mirror of
https://github.com/hanzoai/jube-fork.git
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richard-churchman
cc0a2bee21
Included open-source Accord.net library code natively to the solution given the deprecated state of that project. Accord.net will be supported inside Jube for own needs (such as upgrading to .Net 7+). Accord.net libraries modified to compile to .Net 6. Modified Accord.net libraries to better support Newtonsoft Json.net serialisation. Included annotations in the Accord.net libraries to house important dependency statistics. Serialised json can be used independently of Jube to recall a Neural Network. Removal of Binary Serializer totally as a precursor to the projects support of .Net 7+. Extensive bug fixing in crucial functions of Neural Network training and recall. While this part of the system remains in Alpha, it is substantially more fit for purpose.
291 lines
9.6 KiB
C#
291 lines
9.6 KiB
C#
// Accord Math Library
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// The Accord.NET Framework
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// http://accord-framework.net
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//
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// Copyright © César Souza, 2009-2017
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// cesarsouza at gmail.com
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//
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// This library is free software; you can redistribute it and/or
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// modify it under the terms of the GNU Lesser General Public
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// License as published by the Free Software Foundation; either
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// version 2.1 of the License, or (at your option) any later version.
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//
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// This library is distributed in the hope that it will be useful,
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// but WITHOUT ANY WARRANTY; without even the implied warranty of
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// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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// Lesser General Public License for more details.
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//
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// You should have received a copy of the GNU Lesser General Public
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// License along with this library; if not, write to the Free Software
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// Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
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//
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namespace Accord.Math.Optimization
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{
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using System;
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using Accord.Compat;
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using System.Threading;
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/// <summary>
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/// Base class for optimization methods.
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/// </summary>
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///
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public abstract class BaseOptimizationMethod
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{
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private int numberOfVariables;
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private double[] x;
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private double value;
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[NonSerialized]
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private CancellationToken token = new CancellationToken();
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/// <summary>
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/// Gets or sets a cancellation token that can be used to
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/// stop the learning algorithm while it is running.
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/// </summary>
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///
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public CancellationToken Token
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{
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get { return token; }
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set { token = value; }
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}
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/// <summary>
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/// Gets or sets the function to be optimized.
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/// </summary>
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///
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/// <value>The function to be optimized.</value>
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///
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public Func<double[], double> Function { get; set; }
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/// <summary>
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/// Gets the number of variables (free parameters)
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/// in the optimization problem.
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/// </summary>
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///
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/// <value>The number of parameters.</value>
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///
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public virtual int NumberOfVariables
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{
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get { return numberOfVariables; }
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set
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{
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this.numberOfVariables = value;
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OnNumberOfVariablesChanged(value);
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}
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}
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/// <summary>
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/// Gets the current solution found, the values of
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/// the parameters which optimizes the function.
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/// </summary>
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///
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public double[] Solution
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{
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get { return x; }
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set
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{
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if (value == null)
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throw new ArgumentNullException("value");
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if (value.Length != NumberOfVariables)
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throw new DimensionMismatchException("value");
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x = value;
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}
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}
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/// <summary>
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/// Gets the output of the function at the current <see cref="Solution"/>.
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/// </summary>
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///
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public double Value
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{
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get { return value; }
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protected set { this.value = value; }
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="BaseOptimizationMethod"/> class.
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/// </summary>
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///
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protected BaseOptimizationMethod()
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{
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="BaseOptimizationMethod"/> class.
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/// </summary>
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///
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/// <param name="numberOfVariables">The number of free parameters in the optimization problem.</param>
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///
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protected BaseOptimizationMethod(int numberOfVariables)
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{
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if (numberOfVariables <= 0)
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throw new ArgumentOutOfRangeException("numberOfVariables");
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this.NumberOfVariables = numberOfVariables;
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="BaseOptimizationMethod"/> class.
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/// </summary>
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///
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/// <param name="numberOfVariables">The number of free parameters in the optimization problem.</param>
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/// <param name="function">The objective function whose optimum values should be found.</param>
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///
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protected BaseOptimizationMethod(int numberOfVariables, Func<double[], double> function)
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{
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if (function == null)
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throw new ArgumentNullException("function");
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this.NumberOfVariables = numberOfVariables;
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this.Function = function;
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="BaseOptimizationMethod"/> class.
