Starting on the model.h, but need to make layer structs and structs for loss and optimizers

This commit is contained in:
2026-05-30 09:13:52 +02:00
parent cb65174cf4
commit edad247227
30 changed files with 1879 additions and 159 deletions
@@ -0,0 +1,33 @@
#pragma once
#include "core/omp_config.h"
#include "utils/vector.h"
#include "utils/matrix.h"
#include "modules/neural_networks/layers/Layer.h"
namespace neural_networks{
template <typename T>
struct Activation_Linear : Layer<T>{
utils::Matrix<T> _inputs;
utils::Matrix<T> outputs;
utils::Matrix<T> dinputs;
void forward(const utils::Matrix<T>& inputs){
_inputs = inputs;
outputs = inputs;
}
void backward(const utils::Matrix<T>& dvalues){
dinputs = dvalues;
}
};
} // end namespace neural_networks
@@ -4,12 +4,12 @@
#include "utils/vector.h"
#include "utils/matrix.h"
#include "modules/neural_networks/layers/Layer.h"
namespace neural_networks{
template <typename T>
struct Activation_ReLU{
struct Activation_ReLU : Layer<T>{
utils::Matrix<T> _inputs;
utils::Matrix<T> outputs;
@@ -4,6 +4,7 @@
#include "utils/vector.h"
#include "utils/matrix.h"
#include "modules/neural_networks/layers/Layer.h"
#include "numerics/neg.h"
#include "numerics/exp.h"
@@ -15,7 +16,7 @@
namespace neural_networks{
template <typename T>
struct Activation_Sigmoid{
struct Activation_Sigmoid : Layer<T>{
utils::Matrix<T> _inputs;
utils::Matrix<T> outputs;
@@ -4,6 +4,7 @@
#include "utils/vector.h"
#include "utils/matrix.h"
#include "modules/neural_networks/layers/Layer.h"
#include "numerics/max.h"
#include "numerics/sub.h"
@@ -15,7 +16,7 @@
namespace neural_networks{
template <typename T>
struct Activation_Softmax{
struct Activation_Softmax : Layer<T>{
//utils::Matrix<T> exp_values;
//utils::Matrix<T> probabilities;
@@ -4,6 +4,7 @@
#include "utils/vector.h"
#include "utils/matrix.h"
#include "modules/neural_networks/layers/Layer.h"
#include "numerics/max.h"
#include "numerics/sub.h"
@@ -17,7 +18,7 @@
namespace neural_networks{
template <typename Td, typename Ti>
struct Activation_Softmax_Loss_CategoricalCrossentropy{
struct Activation_Softmax_Loss_CategoricalCrossentropy : Layer<Td>{
neural_networks::Activation_Softmax<Td> activation;
neural_networks::Loss_CategoricalCrossentrophy<Td, Ti> loss;
@@ -0,0 +1,37 @@
#pragma once
#include "./core/omp_config.h"
#include "./utils/matrix.h"
#include "./utils/vector.h"
#include "utils/generators/linspace.h"
#include <math.h> /* sin */
//#include "./utils/random.h"
//#include <math.h>
namespace neural_networks{
template <typename T>
void create_sine_data(const uint64_t samples, const T length, utils::Matrix<T>& X, utils::Matrix<T>& y) {
X.resize(samples, 1);
X.set_col(0, utils::linspace(
T{0}, // start
length, // stop
samples, // N
true // endpoint
));
y.resize(samples, 1);
for (uint64_t i = 0; i < samples; ++i){
y(i,0) = std::sin(X(i,0));
}
}
} // end namesoace NN
@@ -4,13 +4,17 @@
#include "utils/vector.h"
#include "utils/matrix.h"
#include "Layer.h"
#include "utils/random.h"
#include "random/random.h"
namespace neural_networks{
template <typename T>
struct Dense_Layer{
struct Dense_Layer : Layer<T>{
T weight_regularizer_l1 = {0};
T weight_regularizer_l2 = {0};
@@ -48,7 +52,7 @@ namespace neural_networks{
this->bias_regularizer_l1 = bias_regularizer_l1;
this->bias_regularizer_l2 = bias_regularizer_l2;
weights.random(n_inputs, n_neurons, -1, 1);
weights = numerics::mul( rng::normal(n_inputs, n_neurons, 0.0f, 1.0f), 0.1f);
//weights = numerics::random_matrix(n_inputs, n_neurons, -1, 1);
biases.resize(n_neurons, T{0});
@@ -4,13 +4,15 @@
#include "utils/vector.h"
#include "utils/matrix.h"
#include "modules/neural_networks/layers/Layer.h"
#include "random/random.h"
namespace neural_networks{
template <typename T>
struct Dropout_Layer{
struct Dropout_Layer : Layer<T>{
// Store rate, we invert it as for example for dropout
// of 0.1 we need a success rate of 0.9
@@ -0,0 +1,21 @@
#pragma once
#include "core/omp_config.h"
#include "utils/vector.h"
#include "utils/matrix.h"
namespace neural_networks{
template <typename T>
struct Layer {
utils::Matrix<T> outputs;
utils::Matrix<T> dinputs;
virtual void forward(const utils::Matrix<T>& inputs) = 0;
virtual void backward(const utils::Matrix<T>& dvalues) = 0;
