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- use Matrix, linear algebra library Eigen 3.2.2

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git-svn-id: http://moon:8086/svn/software/trunk/projects/RBM@23 b431acfa-c32f-4a4a-93f1-934dc6c82436
This commit is contained in:
jens
2014-10-12 14:30:40 +00:00
parent 7b1a713adc
commit 19c69ac02a
13 changed files with 246 additions and 359 deletions
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Builds/Linux/Makefile
+4 -4
View File
@@ -18,12 +18,12 @@ ifeq ($(CONFIG),Debug)
TARGET_ARCH := -march=native
endif
CPPFLAGS := $(DEPFLAGS) -D "LINUX=1" -D "DEBUG=1" -D "_DEBUG=1" -D "JUCER_LINUX_MAKE_7346DA2A=1" -D "JUCE_APP_VERSION=1.0.0" -D "JUCE_APP_VERSION_HEX=0x10000" -I /usr/include -I /usr/include/freetype2 -I ../../JuceLibraryCode -I ../../JuceLibraryCode/modules
CPPFLAGS := $(DEPFLAGS) -D "LINUX=1" -D "DEBUG=1" -D "_DEBUG=1" -D "JUCER_LINUX_MAKE_7346DA2A=1" -D "JUCE_APP_VERSION=1.0.0" -D "JUCE_APP_VERSION_HEX=0x10000" -I /usr/include -I /usr/include/freetype2 -I ../../JuceLibraryCode -I ../../JuceLibraryCode/modules -I /usr/local/include/eigen3
CFLAGS += $(CPPFLAGS) $(TARGET_ARCH) -g -ggdb -O0
CXXFLAGS += $(CFLAGS)
LDFLAGS += $(TARGET_ARCH) -L$(BINDIR) -L$(LIBDIR) -L/usr/X11R6/lib/ -lGL -lX11 -lXext -lXinerama -lasound -ldl -lfreetype -lpthread -lrt
LDDEPS :=
RESFLAGS := -D "LINUX=1" -D "DEBUG=1" -D "_DEBUG=1" -D "JUCER_LINUX_MAKE_7346DA2A=1" -D "JUCE_APP_VERSION=1.0.0" -D "JUCE_APP_VERSION_HEX=0x10000" -I /usr/include -I /usr/include/freetype2 -I ../../JuceLibraryCode -I ../../JuceLibraryCode/modules
RESFLAGS := -D "LINUX=1" -D "DEBUG=1" -D "_DEBUG=1" -D "JUCER_LINUX_MAKE_7346DA2A=1" -D "JUCE_APP_VERSION=1.0.0" -D "JUCE_APP_VERSION_HEX=0x10000" -I /usr/include -I /usr/include/freetype2 -I ../../JuceLibraryCode -I ../../JuceLibraryCode/modules -I /usr/local/include/eigen3
TARGET := RBM
BLDCMD = $(CXX) -o $(OUTDIR)/$(TARGET) $(OBJECTS) $(LDFLAGS) $(RESOURCES) $(TARGET_ARCH)
CLEANCMD = rm -rf $(OUTDIR)/$(TARGET) $(OBJDIR)
@@ -39,12 +39,12 @@ ifeq ($(CONFIG),Release)
TARGET_ARCH := -march=native
endif
CPPFLAGS := $(DEPFLAGS) -D "LINUX=1" -D "NDEBUG=1" -D "JUCER_LINUX_MAKE_7346DA2A=1" -D "JUCE_APP_VERSION=1.0.0" -D "JUCE_APP_VERSION_HEX=0x10000" -I /usr/include -I /usr/include/freetype2 -I ../../JuceLibraryCode -I ../../JuceLibraryCode/modules
CPPFLAGS := $(DEPFLAGS) -D "LINUX=1" -D "NDEBUG=1" -D "JUCER_LINUX_MAKE_7346DA2A=1" -D "JUCE_APP_VERSION=1.0.0" -D "JUCE_APP_VERSION_HEX=0x10000" -I /usr/include -I /usr/include/freetype2 -I ../../JuceLibraryCode -I ../../JuceLibraryCode/modules -I /usr/local/include/eigen3
CFLAGS += $(CPPFLAGS) $(TARGET_ARCH) -O3
CXXFLAGS += $(CFLAGS)
LDFLAGS += $(TARGET_ARCH) -L$(BINDIR) -L$(LIBDIR) -fvisibility=hidden -L/usr/X11R6/lib/ -lGL -lX11 -lXext -lXinerama -lasound -ldl -lfreetype -lpthread -lrt
LDDEPS :=
RESFLAGS := -D "LINUX=1" -D "NDEBUG=1" -D "JUCER_LINUX_MAKE_7346DA2A=1" -D "JUCE_APP_VERSION=1.0.0" -D "JUCE_APP_VERSION_HEX=0x10000" -I /usr/include -I /usr/include/freetype2 -I ../../JuceLibraryCode -I ../../JuceLibraryCode/modules
RESFLAGS := -D "LINUX=1" -D "NDEBUG=1" -D "JUCER_LINUX_MAKE_7346DA2A=1" -D "JUCE_APP_VERSION=1.0.0" -D "JUCE_APP_VERSION_HEX=0x10000" -I /usr/include -I /usr/include/freetype2 -I ../../JuceLibraryCode -I ../../JuceLibraryCode/modules -I /usr/local/include/eigen3
TARGET := RBM
BLDCMD = $(CXX) -o $(OUTDIR)/$(TARGET) $(OBJECTS) $(LDFLAGS) $(RESOURCES) $(TARGET_ARCH)
CLEANCMD = rm -rf $(OUTDIR)/$(TARGET) $(OBJDIR)
RBM.jucer
+2 -2
View File
@@ -20,9 +20,9 @@
<LINUX_MAKE targetFolder="Builds/Linux">
