/// <summary>
/// Calculates conditional impurity of y | x
/// R(Y|X) is the average of H(Y|X = x) over all possible values
/// X may take.
/// </summary>
/// <param name="y">Target impurity</param>
/// <param name="x">Conditioned impurity</param>
/// <param name="width">Split of values over x to condition upon</param>
/// <returns>Conditional impurity measure</returns>
public double Conditional(Vector y, Vector x)
{
if (x == null && y == null)
throw new InvalidOperationException("x and y do not exist!");
double p = 0, // probability of slice
h = 0, // impurity of y | x_i : ith slice
result = 0, // aggregated sum
count = x.Count(); // total items in list
var values = x.Distinct().OrderBy(z => z); // distinct values to split on
Segments = values.Select(z => Range.Make(z, z)).ToArray();
Discrete = true;
// for each distinct value
// calculate conditional impurity
// and aggregate results
foreach (var i in values)
{
// get slice
var s = x.Indices(d => d == i);
// slice probability
p = (double)s.Count() / (double)count;
// impurity of (y | x_i)
h = Calculate(y.Slice(s));
// sum up
result += p * h;
}
return result;
}
/// <summary>
/// Returns True if the Vector contains only positive and negative values (either 0 or -1).
/// </summary>
/// <param name="vector">The input vector.</param>
/// <returns>Boolean.</returns>
public static bool IsBinary(this Vector vector)
{
var v = vector.Distinct();
return(v.Count() == 2 && v.Contains(1d) && (v.Contains(0d) || v.Contains(-1d)) ||
v.Count() == 1 && (v.Contains(1d) || v.Contains(0d) || v.Contains(-1d)));
}
/// <summary>Defaults.</summary>
/// <param name="d">The Descriptor to process.</param>
/// <param name="x">The Vector to process.</param>
/// <param name="y">The Vector to process.</param>
/// <param name="activation">The activation.</param>
/// <returns>A Network.</returns>
public static Network Default(Descriptor d, Matrix x, Vector y, IFunction activation)
{
var nn = new Network();
// set output to number of choices of available
// 1 if only two choices
var distinct = y.Distinct().Count();
var output = distinct > 2 ? distinct : 1;
// identity funciton for bias nodes
IFunction ident = new Ident();
// set number of hidden units to (Input + Hidden) * 2/3 as basic best guess.
var hidden = (int)Math.Ceiling((decimal)(x.Cols + output) * 2m / 3m);
// creating input nodes
nn.In = new Node[x.Cols + 1];
nn.In[0] = new Node { Label = "B0", Activation = ident };
for (var i = 1; i < x.Cols + 1; i++)
{
nn.In[i] = new Node { Label = d.ColumnAt(i - 1), Activation = ident };
}
// creating hidden nodes
var h = new Node[hidden + 1];
h[0] = new Node { Label = "B1", Activation = ident };
for (var i = 1; i < hidden + 1; i++)
{
h[i] = new Node { Label = string.Format("H{0}", i), Activation = activation };
}
// creating output nodes
nn.Out = new Node[output];
for (var i = 0; i < output; i++)
{
nn.Out[i] = new Node { Label = GetLabel(i, d), Activation = activation };
}
// link input to hidden. Note: there are
// no inputs to the hidden bias node
for (var i = 1; i < h.Length; i++)
{
for (var j = 0; j < nn.In.Length; j++)
{
Edge.Create(nn.In[j], h[i]);
}
}
// link from hidden to output (full)
for (var i = 0; i < nn.Out.Length; i++)
{
for (var j = 0; j < h.Length; j++)
{
Edge.Create(h[j], nn.Out[i]);
}
}
return nn;
}
/// <summary>A Vector extension method that statistics the given x coordinate.</summary>
/// <param name="x">The x to act on.</param>
/// <returns>A Matrix.</returns>
public static Matrix Stats(this Vector x)
{
return((from i in x.Distinct().OrderBy(d => d)
let q = (from j in x
where j == i
select j).Count()
select new[] { i, q, q / (double)x.Length })
.ToMatrix());
}
/// <summary>Calculates Classification Error of x.</summary>
/// <exception cref="InvalidOperationException">Thrown when the requested operation is invalid.</exception>
/// <param name="x">The list in question.</param>
/// <returns>Impurity measure.</returns>
public override double Calculate(Vector x)
{
if (x == null)
{
throw new InvalidOperationException("x does not exist!");
}
double length = x.Count();
var e = from i in x.Distinct() let q = (from j in x where j == i select j).Count() select q / length;
return 1 - e.Max();
}
/// <summary>Calculates the Shannon Entropy of x.</summary>
/// <exception cref="InvalidOperationException">Thrown when the requested operation is invalid.</exception>
/// <param name="x">The list in question.</param>
/// <returns>Impurity measure.</returns>