virtual ~Layer() = default;
};
}
+1 -1
View File
@@ -10,7 +10,7 @@
namespace neural_networks{
template <typename Td, typename Ti>
template <typename Td, typename Ti = Td>
struct Loss{
utils::Vector<Td> sample_losses;
@@ -0,0 +1,58 @@
#pragma once
#include "core/omp_config.h"
#include "utils/vector.h"
#include "utils/matrix.h"
#include "utils/matcast.h"
#include "numerics/clip.h"
#include "numerics/log.h"
#include "numerics/sub.h"
#include "Loss.h"
namespace neural_networks{
template <typename T>
struct Loss_MeanAbsoluteError : Loss<T> {
utils::Matrix<T> dinputs;
utils::Matrix<T> y_true;
utils::Vector<T> sample_losses;
utils::Vector<T> forward(const utils::Matrix<T>& y_pred, const utils::Matrix<T>& y_true) override{
// Calculate loss
sample_losses = numerics::mean_rowwise(numerics::abs(numerics::sub(y_true, y_pred)));
// Return losses
return sample_losses;
}
void backward(const utils::Matrix<T>& dvalues, const utils::Matrix<T>& y_true) override{
// Number of samples
const T samples = static_cast<T> (dvalues.rows());
// Number of outputs in every sample
const T outputs = static_cast<T> (dvalues.cols());
// Gradient values
dinputs = numerics::div(numerics::sign(numerics::sub(y_true, dvalues)), outputs);
// Normalise gradient
dinputs = numerics::div(dinputs, samples);
}
};
} // end namespace neural_networks
@@ -0,0 +1,58 @@
#pragma once
#include "core/omp_config.h"
#include "utils/vector.h"
#include "utils/matrix.h"
#include "utils/matcast.h"
#include "numerics/clip.h"
#include "numerics/log.h"
#include "numerics/sub.h"
#include "Loss.h"
namespace neural_networks{
template <typename T>
struct Loss_MeanSquaredError : Loss<T> {
utils::Matrix<T> dinputs;
utils::Matrix<T> y_true;
utils::Vector<T> sample_losses;
utils::Vector<T> forward(const utils::Matrix<T>& y_pred, const utils::Matrix<T>& y_true) override{
// Calculate loss
sample_losses = numerics::mean_rowwise(numerics::pow(numerics::sub(y_true, y_pred), T{2}));
// Return losses
return sample_losses;
}
void backward(const utils::Matrix<T>& dvalues, const utils::Matrix<T>& y_true) override{
// Number of samples
const T samples = static_cast<T> (dvalues.rows());
// Number of outputs in every sample
const T outputs = static_cast<T> (dvalues.cols());
// Gradient values
dinputs = numerics::mul(numerics::div(numerics::sub(y_true, dvalues), outputs), T{-2});
// Normalise gradient
dinputs = numerics::div(dinputs, samples);
}
};
} // end namespace neural_networks
@@ -0,0 +1,30 @@
#pragma once
#include "core/omp_config.h"
#include "utils/vector.h"
#include "utils/matrix.h"
#include "modules/neural_networks/layers/Layer.h"
namespace neural_networks {
template <typename T>
struct Model {
std::vector<Layer<T>*> layers;
Model() = default;
void add(Layer<T>& layer) {
layers.push_back(&layer);
}
};
} // end namespace neural_networks
@@ -3,8 +3,9 @@
#include "datasets/spiral.h"
#include "datasets/vertical.h"
#include "datasets/sine.h"
#include "layers/Layer.h"
#include "layers/Dense_Layer.h"
#include "layers/Dropout_Layer.h"
@@ -13,14 +14,21 @@
#include "activation_functions/Activation_Softmax.h"
#include "activation_functions/Activation_Softmax_Loss_CategoricalCrossentropy.h"
#include "activation_functions/Activation_Sigmoid.h"
#include "activation_functions/Activation_Linear.h"
#include "loss/Loss.h" // Base
#include "loss/Loss_CategoricalCrossentrophy.h"
#include "loss/Loss_BinaryCrossentropy.h"
#include "loss/Loss_MeanSquaredError.h"
#include "optimizers/Optimizer_SGD.h"
#include "optimizers/Optimizer_Adagrad.h"
#include "optimizers/Optimizer_RMSprop.h"
#include "optimizers/Optimizer_Adam.h"
#include "optimizers/Optimizer_Adam.h"
#include "model/model.h"
@@ -0,0 +1,622 @@
#pragma once
#include <cstdint> //uint64_t
#include "utils/vector.h"
#include "utils/matrix.h"
namespace numerics::detail{
//
// ---------------- Greater - Vectors ----------------
//
template <typename T>
inline void inplace_greater_serial(utils::Vector<T>& v, const T c) {
const uint64_t n = v.size();
if (n == 0){
throw std::runtime_error("inplace_greater_serial: empty vector");
}
for (uint64_t i = 0; i < n; ++i){
if (v[i] < c){
v[i] = T{0};
}
else{
v[i] = T{1};
}
}
}
template <typename T>
