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antd-lua-plugin/lib/ann/fann/src/parallel_fann_cpp.cpp

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2018-09-19 15:08:49 +02:00
/*
* parallel_FANN.cpp
* Author: Alessandro Pietro Bardelli
*/
#ifndef DISABLE_PARALLEL_FANN
#include "parallel_fann.hpp"
#include <omp.h>
using namespace std;
namespace parallel_fann {
// TODO rewrite all these functions in c++ using fann_cpp interface
float train_epoch_batch_parallel(struct fann *ann, struct fann_train_data *data, const unsigned int threadnumb)
{
fann_reset_MSE(ann);
vector<struct fann *> ann_vect(threadnumb);
int i=0,j=0;
//generate copies of the ann
omp_set_dynamic(0);
omp_set_num_threads(threadnumb);
#pragma omp parallel private(j)
{
#pragma omp for schedule(static)
for(i=0; i<(int)threadnumb; i++)
{
ann_vect[i]=fann_copy(ann);
}
//parallel computing of the updates
#pragma omp for schedule(static)
for(i = 0; i < (int)data->num_data; i++)
{
j=omp_get_thread_num();
fann_run(ann_vect[j], data->input[i]);
fann_compute_MSE(ann_vect[j], data->output[i]);
fann_backpropagate_MSE(ann_vect[j]);
fann_update_slopes_batch(ann_vect[j], ann_vect[j]->first_layer + 1, ann_vect[j]->last_layer - 1);
}
}
//parallel update of the weights
{
const unsigned int num_data=data->num_data;
const unsigned int first_weight=0;
const unsigned int past_end=ann->total_connections;
fann_type *weights = ann->weights;
const fann_type epsilon = ann->learning_rate / num_data;
omp_set_dynamic(0);
omp_set_num_threads(threadnumb);
#pragma omp parallel
{
#pragma omp for schedule(static)
for(i=first_weight; i < (int)past_end; i++)
{
fann_type temp_slopes=0.0;
unsigned int k;
fann_type *train_slopes;
for(k=0;k<threadnumb;++k)
{
train_slopes=ann_vect[k]->train_slopes;
temp_slopes+= train_slopes[i];
train_slopes[i]=0.0;
}
weights[i] += temp_slopes*epsilon;
}
}
}
//merge of MSEs
for(i=0;i<(int)threadnumb;++i)
{
ann->MSE_value+= ann_vect[i]->MSE_value;
ann->num_MSE+=ann_vect[i]->num_MSE;
fann_destroy(ann_vect[i]);
}
return fann_get_MSE(ann);
}
float train_epoch_irpropm_parallel(struct fann *ann, struct fann_train_data *data, const unsigned int threadnumb)
{
if(ann->prev_train_slopes == NULL)
{
fann_clear_train_arrays(ann);
}
//#define THREADNUM 1
fann_reset_MSE(ann);
vector<struct fann *> ann_vect(threadnumb);
int i=0,j=0;
//generate copies of the ann
omp_set_dynamic(0);
omp_set_num_threads(threadnumb);
#pragma omp parallel private(j)
{
#pragma omp for schedule(static)
for(i=0; i<(int)threadnumb; i++)
{
ann_vect[i]=fann_copy(ann);
}
//parallel computing of the updates
#pragma omp for schedule(static)
for(i = 0; i < (int)data->num_data; i++)
{
j=omp_get_thread_num();
fann_run(ann_vect[j], data->input[i]);
fann_compute_MSE(ann_vect[j], data->output[i]);
fann_backpropagate_MSE(ann_vect[j]);
fann_update_slopes_batch(ann_vect[j], ann_vect[j]->first_layer + 1, ann_vect[j]->last_layer - 1);
}
}
{
fann_type *weights = ann->weights;
fann_type *prev_steps = ann->prev_steps;
fann_type *prev_train_slopes = ann->prev_train_slopes;
fann_type next_step;
const float increase_factor = ann->rprop_increase_factor; //1.2;
const float decrease_factor = ann->rprop_decrease_factor; //0.5;
const float delta_min = ann->rprop_delta_min; //0.0;
const float delta_max = ann->rprop_delta_max; //50.0;
const unsigned int first_weight=0;
const unsigned int past_end=ann->total_connections;
omp_set_dynamic(0);
omp_set_num_threads(threadnumb);
