C++ GMatrix::columnMax方法代码示例

GSparseMatrix* GRecommenderLib::loadSparseData(const char* szFilename)
{
	// Load the dataset by extension
	PathData pd;
	GFile::parsePath(szFilename, &pd);
	if(_stricmp(szFilename + pd.extStart, ".arff") == 0)
	{
		// Convert a 3-column dense ARFF file to a sparse matrix
		GMatrix data;
		data.loadArff(szFilename);
		if(data.cols() != 3)
			throw Ex("Expected 3 columns: 0) user or row-index, 1) item or col-index, 2) value or rating");
		double m0 = data.columnMin(0);
		double r0 = data.columnMax(0) - m0;
		double m1 = data.columnMin(1);
		double r1 = data.columnMax(1) - m1;
		if(m0 < 0 || m0 > 1e10 || r0 < 2 || r0 > 1e10)
			throw Ex("Invalid row indexes");
		if(m1 < 0 || m1 > 1e10 || r1 < 2 || r1 > 1e10)
			throw Ex("Invalid col indexes");
		GSparseMatrix* pMatrix = new GSparseMatrix(size_t(m0 + r0) + 1, size_t(m1 + r1) + 1, UNKNOWN_REAL_VALUE);
		std::unique_ptr<GSparseMatrix> hMatrix(pMatrix);
		for(size_t i = 0; i < data.rows(); i++)
		{
			GVec& row = data.row(i);
			pMatrix->set(size_t(row[0]), size_t(row[1]), row[2]);
		}
		return hMatrix.release();
	}
	else if(_stricmp(szFilename + pd.extStart, ".sparse") == 0)
	{
		GDom doc;
		doc.loadJson(szFilename);
		return new GSparseMatrix(doc.root());
	}
	throw Ex("Unsupported file format: ", szFilename + pd.extStart);
	return NULL;
}

GHistogram::GHistogram(GMatrix& data, size_t col, double xMin, double xMax, size_t maxBuckets)
{
	double dataMin = data.columnMin(col);
	double dataRange = data.columnMax(col) - dataMin;
	double mean = data.columnMean(col);
	double median = data.columnMedian(col);
	double dev = sqrt(data.columnVariance(col, mean));
	if(xMin == UNKNOWN_REAL_VALUE)
		m_min = std::max(dataMin, median - 4 * dev);
	else
		m_min = xMin;
	if(xMax == UNKNOWN_REAL_VALUE)
		m_max = std::min(dataMin + dataRange, median + 4 * dev);
	else
		m_max = xMax;
	m_binCount = std::max((size_t)1, std::min(maxBuckets, (size_t)floor(sqrt((double)data.rows()))));
	m_bins = new double[m_binCount];
	GVec::setAll(m_bins, 0.0, m_binCount);
	m_sum = 0.0;

	for(size_t i = 0; i < data.rows(); i++)
		addSample(data[i][col], 1.0);
}

void doit()
{
	// Load the data
	GMatrix trainLab;
	GMatrix testLab;
	if (chdir("../bin") != 0)
	{
	}
	trainLab.loadArff("train.arff");
	testLab.loadArff("test.arff");
	double dataMin = trainLab.columnMin(0);
	double dataMax = trainLab.columnMax(0);
	trainLab.normalizeColumn(0, dataMin, dataMax, -5.0, 5.0);
	testLab.normalizeColumn(0, dataMin, dataMax, -5.0, 5.0);
	GMatrix trainFeat(trainLab.rows(), 1);
	for(size_t i = 0; i < trainLab.rows(); i++)
		trainFeat[i][0] = (double)i / trainLab.rows() - 0.5;
	GMatrix testFeat(testLab.rows(), 1);
	for(size_t i = 0; i < testLab.rows(); i++)
		testFeat[i][0] = (double)(i + trainLab.rows()) / trainLab.rows() - 0.5;

	// Make a neural network
	GNeuralNet nn;
	GUniformRelation relOne(1);
	nn.beginIncrementalLearning(relOne, relOne);

	// Initialize the weights of the sine units to match the frequencies used by the Fourier transform.
	GLayerClassic* pSine2 = new GLayerClassic(1, 64, new GActivationSin());
	GMatrix& wSin = pSine2->weights();
	GVec& bSin = pSine2->bias();
	for(size_t i = 0; i < pSine2->outputs() / 2; i++)
	{
		wSin[0][2 * i] = 2.0 * M_PI * (i + 1);
		bSin[2 * i] = 0.5 * M_PI;
		wSin[0][2 * i + 1] = 2.0 * M_PI * (i + 1);
		bSin[2 * i + 1] = M_PI;
	}

