dmatrix3 ConvLayer::backpropagation() const
{
dmatrix3 outputs(Excitations.size(), dmatrix2
(Excitations[0].size(), dvec
(Excitations[0][0].size(), 0.0)));
ivec step;
step.reserve(4);
int index;
for(int z=0;z<Errors.size();z++) {
index = 0;
for(int y=0;y<Errors[0].size();y++) {
for(int x=0;x<Errors[0][0].size();x++, index++) {
step = Steps[index];
for(int i=step[0];i<step[1];i++) {
for(int j=step[2];j<step[3];j++) {
outputs[z][i][j] += sigmoid_p(
Excitations[z][i][j] *
Errors[z][y][x]);
}
}
}
}
}
return outputs;
}
dmatrix3 ConvLayer::think(dmatrix3 mat)
{
dmatrix3 slab(mat.size(), dmatrix2(Fshape[1], dvec(Fshape[0])));
ivec step(4);
dvec exc(OutShape[1]*OutShape[2]);
dvec act(OutShape[1]*OutShape[2]);
ivec foldshape(2);
foldshape[0] = OutShape[1];
foldshape[1] = OutShape[2];
Inputs = &mat;
for(int f=0;f<Filters.size();f++) {
dmatrix3 filt = Filters[f];
for(int i=0;i<Steps.size();i++) {
step = Steps[i];
slab = invert<real>(slice<real>(invert<real>(mat), step));
exc[i] = frobenius(slab, filt); // This is the "convolve" step
act[i] = sigmoid(exc[exc.size()-1]);
}
Excitations[f] = fold2<real>(exc, foldshape);
Activations[f] = fold2<real>(act, foldshape);
}
return Activations;
}
ConvLayer::ConvLayer(int filters, ivec inshape, ivec fshape, int stride,
ConvNet* net)
{
InShape = inshape;
Stride = stride;
Fshape = fshape;
OutShape = outshape(InShape, Fshape, Stride, filters);
Steps = calcsteps(InShape, Fshape, Stride, filters);
dmatrix3 refE(OutShape[0], dmatrix2(OutShape[1], dvec(OutShape[2], 0.0)));
refE.swap(Excitations);
dmatrix3 refA(OutShape[0], dmatrix2(OutShape[1], dvec(OutShape[2], 0.0)));
refA.swap(Activations);
dmatrix3 refErr(OutShape[0],dmatrix2(OutShape[1],dvec(OutShape[2], 0.0)));
refErr.swap(Errors);
dmatrix4 flt(filters,dmatrix3(InShape[0],
dmatrix2(Fshape[0],dvec(Fshape[1], 0.5))));
flt.swap(Filters);
Brain = net;
}
SEXP survfitci(SEXP ftime2, SEXP sort12, SEXP sort22, SEXP ntime2,
SEXP status2, SEXP cstate2, SEXP wt2, SEXP id2,
SEXP p2, SEXP sefit2) {
int i, j, k, kk; /* generic loop indices */
int ck, itime, eptr; /*specific indices */
int ctime; /*current time of interest, in the main loop */
int nprotect; /* number of protect calls issued */
int oldstate, newstate; /*when changing state */
double temp, *temp2; /* scratch */
double *p; /* current prevalence vector */
double **hmat; /* hazard matrix at this time point */
double **umat; /* per subject leverage at this time point */
int *atrisk; /* 1 if the subject is currently at risk */
int *ns; /* number curently in each state */
double *ws; /* weighted count of number state */
double *wtp; /* case weights indexed by subject */
double wevent; /* weighted number of events at current time */
int nstate; /* number of states */
int n, nperson; /*number of obs, subjects*/
double **chaz; /* cumulative hazard matrix */
