin.AddDays(-600);
end = begin.AddDays(200);
Console.WriteLine("You are loading date from:" + begin.ToShortDateString() + " To :" + end.ToShortDateString());
market.Load(begin, end);
market.Generate();
EncogUtility.SaveEGB(FileUtil.CombinePath(dataDir, CONFIG.SVMTRAINING_FILE), market);
// create a network
//BasicNetwork network = EncogUtility.SimpleFeedForward(
// market.InputSize,
// CONFIG.HIDDEN1_COUNT,
// CONFIG.HIDDEN2_COUNT,
// market.IdealSize,
// true);
SupportVectorMachine network = new SupportVectorMachine(CONFIG.INPUT_WINDOW, true);
TrainNetworks(network, market);
// save the network and the training
EncogDirectoryPersistence.SaveObject(FileUtil.CombinePath(dataDir,CONFIG.SVMTRAINING_FILE), network);
}
public static void train(SupportVectorMachine network,IMLDataSet training)
{
SVMTrain train = new SVMTrain(network, training);
train.Iteration();
}
public static SupportVectorMachine SVMSearch(SupportVectorMachine anetwork, IMLDataSet training)
{
SVMSearchTrain bestsearch = new SVMSearchTrain(anetwork, training);
StopTrainingStrategy stop = new StopTrainingStrategy(0.00000000001, 1);
bestsearch.AddStrategy(stop);
while (bestsearch.IterationNumber < 30 && !stop.ShouldStop())
{
bestsearch.Iteration();
Console.WriteLine("Iteration #" + bestsearch.IterationNumber + " Error :" + bestsearch.Error);
}
bestsearch.FinishTraining();
return anetwork;
}
public static void predict(SupportVectorMachine network, SupportVectorMachine network2)
{
Console.WriteLine(@"Year\tActual\tPredict\tClosed Loops");
for (int year = EVALUATE_START; year < EVALUATE_END; year++)
{
// calculate based on actual data
IMLData input = new BasicMLData(WINDOW_SIZE);
for (int i = 0; i < input.Count; i++)
{
input.Data[i] = normalizedSunspots[(year - WINDOW_SIZE) + i];
//input.setData(i,this.normalizedSunspots[(year-WINDOW_SIZE)+i]);
}
IMLData output = network.Compute(input);
IMLData output2 = network2.Compute(input);
double prediction = output.Data[0];
double prediction2 = output2.Data[0];
closedLoopSunspots[year] = prediction;
// calculate "closed loop", based on predicted data
for (int i = 0; i < input.Count; i++)
{
input.Data[i] = closedLoopSunspots[(year - WINDOW_SIZE) + i];
//input.setData(i,this.closedLoopSunspots[(year-WINDOW_SIZE)+i]);
}
output = network.Compute(input);
double closedLoopPrediction = output[0];
IMLData output3 = network2.Compute(input);
double closedLoopPrediction2 = output[0];
// display
//System.out.println((STARTING_YEAR+year)
// +"\t"+f.format(this.normalizedSunspots[year])
// +"\t"+f.format(prediction)
// +"\t"+f.format(closedLoopPrediction)
Console.WriteLine(((STARTING_YEAR + year)
+ @"\t " + Format.FormatDouble(SUNSPOTS[year], 4)
+ @"\t " + Format.FormatDouble(normalizedSunspots[year], 4)
+ @"\t " + Format.FormatDouble(prediction, 4)
+ @"\t " + Format.FormatDouble(prediction2, 4)
+ @"\t " + Format.FormatDouble(closedLoopPrediction, 4)
+ @"\t " + Format.FormatDouble(closedLoopPrediction2, 4)
));
}
}
/// <inheritdoc/>
public Object Read(Stream mask0)
{
var result = new SupportVectorMachine();
var ins0 = new EncogReadHelper(mask0);
EncogFileSection section;
while ((section = ins0.ReadNextSection()) != null)
{
if (section.SectionName.Equals("SVM")
&& section.SubSectionName.Equals("PARAMS"))
{
