Implementation of a standard recurrent neural network container. More...
Public Types | |
using | NetworkType = RNN< OutputLayerType, InitializationRuleType, CustomLayers... > |
Convenience typedef for the internal model construction. More... | |
Public Member Functions | |
RNN (const size_t rho, const bool single=false, OutputLayerType outputLayer=OutputLayerType(), InitializationRuleType initializeRule=InitializationRuleType()) | |
Create the RNN object. More... | |
RNN (const RNN &) | |
Copy constructor. More... | |
RNN (RNN &&) | |
Move constructor. More... | |
~RNN () | |
Destructor to release allocated memory. More... | |
template<class LayerType , class... Args> | |
void | Add (Args... args) |
void | Add (LayerTypes< CustomLayers... > layer) |
double | Evaluate (const arma::mat ¶meters, const size_t begin, const size_t batchSize, const bool deterministic) |
Evaluate the recurrent neural network with the given parameters. More... | |
double | Evaluate (const arma::mat ¶meters, const size_t begin, const size_t batchSize) |
Evaluate the recurrent neural network with the given parameters. More... | |
template < typename GradType > | |
double | EvaluateWithGradient (const arma::mat ¶meters, const size_t begin, GradType &gradient, const size_t batchSize) |
Evaluate the recurrent neural network with the given parameters. More... | |
void | Gradient (const arma::mat ¶meters, const size_t begin, arma::mat &gradient, const size_t batchSize) |
Evaluate the gradient of the recurrent neural network with the given parameters, and with respect to only one point in the dataset. More... | |
size_t | NumFunctions () const |
Return the number of separable functions (the number of predictor points). More... | |
RNN & | operator= (const RNN &) |
Copy assignment operator. More... | |
RNN & | operator= (RNN &&) |
Move assignment operator. More... | |
const arma::mat & | Parameters () const |
Return the initial point for the optimization. More... | |
arma::mat & | Parameters () |
Modify the initial point for the optimization. More... | |
void | Predict (arma::cube predictors, arma::cube &results, const size_t batchSize=256) |
Predict the responses to a given set of predictors. More... | |
const arma::cube & | Predictors () const |
Get the matrix of data points (predictors). More... | |
arma::cube & | Predictors () |
Modify the matrix of data points (predictors). More... | |
void | Reset () |
Reset the state of the network. More... | |
void | ResetParameters () |
Reset the module information (weights/parameters). More... | |
const arma::cube & | Responses () const |
Get the matrix of responses to the input data points. More... | |
arma::cube & | Responses () |
Modify the matrix of responses to the input data points. More... | |
const size_t & | Rho () const |
Return the maximum length of backpropagation through time. More... | |
size_t & | Rho () |
Modify the maximum length of backpropagation through time. More... | |
template < typename Archive > | |
void | serialize (Archive &ar, const uint32_t) |
Serialize the model. More... | |
void | Shuffle () |
Shuffle the order of function visitation. More... | |
template<typename OptimizerType , typename... CallbackTypes> | |
double | Train (arma::cube predictors, arma::cube responses, OptimizerType &optimizer, CallbackTypes &&... callbacks) |
Train the recurrent neural network on the given input data using the given optimizer. More... | |
template<typename OptimizerType = ens::StandardSGD, typename... CallbackTypes> | |
double | Train (arma::cube predictors, arma::cube responses, CallbackTypes &&... callbacks) |
Train the recurrent neural network on the given input data. More... | |
template < typename OptimizerType > | |
std::enable_if< HasMaxIterations< OptimizerType, size_t &(OptimizerType::*)()>::value, void >::type | WarnMessageMaxIterations (OptimizerType &optimizer, size_t samples) const |
Check if the optimizer has MaxIterations() parameter, if it does then check if it's value is less than the number of datapoints in the dataset. More... | |
template < typename OptimizerType > | |
std::enable_if< !HasMaxIterations< OptimizerType, size_t &(OptimizerType::*)()>::value, void >::type | WarnMessageMaxIterations (OptimizerType &optimizer, size_t samples) const |
Check if the optimizer has MaxIterations() parameter, if it doesn't then simply return from the function. More... | |
Implementation of a standard recurrent neural network container.
OutputLayerType | The output layer type used to evaluate the network. |
InitializationRuleType | Rule used to initialize the weight matrix. |
using NetworkType = RNN<OutputLayerType, InitializationRuleType, CustomLayers...> |
RNN | ( | const size_t | rho, |
const bool | single = false , |
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OutputLayerType | outputLayer = OutputLayerType() , |
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InitializationRuleType | initializeRule = InitializationRuleType() |
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Create the RNN object.
Optionally, specify which initialize rule and performance function should be used.
If you want to pass in a parameter and discard the original parameter object, be sure to use std::move to avoid unnecessary copy.
rho | Maximum number of steps to backpropagate through time (BPTT). |
single | Predict only the last element of the input sequence. |
outputLayer | Output layer used to evaluate the network. |
initializeRule | Optional instantiated InitializationRule object for initializing the network parameter. |
~RNN | ( | ) |
Destructor to release allocated memory.
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double Evaluate | ( | const arma::mat & | parameters, |
const size_t | begin, | ||
const size_t | batchSize, | ||
const bool | deterministic | ||
) |
Evaluate the recurrent neural network with the given parameters.
This function is usually called by the optimizer to train the model.
parameters | Matrix model parameters. |
begin | Index of the starting point to use for objective function evaluation. |
batchSize | Number of points to be passed at a time to use for objective function evaluation. |
deterministic | Whether or not to train or test the model. Note some layer act differently in training or testing mode. |
double Evaluate | ( | const arma::mat & | parameters, |
const size_t | begin, | ||
const size_t | batchSize | ||
) |
Evaluate the recurrent neural network with the given parameters.