<CONFIGURATIONS>
<CONFIGURATION name="Debug" libraryPath="/usr/X11R6/lib/" isDebug="1" optimisation="1"
targetName="RBM"/>
targetName="RBM" headerPath="/usr/local/include/eigen3"/>
<CONFIGURATION name="Release" libraryPath="/usr/X11R6/lib/" isDebug="0" optimisation="3"
targetName="RBM"/>
targetName="RBM" headerPath="/usr/local/include/eigen3"/>
</CONFIGURATIONS>
<MODULEPATHS>
<MODULEPATH id="juce_core" path="../../../../../../JUCE/modules"/>
Source/.cproject
+4
View File
@@ -22,9 +22,13 @@
<builder id="org.eclipse.cdt.build.core.settings.default.builder.1820544125" keepEnvironmentInBuildfile="false" managedBuildOn="false" name="Gnu Make Builder" superClass="org.eclipse.cdt.build.core.settings.default.builder"/>
<tool id="org.eclipse.cdt.build.core.settings.holder.libs.750397548" name="holder for library settings" superClass="org.eclipse.cdt.build.core.settings.holder.libs"/>
<tool id="org.eclipse.cdt.build.core.settings.holder.906730718" name="Assembly" superClass="org.eclipse.cdt.build.core.settings.holder">
<option id="org.eclipse.cdt.build.core.settings.holder.incpaths.852926707" name="Include Paths" superClass="org.eclipse.cdt.build.core.settings.holder.incpaths" valueType="includePath"/>
<inputType id="org.eclipse.cdt.build.core.settings.holder.inType.1467109729" languageId="org.eclipse.cdt.core.assembly" languageName="Assembly" sourceContentType="org.eclipse.cdt.core.asmSource" superClass="org.eclipse.cdt.build.core.settings.holder.inType"/>
</tool>
<tool id="org.eclipse.cdt.build.core.settings.holder.1370151108" name="GNU C++" superClass="org.eclipse.cdt.build.core.settings.holder">
<option id="org.eclipse.cdt.build.core.settings.holder.incpaths.1839057859" name="Include Paths" superClass="org.eclipse.cdt.build.core.settings.holder.incpaths" valueType="includePath">
<listOptionValue builtIn="false" value="/usr/local/include/eigen3"/>
</option>
<inputType id="org.eclipse.cdt.build.core.settings.holder.inType.1834882069" languageId="org.eclipse.cdt.core.g++" languageName="GNU C++" sourceContentType="org.eclipse.cdt.core.cxxSource,org.eclipse.cdt.core.cxxHeader" superClass="org.eclipse.cdt.build.core.settings.holder.inType"/>
</tool>
<tool id="org.eclipse.cdt.build.core.settings.holder.280954803" name="GNU C" superClass="org.eclipse.cdt.build.core.settings.holder">
Source/.settings/language.settings.xml
+1 -1
View File
@@ -5,8 +5,8 @@
<provider copy-of="extension" id="org.eclipse.cdt.ui.UserLanguageSettingsProvider"/>
<provider-reference id="org.eclipse.cdt.core.ReferencedProjectsLanguageSettingsProvider" ref="shared-provider"/>
<provider-reference id="org.eclipse.cdt.managedbuilder.core.MBSLanguageSettingsProvider" ref="shared-provider"/>
<provider copy-of="extension" id="org.eclipse.cdt.managedbuilder.core.GCCBuildCommandParser"/>
<provider-reference id="org.eclipse.cdt.managedbuilder.core.GCCBuiltinSpecsDetector" ref="shared-provider"/>
<provider copy-of="extension" id="org.eclipse.cdt.managedbuilder.core.GCCBuildCommandParser"/>
</extension>
</configuration>
</project>
Source/DrawComponent.cpp
+10 -20
View File
@@ -48,11 +48,11 @@ DrawComponent::DrawComponent (int width, int height)
//[Constructor] You can add your own custom stuff here..
// m_pG = new Graphics(m_image);
m_pData = new double[width*height];
memset(m_pData, 0, m_width*m_height*sizeof(double));
m_data.resize(width*height);
Noise_Init(&noise, 0x3231);
m_pG->setImageResamplingQuality(Graphics::lowResamplingQuality);
clear();
//[/Constructor]
}
@@ -65,7 +65,6 @@ DrawComponent::~DrawComponent()
//[Destructor]. You can add your own custom destruction code here..