IDictionary<String, String> paras = section.ParseParams();
EngineArray.PutAll(paras, result.Properties);
}
if (section.SectionName.Equals("SVM")
&& section.SubSectionName.Equals("SVM-PARAM"))
{
IDictionary<String, String> p = section.ParseParams();
result.InputCount = EncogFileSection.ParseInt(p,
PersistConst.InputCount);
result.Params.C = EncogFileSection.ParseDouble(p,
ParamC);
result.Params.cache_size = EncogFileSection.ParseDouble(
p, ParamCacheSize);
result.Params.coef0 = EncogFileSection.ParseDouble(p,
ParamCoef0);
result.Params.degree = EncogFileSection.ParseDouble(p,
ParamDegree);
result.Params.eps = EncogFileSection.ParseDouble(p,
ParamEps);
result.Params.gamma = EncogFileSection.ParseDouble(p,
ParamGamma);
result.Params.kernel_type = EncogFileSection.ParseInt(
p, ParamKernelType);
result.Params.nr_weight = EncogFileSection.ParseInt(
p, ParamNumWeight);
result.Params.nu = EncogFileSection.ParseDouble(p,
ParamNu);
result.Params.p = EncogFileSection.ParseDouble(p,
ParamP);
result.Params.probability = EncogFileSection.ParseInt(
p, ParamProbability);
result.Params.shrinking = EncogFileSection.ParseInt(
p, ParamShrinking);
/*result.Params.statIterations = Encog.Persist.EncogFileSection.ParseInt(
params_0, PersistSVM.PARAM_START_ITERATIONS);*/
result.Params.svm_type = EncogFileSection.ParseInt(p,
ParamSVMType);
result.Params.weight = section.ParseDoubleArray(p, ParamWeight);
result.Params.weight_label = EncogFileSection
.ParseIntArray(p, ParamWeightLabel);
}
else if (section.SectionName.Equals("SVM")
&& section.SubSectionName.Equals("SVM-MODEL"))
{
try
{
var rdr = new StringReader(
section.LinesAsString);
TextReader br = rdr;
svm_model model = svm.svm_load_model(rdr);
result.Model = model;
br.Close();
rdr.Close();
}
catch (IOException ex)
{
throw new PersistError(ex);
}
}
}
return result;
}
/// <summary>
/// Saves the network to the specified directory with the specified parameter name.
/// This version saves super machine to file.
/// </summary>
/// <param name="directory">The directory.</param>
/// <param name="file">The file.</param>
/// <param name="anetwork">The network to save..</param>
public static SupportVectorMachine SaveNetwork(string directory, string file, SupportVectorMachine anetwork)
{
FileInfo networkFile = FileUtil.CombinePath(new FileInfo(directory), @file);
EncogDirectoryPersistence.SaveObject(networkFile, anetwork);
return anetwork;
}
/// <inheritdoc/>
public Object Read(Stream mask0)
{
var result = new SupportVectorMachine();
var ins0 = new EncogReadHelper(mask0);
EncogFileSection section;
while ((section = ins0.ReadNextSection()) != null)
{
if (section.SectionName.Equals("SVM") &&
section.SubSectionName.Equals("PARAMS"))
{
IDictionary <String, String> paras = section.ParseParams();
EngineArray.PutAll(paras, result.Properties);
}
if (section.SectionName.Equals("SVM") &&
section.SubSectionName.Equals("SVM-PARAM"))
{
IDictionary <String, String> p = section.ParseParams();
result.InputCount = EncogFileSection.ParseInt(p,
PersistConst.InputCount);
result.Params.C = EncogFileSection.ParseDouble(p,
ParamC);
result.Params.cache_size = EncogFileSection.ParseDouble(
p, ParamCacheSize);
result.Params.coef0 = EncogFileSection.ParseDouble(p,
ParamCoef0);
result.Params.degree = EncogFileSection.ParseDouble(p,
