/// <summary>
/// Creates the reservoir instance configuration.
/// </summary>
/// <param name="instName">The name of the reservoir instance.</param>
/// <param name="structName">The name of the reservoir structure configuration.</param>
/// <param name="pool1Name">The name of the first pool.</param>
/// <param name="pool2Name">The name of the second pool.</param>
/// <param name="inputMaxDelay">The maximum delay of input synapses.</param>
/// <param name="internalMaxDelay">The maximum delay of internal synapses.</param>
private ReservoirInstanceSettings CreateResInstCfg(string instName,
string structName,
string pool1Name,
string pool2Name,
int inputMaxDelay,
int internalMaxDelay
)
{
//Maximum weight of input connection
const double ConnMaxWeight = 0.6d;
//Create input connections configurations for each input field
//We connect High input field to Pool1
InputConnSettings inpConnHighCfg = CreateInputConnCfg("High", pool1Name);
//We connect Low input field to Pool2
InputConnSettings inpConnLowCfg = CreateInputConnCfg("Low", pool2Name);
//We connect Adj Close input field to both pools
InputConnSettings inpConnAdjCloseP1Cfg = CreateInputConnCfg("Adj Close", pool1Name);
InputConnSettings inpConnAdjCloseP2Cfg = CreateInputConnCfg("Adj Close", pool2Name);
//Synapse general configuration
AnalogSourceSettings asc = new AnalogSourceSettings(new URandomValueSettings(0, ConnMaxWeight));
SynapseATInputSettings synapseATInputSettings = new SynapseATInputSettings(Synapse.SynapticDelayMethod.Random, inputMaxDelay, asc, null);
SynapseATIndifferentSettings synapseATIndifferentSettings = new SynapseATIndifferentSettings(Synapse.SynapticDelayMethod.Random, internalMaxDelay);
SynapseATSettings synapseATCfg = new SynapseATSettings(SynapseATSettings.DefaultSpectralRadiusNum, synapseATInputSettings, synapseATIndifferentSettings);
SynapseSettings synapseCfg = new SynapseSettings(null, synapseATCfg);
//Create the reservoir instance configuration
ReservoirInstanceSettings resInstCfg = new ReservoirInstanceSettings(instName,
structName,
new InputConnsSettings(inpConnHighCfg, inpConnLowCfg, inpConnAdjCloseP1Cfg, inpConnAdjCloseP2Cfg),
synapseCfg
);
return(resInstCfg);
}
/// <summary>
/// Creates reservoir instance configuration
/// </summary>
/// <param name="instName">Name of the reservoir instance</param>
/// <param name="structName">Name of the associated reservoir structure configuration</param>
/// <param name="pool1Name">Name of the first pool</param>
/// <param name="pool2Name">Name of the second pool</param>
/// <param name="inputMaxDelay">Maximum delay of input synapses</param>
/// <param name="internalMaxDelay">Maximum delay of internal synapses</param>
private ReservoirInstanceSettings CreateResInstCfg(string instName,
string structName,
string pool1Name,
string pool2Name,
int inputMaxDelay,
int internalMaxDelay
)
{
//Maximum weight of input connection
const double ConnMaxWeight = 0.6d;
//Create input connections configurations for each input field
//We connect High input field to Pool1
InputConnSettings inpConnHighCfg = CreateInputConnCfg("High", pool1Name);
//We connect Low input field to Pool2
InputConnSettings inpConnLowCfg = CreateInputConnCfg("Low", pool2Name);
//We connect Adj Close input field to both pools
InputConnSettings inpConnAdjCloseP1Cfg = CreateInputConnCfg("Adj Close", pool1Name);
InputConnSettings inpConnAdjCloseP2Cfg = CreateInputConnCfg("Adj Close", pool2Name);
//Synapse general configuration
AnalogSourceSettings asc = new AnalogSourceSettings(new URandomValueSettings(0, ConnMaxWeight));
SynapseATInputSettings synapseATInputSettings = new SynapseATInputSettings(Synapse.SynapticDelayMethod.Random, inputMaxDelay, asc, null);
SynapseATIndifferentSettings synapseATIndifferentSettings = new SynapseATIndifferentSettings(Synapse.SynapticDelayMethod.Random, internalMaxDelay);
SynapseATSettings synapseATCfg = new SynapseATSettings(SynapseATSettings.DefaultSpectralRadiusNum, synapseATInputSettings, synapseATIndifferentSettings);
SynapseSettings synapseCfg = new SynapseSettings(null, synapseATCfg);
//Predictors configuration
//We use constructor accepting array of boolean switches
//Initially we set all switches to false - all available predictors are forbidden
bool[] predictorSwitches = new bool[PredictorsProvider.NumOfSupportedPredictors];
predictorSwitches.Populate(false);
//Now we enable Activation and ActivationMWAvg predictors
predictorSwitches[(int)PredictorsProvider.PredictorID.Activation] = true;
predictorSwitches[(int)PredictorsProvider.PredictorID.ActivationMWAvg] = true;
//We configure activation moving average predictor to use constant weights and last 7 values without the leaks
ActivationMWAvgSettings activationMWAvgCfg = new ActivationMWAvgSettings(7, PredictorsProvider.PredictorMWAvgWeightsType.Constant);
//We create predictors parameters configuration including custom configuration of activation moving average predictor
PredictorsParamsSettings predictorsParamsCfg = new PredictorsParamsSettings(activationMWAvgCfg);
//Create predictors configuration using prepared boolean switches and predictors parameters
PredictorsSettings predictorsCfg = new PredictorsSettings(predictorSwitches, predictorsParamsCfg);
//Create reservoir instance configuration
ReservoirInstanceSettings resInstCfg = new ReservoirInstanceSettings(instName,
structName,
new InputConnsSettings(inpConnHighCfg, inpConnLowCfg, inpConnAdjCloseP1Cfg, inpConnAdjCloseP2Cfg),
synapseCfg,
predictorsCfg
);
return(resInstCfg);
}
/// <summary>
/// Creates the simplified configuration of the state machine following the pure ESN design.
