/* * MIT License * * Copyright (c) 2019 Alexey Edelev * * This file is part of NeuralNetwork project https://git.semlanik.org/semlanik/NeuralNetwork * * Permission is hereby granted, free of charge, to any person obtaining a copy of this * software and associated documentation files (the "Software"), to deal in the Software * without restriction, including without limitation the rights to use, copy, modify, * merge, publish, distribute, sublicense, and/or sell copies of the Software, and * to permit persons to whom the Software is furnished to do so, subject to the following * conditions: * * The above copyright notice and this permission notice shall be included in all copies * or substantial portions of the Software. * * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, * INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR * PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE * FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR * OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER * DEALINGS IN THE SOFTWARE. */ package neuralnetworkbase import ( "math" mat "gonum.org/v1/gonum/mat" ) type RPropGradient struct { Gradients *mat.Dense Deltas *mat.Dense } func NewRPropGradient(r, c int) (g *RPropGradient) { g = &RPropGradient{} deltas := make([]float64, r*c) for j, _ := range deltas { deltas[j] = 0.1 } g.Gradients = mat.NewDense(r, c, nil) g.Deltas = mat.NewDense(r, c, deltas) return } func (g *RPropGradient) ApplyDelta(m mat.Matrix, derivative mat.Matrix) (result *mat.Dense) { //TODO: move this hardcoded parameters to separate config for gradient nuPlus := 1.2 nuMinus := 0.5 deltaMax := 50.0 deltaMin := 0.000001 result = &mat.Dense{} result.Apply(func(i, j int, v float64) (outV float64) { gradientSign := g.Gradients.At(i, j) * derivative.At(i, j) if gradientSign > 0 { g.Deltas.Set(i, j, math.Min(nuPlus*g.Deltas.At(i, j), deltaMax)) outV = v - sign(derivative.At(i, j))*g.Deltas.At(i, j) g.Gradients.Set(i, j, derivative.At(i, j)) } else if gradientSign < 0 { outV = v + sign(g.Gradients.At(i, j))*g.Deltas.At(i, j) g.Deltas.Set(i, j, math.Max(nuMinus*g.Deltas.At(i, j), deltaMin)) g.Gradients.Set(i, j, 0.0) } else { outV = v - sign(derivative.At(i, j))*g.Deltas.At(i, j) g.Gradients.Set(i, j, derivative.At(i, j)) } return }, m) return result } //Simple backpropagation with constant value η type BackPropGradient struct { alpha float64 } func (g *BackPropGradient) ApplyDelta(m mat.Matrix, derivative mat.Matrix) (result *mat.Dense) { // Gradient change of actual matrix using: // m[l]′ = m[l] − η * ∂C/∂m // Where ∂E/∂m is `in` matrix scaled := &mat.Dense{} result = &mat.Dense{} // η * ∂E/∂m scaled.Scale(g.alpha, derivative) // m[l] − η * ∂E/∂m result.Sub(m, scaled) return result }