ParamDegree);
result.Params.eps = EncogFileSection.ParseDouble(p,
ParamEps);
result.Params.gamma = EncogFileSection.ParseDouble(p,
ParamGamma);
result.Params.kernel_type = EncogFileSection.ParseInt(
p, ParamKernelType);
result.Params.nr_weight = EncogFileSection.ParseInt(
p, ParamNumWeight);
result.Params.nu = EncogFileSection.ParseDouble(p,
ParamNu);
result.Params.p = EncogFileSection.ParseDouble(p,
ParamP);
result.Params.probability = EncogFileSection.ParseInt(
p, ParamProbability);
result.Params.shrinking = EncogFileSection.ParseInt(
p, ParamShrinking);
/*result.Params.statIterations = Encog.Persist.EncogFileSection.ParseInt(
* params_0, PersistSVM.PARAM_START_ITERATIONS);*/
result.Params.svm_type = EncogFileSection.ParseInt(p,
ParamSVMType);
result.Params.weight = EncogFileSection.ParseDoubleArray(
p, ParamWeight);
result.Params.weight_label = EncogFileSection
.ParseIntArray(p, ParamWeightLabel);
}
else if (section.SectionName.Equals("SVM") &&
section.SubSectionName.Equals("SVM-MODEL"))
{
try
{
#if !SILVERLIGHT
var rdr = new StringReader(
section.LinesAsString);
TextReader br = rdr;
svm_model model = svm.svm_load_model(rdr);
result.Model = model;
br.Close();
rdr.Close();
#endif
}
catch (IOException ex)
{
throw new PersistError(ex);
}
}
}
return(result);
}
public static double TrainSVM(SVMTrain train, SupportVectorMachine machine)
{
StopTrainingStrategy stop = new StopTrainingStrategy(0.0001, 200);
train.AddStrategy(stop);
var sw = new Stopwatch();
sw.Start();
while (!stop.ShouldStop())
{
train.PreIteration();
train.Iteration();
train.PostIteration();
Console.WriteLine(@"Iteration #:" + train.IterationNumber + @" Error:" + train.Error +" Gamma:"+train.Gamma);
}
sw.Stop();
Console.WriteLine(@"SVM Trained in :" + sw.ElapsedMilliseconds);
return train.Error;
}
public object Read(Stream mask0)
{
EncogReadHelper helper;
EncogFileSection section;
IDictionary<string, string> dictionary2;
SupportVectorMachine machine = new SupportVectorMachine();
goto Label_0306;
Label_000B:
if (section.SubSectionName.Equals("SVM-MODEL"))
{
try
{
svm_model _model;
StringReader fp = new StringReader(section.LinesAsString);
TextReader reader2 = fp;
if (0 == 0)
{
_model = svm.svm_load_model(fp);
}
machine.Model = _model;
reader2.Close();
fp.Close();
}
catch (IOException exception)
{
throw new PersistError(exception);
}
}
Label_001D:
if ((section = helper.ReadNextSection()) != null)
{
goto Label_028D;
}
return machine;
Label_002F:
if (!section.SectionName.Equals("SVM"))
{
goto Label_001D;
}
if (-2 == 0)
{
goto Label_023F;
}
if (3 != 0)
{
goto Label_000B;
}
return machine;
Label_0237:
dictionary2 = section.ParseParams();
Label_023F:
machine.InputCount = EncogFileSection.ParseInt(dictionary2, "inputCount");
machine.Params.C = EncogFileSection.ParseDouble(dictionary2, "C");
machine.Params.cache_size = EncogFileSection.ParseDouble(dictionary2, "cacheSize");
if (0 == 0)
{
if (0 == 0)
{
while (true)
{
machine.Params.coef0 = EncogFileSection.ParseDouble(dictionary2, "coef0");
machine.Params.degree = EncogFileSection.ParseDouble(dictionary2, "degree");
machine.Params.eps = EncogFileSection.ParseDouble(dictionary2, "eps");
machine.Params.gamma = EncogFileSection.ParseDouble(dictionary2, "gamma");