m_pG = nullptr;
m_pData = nullptr;
//[/Destructor]
}
@@ -195,7 +194,7 @@ void DrawComponent::drawAt(int x, int y, bool setColor)
{
if (setColor)
{
if (m_pData[index] > 0.0)
if (m_data[index] > 0.0)
{
m_currData = 0.0;
m_currColor = (Colours::black);
@@ -206,7 +205,7 @@ void DrawComponent::drawAt(int x, int y, bool setColor)
m_currColor = (Colours::white);
}
}
m_pData[index] = m_currData;
m_data[index] = m_currData;
m_pG->setColour (m_currColor);
}
}
@@ -219,35 +218,26 @@ void DrawComponent::drawAt(int x, int y, bool setColor)
void DrawComponent::clear()
{
double *pData = m_pData;
for (int i=0; i < m_width*m_height; i++)
{
*(pData++) = 0;
}
setData(m_pData);
m_data.fill(0);
setData(m_data);
}
const double* DrawComponent::getData ()
const VectorXd& DrawComponent::getData ()
{
return m_pData;
return m_data;
}
void DrawComponent::setData (const double *pData)
void DrawComponent::setData (const VectorXd& data)
{
double a;
for (int i=0; i < m_width*m_height; i++)
{
m_pData[i] = pData[i];
}
for (int i=0; i < m_height; i++)
{
for (int j=0; j < m_width; j++)
{
a = std::min<double>(std::max<double>(*pData, 0), 1);
a = std::min<double>(std::max<double>((double)data[i*m_width + j], 0), 1);
m_pG->setColour(Colour(Colours::white).greyLevel(a));
m_pG->fillRect(m_scaleX*j, m_scaleY*i, m_scaleX, m_scaleY);
pData++;
}
}
repaint();
Source/DrawComponent.h
+6 -3
View File
@@ -30,6 +30,9 @@ public:
virtual ~DrawListener() {}
virtual void onDraw(DrawComponent &obj) = 0;
};
#include <Eigen/Dense>
using namespace Eigen;
//[/Headers]
@@ -53,8 +56,8 @@ public:
//[UserMethods] -- You can add your own custom methods in this section.
void setListener(DrawListener *pListener);
void drawAt(int x, int y, bool setColor);
void setData(const double *pData);
const double* getData();
void setData(const VectorXd& data);
const VectorXd& getData();
void clear();
//[/UserMethods]
@@ -79,7 +82,7 @@ private:
float m_scaleX;
float m_scaleY;
ScopedPointer<Graphics>m_pG;
ScopedPointer<double>m_pData;
VectorXd m_data;
Image m_image;
double m_currData;
Colour m_currColor;
Source/HiddenLayer.hpp
+7 -15
View File
@@ -14,7 +14,7 @@
class HiddenLayer : public Layer
{
public:
HiddenLayer(uint32_t numUnits = 0, const double *pStatesInit = nullptr)
HiddenLayer(uint32_t numUnits = 0, const VectorXd *pStatesInit = nullptr)
: Layer(numUnits, pStatesInit)
{
}
@@ -25,27 +25,19 @@ public:
double getEnergy(const Weights &weights)
{
uint32_t i;
double energy = 0;
double energy;
energy = -((Weights&)weights).hiddenBias().transpose() * states();
for (i=0; i < getNumUnits(); i++)
{
energy -= weights.getBiasHidden()[i] * getStates()[i];
}
return energy;
}
private:
double accum(const Layer &layer, const Weights &weights, uint32_t index) const
double accum(Layer &layer, Weights &weights, uint32_t index)
{
uint32_t i;
double sum = weights.getBiasVisible()[index];
const double *pStates = layer.getStates();
double sum = ((Weights&)weights).hiddenBias()[index];
for (i=0; i < layer.getNumUnits(); i++)
{
sum += pStates[i] * weights.getWeights()[index][i];
}
sum += layer.states().transpose() * ((Weights&)weights).weights().col(index);
return sum;
}
Source/Layer.hpp
+52 -74
View File
@@ -11,19 +11,28 @@
#ifndef LAYER_HPP
#define LAYER_HPP
#include <stdint.h>
#include <iostream>
#include <Eigen/Dense>
#include "noise.h"
#include "Weights.hpp"
using namespace Eigen;
class Layer
{
public:
Layer(uint32_t numUnits = 0, const double *pStatesInit = nullptr)
Layer(uint32_t numUnits = 0, const VectorXd *pStatesInit = nullptr)
: m_numUnits(numUnits)
, m_pProbs(nullptr)
, m_pStates(nullptr)
, m_probs(numUnits)
, m_states(numUnits)
{
setNumUnits(numUnits, pStatesInit);
setNumUnits(numUnits);
Noise_Init(&m_noise, 0x12345677);
if (pStatesInit && (pStatesInit->size() == numUnits))
{
m_states = *pStatesInit;
}
}
virtual ~Layer()
@@ -32,95 +41,55 @@ public:
Noise_Free(&m_noise);
}
void setNumUnits(uint32_t numUnits, const double *pStatesInit = nullptr)
void setNumUnits(uint32_t numUnits)
{
if (m_numUnits)
if (m_numUnits == numUnits)
{
delete [] m_pProbs;
delete [] m_pStates;
return;
}
m_numUnits = numUnits;
if (m_numUnits)
{
m_pProbs = new double[m_numUnits];
m_pStates = new double[m_numUnits];
m_probs.resize(numUnits);
m_states.resize(numUnits);
probsInit(0);
if (pStatesInit)
{
