Files
richard-churchman cc0a2bee21 Extensive modifications to the serialisation of Neural Network models to support Newtonsoft Json.net rather than Binary Serializer.
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.
2023-12-24 10:22:22 +01:00

223 lines
7.7 KiB
C#

// Accord Math Library
// The Accord.NET Framework
// http://accord-framework.net
//
// Copyright © César Souza, 2009-2017
// cesarsouza at gmail.com
//
// This library is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 2.1 of the License, or (at your option) any later version.
//
// This library is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
// Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License along with this library; if not, write to the Free Software
// Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
//
namespace Accord.Math.Optimization.Losses
{
using Statistics;
using System;
using Accord.Compat;
/// <summary>
/// Smooth Hinge loss.
/// </summary>
///
[Serializable]
public struct SmoothHingeLoss : ILoss<double[]>,
IDifferentiableLoss<bool, double, double>,
IDifferentiableLoss<double, double, double>
{
HingeLoss hinge;
/// <summary>
/// Initializes a new instance of the <see cref="SmoothHingeLoss"/> class.
/// </summary>
///
/// <param name="expected">The expected outputs (ground truth).</param>
///
public SmoothHingeLoss(double[][] expected)
{
hinge = new HingeLoss(expected);
}
/// <summary>
/// Initializes a new instance of the <see cref="SmoothHingeLoss"/> class.
/// </summary>
///
/// <param name="expected">The expected outputs (ground truth).</param>
///
public SmoothHingeLoss(double[] expected)
{
hinge = new HingeLoss(expected);
}
/// <summary>
/// Initializes a new instance of the <see cref="SmoothHingeLoss"/> class.
/// </summary>
///
/// <param name="expected">The expected outputs (ground truth).</param>
///
public SmoothHingeLoss(int[] expected)
{
hinge = new HingeLoss(expected);
}
/// <summary>
/// Initializes a new instance of the <see cref="SmoothHingeLoss"/> class.
/// </summary>
///
/// <param name="expected">The expected outputs (ground truth).</param>
///
public SmoothHingeLoss(bool[] expected)
{
hinge = new HingeLoss(expected);
}
/// <summary>
/// Computes the loss between the expected values (ground truth)
/// and the given actual values that have been predicted.
/// </summary>
///
/// <param name="actual">The actual values that have been predicted.</param>
///
/// <returns>
/// The loss value between the expected values and
/// the actual predicted values.
/// </returns>
///
public double Loss(double[] actual)
{
double error = 0;
for (int i = 0; i < hinge.Expected.Length; i++)
error += Loss(hinge.Expected[i][0], actual[i]);
return error;
}
/// <summary>
/// Computes the derivative of the loss between the expected values (ground truth)
/// and the given actual values that have been predicted.
/// </summary>
/// <param name="expected">The expected values that should have been predicted.</param>
/// <param name="actual">The actual values that have been predicted.</param>
/// <returns>The loss value between the expected values and
/// the actual predicted values.</returns>
public double Loss(bool expected, double actual)
{
if (expected)
{
if (actual > 1)
return 0;
if (actual < 0)
return 0.5 - actual;
double d = 1 - actual;
return 0.5 * d * d;
}
else
{
if (-actual > 1)
return 0;
if (-actual < 0)
return 0.5 + actual;
double d = 1 + actual;
return 0.5 * d * d;
}
}
/// <summary>
/// Computes the derivative of the loss between the expected values (ground truth)
/// and the given actual values that have been predicted.
/// </summary>
/// <param name="expected">The expected values that should have been predicted.</param>
/// <param name="actual">The actual values that have been predicted.</param>
/// <returns>The loss value between the expected values and
/// the actual predicted values.</returns>
public double Derivative(bool expected, double actual)
{
if (expected)
{
if (actual > 1)
return 0;
if (actual < 0)
return actual;
return actual * (1 - actual);
}
else
{
if (-actual > 1)
return 0;
if (-actual < 0)
return actual;
return actual * (1 + actual);
}
}
/// <summary>
/// Computes the derivative of the loss between the expected values (ground truth)
/// and the given actual values that have been predicted.
/// </summary>
/// <param name="expected">The expected values that should have been predicted.</param>
/// <param name="actual">The actual values that have been predicted.</param>
/// <returns>The loss value between the expected values and
/// the actual predicted values.</returns>
public double Loss(double expected, double actual)
{
// TODO: Use multiplication instead of conditionals
if (expected > 0)
{
if (actual > 1)
return 0;
if (actual < 0)
return 0.5 - actual;
double d = 1 - actual;
return 0.5 * d * d;
}
else
{
if (-actual > 1)
return 0;
if (-actual < 0)
return 0.5 + actual;
double d = 1 + actual;
return 0.5 * d * d;
}
}
/// <summary>
/// Computes the derivative of the loss between the expected values (ground truth)
/// and the given actual values that have been predicted.
/// </summary>
/// <param name="expected">The expected values that should have been predicted.</param>
/// <param name="actual">The actual values that have been predicted.</param>
/// <returns>The loss value between the expected values and
/// the actual predicted values.</returns>
public double Derivative(double expected, double actual)
{
// TODO: Use multiplication instead of conditionals
if (expected > 0)
{
if (actual > 1)
return 0;
if (actual < 0)
return actual;
return actual * (1 - actual);
}
else
{
if (-actual > 1)
return 0;
if (-actual < 0)
return actual;
return actual * (1 + actual);
}
}
}
}