machine.Params.kernel_type = EncogFileSection.ParseInt(dictionary2, "kernelType");
machine.Params.nr_weight = EncogFileSection.ParseInt(dictionary2, "nrWeight");
machine.Params.nu = EncogFileSection.ParseDouble(dictionary2, "nu");
machine.Params.p = EncogFileSection.ParseDouble(dictionary2, "p");
if (0 == 0)
{
machine.Params.probability = EncogFileSection.ParseInt(dictionary2, "probability");
if (-2147483648 == 0)
{
goto Label_001D;
}
machine.Params.shrinking = EncogFileSection.ParseInt(dictionary2, "shrinking");
machine.Params.svm_type = EncogFileSection.ParseInt(dictionary2, "svmType");
machine.Params.weight = EncogFileSection.ParseDoubleArray(dictionary2, "weight");
machine.Params.weight_label = EncogFileSection.ParseIntArray(dictionary2, "weightLabel");
if (0xff != 0)
{
goto Label_001D;
}
goto Label_002F;
}
}
}
goto Label_000B;
}
if (0 == 0)
{
goto Label_0306;
}
Label_028D:
if (section.SectionName.Equals("SVM") && section.SubSectionName.Equals("PARAMS"))
{
IDictionary<string, string> source = section.ParseParams();
if (0x7fffffff == 0)
{
goto Label_0237;
}
EngineArray.PutAll<string, string>(source, machine.Properties);
}
if (section.SectionName.Equals("SVM") && section.SubSectionName.Equals("SVM-PARAM"))
{
if (8 != 0)
{
if (3 == 0)
{
goto Label_001D;
}
goto Label_0237;
}
}
else
{
goto Label_002F;
}
Label_0306:
helper = new EncogReadHelper(mask0);
goto Label_001D;
}
public override void CreateNetwork(int size)
{
Network.UpdateSizeInfo(size, 3);
Svm = new SupportVectorMachine(size, false);
}
public static double TrainNetworks(SupportVectorMachine network, MarketMLDataSet training)
{
// train the neural network
SVMTrain trainMain = new SVMTrain(network, training);
StopTrainingStrategy stop = new StopTrainingStrategy(0.0001, 200);
trainMain.AddStrategy(stop);
var sw = new Stopwatch();
sw.Start();
while (!stop.ShouldStop())
{
trainMain.PreIteration();
trainMain.Iteration();
trainMain.PostIteration();
Console.WriteLine(@"Iteration #:" + trainMain.IterationNumber + @" Error:" + trainMain.Error);
}
sw.Stop();
Console.WriteLine("SVM Trained in :" + sw.ElapsedMilliseconds + "For error:" + trainMain.Error + " Iterated:" + trainMain.IterationNumber);
return trainMain.Error;
}
public static double train(SupportVectorMachine network, IMLDataSet training)
{
SVMTrain train = new SVMTrain(network, training);
train.Iteration();
return train.Error;
}
private void Validate(SupportVectorMachine svm)
{
Assert.AreEqual(KernelType.RadialBasisFunction, svm.KernelType);
Assert.AreEqual(SVMType.EpsilonSupportVectorRegression, svm.SVMType);
Assert.AreEqual(4, svm.Model.SV.Length);
}
public static SupportVectorMachine createNetwork()
{
SupportVectorMachine network = new SupportVectorMachine(CONFIG.INPUT_WINDOW, true);
return network;
}
/// <summary>
/// Saves the network to the specified directory with the specified parameter name.
/// This version saves super machine to file.
/// </summary>
/// <param name="file">The file.</param>
/// <param name="anetwork">The network to save..</param>
public static SupportVectorMachine SaveNetwork(string file, SupportVectorMachine anetwork)
{
var networkFile = new FileInfo(@file);
EncogDirectoryPersistence.SaveObject(networkFile, anetwork);
return anetwork;
}
/// <summary>
/// Create the SVM.