memcpy(m_pStates, pStatesInit, m_numUnits*sizeof(double));
}
else
{
statesInit(0);
}
}
probsInit(0);
statesInit(0);
}
Layer& operator= (const Layer &rhs)
void probsInit(const double &value)
{
memcpy(m_pProbs, rhs.m_pProbs, m_numUnits*sizeof(double));
memcpy(m_pStates, rhs.m_pStates, m_numUnits*sizeof(double));
return *this;
m_probs.fill(value);
}
Layer& operator+= (const Layer &rhs)
void statesInit(const double &value)
{
uint32_t i;
for (i=0; i < m_numUnits; i++)
{
m_pStates[i] += rhs.m_pStates[i];
}
return *this;
m_states.fill(value);
}
void probsInit(double value) const
void probsUpdate(Layer &layer, Weights &weights, double lambda = 1.0, double variance = 1.0)
{
probsUpdateLogistic(layer, weights, lambda, variance);
}
void probsUpdateLogistic(Layer &layer, Weights &weights, double lambda, double variance)
{
uint32_t i;
for (i=0; i < m_numUnits; i++)
{
m_pProbs[i] = value;
m_probs(i) = logSigmoid(lambda/variance*accum(layer, weights, i));
}
}
void statesInit(double value) const
void probsUpdateGaussian(Layer &layer, Weights &weights, double lambda, double variance)
{
uint32_t i;
for (i=0; i < m_numUnits; i++)
{
m_pStates[i] = value;
m_probs(i) = gaussProb(lambda*accum(layer, weights, i), variance);
}
}
void probsUpdate(const Layer &layer, const Weights &weights) const
{
uint32_t i;
for (i=0; i < m_numUnits; i++)
{
m_pProbs[i] = logSigmoid(accum(layer, weights, i));
}
}
void statesScale(double kscale) const
{
uint32_t i;
for (i=0; i < m_numUnits; i++)
{
m_pStates[i] *= kscale;
}
}
void statesAssignfromProbs()
{
memcpy(m_pStates, m_pProbs, m_numUnits*sizeof(double));
}
void statesUpdateStochastic()
{
uint32_t i;
@@ -129,18 +98,18 @@ public:
for (i=0; i < m_numUnits; i++)
{
sample = Noise_Uniform(&m_noise, 0.5);
m_pStates[i] = (double)(sample <= m_pProbs[i]);
m_states(i) = (double)(sample <= m_probs(i));
}
}
const double *getProbs() const
VectorXd& probs()
{
return m_pProbs;
return m_probs;
}
const double *getStates() const
VectorXd& states()
{
return m_pStates;
return m_states;
}
uint32_t getNumUnits() const
@@ -151,19 +120,28 @@ public:
virtual double getEnergy(const Weights &weights) = 0;
private:
uint32_t m_numUnits;
noise_gen_t m_noise;
protected:
uint32_t m_numUnits;
VectorXd m_probs;
VectorXd m_states;
virtual double accum(Layer &layer, Weights &weights, uint32_t index) = 0;
inline double logSigmoid(double x) const
{
return 1./(1 + exp(-x));
}
protected:
double *m_pProbs;
double *m_pStates;
inline double gaussProb(double x, double var) const
{
double k = 1.0/sqrt(var*2*3.14159265359);
virtual double accum(const Layer &layer, const Weights &weights, uint32_t index) const = 0;
double mu = 0;
double x2 = (x-mu)*(x-mu);
return k*exp(-x2/(2*var));
}
};
Source/LayerArray.hpp
+16 -7
View File
@@ -11,6 +11,9 @@
#ifndef LAYERARRAY_HPP
#define LAYERARRAY_HPP
#include <stdint.h>
#include <Eigen/Dense>
using namespace Eigen;
template <class T>
class LayerArray;
@@ -31,7 +34,7 @@ class LayerArray
class Entry : public T
{
public:
Entry(uint32_t numUnits, const double *pInit)
Entry(uint32_t numUnits, const VectorXd *pInit)
: T(numUnits, pInit)
, pPrev(nullptr)
, pNext(nullptr)
@@ -75,13 +78,15 @@ public:
clear();
}
void add(const double *pData, uint32_t size)
T* add(const VectorXd *pData, uint32_t size)
{
Entry *pNew;
Entry *pL = m_pRoot;
pNew = new Entry(size, pData);
if (!m_pRoot)
{
m_pRoot = new Entry(size, pData);
m_pRoot = pNew;
}
else
{
@@ -90,12 +95,14 @@ public:
{
pL = pL->pNext;
}
pL->pNext = new Entry(size, pData);
pL->pNext = pNew;
pL->pNext->pPrev = pL;
}
rebuildIndex();
if (m_pListener)
m_pListener->onChanged(*this);
return (T*)pNew;
}
void clear()
@@ -172,7 +179,7 @@ public:
for (j=0; j < numUnits; j++)
{
fprintf(pFile, "%3.6f\n", m_ppIndex[i]->getStates()[j]);
fprintf(pFile, "%3.6f\n", m_ppIndex[i]->states()(j));
}
}
@@ -199,13 +206,15 @@ public:
uint32_t numUnits;
fscanf(pFile, "%d\n", &numUnits);
pData = new double[numUnits];
T* data = add(nullptr, numUnits);
for (j=0; j < numUnits; j++)
{
fscanf(pFile, "%f", &v);
pData[j] = v;
data->states()(j) = v;
}
add(pData, numUnits);
delete [] pData;
}
Source/MainComponent.cpp
+21 -23
View File
@@ -21,6 +21,8 @@
#ifdef WIN32
#include <Windows.h>
#endif
#include <iostream>
#include <Eigen/Dense>
//[/Headers]
#include "MainComponent.h"
@@ -50,6 +52,8 @@ void mylog(const char* format, ...)