inline void inplace_greater_serial(utils::Vector<T>& v, const utils::Vector<T>& p) {
const uint64_t n = v.size();
const uint64_t m = p.size();
if (n == 0){
throw std::runtime_error("inplace_greater_serial: empty vector");
}
if (n != m){
throw std::runtime_error("inplace_greater_serial: vector size mismatch");
}
for (uint64_t i = 0; i < n; ++i){
if (v[i] < p[i]){
v[i] = T{0};
}
else{
v[i] = T{1};
}
}
}
//
// ---------------- Greater - Matrices ----------------
//
template <typename T>
inline void inplace_greater_serial(utils::Matrix<T>& A, const T c) {
const uint64_t rows = A.rows();
const uint64_t cols = A.cols();
if (rows == 0 || cols == 0){
throw std::runtime_error("inplace_greater_serial: empty matrix");
}
for (uint64_t i = 0; i < rows; ++i){
for (uint64_t j = 0; j < cols; ++j){
if (A(i,j) < c){
A(i,j) = T{0};
}
else{
A(i,j) = T{1};
}
}
}
}
template <typename T>
inline void inplace_greater_rowwise_serial(utils::Matrix<T>& A, const utils::Vector<T>& v) {
const uint64_t rows = A.rows();
const uint64_t cols = A.cols();
if (rows == 0 || cols == 0){
throw std::runtime_error("inplace_greater_rowwise_serial: empty matrix");
}
if (rows != v.size()){
throw std::runtime_error("inplace_greater_rowwise_serial: Matrix-Vector size mismatch");
}
for (uint64_t i = 0; i < rows; ++i){
for (uint64_t j = 0; j < cols; ++j){
if (A(i,j) < v[i]){
A(i,j) = T{0};
}
else{
A(i,j) = T{1};
}
}
}
}
template <typename T>
inline void inplace_greater_colwise_serial(utils::Matrix<T>& A, const utils::Vector<T>& v) {
const uint64_t rows = A.rows();
const uint64_t cols = A.cols();
if (rows == 0 || cols == 0){
throw std::runtime_error("inplace_greater_colwise_serial: empty matrix");
}
if (cols != v.size()){
throw std::runtime_error("inplace_greater_colwise_serial: Matrix-Vector size mismatch");
}
for (uint64_t i = 0; i < rows; ++i){
for (uint64_t j = 0; j < cols; ++j){
if (A(i,j) < v[j]){
A(i,j) = T{0};
}
else{
A(i,j) = T{1};
}
}
}
}
template <typename T>
inline void inplace_greater_serial(utils::Matrix<T>& A, const utils::Matrix<T>& B) {
const uint64_t rows = A.rows();
const uint64_t cols = A.cols();
if (rows == 0 || cols == 0){
throw std::runtime_error("inplace_greater_serial: empty matrix");
}
if (rows != B.rows() || cols != B.cols()){
throw std::runtime_error("inplace_greater_serial: Matrix size mismatch");
}
for (uint64_t i = 0; i < rows; ++i){
for (uint64_t j = 0; j < cols; ++j){
if (A(i,j) < B(i,j)){
A(i,j) = T{0};
}
else{
A(i,j) = T{1};
}
}
}
}
//
// ---------------- Greater or Equal - Vectors ----------------
//
template <typename T>
inline void inplace_greater_equal_serial(utils::Vector<T>& v, const T c) {
const uint64_t n = v.size();
if (n == 0){
throw std::runtime_error("inplace_greater_equal_serial: empty vector");
}
for (uint64_t i = 0; i < n; ++i){
if (v[i] <= c){
v[i] = T{0};
}
else{
v[i] = T{1};
}
}
}
template <typename T>
inline void inplace_greater_equal_serial(utils::Vector<T>& v, const utils::Vector<T>& p) {
const uint64_t n = v.size();
const uint64_t m = p.size();
if (n == 0){
throw std::runtime_error("inplace_greater_equal_serial: empty vector");
}
if (n != m){
throw std::runtime_error("inplace_greater_equal_serial: vector size mismatch");
}
for (uint64_t i = 0; i < n; ++i){
if (v[i] <= p[i]){
v[i] = T{0};
}
else{
v[i] = T{1};
}
}
}
//
// ---------------- Greater - Matrices ----------------
//
template <typename T>
inline void inplace_greater_equal_serial(utils::Matrix<T>& A, const T c) {
const uint64_t rows = A.rows();
const uint64_t cols = A.cols();
if (rows == 0 || cols == 0){
throw std::runtime_error("inplace_greater_equal_serial: empty matrix");
}
for (uint64_t i = 0; i < rows; ++i){
for (uint64_t j = 0; j < cols; ++j){
if (A(i,j) <= c){
A(i,j) = T{0};
}
else{
A(i,j) = T{1};
}
}
}
}
template <typename T>
inline void inplace_greater_equal_rowwise_serial(utils::Matrix<T>& A, const utils::Vector<T>& v) {
const uint64_t rows = A.rows();
const uint64_t cols = A.cols();
if (rows == 0 || cols == 0){
throw std::runtime_error("inplace_greater_equal_rowwise_serial: empty matrix");
}
if (rows != v.size()){
throw std::runtime_error("inplace_greater_equal_rowwise_serial: Matrix-Vector size mismatch");
}
for (uint64_t i = 0; i < rows; ++i){
for (uint64_t j = 0; j < cols; ++j){
if (A(i,j) <= v[i]){
