void CrossVal(const gsl_matrix* XTrainData, const gsl_matrix* YTrainData, const gsl_matrix* XTestData,
const gsl_matrix* YTestData, const int FOLD, const double* Lambda, const int sizelambda, int* layer_sizes, int num_layers,
const int num_iterations, const int batch_size, const double step_size)
{
int N_obs = XTrainData->size1;
int YFeatures = YTrainData->size2;
int XFeatures = XTrainData->size2;
int GroupSize = N_obs/FOLD;
int Nlambda = sizelambda;
printf("________");
int* seq_fold;
seq_fold = rand_fold(N_obs,FOLD);
for (int i = 0; i < N_obs; i++){
printf("%d\n",seq_fold[i]);
}
gsl_matrix* Xfolds[FOLD];
for (int d = 0; d < FOLD; d++)
Xfolds[d] = gsl_matrix_alloc(GroupSize,XFeatures);
gsl_matrix* Yfolds[FOLD];
for (int d = 0; d < FOLD; d++)
Yfolds[d] = gsl_matrix_alloc(GroupSize,YFeatures);
SplitFoldfunc(XTrainData, FOLD, seq_fold, Xfolds);
SplitFoldfunc(YTrainData, FOLD, seq_fold, Yfolds);
gsl_matrix* CvTrainX[FOLD];
for (int d = 0; d < FOLD; d++)
CvTrainX[d] = gsl_matrix_calloc(GroupSize*(FOLD-1), XFeatures);
gsl_matrix* CvTrainY[FOLD];
for (int d = 0; d < FOLD; d++)
CvTrainY[d] = gsl_matrix_calloc(GroupSize*(FOLD-1), YFeatures);
combinefold(Xfolds, Yfolds, N_obs, FOLD, GroupSize, XFeatures, YFeatures, CvTrainX, CvTrainY);
gsl_vector* results_lambda;
results_lambda = gsl_vector_alloc((size_t) Nlambda);
double results[Nlambda][FOLD];
#pragma omp parallel for collapse(2)
for (int i = 0; i < Nlambda; i++){
for (int j = 0; j < FOLD; j++){
printf("Lambda=%G\n", Lambda[i]);
printf("fold not included = %d\n", j);
gsl_vector* vec_cv_trainX[N_obs-GroupSize];
for (int u = 0; u < (N_obs-GroupSize); u++ ){
vec_cv_trainX[u] = gsl_vector_alloc(XFeatures);
}
for (int c = 0; c < (N_obs-GroupSize); c++){
gsl_matrix_get_row(vec_cv_trainX[c], CvTrainX[j], c);
}
//for (int a = 0; a < (N_obs-GroupSize); a++){
//printf("%G %G\n",gsl_vector_get(vec_cv_trainX[a],0), gsl_vector_get(vec_cv_trainX[a],1));
//printf("%d\n", a);
//}
gsl_vector* vec_cv_trainY;
vec_cv_trainY = gsl_vector_alloc(N_obs-GroupSize);
gsl_matrix_get_col(vec_cv_trainY, CvTrainY[j], 0);
//for (int y = 0; y < (N_obs-GroupSize); y++){
//printf("%G\n",gsl_vector_get(vec_cv_trainY,y));
//printf("%d\n",y);
//}
//Note that always Y will be 1 column, so well defined.