/// </summary>
/// <param name="totalSize">The total number of hidden neurons.</param>
/// <param name="maxInputStrength">The max sum of weights of input synapses per an analog hidden neuron (see the constant DefaultAnalogMaxInputStrength).</param>
/// <param name="inputConnectionDensity">The density of the input field connections to hidden neurons.</param>
/// <param name="maxInputDelay">The maximum delay of an input synapse.</param>
/// <param name="interconnectionDensity">The density of the hidden neurons recurrent interconnection.</param>
/// <param name="maxInternalDelay">The maximum delay of an internal synapse.</param>
/// <param name="maxAbsBias">The maximum absolute value of the bias (0 means no bias).</param>
/// <param name="maxRetainmentStrength">The maximum retainment strength (0 means no retainment).</param>
/// <param name="predictorsProviderCfg">The configuration of the predictors provider.</param>
public StateMachineSettings CreatePureESNCfg(int totalSize,
double maxInputStrength,
double inputConnectionDensity,
int maxInputDelay,
double interconnectionDensity,
int maxInternalDelay,
double maxAbsBias,
double maxRetainmentStrength,
PredictorsProviderSettings predictorsProviderCfg
)
{
//Check NP is not bypassed
if (BypassedNP)
{
throw new InvalidOperationException("Neural preprocessor is bypassed thus ESN design can't be created.");
}
//Default ESN activation
IActivationSettings analogActivationCfg = new AFAnalogTanHSettings();
//One neuron group
AnalogNeuronGroupSettings grp = CreateAnalogGroup(analogActivationCfg, predictorsProviderCfg, maxAbsBias, maxRetainmentStrength);
//Simple analog pool
PoolSettings poolCfg = new PoolSettings(BuildPoolName(ActivationContent.Analog, 0),
new ProportionsSettings(totalSize, 1, 1),
new NeuronGroupsSettings(grp),
new InterconnSettings(new RandomSchemaSettings(interconnectionDensity))
);
//Simple reservoir structure
ReservoirStructureSettings resStructCfg = new ReservoirStructureSettings(BuildResStructName(ActivationContent.Analog, 0),
new PoolsSettings(poolCfg)
);
//Input connections configuration
List <InputConnSettings> inputConns = new List <InputConnSettings>(InputEncoderCfg.VaryingFieldsCfg.ExternalFieldsCfg.FieldCfgCollection.Count);
foreach (ExternalFieldSettings fieldCfg in InputEncoderCfg.VaryingFieldsCfg.ExternalFieldsCfg.FieldCfgCollection)
{
InputConnSettings inputConnCfg = new InputConnSettings(fieldCfg.Name,
poolCfg.Name,
0,
inputConnectionDensity
);
inputConns.Add(inputConnCfg);
}
//Synapse general configuration
SynapseATInputSettings synapseATInputSettings = new SynapseATInputSettings(Synapse.SynapticDelayMethod.Random, maxInputDelay, new AnalogSourceSettings(new URandomValueSettings(0d, maxInputStrength)));
SynapseATIndifferentSettings synapseATIndifferentSettings = new SynapseATIndifferentSettings(Synapse.SynapticDelayMethod.Random, maxInternalDelay);
SynapseATSettings synapseATCfg = new SynapseATSettings(SynapseATSettings.DefaultSpectralRadiusNum, synapseATInputSettings, synapseATIndifferentSettings);
SynapseSettings synapseCfg = new SynapseSettings(null, synapseATCfg);
//Create reservoir instance
ReservoirInstanceSettings resInstCfg = new ReservoirInstanceSettings(GetResInstName(ResDesign.PureESN, 0),
resStructCfg.Name,
new InputConnsSettings(inputConns),
synapseCfg
);
//Build and return SM configuration
return(new StateMachineSettings(new NeuralPreprocessorSettings(InputEncoderCfg,
new ReservoirStructuresSettings(resStructCfg),
new ReservoirInstancesSettings(resInstCfg)
),
ReadoutLayerCfg
));
}
/// <summary>
/// Creates StateMachine configuration following pure ESN design
/// </summary>
/// <param name="totalSize">Total number of hidden neurons</param>
/// <param name="inputConnectionDensity">Density of the input field connections to hidden neurons</param>