A(i,j) = T{0};
}
else{
A(i,j) = T{1};
}
}
}
}
template <typename T>
inline void inplace_greater_equal_colwise_serial(utils::Matrix<T>& A, const utils::Vector<T>& v) {
const uint64_t rows = A.rows();
const uint64_t cols = A.cols();
if (rows == 0 || cols == 0){
throw std::runtime_error("inplace_greater_equal_colwise_serial: empty matrix");
}
if (cols != v.size()){
throw std::runtime_error("inplace_greater_equal_colwise_serial: Matrix-Vector size mismatch");
}
for (uint64_t i = 0; i < rows; ++i){
for (uint64_t j = 0; j < cols; ++j){
if (A(i,j) <= v[j]){
A(i,j) = T{0};
}
else{
A(i,j) = T{1};
}
}
}
}
template <typename T>
inline void inplace_greater_equal_serial(utils::Matrix<T>& A, const utils::Matrix<T>& B) {
const uint64_t rows = A.rows();
const uint64_t cols = A.cols();
if (rows == 0 || cols == 0){
throw std::runtime_error("inplace_greater_equal_serial: empty matrix");
}
if (rows != B.rows() || cols != B.cols()){
throw std::runtime_error("inplace_greater_equal_serial: Matrix size mismatch");
}
for (uint64_t i = 0; i < rows; ++i){
for (uint64_t j = 0; j < cols; ++j){
if (A(i,j) <= B(i,j)){
A(i,j) = T{0};
}
else{
A(i,j) = T{1};
}
}
}
}
//
// ---------------- Less - Vectors ----------------
//
template <typename T>
inline void inplace_less_serial(utils::Vector<T>& v, const T c) {
const uint64_t n = v.size();
if (n == 0){
throw std::runtime_error("inplace_less_serial: empty vector");
}
for (uint64_t i = 0; i < n; ++i){
if (v[i] > c){
v[i] = T{0};
}
else{
v[i] = T{1};
}
}
}
template <typename T>
inline void inplace_less_serial(utils::Vector<T>& v, const utils::Vector<T>& p) {
const uint64_t n = v.size();
const uint64_t m = p.size();
if (n == 0){
throw std::runtime_error("inplace_less_serial: empty vector");
}
if (n != m){
throw std::runtime_error("inplace_less_serial: vector size mismatch");
}
for (uint64_t i = 0; i < n; ++i){
if (v[i] > p[i]){
v[i] = T{0};
}
else{
v[i] = T{1};
}
}
}
//
// ---------------- Greater - Matrices ----------------
//
template <typename T>
inline void inplace_less_serial(utils::Matrix<T>& A, const T c) {
const uint64_t rows = A.rows();
const uint64_t cols = A.cols();
if (rows == 0 || cols == 0){
throw std::runtime_error("inplace_less_serial: empty matrix");
}
for (uint64_t i = 0; i < rows; ++i){
for (uint64_t j = 0; j < cols; ++j){
if (A(i,j) > c){
A(i,j) = T{0};
}
else{
A(i,j) = T{1};
}
}
}
}
template <typename T>
inline void inplace_less_rowwise_serial(utils::Matrix<T>& A, const utils::Vector<T>& v) {
const uint64_t rows = A.rows();
const uint64_t cols = A.cols();
if (rows == 0 || cols == 0){
throw std::runtime_error("inplace_less_rowwise_serial: empty matrix");
}
if (rows != v.size()){
throw std::runtime_error("inplace_less_rowwise_serial: Matrix-Vector size mismatch");
}
for (uint64_t i = 0; i < rows; ++i){
for (uint64_t j = 0; j < cols; ++j){
if (A(i,j) > v[i]){
A(i,j) = T{0};
}
else{
A(i,j) = T{1};
}
}
}
}
template <typename T>
inline void inplace_less_colwise_serial(utils::Matrix<T>& A, const utils::Vector<T>& v) {
const uint64_t rows = A.rows();
const uint64_t cols = A.cols();
if (rows == 0 || cols == 0){
throw std::runtime_error("inplace_less_colwise_serial: empty matrix");
}
if (cols != v.size()){
throw std::runtime_error("inplace_less_colwise_serial: Matrix-Vector size mismatch");
}
for (uint64_t i = 0; i < rows; ++i){
for (uint64_t j = 0; j < cols; ++j){
if (A(i,j) > v[j]){
A(i,j) = T{0};
}
else{
A(i,j) = T{1};
}
}
}
}
template <typename T>
inline void inplace_less_serial(utils::Matrix<T>& A, const utils::Matrix<T>& B) {
const uint64_t rows = A.rows();
const uint64_t cols = A.cols();
if (rows == 0 || cols == 0){
throw std::runtime_error("inplace_less_serial: empty matrix");
}
if (rows != B.rows() || cols != B.cols()){
throw std::runtime_error("inplace_less_serial: Matrix size mismatch");
}
for (uint64_t i = 0; i < rows; ++i){
for (uint64_t j = 0; j < cols; ++j){
if (A(i,j) > B(i,j)){
A(i,j) = T{0};
}
else{
A(i,j) = T{1};
}
}
}
}
//
// ---------------- Less or Equal - Vectors ----------------
//
template <typename T>
inline void inplace_less_equal_serial(utils::Vector<T>& v, const T c) {
const uint64_t n = v.size();
if (n == 0){
throw std::runtime_error("inplace_less_equal_serial: empty vector");
}