//[/MiscUserDefs]
using namespace Eigen;
using namespace std;
//==============================================================================
MainComponent::MainComponent ()
: m_layers(this),
@@ -220,12 +224,12 @@ MainComponent::MainComponent ()
projectNameLabel->setText(String("TestPrj"), dontSendNotification );
numEpochslabel->setText(String(100), dontSendNotification );
learningRateLabel->setText(String(0.2), dontSendNotification );
learningRateLabel->setText(String(0.1), dontSendNotification );
rbmUseExpectationsToggleButton->setToggleState(false, sendNotification);
rbmDoRaoBlackwellToggleButton->setToggleState(false, sendNotification);
rbmDoRobbinsMonroToggleButton->setToggleState(false, sendNotification);
rbmReduceVarianceToggleButton->setToggleState(false, sendNotification);
//[/Constructor]
//[/Constructor]
}
MainComponent::~MainComponent()
@@ -334,7 +338,7 @@ void MainComponent::buttonClicked (Button* buttonThatWasClicked)
{
//[UserButtonCode_addButton] -- add your button handler code here..
Draw2->setData(Draw->getData());
m_layers.add(Draw->getData(), m_vNumX*m_vNumY);
m_layers.add(&Draw->getData(), m_vNumX*m_vNumY);
patterSlider->setRange (0, m_layers.getSize()-1, 1);
//[/UserButtonCode_addButton]
}
@@ -411,15 +415,15 @@ void MainComponent::buttonClicked (Button* buttonThatWasClicked)
{
//[UserButtonCode_reconstructEquButton] -- add your button handler code here..
uint32_t i;
const double *pV, *pH;
const VectorXd *pV, *pH;
pV = Draw->getData();
pV = (const VectorXd*)&Draw->getData();
for (i=0; i < 100; i++)
{
pH = m_pRbm->toHidden(pV);
DrawHidden->setData(pH);
pV = m_pRbm->toVisible(pH);
Draw2->setData(pV);
pH = (const VectorXd*)&m_pRbm->toHidden(*pV);
DrawHidden->setData(*pH);
pV = (const VectorXd*)&m_pRbm->toVisible(*pH);
Draw2->setData(*pV);
}
//[/UserButtonCode_reconstructEquButton]
}
@@ -463,39 +467,33 @@ void MainComponent::sliderValueChanged (Slider* sliderThatWasMoved)
if (m_layers.getSize() > 0)
{
VisibleLayer &p = (VisibleLayer&)m_layers.getAt((int)sliderThatWasMoved->getValue());
Draw2->setData(p.getStates());
Draw2->setData(p.states());
}
//[/UserSliderCode_patterSlider]
}
else if (sliderThatWasMoved == WeightsSlider)
{
//[UserSliderCode_WeightsSlider] -- add your slider handling code here..
double **ppW = m_weights.getWeights();
if (!ppW)
return;
double *pW = ppW[(int)sliderThatWasMoved->getValue()];
double *pTemp = new double [m_vNumX*m_vNumY];
VectorXd w = m_weights.weights().col((int)sliderThatWasMoved->getValue());
VectorXd temp = w;
double min = +1E12;
double max = -1E12;
for (int i=0; i < m_vNumX*m_vNumY; i++)
{
pTemp[i] = pW[i];
min = std::min<double>(min, pW[i]);
max = std::max<double>(max, pW[i]);
min = std::min<double>(min, (double)temp[i]);
max = std::max<double>(max, (double)temp[i]);
}
for (int i=0; i < m_vNumX*m_vNumY; i++)
{
pTemp[i] -= min;
temp[i] -= min;
}
for (int i=0; i < m_vNumX*m_vNumY; i++)
{
pTemp[i] /= (max-min);
temp[i] /= (max-min);
}
DrawWeights->setData(pTemp);
delete pTemp;
DrawWeights->setData(temp);
//[/UserSliderCode_WeightsSlider]
}
else if (sliderThatWasMoved == numGibbsSlider)
Source/Rbm.hpp
+67 -92
View File
@@ -12,6 +12,9 @@
#include "HiddenLayer.hpp"
#include "Weights.hpp"
#include <cmath>
#include <Eigen/Dense>
using namespace Eigen;
void mylog(const char* format, ...);
#define printf mylog
@@ -47,35 +50,20 @@ public:
void weightsUpdate(VisibleLayer &v, HiddenLayer &h, double mu)
{
uint32_t i, j;
double dw;
double **ppW = m_w.getWeights();
const double *pH = h.getStates();
const double *pV = v.getStates();
MatrixXd &w = (MatrixXd&)m_w.weights();
// Update weights
for (i=0; i < m_w.getNumHidden(); i++)
{
for (j=0; j < m_w.getNumVisible(); j++)
{
dw = pV[j] * pH[i];
ppW[i][j] += mu*dw;
}
}
double *pBias = m_w.getBiasVisible();