This function is usually called by the optimizer to train the model. This just calls the other overload of Evaluate() with deterministic = true.
parameters | Matrix model parameters. |
begin | Index of the starting point to use for objective function evaluation. |
batchSize | Number of points to be passed at a time to use for objective function evaluation. |
double EvaluateWithGradient | ( | const arma::mat & | parameters, |
const size_t | begin, | ||
GradType & | gradient, | ||
const size_t | batchSize | ||
) |
Evaluate the recurrent neural network with the given parameters.
This function is usually called by the optimizer to train the model.
parameters | Matrix model parameters. |
begin | Index of the starting point to use for objective function evaluation. |
gradient | Matrix to output gradient into. |
batchSize | Number of points to be passed at a time to use for objective function evaluation. |
void Gradient | ( | const arma::mat & | parameters, |
const size_t | begin, | ||
arma::mat & | gradient, | ||
const size_t | batchSize | ||
) |
Evaluate the gradient of the recurrent neural network with the given parameters, and with respect to only one point in the dataset.
This is useful for optimizers such as SGD, which require a separable objective function.
parameters | Matrix of the model parameters to be optimized. |
begin | Index of the starting point to use for objective function gradient evaluation. |
gradient | Matrix to output gradient into. |
batchSize | Number of points to be processed as a batch for objective function gradient evaluation. |
Referenced by RNN< OutputLayerType, InitializationRuleType, CustomLayers... >::Predictors().
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Copy assignment operator.
Move assignment operator.
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void Predict | ( | arma::cube | predictors, |
arma::cube & | results, | ||
const size_t | batchSize = 256 |
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Predict the responses to a given set of predictors.
The responses will reflect the output of the given output layer as returned by the output layer function.
If you want to pass in a parameter and discard the original parameter object, be sure to use std::move to avoid unnecessary copy.
The format of the data should be as follows:
predictors | Input predictors. |
results | Matrix to put output predictions of responses into. |
batchSize | Number of points to predict at once. |
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void Reset | ( | ) |
Reset the state of the network.
This ensures that all internally-held gradients are set to 0, all memory cells are reset, and the parameters matrix is the right size.
Referenced by RNN< OutputLayerType, InitializationRuleType, CustomLayers... >::Predictors().
void ResetParameters | ( | ) |
Reset the module information (weights/parameters).
Referenced by RNN< OutputLayerType, InitializationRuleType, CustomLayers... >::Predictors().
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void serialize | ( | Archive & | ar, |
const uint32_t | |||
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Serialize the model.
Referenced by RNN< OutputLayerType, InitializationRuleType, CustomLayers... >::Predictors().
void Shuffle | ( | ) |
Shuffle the order of function visitation.
This may be called by the optimizer.
double Train | ( | arma::cube | predictors, |
arma::cube | responses, | ||
OptimizerType & | optimizer, | ||
CallbackTypes &&... | callbacks | ||
) |
Train the recurrent neural network on the given input data using the given optimizer.
This will use the existing model parameters as a starting point for the optimization. If this is not what you want, then you should access the parameters vector directly with Parameters() and modify it as desired.
If you want to pass in a parameter and discard the original parameter object, be sure to use std::move to avoid unnecessary copy.
The format of the data should be as follows:
OptimizerType | Type of optimizer to use to train the model. |
CallbackTypes | Types of Callback Functions. |
predictors | Input training variables. |
responses | Outputs results from input training variables. |
optimizer | Instantiated optimizer used to train the model. |
callbacks | Callback function for ensmallen optimizer OptimizerType . See https://www.ensmallen.org/docs.html#callback-documentation. |
double Train | ( | arma::cube | predictors, |
arma::cube | responses, | ||
CallbackTypes &&... | callbacks | ||
) |
Train the recurrent neural network on the given input data.
By default, the SGD optimization algorithm is used, but others can be specified (such as ens::RMSprop).
This will use the existing model parameters as a starting point for the optimization. If this is not what you want, then you should access the parameters vector directly with Parameters() and modify it as desired.
If you want to pass in a parameter and discard the original parameter object, be sure to use std::move to avoid unnecessary copy.
The format of the data should be as follows:
OptimizerType | Type of optimizer to use to train the model. |
CallbackTypes | Types of Callback Functions. |
predictors | Input training variables. |
responses | Outputs results from input training variables. |
callbacks | Callback function for ensmallen optimizer OptimizerType . See https://www.ensmallen.org/docs.html#callback-documentation. |
std::enable_if< HasMaxIterations<OptimizerType, size_t&(OptimizerType::*)()>::value, void>::type WarnMessageMaxIterations | ( | OptimizerType & | optimizer, |
size_t | samples | ||
) | const |
Check if the optimizer has MaxIterations() parameter, if it does then check if it's value is less than the number of datapoints in the dataset.
OptimizerType | Type of optimizer to use to train the model. |
optimizer | optimizer used in the training process. |
samples | Number of datapoints in the dataset. |
std::enable_if< !HasMaxIterations<OptimizerType, size_t&(OptimizerType::*)()>::value, void>::type WarnMessageMaxIterations | ( | OptimizerType & | optimizer, |
size_t | samples | ||
) | const |
Check if the optimizer has MaxIterations() parameter, if it doesn't then simply return from the function.
OptimizerType | Type of optimizer to use to train the model. |
optimizer | optimizer used in the training process. |
samples | Number of datapoints in the dataset. |