for (uint64_t i = 0; i < n; ++i){
if (v[i] >= c){
v[i] = T{0};
}
else{
v[i] = T{1};
}
}
}
template <typename T>
inline void inplace_less_equal_serial(utils::Vector<T>& v, const utils::Vector<T>& p) {
const uint64_t n = v.size();
const uint64_t m = p.size();
if (n == 0){
throw std::runtime_error("inplace_less_equal_serial: empty vector");
}
if (n != m){
throw std::runtime_error("inplace_less_equal_serial: vector size mismatch");
}
for (uint64_t i = 0; i < n; ++i){
if (v[i] >= p[i]){
v[i] = T{0};
}
else{
v[i] = T{1};
}
}
}
//
// ---------------- Greater - Matrices ----------------
//
template <typename T>
inline void inplace_less_equal_serial(utils::Matrix<T>& A, const T c) {
const uint64_t rows = A.rows();
const uint64_t cols = A.cols();
if (rows == 0 || cols == 0){
throw std::runtime_error("inplace_less_equal_serial: empty matrix");
}
for (uint64_t i = 0; i < rows; ++i){
for (uint64_t j = 0; j < cols; ++j){
if (A(i,j) >= c){
A(i,j) = T{0};
}
else{
A(i,j) = T{1};
}
}
}
}
template <typename T>
inline void inplace_less_equal_rowwise_serial(utils::Matrix<T>& A, const utils::Vector<T>& v) {
const uint64_t rows = A.rows();
const uint64_t cols = A.cols();
if (rows == 0 || cols == 0){
throw std::runtime_error("inplace_less_equal_rowwise_serial: empty matrix");
}
if (rows != v.size()){
throw std::runtime_error("inplace_less_equal_rowwise_serial: Matrix-Vector size mismatch");
}
for (uint64_t i = 0; i < rows; ++i){
for (uint64_t j = 0; j < cols; ++j){
if (A(i,j) >= v[i]){
A(i,j) = T{0};
}
else{
A(i,j) = T{1};
}
}
}
}
template <typename T>
inline void inplace_less_equal_colwise_serial(utils::Matrix<T>& A, const utils::Vector<T>& v) {
const uint64_t rows = A.rows();
const uint64_t cols = A.cols();
if (rows == 0 || cols == 0){
throw std::runtime_error("inplace_less_equal_colwise_serial: empty matrix");
}
if (cols != v.size()){
throw std::runtime_error("inplace_less_equal_colwise_serial: Matrix-Vector size mismatch");
}
for (uint64_t i = 0; i < rows; ++i){
for (uint64_t j = 0; j < cols; ++j){
if (A(i,j) >= v[j]){
A(i,j) = T{0};
}
else{
A(i,j) = T{1};
}
}
}
}
template <typename T>
inline void inplace_less_equal_serial(utils::Matrix<T>& A, const utils::Matrix<T>& B) {
const uint64_t rows = A.rows();
const uint64_t cols = A.cols();
if (rows == 0 || cols == 0){
throw std::runtime_error("inplace_less_equal_serial: empty matrix");
}
if (rows != B.rows() || cols != B.cols()){
throw std::runtime_error("inplace_less_equal_serial: Matrix size mismatch");
}
for (uint64_t i = 0; i < rows; ++i){
for (uint64_t j = 0; j < cols; ++j){
if (A(i,j) >= B(i,j)){
A(i,j) = T{0};
}
else{
A(i,j) = T{1};
}
}
}
}
} // namespace numerics
+48
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@@ -0,0 +1,48 @@
#pragma once
#include <cstdint> //uint64_t
#include <cmath> // std::abs
#include "utils/vector.h"
#include "utils/matrix.h"
namespace numerics::detail{
template <typename T>
void inplace_sign_serial(T& c) {
if (c < T{0}){
c = T{-1};
}
else if(c > T{0}){
c = T{1};
}
else{
c = T{0};
}
}
template <typename T>
void inplace_sign_serial(utils::Vector<T>& v) {
const uint64_t n = v.size();
for (uint64_t i = 0; i < n; ++i){
inplace_sign_serial(v[i]);
}
}
template <typename T>
void inplace_sign_serial(utils::Matrix<T>& A) {
const uint64_t rows = A.rows();
const uint64_t cols = A.cols();
for (uint64_t i = 0; i < rows; ++i){
for (uint64_t j = 0; j < cols; ++j){
inplace_sign_serial(A(i,j));
}
}
}
} // namespace numerics
@@ -0,0 +1,61 @@
#pragma once
#include <cstdint> //uint64_t
#include <cmath> // std::abs
#include "utils/vector.h"
#include "utils/matrix.h"
#include "numerics/mean.h"
namespace numerics::detail{
template <typename T>
inline T standard_deviation_serial(const utils::Vector<T>& v) {
const uint64_t n = v.size();
if (n == 0){
throw std::runtime_error("std_serial: empty vector");
}
const T mean_value = numerics::mean(v);
T sum_squared_diff = T{0};
for (uint64_t i = 0; i < n; ++i){
const T diff = v[i] - mean_value;
sum_squared_diff += diff * diff;
}
const T variance = sum_squared_diff / static_cast<T>(n);
return numerics::sqrt(variance);
}
template <typename T>
inline T standard_deviation_serial(const utils::Matrix<T>& A) {
const uint64_t rows = A.rows();
const uint64_t cols = A.cols();