#pragma omp parallel private(next_step)
{
#pragma omp for schedule(static)
for(i=first_weight; i < (int)past_end; i++)
{
const fann_type prev_step = fann_max(prev_steps[i], (fann_type) 0.0001); // prev_step may not be zero because then the training will stop
fann_type temp_slopes=0.0;
unsigned int k;
fann_type *train_slopes;
for(k=0;k<threadnumb;++k)
{
train_slopes=ann_vect[k]->train_slopes;
temp_slopes+= train_slopes[i];
train_slopes[i]=0.0;
}
const fann_type prev_slope = prev_train_slopes[i];
const fann_type same_sign = prev_slope * temp_slopes;
if(same_sign >= 0.0)
next_step = fann_min(prev_step * increase_factor, delta_max);
else
{
next_step = fann_max(prev_step * decrease_factor, delta_min);
temp_slopes = 0;
}
if(temp_slopes < 0)
{
weights[i] -= next_step;
if(weights[i] < -1500)
weights[i] = -1500;
}
else
{
weights[i] += next_step;
if(weights[i] > 1500)
weights[i] = 1500;
}
// update global data arrays
prev_steps[i] = next_step;
prev_train_slopes[i] = temp_slopes;
}
}
}
//merge of MSEs
for(i=0;i<(int)threadnumb;++i)
{
ann->MSE_value+= ann_vect[i]->MSE_value;
ann->num_MSE+=ann_vect[i]->num_MSE;
fann_destroy(ann_vect[i]);
}
return fann_get_MSE(ann);
}
float train_epoch_quickprop_parallel(struct fann *ann, struct fann_train_data *data, const unsigned int threadnumb)
{
if(ann->prev_train_slopes == NULL)
{
fann_clear_train_arrays(ann);
}
//#define THREADNUM 1
fann_reset_MSE(ann);
vector<struct fann *> ann_vect(threadnumb);
int i=0,j=0;
//generate copies of the ann
omp_set_dynamic(0);
omp_set_num_threads(threadnumb);
#pragma omp parallel private(j)
{
#pragma omp for schedule(static)
for(i=0; i<(int)threadnumb; i++)
{
ann_vect[i]=fann_copy(ann);
}
//parallel computing of the updates
#pragma omp for schedule(static)
for(i = 0; i < (int)data->num_data; i++)
{
j=omp_get_thread_num();
fann_run(ann_vect[j], data->input[i]);
fann_compute_MSE(ann_vect[j], data->output[i]);
fann_backpropagate_MSE(ann_vect[j]);
fann_update_slopes_batch(ann_vect[j], ann_vect[j]->first_layer + 1, ann_vect[j]->last_layer - 1);
}
}
{
fann_type *weights = ann->weights;
fann_type *prev_steps = ann->prev_steps;
fann_type *prev_train_slopes = ann->prev_train_slopes;
const unsigned int first_weight=0;
const unsigned int past_end=ann->total_connections;
fann_type w=0.0, next_step;
const float epsilon = ann->learning_rate / data->num_data;
const float decay = ann->quickprop_decay; /*-0.0001;*/
const float mu = ann->quickprop_mu; /*1.75; */
const float shrink_factor = (float) (mu / (1.0 + mu));
omp_set_dynamic(0);
omp_set_num_threads(threadnumb);
#pragma omp parallel private(w, next_step)
{
#pragma omp for schedule(static)
for(i=first_weight; i < (int)past_end; i++)
{
w = weights[i];
fann_type temp_slopes=0.0;
unsigned int k;
fann_type *train_slopes;
for(k=0;k<threadnumb;++k)
{
train_slopes=ann_vect[k]->train_slopes;
temp_slopes+= train_slopes[i];
train_slopes[i]=0.0;
}
temp_slopes+= decay * w;
const fann_type prev_step = prev_steps[i];
const fann_type prev_slope = prev_train_slopes[i];
next_step = 0.0;
/* The step must always be in direction opposite to the slope. */
if(prev_step > 0.001)
{
/* If last step was positive... */
if(temp_slopes > 0.0) /* Add in linear term if current slope is still positive. */
next_step += epsilon * temp_slopes;
/*If current slope is close to or larger than prev slope... */
if(temp_slopes > (shrink_factor * prev_slope))
next_step += mu * prev_step; /* Take maximum size negative step. */