for (i=0; i < m_w.getNumVisible(); i++)
{
dw = pV[i];
pBias[i] += mu*dw;
}
w += mu*(v.states() * h.states().transpose());
}
pBias = m_w.getBiasHidden();
for (i=0; i < m_w.getNumHidden(); i++)
{
dw = pH[i];
pBias[i] += mu*dw;
}
void visibleBiasUpdate(VisibleLayer &v, double mu)
{
m_w.visibleBias().array() += mu*v.states().array();
}
void hiddenBiasUpdate(HiddenLayer &h, double mu)
{
m_w.hiddenBias().array() += mu*h.states().array();
}
void train(LayerArray<VisibleLayer> &vt, uint32_t numEpochs, double mu, uint32_t numGibbs = 1, bool useExpectations = false, bool doRaoBlackwell = false, bool useProbsForHiddenReconstruction = false, bool doRobbinsMonro = false)
@@ -93,6 +81,10 @@ public:
double dProgress = 1.0/numEpochs;
m_progress = 0;
const double lambda = 1.0;
const double variance = 1.0;
const double penalty = 0.0;
if (useExpectations)
{
mu /= vt.getSize();
@@ -103,7 +95,7 @@ public:
for (i=0; i < vt.getSize(); i++)
{
// Create hidden layer base on training data
ht[i].probsUpdate(vt[i], w);
ht[i].probsUpdate(vt[i], w, lambda, variance);
}
}
@@ -112,7 +104,7 @@ public:
for (i=0; i < vt.getSize(); i++)
{
t = (uint32_t)(0.5 + (vt.getSize()-1)*Noise_Uniform(&m_noise, 0.5));
h.probsUpdate(vt[t], w);
h.probsUpdate(vt[t], w, lambda, variance);
// Create hidden layer base on training data
if (doRobbinsMonro)
@@ -127,23 +119,25 @@ public:
// Update weights (positive phase)
if (doRaoBlackwell)
{
pH->statesAssignfromProbs();
pH->states() = pH->probs();
}
else
{
pH->statesUpdateStochastic();
}
weightsUpdate(vt[t], h, +mu);
visibleBiasUpdate(vt[t], +mu);
hiddenBiasUpdate(h, +mu);
for (gibbs=0; gibbs < numGibbs; gibbs++)
{
pH->statesUpdateStochastic();
// Create visible reconstruction (a fantasy...)
v.probsUpdate(*pH, w);
v.probsUpdate(*pH, w, lambda, variance);
if (useProbsForHiddenReconstruction)
{
v.statesAssignfromProbs();
v.states() = v.probs();
}
else
{
@@ -151,18 +145,20 @@ public:
}
// Create hidden reconstruction
pH->probsUpdate(v, w);
pH->probsUpdate(v, w, lambda, variance);
}
// Update weights (negative phase)
if (doRaoBlackwell)
{
pH->statesAssignfromProbs();
pH->states() = pH->probs();
}
else
{
pH->statesUpdateStochastic();
}
weightsUpdate(v, *pH, -mu);
visibleBiasUpdate(v, -mu);
hiddenBiasUpdate(*pH, -mu);
if (!useExpectations)
{
@@ -170,11 +166,28 @@ public:
}
}
#if 0
{
HiddenLayer th(m_w.getNumHidden());
for (i=0; i < vt.getSize(); i++)
{
ht[i].probsUpdate(vt[t], w, lambda, variance);
ht[i].statesUpdateStochastic();
th += ht[i];
}
th *= 1.0/vt.getSize();
th += -0.02;
hiddenBiasUpdate(th, -mu);
}
#endif
if (useExpectations)
{
w = m_w;
}
getEnergy(v, *pH);
m_progress += dProgress;
if (m_pListener)
{
@@ -199,9 +212,12 @@ public:
{
for (j=0; j < v.getNumUnits(); j++)
{
energy -= v.getStates()[j] * h.getStates()[i] * m_w.getWeights()[i][j];
// energy -= v.getStates()[j] * h.getStates()[i] * m_w.getWeights()[i][j];
}
}
// ToDo: make this correct
// energy -= (v.states().transpose() * h.states()); // * m_w.weights();
return energy;
}
@@ -223,28 +239,18 @@ public:
}
printf("pi(t) = (pi^, v>)\n");
for (i=0; i < m_w.getNumHidden(); i++)
for (j=0; j < vts.getSize(); j++)
{
for (j=0; j < vts.getSize(); j++)
{
p = h[j].getProbs()[i];
printf("%3.6f ", p);
}
printf("\n");
cout << h[j].probs() << endl;
}
printf("\n");
cout << endl;
printf("si(t) = (si^, v>)\n");
for (i=0; i < m_w.getNumHidden(); i++)
for (j=0; j < vts.getSize(); j++)
{
for (j=0; j < vts.getSize(); j++)
{
p = h[j].getStates()[i];
printf("%3.6f ", p);
}
printf("\n");
cout << h[j].states() << endl;
}
printf("\n");
cout << endl;
printf("p(v) = (t^, v>)\n");
for (i=0; i < vts.getSize(); i++)
@@ -257,11 +263,11 @@ public:
for (j=0; j < vts.getSize(); j++)
{
p = exp(-getEnergy(vts.getAt(j), h[i]))/z;
printf("%3.6f ", p);