gsl_matrix* output_weights[num_layers-1];
gsl_vector* output_biases[num_layers-1];
init_bias_object(output_biases, (layer_sizes+1), num_layers-1);
init_weight_object(output_weights, layer_sizes, num_layers);
printf("Lambda = %G\n",Lambda[i]);
NeuralNets(layer_sizes, num_layers, vec_cv_trainX, vec_cv_trainY, num_iterations, batch_size,
step_size, output_weights, output_biases, (N_obs-GroupSize), XFeatures, Lambda[i]);
gsl_vector* vec_cv_valX[GroupSize];
for (int u = 0; u < (GroupSize); u++){
vec_cv_valX[u] = gsl_vector_alloc(XFeatures);
}
for (int c = 0; c < GroupSize; c++){
gsl_matrix_get_row(vec_cv_valX[c], Xfolds[j], c);
}
gsl_vector* vec_cv_valY;
vec_cv_valY = gsl_vector_alloc(GroupSize);
gsl_matrix_get_col(vec_cv_valY, Yfolds[j], 0);
results[i][j] = correct_guesses(vec_cv_valX, vec_cv_valY, output_biases, output_weights, GroupSize, num_layers, layer_sizes);
printf("Result=%G\n thread = %d\n",results[i][j],omp_get_thread_num());
gsl_vector_free(vec_cv_valY);
for (int u = 0; u < (GroupSize); u++){
gsl_vector_free(vec_cv_valX[u]);
}
gsl_vector_free(vec_cv_trainY);
for (int u = 0; u < (GroupSize); u++){
gsl_vector_free(vec_cv_trainX[u]);
}
printf("i=%d,j=%d,Fold=%d,Nlambda=%d\n",i , j, FOLD, Nlambda);
}
}
//gsl_vector* results_lambda;
//results_lambda = gsl_vector_alloc((size_t) Nlambda);
double results_mean_fold[Nlambda];
for (int w = 0; w < Nlambda; w++)
results_mean_fold[w] = 0;
for (int s = 0; s < Nlambda ; s++){
for (int m = 0; m < FOLD ; m++){
printf("Result = %G\n", results[s][m]);
}
}
for (int s = 0; s < Nlambda ; s++){
for (int m = 0; m < FOLD ; m++){
results_mean_fold[s] = results[s][m]+ results_mean_fold[s];
}
gsl_vector_set(results_lambda, s, results_mean_fold[s]/(FOLD));
}
for (int s = 0; s < Nlambda ; s++){
printf("Lambda = %G, Success = %G\n", Lambda[s], gsl_vector_get(results_lambda, s));
}
double OptimalLambda = gsl_vector_max(results_lambda);
printf("Optimal Lambda = %G\n", OptimalLambda);
gsl_matrix* output_weights_all[num_layers-1];
gsl_vector* output_biases_all[num_layers-1];
init_bias_object(output_biases_all, (layer_sizes+1), num_layers-1);
init_weight_object(output_weights_all, layer_sizes, num_layers);
gsl_vector* vec_cv_trainX_all[N_obs];
for (int u = 0; u < (N_obs); u++){
vec_cv_trainX_all[u] = gsl_vector_alloc(XFeatures);
}
for (int c = 0; c < N_obs; c++){
gsl_matrix_get_row(vec_cv_trainX_all[c], XTrainData, c);
}
gsl_vector* vec_cv_trainY_all;
vec_cv_trainY_all = gsl_vector_alloc(N_obs);
gsl_matrix_get_col(vec_cv_trainY_all, YTrainData, 0);
NeuralNets(layer_sizes, num_layers, vec_cv_trainX_all, vec_cv_trainY_all, num_iterations, batch_size,
step_size, output_weights_all, output_biases_all, N_obs, XFeatures, OptimalLambda);
int N_obs_test = XTestData->size1;
gsl_vector* vec_cv_testX[N_obs_test];
for (int u = 0; u < (N_obs_test); u++){
vec_cv_testX[u] = gsl_vector_alloc(XFeatures);
}
for (int c = 0; c < N_obs_test; c++){
gsl_matrix_get_row(vec_cv_testX[c], XTestData, c);
}
gsl_vector* vec_cv_testY;
vec_cv_testY = gsl_vector_alloc(N_obs_test);
gsl_matrix_get_col(vec_cv_testY, YTestData, 0);
//Note that always Y will be 1 column, so well defined.