	// Make the hidden layer
	GLayerMixed* pMix2 = new GLayerMixed();
	pSine2->resize(1, pSine2->outputs(), &nn.rand(), PERTURBATION);
	pMix2->addComponent(pSine2);
	GLayerClassic* pSoftPlus2 = new GLayerClassic(1, SOFTPLUS_NODES, new GActivationSoftPlus());
	pMix2->addComponent(pSoftPlus2);
	GLayerClassic* pIdentity2 = new GLayerClassic(1, IDENTITY_NODES, new GActivationIdentity());
	pMix2->addComponent(pIdentity2);
	nn.addLayer(pMix2);

	// Make the output layer
	GLayerClassic* pIdentity3 = new GLayerClassic(FLEXIBLE_SIZE, trainLab.cols(), new GActivationIdentity());
	pIdentity3->resize(pMix2->outputs(), pIdentity3->outputs(), &nn.rand(), PERTURBATION);
	nn.addLayer(pIdentity3);

	// Initialize all the non-periodic nodes to approximate the identity function, then perturb a little bit
	pSoftPlus2->setWeightsToIdentity();
	for(size_t i = 0; i < SOFTPLUS_NODES; i++)
	{
		pSoftPlus2->bias()[i] += SOFTPLUS_SHIFT;
		pIdentity3->renormalizeInput(pSine2->outputs() + i, 0.0, 1.0, SOFTPLUS_SHIFT, SOFTPLUS_SHIFT + 1.0);
	}
	pIdentity2->setWeightsToIdentity();
	pSoftPlus2->perturbWeights(nn.rand(), PERTURBATION);
	pIdentity2->perturbWeights(nn.rand(), PERTURBATION);

	// Randomly initialize the weights on the output layer
	pIdentity3->weights().setAll(0.0);
	pIdentity3->perturbWeights(nn.rand(), PERTURBATION);

	// Open Firefox to view the progress
	GApp::systemCall("firefox ./view.html#progress.svg", false, true);

	// Do some training
	GRandomIndexIterator ii(trainLab.rows(), nn.rand());
	nn.setLearningRate(LEARNING_RATE);
	for(size_t epoch = 0; epoch < TRAINING_EPOCHS; epoch++)
	{
		// Visit each sample in random order
		ii.reset();
		size_t i;
		while(ii.next(i))
		{
			// Regularize
			pIdentity3->scaleWeights(1.0 - nn.learningRate() * REGULARIZATION_TERM, true);
			pIdentity3->diminishWeights(nn.learningRate() * REGULARIZATION_TERM, true);

			// Train
			nn.trainIncremental(trainFeat[i], trainLab[i]); // One iteration of stochastic gradient descent
		}

		// Report progress
		double rmse = sqrt(nn.sumSquaredError(trainFeat, trainLab) / trainLab.rows());
		if(epoch % (TRAINING_EPOCHS / 100) == 0)
		{
			double val = sqrt(nn.sumSquaredError(testFeat, testLab) / testLab.rows());
			cout << "prog=" << to_str((double)epoch * 100.0 / TRAINING_EPOCHS) << "%	rmse=" << to_str(rmse) << "	val=" << to_str(val) << "\n";
			plot_it("progress.svg", nn, trainFeat, trainLab, testFeat, testLab);
		}
	}
}

void plot_it(const char* filename, GNeuralNet& nn, GMatrix& trainFeat, GMatrix& trainLab, GMatrix& testFeat, GMatrix& testLab)
{
	GSVG svg(1000, 500);
	double xmin = trainFeat[0][0];
	double xmax = testFeat[testFeat.rows() - 1][0];
	svg.newChart(xmin, std::min(trainLab.columnMin(0), testLab.columnMin(0)), xmax, std::max(trainLab.columnMax(0), testLab.columnMax(0)));
	svg.horizMarks(20);
	svg.vertMarks(20);
	double prevx = xmin;
	double prevy = 0.0;
	double step = (xmax - xmin) / 500.0;
	GVec x(1);
	GVec y(1);
	for(x[0] = prevx; x[0] < xmax; x[0] += step)
	{
		nn.predict(x, y);
		if(prevx != x[0])
			svg.line(prevx, prevy, x[0], y[0], 0.3);
		prevx = x[0];
		prevy = y[0];
	}
	for(size_t i = 0; i < trainLab.rows(); i++)
		svg.dot(trainFeat[i][0], trainLab[i][0], 0.4, 0xff000080);
	for(size_t i = 0; i < testLab.rows(); i++)
		svg.dot(testFeat[i][0], testLab[i][0], 0.4, 0xff800000);

	std::ofstream ofs;
	ofs.open(filename);
	svg.print(ofs);
}