158 lines
6.8 KiB
C
158 lines
6.8 KiB
C
#include <stdio.h>
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#include <stdlib.h>
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#include <math.h>
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#include <assert.h>
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#include <gsl/matrix>
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#include <gsl/gsl_blas.h>
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#include <gsl/gsl_cblas.h>
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#define ALPHA 0.2
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#define LEARNING_RATE 0.01
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typedef struct Layer {
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struct Layer* previous;
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struct Layer* next;
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int neurons; // number of neurons
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gsl_matrix* weights; // make a matrix of size m x n, where m is the number of neurons in the
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// next layer while n is the number of neurons in the current layer
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// -> exploit BLAS to matmul and get the results of the next layer
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gsl_matrix* values; // the layer's values
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gsl_matrix* biases; // weights for the bias. bias will always be 1
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} Layer;
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double uniformrandom(double low, double high) {
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// [low, high)
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return low + ((double)rand() / (RAND_MAX / (high - low)));
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}
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// activation function and it's derivative
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double relu(double input, double alpha) {
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return (input >= 0) ? input : (alpha * input);
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}
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double drelu(double input, double alpha) {
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return (input >= 0) ? 1 : alpha;
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}
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Layer* createlayer(Layer* lprev, Layer* lnext, int neurons, gsl_matrix* nvalues) {
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Layer* self = (Layer*) calloc(1, sizeof(Layer));
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if (self == NULL) return NULL;
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self->previous = lprev;
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self->next = lnext;
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// number of neurons MUST be more than zero sigma
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self->neurons = neurons;
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assert(neurons == nvalues->size1);
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self->values = nvalues;
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// setup the weights matrix
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assert(lnext != NULL);
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self->weights = gsl_matrix_calloc(lnext->neurons, neurons);
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self->biases = gsl_matrix_calloc(lnext->neurons, 1);
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// make the matrix have uniform random values from -0.5 to 0.5
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for (unsigned int i = 0; i < self->weights->size1; ++i) {
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for (unsigned int j = 0; j < self->weights->size2; ++j) {
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gsl_matrix_set(self->weights, i, j, uniformrandom(-0.5, 0.5));
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}
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}
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return self;
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}
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void freelayer(Layer* layer) {
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assert(layer != NULL);
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if (layer->weights != NULL) gsl_matrix_free(layer->weights);
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if (layer->values != NULL) gsl_matrix_free(layer->values);
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if (layer->biases != NULL) gsl_matrix_free(layer->biases);
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free(layer);
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}
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void forwardprop(Layer* layer) {
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assert(layer->next != NULL);
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gsl_blas_dgemm(CblasNoTrans, CblasNoTrans, 1.0, layer->weights, layer->values, 0, layer->next->values);
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gsl_matrix_add(layer->next->values, layer->biases);
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// layer->next->values will only ever have a single column
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for(unsigned int i = 0; i < layer->next->values->size1; i++) {
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double davalue = gsl_matrix_get(layer->next->values, i, 0);
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gsl_matrix_set(layer->next->values, i, 0, relu(davalue, ALPHA));
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}
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}
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double matrixsum(gsl_matrix* matrix) {
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double result = 0.0;
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for (unsigned int i = 0; i < matrix->size1; i++) {
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for (unsigned int j = 0; j < matrix->size2; j++) {
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result += gsl_matrix_get(matrix, i, j);
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}
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}
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return result;
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}
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double msecost(Layer* layer, gsl_matrix* expected) {