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/// </summary>
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///
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/// <param name="function">The objective function whose optimum values should be found.</param>
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///
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protected BaseOptimizationMethod(NonlinearObjectiveFunction function)
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{
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if (function == null)
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throw new ArgumentNullException("function");
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this.NumberOfVariables = function.NumberOfVariables;
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this.Function = function.Function;
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}
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/// <summary>
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/// Called when the <see cref="NumberOfVariables"/> property has changed.
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/// </summary>
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///
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protected virtual void OnNumberOfVariablesChanged(int numberOfVariables)
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{
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if (this.Solution == null || this.Solution.Length != numberOfVariables)
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{
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this.Solution = new double[numberOfVariables];
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for (int i = 0; i < Solution.Length; i++)
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Solution[i] = Accord.Math.Random.Generator.Random.NextDouble() * 2 - 1;
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}
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}
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/// <summary>
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/// Finds the maximum value of a function. The solution vector
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/// will be made available at the <see cref="Solution"/> property.
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/// </summary>
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///
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/// <param name="values">The initial solution vector to start the search.</param>
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///
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/// <returns>Returns <c>true</c> if the method converged to a <see cref="Solution"/>.
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/// In this case, the found value will also be available at the <see cref="Value"/>
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/// property.</returns>
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///
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public bool Maximize(double[] values)
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{
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Solution = values;
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return Maximize();
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}
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/// <summary>
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/// Finds the minimum value of a function. The solution vector
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/// will be made available at the <see cref="Solution"/> property.
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/// </summary>
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///
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/// <param name="values">The initial solution vector to start the search.</param>
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///
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/// <returns>Returns <c>true</c> if the method converged to a <see cref="Solution"/>.
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/// In this case, the found value will also be available at the <see cref="Value"/>
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/// property.</returns>
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///
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public bool Minimize(double[] values)
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{
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Solution = values;
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return Minimize();
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}
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/// <summary>
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/// Finds the maximum value of a function. The solution vector
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/// will be made available at the <see cref="Solution"/> property.
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/// </summary>
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///
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/// <returns>Returns <c>true</c> if the method converged to a <see cref="Solution"/>.
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/// In this case, the found value will also be available at the <see cref="Value"/>
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/// property.</returns>
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///
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public virtual bool Maximize()
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{
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if (Function == null)
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throw new InvalidOperationException("function");
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var f = Function;
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Function = (x) => -f(x);
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bool success = Optimize();
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Function = f;
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value = Function(Solution);
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return success;
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}
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/// <summary>
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/// Finds the minimum value of a function. The solution vector
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/// will be made available at the <see cref="Solution"/> property.
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/// </summary>
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///
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/// <returns>Returns <c>true</c> if the method converged to a <see cref="Solution"/>.
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/// In this case, the found value will also be available at the <see cref="Value"/>
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/// property.</returns>
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///
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public virtual bool Minimize()
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{
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if (Function == null)
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throw new InvalidOperationException("function");
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bool success = Optimize();
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value = Function(Solution);
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return success;
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}
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/// <summary>
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/// Implements the actual optimization algorithm. This
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/// method should try to minimize the objective function.
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/// </summary>
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///
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protected abstract bool Optimize();
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/// <summary>
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/// Creates an exception with a given inner optimization algorithm code (for debugging purposes).
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/// </summary>
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///
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protected static ArgumentOutOfRangeException ArgumentException(string paramName, string message, string code)
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{
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var e = new ArgumentOutOfRangeException(paramName, message);
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e.Data["Code"] = code;
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return e;
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}
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/// <summary>
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/// Creates an exception with a given inner optimization algorithm code (for debugging purposes).
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/// </summary>
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///
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protected static InvalidOperationException OperationException(string message, string code)
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{
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var e = new InvalidOperationException(message);
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e.Data["Code"] = code;
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return e;
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}
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}
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}
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