const T mean_value = numerics::mean(A);
T sum_squared_diff = T{0};
for (uint64_t i = 0; i < rows; ++i){
for (uint64_t j = 0; j < cols; ++j){
const T diff = A(i,j) - mean_value;
sum_squared_diff += diff * diff;
}
}
const T variance = sum_squared_diff / static_cast<T>(rows*cols);
return numerics::sqrt(variance);
}
} // namespace numerics
+316
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@@ -0,0 +1,316 @@
#pragma once
#include "./core/omp_config.h"
#include "detail/greater_or_less_serial.h"
namespace numerics{
//
// ---------------- Greater - Vectors ----------------
//
template <typename T>
inline void inplace_greater(utils::Vector<T>& v, const T c) {
detail::inplace_greater_serial(v, c);
}
template <typename T>
inline utils::Vector<T> greater(const utils::Vector<T>& v, const T c) {
utils::Vector<T> out = v;
inplace_greater(out, c);
return out;
}
template <typename T>
inline void inplace_greater(utils::Vector<T>& v, const utils::Vector<T>& p) {
detail::inplace_greater_serial(v, p);
}
template <typename T>
inline utils::Vector<T> greater(const utils::Vector<T>& v, const utils::Vector<T>& p) {
utils::Vector<T> out = v;
inplace_greater(out, p);
return out;
}
//
// ---------------- Greater - Matrices ----------------
//
template <typename T>
inline void inplace_greater(utils::Matrix<T>& A, const T c) {
detail::inplace_greater_serial(A, c);
}
template <typename T>
inline utils::Matrix<T> greater(const utils::Matrix<T>& A, const T c) {
utils::Matrix<T> out = A;
inplace_greater(out, c);
return out;
}
template <typename T>
inline void inplace_greater_rowwise(utils::Matrix<T>& A, const utils::Vector<T> v) {
detail::inplace_greater_rowwise_serial(A, v);
}
template <typename T>
inline utils::Matrix<T> greater_rowwise(const utils::Matrix<T>& A, const utils::Vector<T> v) {
utils::Matrix<T> out = A;
inplace_greater_rowwise(out, v);
return out;
}
template <typename T>
inline void inplace_greater_colwise(utils::Matrix<T>& A, const utils::Vector<T> v) {
detail::inplace_greater_colwise_serial(A, v);
}
template <typename T>
inline utils::Matrix<T> greater_colwise(const utils::Matrix<T>& A, const utils::Vector<T> v) {
utils::Matrix<T> out = A;
inplace_greater_colwise(out, v);
return out;
}
template <typename T>
inline void inplace_greater(utils::Matrix<T>& A, const utils::Matrix<T> B) {
detail::inplace_greater_serial(A, B);
}
template <typename T>
inline utils::Matrix<T> greater(const utils::Matrix<T>& A, const utils::Matrix<T> B) {
utils::Matrix<T> out = A;
inplace_greater(out, B);
return out;
}
//
// ---------------- Greater or Equal - Vectors ----------------
//
template <typename T>
inline void inplace_greater_equal(utils::Vector<T>& v, const T c) {
detail::inplace_greater_equal_serial(v, c);
}
template <typename T>
inline utils::Vector<T> greater_equal(const utils::Vector<T>& v, const T c) {
utils::Vector<T> out = v;
inplace_greater_equal(out, c);
return out;
}
template <typename T>
inline void inplace_greater_equal(utils::Vector<T>& v, const utils::Vector<T>& p) {
detail::inplace_greater_equal_serial(v, p);
}
template <typename T>
inline utils::Vector<T> greater_equal(const utils::Vector<T>& v, const utils::Vector<T>& p) {
utils::Vector<T> out = v;
inplace_greater_equal(out, p);
return out;
}
//
// ---------------- Greater or Equal - Matrices ----------------
//
template <typename T>
inline void inplace_greater_equal(utils::Matrix<T>& A, const T c) {
detail::inplace_greater_equal_serial(A, c);
}
template <typename T>
inline utils::Matrix<T> greater_equal(const utils::Matrix<T>& A, const T c) {
utils::Matrix<T> out = A;
inplace_greater_equal(out, c);
return out;
}
template <typename T>
inline void inplace_greater_equal_rowwise(utils::Matrix<T>& A, const utils::Vector<T> v) {
detail::inplace_greater_equal_rowwise_serial(A, v);
}
template <typename T>
inline utils::Matrix<T> greater_equal_rowwise(const utils::Matrix<T>& A, const utils::Vector<T> v) {
utils::Matrix<T> out = A;
inplace_greater_equal_rowwise(out, v);
return out;
}
template <typename T>
inline void inplace_greater_equal_colwise(utils::Matrix<T>& A, const utils::Vector<T> v) {
detail::inplace_greater_equal_colwise_serial(A, v);
}
template <typename T>