/* pointers to the R variables */
int *sort1, *sort2; /*sort index for entry time, event time */
int *entry,* etime; /*entry time, event time */
int ntime; /* number of unique event time values */
int *status; /*0=censored, 1,2,... new states */
int *cstate; /* current state for each subject */
double *wt; /* weight for each observation */
int *id; /* for each obs, which subject is it */
int sefit;
/* returned objects */
SEXP rlist; /* the returned list and variable names of same */
const char *rnames[]= {"nrisk","nevent","ncensor", "prev",
"cumhaz", "var", ""};
SEXP pmat2, vmat2, cumhaz2; /*list components */
SEXP nevent2, ncensor2, nrisk2;
double *pmat, *vmat, *cumhaz;
int *ncensor, *nrisk, *nevent;
ntime= asInteger(ntime2);
nperson = LENGTH(cstate2);
n = LENGTH(sort12);
PROTECT(cstate2 = duplicate(cstate2));
cstate = INTEGER(cstate2);
entry= INTEGER(ftime2);
etime= entry + n;
sort1= INTEGER(sort12);
sort2= INTEGER(sort22);
status= INTEGER(status2);
wt = REAL(wt2);
id = INTEGER(id2);
PROTECT(p2 = duplicate(p2)); /*copy of initial prevalence */
p = REAL(p2);
nstate = LENGTH(p2); /* number of states */
sefit = asInteger(sefit2);
/* allocate space for the output objects */
PROTECT(pmat2 = allocMatrix(REALSXP, nstate, ntime));
pmat = REAL(pmat2);
if (sefit >0)
PROTECT(vmat2 = allocMatrix(REALSXP, nstate, ntime));
else PROTECT(vmat2 = allocMatrix(REALSXP, 1, 1)); /* dummy object */
vmat = REAL(vmat2);
PROTECT(nevent2 = allocVector(INTSXP, ntime));
nevent = INTEGER(nevent2);
PROTECT(ncensor2= allocVector(INTSXP, ntime));
ncensor = INTEGER(ncensor2);
PROTECT(nrisk2 = allocMatrix(INTSXP, nstate, ntime));
nrisk = INTEGER(nrisk2);
PROTECT(cumhaz2= allocVector(REALSXP, nstate*nstate*ntime));
cumhaz = REAL(cumhaz2);
nprotect = 8;
/* allocate space for scratch vectors */
ws = (double *) R_alloc(2*nstate, sizeof(double));
temp2 = ws + nstate;
ns = (int *) R_alloc(nstate, sizeof(int));
atrisk = (int *) R_alloc(nperson, sizeof(int));
wtp = (double *) R_alloc(nperson, sizeof(double));
hmat = (double**) dmatrix2(nstate, nstate);
if (sefit >0) umat = (double**) dmatrix2(nperson, nstate);
chaz = (double**) dmatrix2(nstate, nstate);
/* R_alloc does not zero allocated memory */
for (i=0; i<nstate; i++) {
ws[i] =0;
ns[i] =0;
for (j=0; j<nstate; j++) {
hmat[i][j] =0;
chaz[i][j] =0;
}
if (sefit) {for (j=0; j<nperson; j++) umat[j][i]=0;}
}
for (i=0; i<nperson; i++) atrisk[i] =0;
itime =0; /*current time index, for output arrays */
eptr = 0; /*index to sort1, the entry times */
for (i=0; i<n; ) {
ck = sort2[i];
ctime = etime[ck]; /* current time value of interest */
/* Add subjects whose entry time is < ctime into the counts */
for (; eptr<n; eptr++) {
k = sort1[eptr];
if (entry[k] < ctime) {
kk = cstate[id[k]]; /*current state of the addition */
ns[kk]++;
ws[kk] += wt[k];
wtp[id[k]] = wt[k];
atrisk[id[k]] =1; /* mark them as being at risk */