double Test_error = correct_guesses(vec_cv_testX, vec_cv_testY, output_biases_all, output_weights_all, N_obs_test, num_layers, layer_sizes);
printf("Test Error =%G\n",1.0-Test_error);
}
void CrossVal(const gsl_matrix* XTrainData, const gsl_matrix* YTrainData, const gsl_matrix* XTestData,
const gsl_matrix* YTestData, const int FOLD, const double* Lambda, const int sizelambda, const int* layer_sizes, const int num_layers,
const int num_iterations, const int core_size, const double step_size, const int trans_type, double* probs_test, int* predicted_test)
{
int* layer_sizes_2 = layer_sizes;
int ncat = layer_sizes_2[num_layers-1];
//int layer_sizes_2[3]={784,20,10};
int N_obs = XTrainData->size1;
int YFeatures = YTrainData->size2;
int XFeatures = XTrainData->size2;
int GroupSize = N_obs/FOLD;
int Nlambda = sizelambda;
int N_obs_test = XTestData->size1;
int* seq_fold;
seq_fold = rand_fold(N_obs,FOLD);
/*for (int i = 0; i < N_obs; i++){
printf("%d\n",seq_fold[i]);
}*/
gsl_matrix* Xfolds[FOLD];
for (int d = 0; d < FOLD; d++)
Xfolds[d] = gsl_matrix_alloc(GroupSize,XFeatures);
gsl_matrix* Yfolds[FOLD];
for (int d = 0; d < FOLD; d++)
Yfolds[d] = gsl_matrix_alloc(GroupSize,YFeatures);
SplitFoldfunc(XTrainData, FOLD, seq_fold, Xfolds);
SplitFoldfunc(YTrainData, FOLD, seq_fold, Yfolds);
/*
for (int ss = 0; ss < GroupSize; ss++)
printf( "Fold1 %G, %G\n",gsl_matrix_get(Xfolds[0],ss,0),gsl_matrix_get(Xfolds[0],ss,1));
for (int ss = 0; ss < GroupSize; ss++)
printf( "Fold2 %G, %G\n",gsl_matrix_get(Xfolds[1],ss,0),gsl_matrix_get(Xfolds[1],ss,1));
for (int ss = 0; ss < GroupSize; ss++)
printf( "Fold3 %G, %G\n",gsl_matrix_get(Xfolds[2],ss,0),gsl_matrix_get(Xfolds[2],ss,1));
for (int ss = 0; ss < GroupSize; ss++)
printf( "Fold4 %G, %G\n",gsl_matrix_get(Xfolds[3],ss,0),gsl_matrix_get(Xfolds[3],ss,1));
for (int ss = 0; ss < GroupSize; ss++)
printf( "Fold5 %G, %G\n",gsl_matrix_get(Xfolds[4],ss,0),gsl_matrix_get(Xfolds[4],ss,1));
for (int ss = 0; ss < GroupSize; ss++)
printf( "Fold1 %G \n",gsl_matrix_get(Yfolds[0],ss,0));
for (int ss = 0; ss < GroupSize; ss++)
printf( "Fold2 %G \n",gsl_matrix_get(Yfolds[1],ss,0));
for (int ss = 0; ss < GroupSize; ss++)
printf( "Fold3 %G, \n",gsl_matrix_get(Yfolds[2],ss,0));
for (int ss = 0; ss < GroupSize; ss++)
printf( "Fold4 %G, \n",gsl_matrix_get(Yfolds[3],ss,0));
for (int ss = 0; ss < GroupSize; ss++)
printf( "Fold5 %G, \n",gsl_matrix_get(Yfolds[4],ss,0));
*/
gsl_matrix* CvTrainX[FOLD];
for (int d = 0; d < FOLD; d++)
CvTrainX[d] = gsl_matrix_calloc(GroupSize*(FOLD-1), XFeatures);
gsl_matrix* CvTrainY[FOLD];
for (int d = 0; d < FOLD; d++)
CvTrainY[d] = gsl_matrix_calloc(GroupSize*(FOLD-1), YFeatures);