else
next_step += prev_step * temp_slopes / (prev_slope - temp_slopes); /* Else, use quadratic estimate. */
}
else if(prev_step < -0.001)
{
/* If last step was negative... */
if(temp_slopes < 0.0) /* Add in linear term if current slope is still negative. */
next_step += epsilon * temp_slopes;
/* If current slope is close to or more neg than prev slope... */
if(temp_slopes < (shrink_factor * prev_slope))
next_step += mu * prev_step; /* Take maximum size negative step. */
else
next_step += prev_step * temp_slopes / (prev_slope - temp_slopes); /* Else, use quadratic estimate. */
}
else /* Last step was zero, so use only linear term. */
next_step += epsilon * temp_slopes;
/* update global data arrays */
prev_steps[i] = next_step;
prev_train_slopes[i] = temp_slopes;
w += next_step;
if(w > 1500)
weights[i] = 1500;
else if(w < -1500)
weights[i] = -1500;
else
weights[i] = w;
}
}
}
//merge of MSEs
for(i=0;i<(int)threadnumb;++i)
{
ann->MSE_value+= ann_vect[i]->MSE_value;
ann->num_MSE+=ann_vect[i]->num_MSE;
fann_destroy(ann_vect[i]);
}
return fann_get_MSE(ann);
}
float train_epoch_sarprop_parallel(struct fann *ann, struct fann_train_data *data, const unsigned int threadnumb)
{
if(ann->prev_train_slopes == NULL)
{
fann_clear_train_arrays(ann);
}
//#define THREADNUM 1
fann_reset_MSE(ann);
vector<struct fann *> ann_vect(threadnumb);
int i=0,j=0;
//generate copies of the ann
omp_set_dynamic(0);
omp_set_num_threads(threadnumb);
#pragma omp parallel private(j)
{
#pragma omp for schedule(static)
for(i=0; i<(int)threadnumb; i++)
{
ann_vect[i]=fann_copy(ann);
}
//parallel computing of the updates
#pragma omp for schedule(static)
for(i = 0; i < (int)data->num_data; i++)
{
j=omp_get_thread_num();
fann_run(ann_vect[j], data->input[i]);
fann_compute_MSE(ann_vect[j], data->output[i]);
fann_backpropagate_MSE(ann_vect[j]);
fann_update_slopes_batch(ann_vect[j], ann_vect[j]->first_layer + 1, ann_vect[j]->last_layer - 1);
}
}
{
fann_type *weights = ann->weights;
fann_type *prev_steps = ann->prev_steps;
fann_type *prev_train_slopes = ann->prev_train_slopes;
const unsigned int first_weight=0;
const unsigned int past_end=ann->total_connections;
const unsigned int epoch=ann->sarprop_epoch;
fann_type next_step;
/* These should be set from variables */
const float increase_factor = ann->rprop_increase_factor; /*1.2; */
const float decrease_factor = ann->rprop_decrease_factor; /*0.5; */
/* TODO: why is delta_min 0.0 in iRprop? SARPROP uses 1x10^-6 (Braun and Riedmiller, 1993) */
const float delta_min = 0.000001f;
const float delta_max = ann->rprop_delta_max; /*50.0; */
const float weight_decay_shift = ann->sarprop_weight_decay_shift; /* ld 0.01 = -6.644 */
const float step_error_threshold_factor = ann->sarprop_step_error_threshold_factor; /* 0.1 */
const float step_error_shift = ann->sarprop_step_error_shift; /* ld 3 = 1.585 */
const float T = ann->sarprop_temperature;
//merge of MSEs
for(i=0;i<(int)threadnumb;++i)
{
ann->MSE_value+= ann_vect[i]->MSE_value;
ann->num_MSE+=ann_vect[i]->num_MSE;
}
const float MSE = fann_get_MSE(ann);
const float RMSE = sqrtf(MSE);
/* for all weights; TODO: are biases included? */
omp_set_dynamic(0);
omp_set_num_threads(threadnumb);
#pragma omp parallel private(next_step)
{
#pragma omp for schedule(static)
for(i=first_weight; i < (int)past_end; i++)
{
/* TODO: confirm whether 1x10^-6 == delta_min is really better */