cout << p << endl;
}
printf("\n");
cout << endl;
}
printf("\n");
cout << endl;
// Reconstruct
for (i=0; i < vts.getSize(); i++)
@@ -270,61 +276,30 @@ public:
}
printf("A fantasy... (v^, t>)\n");
for (i=0; i < m_w.getNumVisible(); i++)
for (j=0; j < vts.getSize(); j++)
{
for (j=0; j < vts.getSize(); j++)
{
p = vts.getAt(j).getProbs()[i];
printf("%3.6f ", p);
}
printf("\n");
cout << vts.getAt(j).probs() << endl;
}
delete [] h;
}
const double* toHidden(const double *pVisible)
const VectorXd& toHidden(const VectorXd& visible)
{
double p;
uint32_t i;
VisibleLayer tv(m_w.getNumVisible(), pVisible);
VisibleLayer tv(m_w.getNumVisible(), (const VectorXd*)&visible);
m_th.probsUpdate(tv, m_w);
m_th.statesAssignfromProbs();
#if 0
printf("pi(t) = (pi^, v>)\n");
for (i=0; i < m_w.getNumHidden(); i++)
{
p = m_th.getProbs()[i];
printf("%3.6f\n", p);
}
printf("\n");
#endif
return m_th.getStates();
return m_th.probs();
}
const double* toVisible(const double *pHidden)
const VectorXd& toVisible(const VectorXd& hidden)
{
double p;
uint32_t i;
HiddenLayer th(m_w.getNumHidden(), pHidden);
HiddenLayer th(m_w.getNumHidden(), (const VectorXd*)&hidden);
m_tv.probsUpdate(th, m_w);
m_tv.statesAssignfromProbs();
#if 0
printf("pi(t) = (pi^, v>)\n");
for (i=0; i < m_w.getNumVisible(); i++)
{
p = m_tv.getProbs()[i];
printf("%3.6f\n", p);
}
printf("\n");
#endif
return m_tv.getStates();
return m_tv.probs();
}
private:
Source/VisibleLayer.hpp
+7 -15
View File
@@ -14,7 +14,7 @@
class VisibleLayer : public Layer
{
public:
VisibleLayer(uint32_t numUnits = 0, const double *pStatesInit = nullptr)
VisibleLayer(uint32_t numUnits = 0, const VectorXd *pStatesInit = nullptr)
: Layer(numUnits, pStatesInit)
{
}
@@ -25,27 +25,19 @@ public:
double getEnergy(const Weights &weights)
{
uint32_t i;
double energy = 0;
double energy;
energy = -((Weights&)weights).visibleBias().transpose() * states();
for (i=0; i < getNumUnits(); i++)
{
energy -= weights.getBiasVisible()[i] * getStates()[i];
}
return energy;
}
private:
double accum(const Layer &layer, const Weights &weights, uint32_t index) const
double accum(Layer &layer, Weights &weights, uint32_t index)
{
uint32_t i;
double sum = weights.getBiasVisible()[index];
const double *pStates = layer.getStates();
double sum = ((Weights&)weights).visibleBias()[index];
for (i=0; i < layer.getNumUnits(); i++)
{
sum += pStates[i] * weights.getWeights()[i][index];
}
sum += layer.states().transpose() * ((Weights&)weights).weights().row(index).transpose();
return sum;
}
Source/Weights.hpp
+49 -103
View File
@@ -11,48 +11,41 @@
#ifndef WEIGHTS_HPP
#define WEIGHTS_HPP
#include <stdint.h>
#include <iostream>
#include <Eigen/Dense>
#include "noise.h"
using namespace std;
using namespace Eigen;
class Weights
{
public:
Weights(const char *pFilename)
: m_ppW(nullptr)
, m_pBiasVisible(nullptr)
, m_pBiasHidden(nullptr)
, m_numVisible(0)
: m_numVisible(0)
, m_numHidden(0)
{
load(pFilename);
}
Weights(uint32_t numVisible, uint32_t numHidden)
: m_ppW(nullptr)
, m_pBiasVisible(nullptr)
, m_pBiasHidden(nullptr)
, m_numVisible(numVisible)
: m_numVisible(numVisible)
, m_numHidden(numHidden)
{
Noise_Init(&m_noise, 0x32727155);
alloc(numVisible, numHidden);
shuffle(0);
}
Weights()
: m_ppW(nullptr)
, m_pBiasVisible(nullptr)
, m_pBiasHidden(nullptr)
, m_numVisible(0)
: m_numVisible(0)
, m_numHidden(0)
{
Noise_Init(&m_noise, 0x32727155);
}
Weights(const Weights &src)
: m_ppW(nullptr)
, m_pBiasVisible(nullptr)
, m_pBiasHidden(nullptr)
, m_numVisible(0)
: m_numVisible(0)
, m_numHidden(0)
{
Noise_Init(&m_noise, 0x32727155);
@@ -69,7 +62,6 @@ public:
void setUnits(uint32_t numVisible, uint32_t numHidden)
{
alloc(numVisible, numHidden);
shuffle(0);
}
void shuffle(double stdDev)
@@ -77,68 +69,52 @@ public:
uint32_t i, j;