/// <param name="maxInputDelay">Maximum delay of input synapse</param>
/// <param name="interconnectionDensity">Density of the hidden neurons interconnection</param>
/// <param name="maxInternalDelay">Maximum delay of internal synapse</param>
/// <param name="maxAbsBias">Maximum absolute value of the bias (0 means bias is not required)</param>
/// <param name="maxRetainmentStrength">Maximum retainment strength (0 means retainment property is not required)</param>
/// <param name="predictorsParamsCfg">Predictors parameters (use null for defaults)</param>
/// <param name="allowedPredictor">Allowed predictor(s)</param>
public StateMachineSettings CreatePureESNCfg(int totalSize,
double inputConnectionDensity,
int maxInputDelay,
double interconnectionDensity,
int maxInternalDelay,
double maxAbsBias,
double maxRetainmentStrength,
PredictorsParamsSettings predictorsParamsCfg,
params PredictorsProvider.PredictorID[] allowedPredictor
)
{
const double MaxInputWeightSum = 2.75d;
//Default ESN activation
RCNetBaseSettings aFnCfg = new TanHSettings();
//One neuron group
AnalogNeuronGroupSettings grp = CreateAnalogGroup(aFnCfg, maxAbsBias, maxRetainmentStrength);
//Simple analog pool
PoolSettings poolCfg = new PoolSettings(GetPoolName(ActivationContent.Analog, 0),
new ProportionsSettings(totalSize, 1, 1),
new NeuronGroupsSettings(grp),
new InterconnSettings(new RandomSchemaSettings(interconnectionDensity))
);
//Simple reservoir structure
ReservoirStructureSettings resStructCfg = new ReservoirStructureSettings(GetResStructName(ActivationContent.Analog, 0),
new PoolsSettings(poolCfg)
);
//Input connections configuration
List <InputConnSettings> inputConns = new List <InputConnSettings>(InputCfg.VaryingFieldsCfg.ExternalFieldsCfg.FieldCfgCollection.Count);
double maxInpSynWeight = MaxInputWeightSum / InputCfg.VaryingFieldsCfg.ExternalFieldsCfg.FieldCfgCollection.Count;
foreach (ExternalFieldSettings fieldCfg in InputCfg.VaryingFieldsCfg.ExternalFieldsCfg.FieldCfgCollection)
{
InputConnSettings inputConnCfg = new InputConnSettings(fieldCfg.Name,
poolCfg.Name,
0,
inputConnectionDensity
);
inputConns.Add(inputConnCfg);
}
//Synapse general configuration
AnalogSourceSettings asc = new AnalogSourceSettings(new URandomValueSettings(0, maxInpSynWeight));
SynapseATInputSettings synapseATInputSettings = new SynapseATInputSettings(Synapse.SynapticDelayMethod.Random, maxInputDelay, asc, null);
SynapseATIndifferentSettings synapseATIndifferentSettings = new SynapseATIndifferentSettings(Synapse.SynapticDelayMethod.Random, maxInternalDelay);
SynapseATSettings synapseATCfg = new SynapseATSettings(SynapseATSettings.DefaultSpectralRadiusNum, synapseATInputSettings, synapseATIndifferentSettings);
SynapseSettings synapseCfg = new SynapseSettings(null, synapseATCfg);
//Initially set all switches to false - all available predictors are forbidden
bool[] predictorSwitches = new bool[PredictorsProvider.NumOfSupportedPredictors];
predictorSwitches.Populate(false);
//Enable specified predictors
foreach (PredictorsProvider.PredictorID predictorID in allowedPredictor)
{
predictorSwitches[(int)predictorID] = true;
}
//Create predictors configuration using default params
PredictorsSettings predictorsCfg = new PredictorsSettings(predictorSwitches, predictorsParamsCfg);
//Create reservoir instance
ReservoirInstanceSettings resInstCfg = new ReservoirInstanceSettings(GetResInstName(ResDesign.PureESN, 0),
resStructCfg.Name,
new InputConnsSettings(inputConns),
synapseCfg,
predictorsCfg
);
//Build and return SM configuration
return(new StateMachineSettings(new NeuralPreprocessorSettings(InputCfg,
new ReservoirStructuresSettings(resStructCfg),
new ReservoirInstancesSettings(resInstCfg)
),
ReadoutCfg
));
}