const fann_type prev_step = fann_max(prev_steps[i], (fann_type) 0.000001); /* prev_step may not be zero because then the training will stop */
/* calculate SARPROP slope; TODO: better as new error function? (see SARPROP paper)*/
fann_type temp_slopes=0.0;
unsigned int k;
fann_type *train_slopes;
for(k=0;k<threadnumb;++k)
{
train_slopes=ann_vect[k]->train_slopes;
temp_slopes+= train_slopes[i];
train_slopes[i]=0.0;
}
temp_slopes= -temp_slopes - weights[i] * (fann_type)fann_exp2(-T * epoch + weight_decay_shift);
next_step=0.0;
/* TODO: is prev_train_slopes[i] 0.0 in the beginning? */
const fann_type prev_slope = prev_train_slopes[i];
const fann_type same_sign = prev_slope * temp_slopes;
if(same_sign > 0.0)
{
next_step = fann_min(prev_step * increase_factor, delta_max);
/* TODO: are the signs inverted? see differences between SARPROP paper and iRprop */
if (temp_slopes < 0.0)
weights[i] += next_step;
else
weights[i] -= next_step;
}
else if(same_sign < 0.0)
{
#ifndef RAND_MAX
#define RAND_MAX 0x7fffffff
#endif
if(prev_step < step_error_threshold_factor * MSE)
next_step = prev_step * decrease_factor + (float)rand() / RAND_MAX * RMSE * (fann_type)fann_exp2(-T * epoch + step_error_shift);
else
next_step = fann_max(prev_step * decrease_factor, delta_min);
temp_slopes = 0.0;
}
else
{
if(temp_slopes < 0.0)
weights[i] += prev_step;
else
weights[i] -= prev_step;
}
/* update global data arrays */
prev_steps[i] = next_step;
prev_train_slopes[i] = temp_slopes;
}
}
}
++(ann->sarprop_epoch);
//already computed before
/*//merge of MSEs
for(i=0;i<threadnumb;++i)
{
ann->MSE_value+= ann_vect[i]->MSE_value;
ann->num_MSE+=ann_vect[i]->num_MSE;
}*/
//destroy the copies of the ann
for(i=0; i<(int)threadnumb; i++)
{
fann_destroy(ann_vect[i]);
}
return fann_get_MSE(ann);
}
float train_epoch_incremental_mod(struct fann *ann, struct fann_train_data *data)
{
unsigned int i;
fann_reset_MSE(ann);
for(i = 0; i != data->num_data; i++)
{
fann_train(ann, data->input[i], data->output[i]);
}
return fann_get_MSE(ann);
}
//the following versions returns also the outputs via the predicted_outputs parameter
float train_epoch_batch_parallel(struct fann *ann, struct fann_train_data *data, const unsigned int threadnumb,vector< vector<fann_type> >& predicted_outputs)
{
fann_reset_MSE(ann);
predicted_outputs.resize(data->num_data,vector<fann_type> (data->num_output));
vector<struct fann *> ann_vect(threadnumb);
int i=0,j=0;
//generate copies of the ann
omp_set_dynamic(0);
omp_set_num_threads(threadnumb);
#pragma omp parallel private(j)
{
#pragma omp for schedule(static)
for(i=0; i<(int)threadnumb; i++)
{
ann_vect[i]=fann_copy(ann);
}
//parallel computing of the updates
#pragma omp for schedule(static)
for(i = 0; i < (int)data->num_data; i++)
{
j=omp_get_thread_num();
fann_type* temp_predicted_output=fann_run(ann_vect[j], data->input[i]);
for(unsigned int k=0;k<data->num_output;++k)
{
predicted_outputs[i][k]=temp_predicted_output[k];
}
fann_compute_MSE(ann_vect[j], data->output[i]);
fann_backpropagate_MSE(ann_vect[j]);
fann_update_slopes_batch(ann_vect[j], ann_vect[j]->first_layer + 1, ann_vect[j]->last_layer - 1);
}
}
//parallel update of the weights
{
const unsigned int num_data=data->num_data;
const unsigned int first_weight=0;
const unsigned int past_end=ann->total_connections;
fann_type *weights = ann->weights;
const fann_type epsilon = ann->learning_rate / num_data;
omp_set_dynamic(0);
omp_set_num_threads(threadnumb);
#pragma omp parallel
{