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// mean squared error cost fxn
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// only on output layer
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assert(layer->values->size1 == expected->size1);
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gsl_matrix* result = gsl_matrix_alloc(expected->size1, 1);
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gsl_matrix_memcpy(result, layer->values);
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gsl_matrix_sub(result, expected);
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gsl_matrix_mul_elements(result, result); // squares matrix
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double matsum = matrixsum(result);
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gsl_matrix_free(result);
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return (((double)1 / layer->neurons) * matsum);
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// you dont need this for mean squared error. need this if you implement a diff cost function
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}
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void backprop(Layer* layer, gsl_matrix* expected) {
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// b/c you use mse, you can just do like ouput layer - expected output (matrix subtraction)
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assert(layer->previous != NULL);
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gsl_matrix* deltao = gsl_matrix_alloc(layer->neurons, 1);
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gsl_matrix_memcpy(deltao, layer->values);
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gsl_matrix_sub(deltao, expected);
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if (layer->next == NULL) {
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// signified this is the output layer
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gsl_matrix* prevlayertranposed = gsl_matrix_alloc(layer->previous->values->size2, layer->previous->values->size1);
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gsl_matrix_transpose_memcpy(prevlayertranposed, layer->previous->values);
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gsl_matrix* updatedweights = gsl_matrix_alloc(layer->neurons, layer->previous->neurons);
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gsl_blas_dgemm(CblasNoTrans, CblasNoTrans, 1.0, deltao, prevlayertranposed, 0.0, updatedweights);
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gsl_matrix_scale(updatedweights, (double)(LEARNING_RATE * -1.00));
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gsl_matrix_memcpy(layer->previous->weights, updatedweights);
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gsl_matrix* updatedbiases = gsl_matrix_alloc(layer->neurons, 1);
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gsl_matrix_memcpy(updatedbiases, deltao);
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gsl_matrix_scale(updatedbiases, (double)(LEARNING_RATE * -1.00));
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gsl_matrix_memcpy(layer->previous->biases, updatedbiases);
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gsl_matrix_free(prevlayertranposed);
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gsl_matrix_free(updatedweights);
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gsl_matrix_free(updatedbiases);
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} else {
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// weights connecting the input layer to the hidden layer - cant do MSE trick
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gsl_matrix* deltah = gsl_matrix_alloc(layer->neurons, 1);
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for (unsigned int i = 0; i < layer->neurons; i++) {
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gsl_matrix_set(deltah, i, 0, drelu(gsl_matrix_get(layer->values, i, 0), ALPHA));
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// derivative values are set in deltah
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}
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gsl_matrix* weightstransposed = gsl_matrix_alloc(layer->weights->size2, layer->weights->size1);
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gsl_matrix_transpose_memcpy(weightstransposed, layer->weights);
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gsl_matrix* transposedweightsmultipliedbydelta = gsl_matrix_alloc(weightstransposed->size1, 1);
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gsl_blas_dgemm(CblasNoTrans, CblasNoTrans, 1.0, weightstransposed, deltao, 0.0, transposedweightsmultipliedbydelta);
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gsl_matrix_mul_elements(deltah, transposedweightsmultipliedbydelta);
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gsl_matrix* previnputtransposed = gsl_matrix_alloc(layer->previous->values->size2, layer->previous->values->size1);
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gsl_matrix_transpose_memcpy(previnputtransposed, layer->previous->values);
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gsl_matrix* updatedweights = gsl_matrix_alloc(layer->neurons, layer->previous->neurons);
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gsl_blas_dgemm(CblasNoTrans, CblasNoTrans, 1.0, deltah, previnputtransposed, 0.0, updatedweights);
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gsl_matrix_scale(updatedweights, (double)(LEARNING_RATE * -1.00));
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gsl_matrix_memcpy(layer->previous->weights, updatedweights);
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gsl_matrix* updatedbiases = gsl_matrix_alloc(layer->neurons, 1);
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gsl_matrix_memcpy(updatedbiases, deltah);
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gsl_matrix_scale(updatedbiases, (double)(LEARNING_RATE * -1.00));
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gsl_matrix_memcpy(layer->previous->biases, updatedbiases);
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gsl_matrix_free(deltah);
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gsl_matrix_free(weightstransposed);
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gsl_matrix_free(transposedweightsmultipliedbydelta);
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gsl_matrix_free(previnputtransposed);
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gsl_matrix_free(updatedweights);
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gsl_matrix_free(updatedbiases);
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}
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gsl_matrix_free(deltao);
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}
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