combinefold(Xfolds, Yfolds, N_obs, FOLD, GroupSize, XFeatures, YFeatures, CvTrainX, CvTrainY);
/*
for (int ss = 0; ss < N_obs-GroupSize; ss++)
printf( "Group1 %G, %G\n",gsl_matrix_get(CvTrainX[0],ss,0),gsl_matrix_get(CvTrainX[0],ss,1));
for (int ss = 0; ss < N_obs-GroupSize; ss++)
printf( "GG2 %G, %G\n",gsl_matrix_get(CvTrainX[1],ss,0),gsl_matrix_get(CvTrainX[1],ss,1));
for (int ss = 0; ss < N_obs-GroupSize; ss++)
printf( "GG3 %G, %G\n",gsl_matrix_get(CvTrainX[2],ss,0),gsl_matrix_get(CvTrainX[2],ss,1));
for (int ss = 0; ss < N_obs-GroupSize; ss++)
printf( "GG4 %G, %G\n",gsl_matrix_get(CvTrainX[3],ss,0),gsl_matrix_get(CvTrainX[3],ss,1));
for (int ss = 0; ss < N_obs-GroupSize; ss++)
printf( "G5 %G, %G\n",gsl_matrix_get(CvTrainX[4],ss,0),gsl_matrix_get(CvTrainX[4],ss,1));
*/
/*
for (int ss = 0; ss < N_obs-GroupSize; ss++)
Rprintf( "Group1 %G, \n",gsl_matrix_get(CvTrainY[0],ss,0));
for (int ss = 0; ss < N_obs-GroupSize; ss++)
Rprintf( "GG2 %G, \n",gsl_matrix_get(CvTrainY[1],ss,0));
for (int ss = 0; ss < N_obs-GroupSize; ss++)
Rprintf( "GG3 %G \n",gsl_matrix_get(CvTrainY[2],ss,0));
for (int ss = 0; ss < N_obs-GroupSize; ss++)
Rprintf( "GG4 %G, \n",gsl_matrix_get(CvTrainY[3],ss,0));
for (int ss = 0; ss < N_obs-GroupSize; ss++)
Rprintf( "G5 %G, \n",gsl_matrix_get(CvTrainY[4],ss,0));
*/
gsl_vector* results_lambda;
results_lambda = gsl_vector_alloc((size_t) Nlambda);
double results[Nlambda][FOLD];
//private(i, j, vec_cv_trainX, vec_cv_trainY, output_weights, output_biases, vec_cv_valX, vec_cv_valY) collapse(2)
#pragma omp parallel for collapse(2)
for (int i = 0; i < Nlambda; i++){
for (int j = 0; j < FOLD; j++){
gsl_vector* vec_cv_trainX[N_obs-GroupSize];
gsl_vector* vec_cv_trainY;
gsl_matrix* output_weights[num_layers-1];
gsl_vector* output_biases[num_layers-1];
gsl_vector* vec_cv_valX[GroupSize];
gsl_vector* vec_cv_valY;
// Rprintf("Lambda=%G\n", Lambda[i]);
// Rprintf("fold not included = %d\n", j);
//gsl_vector* vec_cv_trainX[N_obs-GroupSize];
for (int u = 0; u < (N_obs-GroupSize); u++ ){
vec_cv_trainX[u] = gsl_vector_alloc(XFeatures);
}
for (int c = 0; c < (N_obs-GroupSize); c++){
gsl_matrix_get_row(vec_cv_trainX[c], CvTrainX[j], c);
}
//for (int a = 0; a < (N_obs-GroupSize); a++){
//printf("%G %G\n",gsl_vector_get(vec_cv_trainX[a],0), gsl_vector_get(vec_cv_trainX[a],1));
//printf("%d\n", a);
//}
//gsl_vector* vec_cv_trainY;
vec_cv_trainY = gsl_vector_alloc(N_obs-GroupSize);
gsl_matrix_get_col(vec_cv_trainY, CvTrainY[j], 0);
//for (int y = 0; y < (N_obs-GroupSize); y++){
//printf("%G\n",gsl_vector_get(vec_cv_trainY,y));
//printf("%d\n",y);
//}
//Note that always Y will be 1 column, so well defined.