#pragma omp for schedule(static)
for(i=first_weight; i < (int)past_end; i++)
{
fann_type temp_slopes=0.0;
unsigned int k;
fann_type *train_slopes;
for(k=0;k<threadnumb;++k)
{
train_slopes=ann_vect[k]->train_slopes;
temp_slopes+= train_slopes[i];
train_slopes[i]=0.0;
}
weights[i] += temp_slopes*epsilon;
}
}
}
//merge of MSEs
for(i=0;i<(int)threadnumb;++i)
{
ann->MSE_value+= ann_vect[i]->MSE_value;
ann->num_MSE+=ann_vect[i]->num_MSE;
fann_destroy(ann_vect[i]);
}
return fann_get_MSE(ann);
}
float train_epoch_irpropm_parallel(struct fann *ann, struct fann_train_data *data, const unsigned int threadnumb, vector< vector<fann_type> >& predicted_outputs)
{
if(ann->prev_train_slopes == NULL)
{
fann_clear_train_arrays(ann);
}
fann_reset_MSE(ann);
predicted_outputs.resize(data->num_data,vector<fann_type> (data->num_output));
vector<struct fann *> ann_vect(threadnumb);
int i=0,j=0;
//generate copies of the ann
omp_set_dynamic(0);
omp_set_num_threads(threadnumb);
#pragma omp parallel private(j)
{
#pragma omp for schedule(static)
for(i=0; i<(int)threadnumb; i++)
{
ann_vect[i]=fann_copy(ann);
}
//parallel computing of the updates
#pragma omp for schedule(static)
for(i = 0; i < (int)data->num_data; i++)
{
j=omp_get_thread_num();
fann_type* temp_predicted_output=fann_run(ann_vect[j], data->input[i]);
for(unsigned int k=0;k<data->num_output;++k)
{
predicted_outputs[i][k]=temp_predicted_output[k];
}
fann_compute_MSE(ann_vect[j], data->output[i]);
fann_backpropagate_MSE(ann_vect[j]);
fann_update_slopes_batch(ann_vect[j], ann_vect[j]->first_layer + 1, ann_vect[j]->last_layer - 1);
}
}
{
fann_type *weights = ann->weights;
fann_type *prev_steps = ann->prev_steps;
fann_type *prev_train_slopes = ann->prev_train_slopes;
fann_type next_step;
const float increase_factor = ann->rprop_increase_factor; //1.2;
const float decrease_factor = ann->rprop_decrease_factor; //0.5;
const float delta_min = ann->rprop_delta_min; //0.0;
const float delta_max = ann->rprop_delta_max; //50.0;
const unsigned int first_weight=0;
const unsigned int past_end=ann->total_connections;
omp_set_dynamic(0);
omp_set_num_threads(threadnumb);
#pragma omp parallel private(next_step)
{
#pragma omp for schedule(static)
for(i=first_weight; i < (int)past_end; i++)
{
const fann_type prev_step = fann_max(prev_steps[i], (fann_type) 0.0001); // prev_step may not be zero because then the training will stop
fann_type temp_slopes=0.0;
unsigned int k;
fann_type *train_slopes;
for(k=0;k<threadnumb;++k)
{
train_slopes=ann_vect[k]->train_slopes;
temp_slopes+= train_slopes[i];
train_slopes[i]=0.0;
}
const fann_type prev_slope = prev_train_slopes[i];
const fann_type same_sign = prev_slope * temp_slopes;
if(same_sign >= 0.0)
next_step = fann_min(prev_step * increase_factor, delta_max);
else
{
next_step = fann_max(prev_step * decrease_factor, delta_min);
temp_slopes = 0;
}
if(temp_slopes < 0)
{
weights[i] -= next_step;
if(weights[i] < -1500)
weights[i] = -1500;
}
else
{
weights[i] += next_step;
if(weights[i] > 1500)
weights[i] = 1500;
}
// update global data arrays
prev_steps[i] = next_step;
prev_train_slopes[i] = temp_slopes;
}
}
}
//merge of MSEs
for(i=0;i<(int)threadnumb;++i)
{
ann->MSE_value+= ann_vect[i]->MSE_value;
ann->num_MSE+=ann_vect[i]->num_MSE;
fann_destroy(ann_vect[i]);
}
return fann_get_MSE(ann);
}
float train_epoch_quickprop_parallel(struct fann *ann, struct fann_train_data *data, const unsigned int threadnumb, vector< vector<fann_type> >& predicted_outputs)