double kdev = stdDev*sqrt(12.0);
for (j=0; j < m_numVisible; j++)
for (i=0; i < m_numVisible; i++)
{
m_pBiasVisible[j] = kdev*Noise_Uniform(&m_noise, 0.5);
m_bv(i) = kdev*Noise_Uniform(&m_noise, 0.5);
}
for (i=0; i < m_numHidden; i++)
for (j=0; j < m_numHidden; j++)
{
m_pBiasHidden[i] = kdev*Noise_Uniform(&m_noise, 0.5);
m_bh(j) = kdev*Noise_Uniform(&m_noise, 0.5);
}
for (i=0; i < m_numHidden; i++)
for (i=0; i < m_numVisible; i++)
{
for (j=0; j < m_numVisible; j++)
for (j=0; j < m_numHidden; j++)
{
m_ppW[i][j] = kdev*Noise_Uniform(&m_noise, 0.5);
m_w(i,j) = kdev*Noise_Uniform(&m_noise, 0.5);
}
}
}
Weights& operator= (const Weights &rhs)
{
uint32_t i, j;
m_bv = rhs.m_bv;
m_bh = rhs.m_bh;
m_w = rhs.m_w;
for (j=0; j < m_numVisible; j++)
{
m_pBiasVisible[j] = rhs.m_pBiasVisible[j];
}
for (i=0; i < m_numHidden; i++)
{
m_pBiasHidden[i] = rhs.m_pBiasHidden[i];
}
for (i=0; i < m_numHidden; i++)
{
for (j=0; j < m_numVisible; j++)
{
m_ppW[i][j] = rhs.m_ppW[i][j];
}
}
return *this;
}
double **getWeights() const
MatrixXd& weights()
{
return m_ppW;
return m_w;
}
double *getBiasVisible() const
VectorXd& visibleBias()
{
return m_pBiasVisible;
return m_bv;
}
double *getBiasHidden() const
VectorXd& hiddenBias()
{
return m_pBiasHidden;
return m_bh;
}
void print()
{
uint32_t i, j;
double w;
printf("\n");
printf("w(v,h) = (v^, h>)\n");
@@ -146,8 +122,7 @@ public:
{
for (j=0; j < m_numHidden; j++)
{
w = m_ppW[j][i];
printf("%3.6f ", w);
printf("%3.6f ", m_w(i,j));
}
printf("\n");
}
@@ -156,18 +131,18 @@ public:
printf("bv = \n");
for (i=0; i < m_numVisible; i++)
{
w = m_pBiasVisible[i];
printf("%3.6f\n", w);
printf("%3.6f\n", m_bv(i));
}
printf("\n");
printf("bh = \n");
for (i=0; i < m_numHidden; i++)
{
w = m_pBiasHidden[i];
printf("%3.6f\n", w);
printf("%3.6f\n", m_bh(i));
}
printf("\n");
cout << m_w << endl;
}
uint32_t getNumVisible()
@@ -196,17 +171,17 @@ public:
for (i=0; i < m_numVisible; i++)
{
fprintf(pFile, "%3.6f\n", m_pBiasVisible[i]);
fprintf(pFile, "%3.6f\n", m_bv(i));
}
for (i=0; i < m_numHidden; i++)
{
fprintf(pFile, "%3.6f\n", m_pBiasHidden[i]);
fprintf(pFile, "%3.6f\n", m_bh(i));
}
for (i=0; i < m_numVisible; i++)
{
for (j=0; j < m_numHidden; j++)
{
fprintf(pFile, "%3.6f ", m_ppW[j][i]);
fprintf(pFile, "%3.6f ", m_w(i,j));
}
fprintf(pFile, "\n");
}
@@ -234,12 +209,12 @@ public:
for (i=0; i < numVisible; i++)
{
fscanf(pFile, "%f", &v);
m_pBiasVisible[i] = v;
m_bv(i) = v;
}
for (i=0; i < numHidden; i++)
{
fscanf(pFile, "%f", &v);
m_pBiasHidden[i] = v;
m_bh(i) = v;
}
for (i=0; i < numVisible; i++)
{
@@ -247,7 +222,7 @@ public:
{
fscanf(pFile, "%f", &v);
m_ppW[j][i] = v;
m_w(i, j) = v;
}
}
@@ -255,60 +230,31 @@ public:
}
private:
double **m_ppW;
double *m_pBiasVisible;
double *m_pBiasHidden;
uint32_t m_numVisible;
uint32_t m_numHidden;
noise_gen_t m_noise;
MatrixXd m_w;
VectorXd m_bv;
VectorXd m_bh;
void alloc(uint32_t numVisible, uint32_t numHidden)
{
uint32_t i;
if (m_ppW)
if ((m_numVisible == numVisible) && (m_numHidden == numHidden))
{
if ((numVisible == m_numVisible) && (numHidden == m_numHidden))
{
return;
}
free();
alloc(numVisible, numHidden);
}
else
{
m_numVisible = numVisible;
m_numHidden = numHidden;
m_ppW = new double*[m_numHidden];
for (i=0; i < m_numHidden; i++)
{
m_ppW[i] = new double[m_numVisible];
}
m_pBiasVisible = new double[m_numVisible];
m_pBiasHidden = new double[m_numHidden];
}
m_numVisible = numVisible;
m_numHidden = numHidden;
m_w.resize(numVisible, numHidden);
m_bv.resize(numVisible);
m_bh.resize(numHidden);
shuffle(0);
}
void free()
{
uint32_t i;
if (m_ppW)
{
for (i=0; i < m_numHidden; i++)
{
delete [] m_ppW[i];
}
delete [] m_ppW;
m_ppW = nullptr;
}
delete [] m_pBiasVisible;
m_pBiasVisible = nullptr;
delete [] m_pBiasHidden;
m_pBiasHidden = nullptr;
}
};