//gsl_matrix* output_weights[num_layers-1];
//gsl_vector* output_biases[num_layers-1];
init_bias_object(output_biases, (layer_sizes_2+1), num_layers-1);
init_weight_object(output_weights, layer_sizes_2, num_layers);
//printf(" Lambda = %G\n",Lambda[i]);
double cost_hist[num_iterations];
NeuralNets(layer_sizes_2, num_layers, vec_cv_trainX, vec_cv_trainY, num_iterations, 1,
step_size, output_weights, output_biases, (N_obs-GroupSize), XFeatures, Lambda[i], cost_hist, trans_type);
//gsl_vector* vec_cv_valX[GroupSize];
for (int u = 0; u < (GroupSize); u++){
vec_cv_valX[u] = gsl_vector_alloc(XFeatures);
}
for (int c = 0; c < GroupSize; c++){
gsl_matrix_get_row(vec_cv_valX[c], Xfolds[j], c);
// for (int s = 0; s < (N_obs-GroupSize); s++){
// if((gsl_vector_get(vec_cv_valX[c],1))==(gsl_vector_get(vec_cv_trainX[s],1))){
// printf("ERROR!!!!\n%G",gsl_vector_get(vec_cv_valX[c],1));
// }
// }
}
//gsl_vector* vec_cv_valY;
vec_cv_valY = gsl_vector_alloc(GroupSize);
gsl_matrix_get_col(vec_cv_valY, Yfolds[j], 0);
double probs[(GroupSize*ncat)];
int predicted_val[GroupSize];
for (int d = 0; d < (GroupSize*ncat); d++)
probs[d] = 0;
for (int s = 0; s < GroupSize; s++)
predicted_val[s] = 0;
results[i][j] = evaluate_results(vec_cv_valX, vec_cv_valY, output_biases, output_weights, GroupSize,ncat, num_layers, layer_sizes_2, trans_type, probs, predicted_val);
/*
gsl_vector* vec_cv_testX[N_obs_test];
for (int u = 0; u < (N_obs_test); u++){
vec_cv_testX[u] = gsl_vector_alloc(XFeatures);
}
for (int c = 0; c < N_obs_test; c++){
gsl_matrix_get_row(vec_cv_testX[c], XTestData, c);
}
*/
//gsl_vector* vec_cv_testY;
//vec_cv_testY = gsl_vector_alloc(N_obs_test);
//gsl_matrix_get_col(vec_cv_testY, YTestData, 0);
//for (int ss = 0; ss < N_obs_test; ss++)
// Rprintf( "GG3 %G\n",gsl_vector_get(vec_cv_testY, ss));
//Note that always Y will be 1 column, so well defined.
//double success_test_check = correct_guesses(vec_cv_testX, vec_cv_testY, output_biases, output_weights, N_obs_test, num_layers, layer_sizes_2);
//printf("Check = %G\n", success_test_check);
// gsl_vector* vec_cv_valX[GroupSize];
//printf("\n-------------------------------\n Lambda = %G \n i = %d, j = %d \n", Lambda[i] ,i , j);
//printf("Result = %G \n Thread = %d\n--------------------------------\n",results[i][j],omp_get_thread_num());
gsl_vector_free(vec_cv_valY);
for (int u = 0; u < (GroupSize); u++){
gsl_vector_free(vec_cv_valX[u]);
}
gsl_vector_free(vec_cv_trainY);
for (int u = 0; u < (GroupSize); u++){
gsl_vector_free(vec_cv_trainX[u]);
}
}
}
//gsl_vector* results_lambda;
//results_lambda = gsl_vector_alloc((size_t) Nlambda);
double results_mean_fold[Nlambda];
for (int w = 0; w < Nlambda; w++)
results_mean_fold[w] = 0;
for (int s = 0; s < Nlambda ; s++){
for (int m = 0; m < FOLD ; m++){
printf("Lambda = %G, Result = %G\n",Lambda[s], results[s][m]);
}
}
for (int s = 0; s < Nlambda ; s++){