{
if(ann->prev_train_slopes == NULL)
{
fann_clear_train_arrays(ann);
}
fann_reset_MSE(ann);
predicted_outputs.resize(data->num_data,vector<fann_type> (data->num_output));
vector<struct fann *> ann_vect(threadnumb);
int i=0,j=0;
//generate copies of the ann
omp_set_dynamic(0);
omp_set_num_threads(threadnumb);
#pragma omp parallel private(j)
{
#pragma omp for schedule(static)
for(i=0; i<(int)threadnumb; i++)
{
ann_vect[i]=fann_copy(ann);
}
//parallel computing of the updates
#pragma omp for schedule(static)
for(i = 0; i < (int)data->num_data; i++)
{
j=omp_get_thread_num();
fann_type* temp_predicted_output=fann_run(ann_vect[j], data->input[i]);
for(unsigned int k=0;k<data->num_output;++k)
{
predicted_outputs[i][k]=temp_predicted_output[k];
}
fann_compute_MSE(ann_vect[j], data->output[i]);
fann_backpropagate_MSE(ann_vect[j]);
fann_update_slopes_batch(ann_vect[j], ann_vect[j]->first_layer + 1, ann_vect[j]->last_layer - 1);
}
}
{
fann_type *weights = ann->weights;
fann_type *prev_steps = ann->prev_steps;
fann_type *prev_train_slopes = ann->prev_train_slopes;
const unsigned int first_weight=0;
const unsigned int past_end=ann->total_connections;
fann_type w=0.0, next_step;
const float epsilon = ann->learning_rate / data->num_data;
const float decay = ann->quickprop_decay; /*-0.0001;*/
const float mu = ann->quickprop_mu; /*1.75; */
const float shrink_factor = (float) (mu / (1.0 + mu));
omp_set_dynamic(0);
omp_set_num_threads(threadnumb);
#pragma omp parallel private(w, next_step)
{
#pragma omp for schedule(static)
for(i=first_weight; i < (int)past_end; i++)
{
w = weights[i];
fann_type temp_slopes=0.0;
unsigned int k;
fann_type *train_slopes;
for(k=0;k<threadnumb;++k)
{
train_slopes=ann_vect[k]->train_slopes;
temp_slopes+= train_slopes[i];
train_slopes[i]=0.0;
}
temp_slopes+= decay * w;
const fann_type prev_step = prev_steps[i];
const fann_type prev_slope = prev_train_slopes[i];
next_step = 0.0;
/* The step must always be in direction opposite to the slope. */
if(prev_step > 0.001)
{
/* If last step was positive... */
if(temp_slopes > 0.0) /* Add in linear term if current slope is still positive. */
next_step += epsilon * temp_slopes;
/*If current slope is close to or larger than prev slope... */
if(temp_slopes > (shrink_factor * prev_slope))
next_step += mu * prev_step; /* Take maximum size negative step. */
else
next_step += prev_step * temp_slopes / (prev_slope - temp_slopes); /* Else, use quadratic estimate. */
}
else if(prev_step < -0.001)
{
/* If last step was negative... */
if(temp_slopes < 0.0) /* Add in linear term if current slope is still negative. */
next_step += epsilon * temp_slopes;
/* If current slope is close to or more neg than prev slope... */
if(temp_slopes < (shrink_factor * prev_slope))
next_step += mu * prev_step; /* Take maximum size negative step. */
else
next_step += prev_step * temp_slopes / (prev_slope - temp_slopes); /* Else, use quadratic estimate. */
}
else /* Last step was zero, so use only linear term. */
next_step += epsilon * temp_slopes;
/* update global data arrays */
prev_steps[i] = next_step;
prev_train_slopes[i] = temp_slopes;
w += next_step;
if(w > 1500)
weights[i] = 1500;
else if(w < -1500)
weights[i] = -1500;
else
weights[i] = w;
}
}
}
//merge of MSEs
for(i=0;i<(int)threadnumb;++i)
{
ann->MSE_value+= ann_vect[i]->MSE_value;
ann->num_MSE+=ann_vect[i]->num_MSE;
fann_destroy(ann_vect[i]);
}
return fann_get_MSE(ann);
}