inline utils::Matrix<T> greater_equal_colwise(const utils::Matrix<T>& A, const utils::Vector<T> v) {
utils::Matrix<T> out = A;
inplace_greater_equal_colwise(out, v);
return out;
}
template <typename T>
inline void inplace_greater_equal(utils::Matrix<T>& A, const utils::Matrix<T> B) {
detail::inplace_greater_equal_serial(A, B);
}
template <typename T>
inline utils::Matrix<T> greater_euqal(const utils::Matrix<T>& A, const utils::Matrix<T> B) {
utils::Matrix<T> out = A;
inplace_greater_equal(out, B);
return out;
}
//
// ---------------- Less - Vectors ----------------
//
template <typename T>
inline void inplace_less(utils::Vector<T>& v, const T c) {
detail::inplace_less_serial(v, c);
}
template <typename T>
inline utils::Vector<T> less(const utils::Vector<T>& v, const T c) {
utils::Vector<T> out = v;
inplace_less(out, c);
return out;
}
template <typename T>
inline void inplace_less(utils::Vector<T>& v, const utils::Vector<T>& p) {
detail::inplace_less_serial(v, p);
}
template <typename T>
inline utils::Vector<T> less(const utils::Vector<T>& v, const utils::Vector<T>& p) {
utils::Vector<T> out = v;
inplace_less(out, p);
return out;
}
//
// ---------------- Less - Matrices ----------------
//
template <typename T>
inline void inplace_less(utils::Matrix<T>& A, const T c) {
detail::inplace_less_serial(A, c);
}
template <typename T>
inline utils::Matrix<T> less(const utils::Matrix<T>& A, const T c) {
utils::Matrix<T> out = A;
inplace_less(out, c);
return out;
}
template <typename T>
inline void inplace_less_rowwise(utils::Matrix<T>& A, const utils::Vector<T> v) {
detail::inplace_less_rowwise_serial(A, v);
}
template <typename T>
inline utils::Matrix<T> less_rowwise(const utils::Matrix<T>& A, const utils::Vector<T> v) {
utils::Matrix<T> out = A;
inplace_less_rowwise(out, v);
return out;
}
template <typename T>
inline void inplace_less_colwise(utils::Matrix<T>& A, const utils::Vector<T> v) {
detail::inplace_less_colwise_serial(A, v);
}
template <typename T>
inline utils::Matrix<T> less_colwise(const utils::Matrix<T>& A, const utils::Vector<T> v) {
utils::Matrix<T> out = A;
inplace_less_colwise(out, v);
return out;
}
template <typename T>
inline void inplace_less(utils::Matrix<T>& A, const utils::Matrix<T> B) {
detail::inplace_less_serial(A, B);
}
template <typename T>
inline utils::Matrix<T> less(const utils::Matrix<T>& A, const utils::Matrix<T> B) {
utils::Matrix<T> out = A;
inplace_less(out, B);
return out;
}
//
// ---------------- Less or Equal - Vectors ----------------
//
template <typename T>
inline void inplace_less_equal(utils::Vector<T>& v, const T c) {
detail::inplace_less_equal_serial(v, c);
}
template <typename T>
inline utils::Vector<T> less_equal(const utils::Vector<T>& v, const T c) {
utils::Vector<T> out = v;
inplace_less_equal(out, c);
return out;
}
template <typename T>
inline void inplace_less_equal(utils::Vector<T>& v, const utils::Vector<T>& p) {
detail::inplace_less_equal_serial(v, p);
}
template <typename T>
inline utils::Vector<T> less_equal(const utils::Vector<T>& v, const utils::Vector<T>& p) {
utils::Vector<T> out = v;
inplace_less_equal(out, p);
return out;
}
//
// ---------------- Less or Equal - Matrices ----------------
//
template <typename T>
inline void inplace_less_equal(utils::Matrix<T>& A, const T c) {
detail::inplace_less_equal_serial(A, c);
}
template <typename T>
inline utils::Matrix<T> less_equal(const utils::Matrix<T>& A, const T c) {
utils::Matrix<T> out = A;
inplace_less_equal(out, c);
return out;
}
template <typename T>
inline void inplace_less_equal_rowwise(utils::Matrix<T>& A, const utils::Vector<T> v) {
detail::inplace_less_equal_rowwise_serial(A, v);
}
template <typename T>
inline utils::Matrix<T> less_equal_rowwise(const utils::Matrix<T>& A, const utils::Vector<T> v) {
utils::Matrix<T> out = A;
inplace_less_equal_rowwise(out, v);
return out;
}
template <typename T>
inline void inplace_less_equal_colwise(utils::Matrix<T>& A, const utils::Vector<T> v) {
detail::inplace_less_equal_colwise_serial(A, v);
}
template <typename T>
inline utils::Matrix<T> less_equal_colwise(const utils::Matrix<T>& A, const utils::Vector<T> v) {
utils::Matrix<T> out = A;
inplace_less_equal_colwise(out, v);
return out;
}
template <typename T>