for (int m = 0; m < FOLD ; m++){
results_mean_fold[s] = results[s][m]+ results_mean_fold[s];
}
gsl_vector_set(results_lambda, s, results_mean_fold[s]/(FOLD));
}
for (int s = 0; s < Nlambda ; s++){
printf("Lambda = %G, Success = %G\n", Lambda[s], gsl_vector_get(results_lambda, s));
}
int OptimalLambda_index = gsl_vector_max_index(results_lambda);
double Optimal_lambda = Lambda[OptimalLambda_index];
gsl_vector_free(results_lambda);
gsl_matrix* output_weights_all[num_layers-1];
gsl_vector* output_biases_all[num_layers-1];
init_bias_object(output_biases_all, (layer_sizes_2+1), num_layers-1);
init_weight_object(output_weights_all, layer_sizes_2, num_layers);
gsl_vector* vec_cv_trainX_all[N_obs];
for (int u = 0; u < (N_obs); u++){
vec_cv_trainX_all[u] = gsl_vector_alloc(XFeatures);
}
for (int c = 0; c < N_obs; c++){
gsl_matrix_get_row(vec_cv_trainX_all[c], XTrainData, c);
}
gsl_vector* vec_cv_trainY_all;
vec_cv_trainY_all = gsl_vector_alloc(N_obs);
gsl_matrix_get_col(vec_cv_trainY_all, YTrainData, 0);
// for (int ss = 0; ss < N_obs; ss++)
// printf( "GG3 %G\n",gsl_vector_get(vec_cv_trainY_all,ss));
printf("Optimal Lambda = %G\n", Optimal_lambda);
double cost_hist_test[num_iterations];
NeuralNets(layer_sizes_2, num_layers, vec_cv_trainX_all, vec_cv_trainY_all, num_iterations, core_size,
step_size, output_weights_all, output_biases_all, N_obs, XFeatures, Optimal_lambda, cost_hist_test, trans_type);
gsl_vector_free(vec_cv_trainY_all);
for (int u = 0; u < (N_obs); u++){
gsl_vector_free(vec_cv_trainX_all[u]);
}
//printf("Optimal Lambda = %G\n", Optimal_lambda);
gsl_vector* vec_cv_testX[N_obs_test];
for (int u = 0; u < (N_obs_test); u++){
vec_cv_testX[u] = gsl_vector_alloc(XFeatures);
}
for (int c = 0; c < N_obs_test; c++){
gsl_matrix_get_row(vec_cv_testX[c], XTestData, c);
}
gsl_vector* vec_cv_testY;
vec_cv_testY = gsl_vector_alloc(N_obs_test);
gsl_matrix_get_col(vec_cv_testY, YTestData, 0);
// for (int ss = 0; ss < N_obs_test; ss++)
// printf( "GG %G\n",gsl_vector_get(vec_cv_testY, ss));
//Note that always Y will be 1 column, so well defined.
double success_test = evaluate_results(vec_cv_testX, vec_cv_testY, output_biases_all, output_weights_all, N_obs_test,ncat, num_layers, layer_sizes_2, trans_type, probs_test, predicted_test);
gsl_vector_free(vec_cv_testY);
for (int u = 0; u < (N_obs_test); u++){
gsl_vector_free(vec_cv_testX[u]);
}
/*gsl_vector* vec_cv_valX[GroupSize];
for (int u = 0; u < (GroupSize); u++){
vec_cv_valX[u] = gsl_vector_alloc(XFeatures);
}
for (int c = 0; c < GroupSize; c++){
gsl_matrix_get_row(vec_cv_valX[c], Xfolds[0], c);
}
gsl_vector* vec_cv_valY;
vec_cv_valY = gsl_vector_alloc(GroupSize);
gsl_matrix_get_col(vec_cv_valY, Yfolds[0], 0);
double success_test = correct_guesses(vec_cv_valX, vec_cv_valY, output_biases_all, output_weights_all, GroupSize, num_layers, layer_sizes);
*/
printf("Test Success = %G \n",success_test);
}