}
else break;
}
for (j=0; j<nstate; j++) {
for (k=0; k<nstate; k++) {
hmat[j][k] =0;
}
}
/* Count up the number of events and censored at this time point */
nevent[itime] =0;
ncensor[itime] =0;
wevent =0;
for (j=i; j<n; j++) {
k = sort2[j];
if (etime[k] == ctime) {
if (status[k] >0) {
newstate = status[k] -1; /* 0 based subscripts */
oldstate = cstate[id[k]];
nevent[itime]++;
wevent += wt[k];
hmat[oldstate][newstate] += wt[k];
}
else ncensor[itime]++;
}
else break;
}
if (nevent[itime]> 0) {
/* finish computing H */
for (j=0; j<nstate; j++) {
if (ns[j] >0) {
temp =0;
for (k=0; k<nstate; k++) {
temp += hmat[j][k];
hmat[j][k] /= ws[j]; /* events/n */
}
hmat[j][j] =1 -temp/ws[j]; /*rows sum to one */
}
else hmat[j][j] =1.0;
}
if (sefit >0) {
/* Update U, part 1 U = U %*% H -- matrix multiplication */
for (j=0; j<nperson; j++) { /* row of U */
for (k=0; k<nstate; k++) { /* column of U */
temp2[k]=0;
for (kk=0; kk<nstate; kk++)
temp2[k] += umat[j][kk] * hmat[kk][k];
}
for (k=0; k<nstate; k++) umat[j][k] = temp2[k];
}
/* Update U, part 2, subtract from everyone at risk
For this I need H2 */
for (j=0; j<nstate; j++) hmat[j][j] -= 1;
for (j=0; j<nperson; j++) {
if (atrisk[j]==1) {
kk = cstate[j];
for (k=0; k<nstate; k++)
umat[j][k] -= (p[kk]/ws[kk])* hmat[kk][k];
}
}
/* Update U, part 3. An addition for each event */
for (j=i; j<n; j++) {
k = sort2[j];
if (etime[k] == ctime) {
if (status[k] >0) {
kk = id[k]; /* row number in U */
oldstate= cstate[kk];
newstate= status[k] -1;
umat[kk][oldstate] -= p[oldstate]/ws[oldstate];
umat[kk][newstate] += p[oldstate]/ws[oldstate];
}
}
else break;
}
}
/* Finally, update chaz and p. */
for (j=0; j<nstate; j++) {
if (sefit ==0) hmat[j][j] -= 1; /* conversion to H2*/
for (k=0; k<nstate; k++) chaz[j][k] += hmat[j][k];
hmat[j][j] +=1; /* change from H2 to H */
temp2[j] =0;
for (k=0; k<nstate; k++)
temp2[j] += p[k] * hmat[k][j];
}
for (j=0; j<nstate; j++) p[j] = temp2[j];
}
/* store into the matrices that will be passed back */
for (j=0; j<nstate; j++) {
*pmat++ = p[j];
*nrisk++ = ns[j];
for (k=0; k<nstate; k++) *cumhaz++ = chaz[k][j];
temp=0;
if (sefit >0) {
for (k=0; k<nperson; k++)
temp += wtp[k]* umat[k][j]*umat[k][j];
*vmat++ = temp;
}
}
/* Take the current events and censors out of the risk set */
for (; i<n; i++) {
j= sort2[i];
if (etime[j] == ctime) {
oldstate = cstate[id[j]]; /*current state */
ns[oldstate]--;
ws[oldstate] -= wt[j];
if (status[j] >0) cstate[id[j]] = status[j]-1; /*new state */
atrisk[id[j]] =0;
}
else break;
}
itime++;
}
/* return a list */
PROTECT(rlist=mkNamed(VECSXP, rnames));
SET_VECTOR_ELT(rlist, 0, nrisk2);
SET_VECTOR_ELT(rlist, 1, nevent2);
SET_VECTOR_ELT(rlist, 2, ncensor2);
SET_VECTOR_ELT(rlist, 3, pmat2);
SET_VECTOR_ELT(rlist, 4, cumhaz2);
SET_VECTOR_ELT(rlist, 5, vmat2);
UNPROTECT(nprotect +1);
return(rlist);
}