float train_epoch_sarprop_parallel(struct fann *ann, struct fann_train_data *data, const unsigned int threadnumb, vector< vector<fann_type> >& predicted_outputs)
{
if(ann->prev_train_slopes == NULL)
{
fann_clear_train_arrays(ann);
}
fann_reset_MSE(ann);
predicted_outputs.resize(data->num_data,vector<fann_type> (data->num_output));
vector<struct fann *> ann_vect(threadnumb);
int i=0,j=0;
//generate copies of the ann
omp_set_dynamic(0);
omp_set_num_threads(threadnumb);
#pragma omp parallel private(j)
{
#pragma omp for schedule(static)
for(i=0; i<(int)threadnumb; i++)
{
ann_vect[i]=fann_copy(ann);
}
//parallel computing of the updates
#pragma omp for schedule(static)
for(i = 0; i < (int)data->num_data; i++)
{
j=omp_get_thread_num();
fann_type* temp_predicted_output=fann_run(ann_vect[j], data->input[i]);
for(unsigned int k=0;k<data->num_output;++k)
{
predicted_outputs[i][k]=temp_predicted_output[k];
}
fann_compute_MSE(ann_vect[j], data->output[i]);
fann_backpropagate_MSE(ann_vect[j]);
fann_update_slopes_batch(ann_vect[j], ann_vect[j]->first_layer + 1, ann_vect[j]->last_layer - 1);
}
}
{
fann_type *weights = ann->weights;
fann_type *prev_steps = ann->prev_steps;
fann_type *prev_train_slopes = ann->prev_train_slopes;
const unsigned int first_weight=0;
const unsigned int past_end=ann->total_connections;
const unsigned int epoch=ann->sarprop_epoch;
fann_type next_step;
/* These should be set from variables */
const float increase_factor = ann->rprop_increase_factor; /*1.2; */
const float decrease_factor = ann->rprop_decrease_factor; /*0.5; */
/* TODO: why is delta_min 0.0 in iRprop? SARPROP uses 1x10^-6 (Braun and Riedmiller, 1993) */
const float delta_min = 0.000001f;
const float delta_max = ann->rprop_delta_max; /*50.0; */
const float weight_decay_shift = ann->sarprop_weight_decay_shift; /* ld 0.01 = -6.644 */
const float step_error_threshold_factor = ann->sarprop_step_error_threshold_factor; /* 0.1 */
const float step_error_shift = ann->sarprop_step_error_shift; /* ld 3 = 1.585 */
const float T = ann->sarprop_temperature;
//merge of MSEs
for(i=0;i<(int)threadnumb;++i)
{
ann->MSE_value+= ann_vect[i]->MSE_value;
ann->num_MSE+=ann_vect[i]->num_MSE;
}
const float MSE = fann_get_MSE(ann);
const float RMSE = (float)sqrt(MSE);
/* for all weights; TODO: are biases included? */
omp_set_dynamic(0);
omp_set_num_threads(threadnumb);
#pragma omp parallel private(next_step)
{
#pragma omp for schedule(static)
for(i=first_weight; i < (int)past_end; i++)
{
/* TODO: confirm whether 1x10^-6 == delta_min is really better */
const fann_type prev_step = fann_max(prev_steps[i], (fann_type) 0.000001); /* prev_step may not be zero because then the training will stop */
/* calculate SARPROP slope; TODO: better as new error function? (see SARPROP paper)*/
fann_type temp_slopes=0.0;
unsigned int k;
fann_type *train_slopes;
for(k=0;k<threadnumb;++k)
{
train_slopes=ann_vect[k]->train_slopes;
temp_slopes+= train_slopes[i];
train_slopes[i]=0.0;
}
temp_slopes= -temp_slopes - weights[i] * (fann_type)fann_exp2(-T * epoch + weight_decay_shift);
next_step=0.0;
/* TODO: is prev_train_slopes[i] 0.0 in the beginning? */
const fann_type prev_slope = prev_train_slopes[i];
const fann_type same_sign = prev_slope * temp_slopes;
if(same_sign > 0.0)
{
next_step = fann_min(prev_step * increase_factor, delta_max);
/* TODO: are the signs inverted? see differences between SARPROP paper and iRprop */
if (temp_slopes < 0.0)