public override double Calculate(Vector x)
{
if (x == null)
{
throw new InvalidOperationException("x does not exist!");
}
double length = x.Count();
var px = from i in x.Distinct() let q = (from j in x where j == i select j).Count() select q / length;
var e = (from p in px select -1 * p * Math.Log(p, 2)).Sum();
return e;
}
/// <summary>Calculates Gini Index of x.</summary>
/// <exception cref="InvalidOperationException">Thrown when the requested operation is invalid.</exception>
/// <param name="x">The list in question.</param>
/// <returns>Impurity measure.</returns>
public override double Calculate(Vector x)
{
if (x == null)
{
throw new InvalidOperationException("x does not exist!");
}
double length = x.Count();
var px = from i in x.Distinct() let q = (from j in x where j == i select j).Count() select q / length;
var g = 1 - px.Select(d => d * d).Sum();
return g;
}
/// <summary>Defaults.</summary>
/// <param name="d">The Descriptor to process.</param>
/// <param name="x">The Vector to process.</param>
/// <param name="y">The Vector to process.</param>
/// <param name="activationFunction">The activation.</param>
/// <param name="outputFunction">The ouput function for hidden nodes (Optional).</param>
/// <param name="epsilon">epsilon</param>
/// <returns>A Network.</returns>
public static Network Create(this Network network, Descriptor d, Matrix x, Vector y, IFunction activationFunction, IFunction outputFunction = null, double epsilon = double.NaN)
{
// set output to number of choices of available
// 1 if only two choices
int distinct = y.Distinct().Count();
int output = distinct > 2 ? distinct : 1;
// identity funciton for bias nodes
IFunction ident = new Ident();
// set number of hidden units to (Input + Hidden) * 2/3 as basic best guess.
int hidden = (int)System.Math.Ceiling((double)(x.Cols + output) * 2.0 / 3.0);
return network.Create(x.Cols, output, activationFunction, outputFunction,
fnNodeInitializer: new Func<int, int, Neuron>((l, i) =>
{
if (l == 0) return new Neuron(false) { Label = d.ColumnAt(i - 1), ActivationFunction = activationFunction, NodeId = i, LayerId = l };
else if (l == 2) return new Neuron(false) { Label = Network.GetLabel(i, d), ActivationFunction = activationFunction, NodeId = i, LayerId = l };
else return new Neuron(false) { ActivationFunction = activationFunction, NodeId = i, LayerId = l };
}), hiddenLayers: hidden);
}
/// <summary>
/// Creates a new deep neural network based on the supplied inputs and layers.
/// </summary>
/// <param name="d">Descriptor object.</param>
/// <param name="X">Training examples</param>
/// <param name="y">Training labels</param>
/// <param name="activationFunction">Activation Function for each output layer.</param>
/// <param name="outputFunction">Ouput Function for each output layer.</param>
/// <param name="hiddenLayers">The intermediary (hidden) layers / ensembles in the network.</param>
/// <returns>A Deep Neural Network</returns>
public static Network Create(this Network network, Descriptor d, Matrix X, Vector y, IFunction activationFunction, IFunction outputFunction = null, params NetworkLayer[] hiddenLayers)
{
// set output to number of choices of available
// 1 if only two choices
int distinct = y.Distinct().Count();
int output = distinct > 2 ? distinct : 1;
// identity function for bias nodes
IFunction ident = new Ident();
// creating input nodes
network.In = new Neuron[X.Cols + 1];
network.In[0] = new Neuron { Label = "B0", ActivationFunction = ident };
for (int i = 1; i < X.Cols + 1; i++)
network.In[i] = new Neuron { Label = d.ColumnAt(i - 1), ActivationFunction = ident };
// creating output nodes
network.Out = new Neuron[output];
for (int i = 0; i < output; i++)
network.Out[i] = new Neuron { Label = Network.GetLabel(i, d), ActivationFunction = activationFunction, OutputFunction = outputFunction };
for (int layer = 0; layer < hiddenLayers.Count(); layer++)
{
if (layer == 0 && hiddenLayers[layer].IsAutoencoder)
{
// init and train it.
}
// connect input with previous layer or input layer
// connect last layer with output layer
}
// link input to hidden. Note: there are
// no inputs to the hidden bias node
//for (int i = 1; i < h.Length; i++)
// for (int j = 0; j < nn.In.Length; j++)
// Edge.Create(nn.In[j], h[i]);
//// link from hidden to output (full)
//for (int i = 0; i < nn.Out.Length; i++)
// for (int j = 0; j < h.Length; j++)
// Edge.Create(h[j], nn.Out[i]);
return network;
}