inline void inplace_less_equal(utils::Matrix<T>& A, const utils::Matrix<T> B) {
detail::inplace_less_equal_serial(A, B);
}
template <typename T>
inline utils::Matrix<T> less_euqal(const utils::Matrix<T>& A, const utils::Matrix<T> B) {
utils::Matrix<T> out = A;
inplace_less_equal(out, B);
return out;
}
}
+3
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@@ -10,6 +10,7 @@
#include "./numerics/dot.h"
#include "./numerics/equal.h"
#include "./numerics/exp.h"
#include "./numerics/greater_or_less.h"
#include "./numerics/interpolation1d.h" // base
#include "./numerics/inverse.h"
#include "./numerics/isclose.h"
@@ -22,7 +23,9 @@
#include "./numerics/neg.h"
#include "./numerics/pow.h"
#include "./numerics/random.h"
#include "./numerics/sign.h"
#include "./numerics/sqrt.h"
#include "./numerics/standard_deviation.h"
#include "./numerics/sub.h"
#include "./numerics/sum.h"
#include "./numerics/transpose.h"
+51
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@@ -0,0 +1,51 @@
#pragma once
#include "./core/omp_config.h"
#include "detail/sign_serial.h"
namespace numerics{
// ---------------- Elementwise ----------------
template <typename T>
inline void inplace_sign(T& c) {
detail::inplace_sign_serial(c);
}
template <typename T>
inline T sign(const T c) {
T out = c;
inplace_sign(out);
return out;
}
template <typename T>
inline void inplace_sign(utils::Vector<T>& v) {
detail::inplace_sign_serial(v);
}
template <typename T>
inline utils::Vector<T> sign(const utils::Vector<T>& v) {
utils::Vector<T> out = v;
inplace_sign(out);
return out;
}
template <typename T>
inline void inplace_sign(utils::Matrix<T>& A) {
detail::inplace_sign_serial(A);
}
template <typename T>
inline utils::Matrix<T> sign(const utils::Matrix<T>& A) {
utils::Matrix<T> out = A;
inplace_sign(out);
return out;
}
}
+22
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@@ -0,0 +1,22 @@
#pragma once
#include "./core/omp_config.h"
#include "detail/standard_deviation_serial.h"
namespace numerics{
// ---------------- Elementwise ----------------
template <typename T>
inline T standard_deviation(const utils::Vector<T>& v) {
return detail::standard_deviation_serial(v);
}
template <typename T>
inline T standard_deviation(const utils::Matrix<T>& A){
return detail::standard_deviation_serial(A);
}
}
+57
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@@ -0,0 +1,57 @@
#pragma once
#include "random/engine.h"
#include <random>
//#include <type_traits>
#include "utils/matrix.h"
#include "utils/vector.h"
namespace rng::detail {
//
// Base functions int
//
template <typename T>
typename std::enable_if<std::is_integral<T>::value, T>::type
normal_serial(const T mean, const T stddev) {
std::normal_distribution<T> dist(mean, stddev);
return dist(rng::engine());
}
//
// Base functions float
//
template <typename T>
typename std::enable_if<std::is_floating_point<T>::value, T>::type
normal_serial(const T mean, const T stddev) {
std::normal_distribution<T> dist(mean, stddev);
return dist(rng::engine());
}
template <typename T>
utils::Vector<T> normal_serial(const uint64_t size, const T mean, const T stddev){
utils::Vector<T> v(size);
for (uint64_t i = 0; i < size; ++i){
v[i] = normal_serial(mean, stddev);
}
return v;
}
template <typename T>
utils::Matrix<T> normal_serial(const uint64_t rows, const uint64_t cols, const T mean, const T stddev){
utils::Matrix<T> A(rows, cols);
for (uint64_t i = 0; i < rows; ++i){
for (uint64_t j = 0; j < cols; ++j){
A(i,j) = normal_serial(mean, stddev);
}
}
return A;
}
}
+28
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@@ -0,0 +1,28 @@
#pragma once
#include "detail/normal_serial.h"
namespace rng {
template <typename T>
T normal(const T mean, const T stddev) {
return rng::detail::normal_serial(mean, stddev);
}
template <typename T>
utils::Vector<T> normal(const uint64_t size, const T mean, const T stddev) {
return rng::detail::normal_serial(size, mean, stddev);
}
template <typename T>
utils::Matrix<T> normal(const uint64_t rows, const uint64_t cols, const T mean, const T stddev) {
return rng::detail::normal_serial(rows, cols, mean, stddev);
}
}
+1
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@@ -7,5 +7,6 @@
#include "uniform.h"
#include "binomial.h"
#include "normal.h"