weights[i] += next_step;
else
weights[i] -= next_step;
}
else if(same_sign < 0.0)
{
#ifndef RAND_MAX
#define RAND_MAX 0x7fffffff
#endif
if(prev_step < step_error_threshold_factor * MSE)
next_step = prev_step * decrease_factor + (float)rand() / RAND_MAX * RMSE * (fann_type)fann_exp2(-T * epoch + step_error_shift);
else
next_step = fann_max(prev_step * decrease_factor, delta_min);
temp_slopes = 0.0;
}
else
{
if(temp_slopes < 0.0)
weights[i] += prev_step;
else
weights[i] -= prev_step;
}
/* update global data arrays */
prev_steps[i] = next_step;
prev_train_slopes[i] = temp_slopes;
}
}
}
++(ann->sarprop_epoch);
//already computed before
/*//merge of MSEs
for(i=0;i<threadnumb;++i)
{
ann->MSE_value+= ann_vect[i]->MSE_value;
ann->num_MSE+=ann_vect[i]->num_MSE;
}*/
//destroy the copies of the ann
for(i=0; i<(int)threadnumb; i++)
{
fann_destroy(ann_vect[i]);
}
return fann_get_MSE(ann);
}
float train_epoch_incremental_mod(struct fann *ann, struct fann_train_data *data, vector< vector<fann_type> >& predicted_outputs)
{
predicted_outputs.resize(data->num_data,vector<fann_type> (data->num_output));
fann_reset_MSE(ann);
for(unsigned int i = 0; i < data->num_data; ++i)
{
fann_type* temp_predicted_output=fann_run(ann, data->input[i]);
for(unsigned int k=0;k<data->num_output;++k)
{
predicted_outputs[i][k]=temp_predicted_output[k];
}
fann_compute_MSE(ann, data->output[i]);
fann_backpropagate_MSE(ann);
fann_update_weights(ann);
}
return fann_get_MSE(ann);
}
float test_data_parallel(struct fann *ann, struct fann_train_data *data, const unsigned int threadnumb)
{
if(fann_check_input_output_sizes(ann, data) == -1)
return 0;
fann_reset_MSE(ann);
vector<struct fann *> ann_vect(threadnumb);
int i=0,j=0;
//generate copies of the ann
omp_set_dynamic(0);
omp_set_num_threads(threadnumb);
#pragma omp parallel private(j)
{
#pragma omp for schedule(static)
for(i=0; i<(int)threadnumb; i++)
{
ann_vect[i]=fann_copy(ann);
}
//parallel computing of the updates
#pragma omp for schedule(static)
for(i = 0; i < (int)data->num_data; ++i)
{
j=omp_get_thread_num();
fann_test(ann_vect[j], data->input[i],data->output[i]);
}
}
//merge of MSEs
for(i=0;i<(int)threadnumb;++i)
{
ann->MSE_value+= ann_vect[i]->MSE_value;
ann->num_MSE+=ann_vect[i]->num_MSE;
fann_destroy(ann_vect[i]);
}
return fann_get_MSE(ann);
}
float test_data_parallel(struct fann *ann, struct fann_train_data *data, const unsigned int threadnumb, vector< vector<fann_type> >& predicted_outputs)
{
if(fann_check_input_output_sizes(ann, data) == -1)
return 0;
predicted_outputs.resize(data->num_data,vector<fann_type> (data->num_output));
fann_reset_MSE(ann);
vector<struct fann *> ann_vect(threadnumb);
int i=0,j=0;
//generate copies of the ann
omp_set_dynamic(0);
omp_set_num_threads(threadnumb);
#pragma omp parallel private(j)
{
#pragma omp for schedule(static)
for(i=0; i<(int)threadnumb; i++)
{
ann_vect[i]=fann_copy(ann);
}
//parallel computing of the updates
#pragma omp for schedule(static)
for(i = 0; i < (int)data->num_data; ++i)
{
j=omp_get_thread_num();
fann_type* temp_predicted_output=fann_test(ann_vect[j], data->input[i],data->output[i]);
for(unsigned int k=0;k<data->num_output;++k)
{
predicted_outputs[i][k]=temp_predicted_output[k];
}
}
}
//merge of MSEs
for(i=0;i<(int)threadnumb;++i)
{
ann->MSE_value+= ann_vect[i]->MSE_value;
ann->num_MSE+=ann_vect[i]->num_MSE;
fann_destroy(ann_vect[i]);
}
return fann_get_MSE(ann);
}
}
#endif /* DISABLE_PARALLEL_FANN */