/// </summary>
///
/// <param name="architecture">The architecture string.</param>
/// <param name="input">The input count.</param>
/// <param name="output">The output count.</param>
/// <returns>The newly created SVM.</returns>
public IMLMethod Create(String architecture, int input,
int output)
{
IList<String> layers = ArchitectureParse.ParseLayers(architecture);
if (layers.Count != MAX_LAYERS)
{
throw new EncogError(
"SVM's must have exactly three elements, separated by ->.");
}
ArchitectureLayer inputLayer = ArchitectureParse.ParseLayer(
layers[0], input);
ArchitectureLayer paramsLayer = ArchitectureParse.ParseLayer(
layers[1], input);
ArchitectureLayer outputLayer = ArchitectureParse.ParseLayer(
layers[2], output);
String name = paramsLayer.Name;
String kernelStr = paramsLayer.Params["KERNEL"];
String svmTypeStr = paramsLayer.Params["TYPE"];
SVMType svmType = SVMType.NewSupportVectorClassification;
KernelType kernelType = KernelType.RadialBasisFunction;
bool useNew = true;
if (svmTypeStr == null)
{
useNew = true;
}
else if (svmTypeStr.Equals("NEW", StringComparison.InvariantCultureIgnoreCase))
{
useNew = true;
}
else if (svmTypeStr.Equals("OLD", StringComparison.InvariantCultureIgnoreCase))
{
useNew = false;
}
else
{
throw new EncogError("Unsupported type: " + svmTypeStr
+ ", must be NEW or OLD.");
}
if (name.Equals("C", StringComparison.InvariantCultureIgnoreCase))
{
if (useNew)
{
svmType = SVMType.NewSupportVectorClassification;
}
else
{
svmType = SVMType.SupportVectorClassification;
}
}
else if (name.Equals("R", StringComparison.InvariantCultureIgnoreCase))
{
if (useNew)
{
svmType = SVMType.NewSupportVectorRegression;
}
else
{
svmType = SVMType.EpsilonSupportVectorRegression;
}
}
else
{
throw new EncogError("Unsupported mode: " + name
+ ", must be C for classify or R for regression.");
}
if (kernelStr == null)
{
kernelType = KernelType.RadialBasisFunction;
}
else if ("linear".Equals(kernelStr, StringComparison.InvariantCultureIgnoreCase))
{
kernelType = KernelType.Linear;
}
else if ("poly".Equals(kernelStr, StringComparison.InvariantCultureIgnoreCase))
{
kernelType = KernelType.Poly;
}
else if ("precomputed".Equals(kernelStr, StringComparison.InvariantCultureIgnoreCase))
{
kernelType = KernelType.Precomputed;
}
else if ("rbf".Equals(kernelStr, StringComparison.InvariantCultureIgnoreCase))
{
kernelType = KernelType.RadialBasisFunction;
}
else if ("sigmoid".Equals(kernelStr, StringComparison.InvariantCultureIgnoreCase))
{
kernelType = KernelType.Sigmoid;
}
else
{
throw new EncogError("Unsupported kernel: " + kernelStr
+ ", must be linear,poly,precomputed,rbf or sigmoid.");
}
int inputCount = inputLayer.Count;
int outputCount = outputLayer.Count;
if (outputCount != 1)
{
throw new EncogError("SVM can only have an output size of 1.");
}
var result = new SupportVectorMachine(inputCount, svmType, kernelType);
return result;
}
/// <returns>The generated network.</returns>
public IMLMethod Generate()
{
if (_outputNeurons != 1)
{
throw new PatternError("A SVM may only have one output.");
}
var network = new SupportVectorMachine(_inputNeurons, _svmType,
_kernelType);
return network;
}
public static SupportVectorMachine createNetwork()
{
SupportVectorMachine network = new SupportVectorMachine(WINDOW_SIZE,true);
return network;
}
