int CheckMat(const Eigen::ArrayXXd &cost_mat) { // コスト行列のサイズを確認 if( cost_mat.cols() != n_ || cost_mat.rows() != n_) return 0; else return 1; }
void printConfusionMatrix(std::ostream& inOutputStream, const Eigen::ArrayXXd& inConfusionMatrix, const std::vector<std::string>& inLabels, const std::string inSeparator /*= ","*/, const std::string inQuote /*= "\""*/) { inOutputStream << "reference\test" << inSeparator << inQuote; copy(inLabels.begin(), inLabels.begin()+inConfusionMatrix.cols()-1, std::ostream_iterator<std::string>(inOutputStream, (inQuote+inSeparator+inQuote).c_str())); inOutputStream << inLabels[inConfusionMatrix.cols()-1] << inQuote << endl; for (int i = 0; i < inConfusionMatrix.rows(); ++i) { inOutputStream << inQuote << inLabels[i] << inQuote; for (int j = 0; j < inConfusionMatrix.cols(); ++j) { inOutputStream << inSeparator << std::fixed << std::setprecision(9) << inConfusionMatrix(i,j); } inOutputStream << endl; } }
Eigen::VectorXd banded_spd_solve(const Eigen::ArrayXXd & A, int m, const Eigen::VectorXd & b) { int n = b.size(); assert(A.rows() == n); assert(A.cols() == m+1); Eigen::ArrayXXd U = cholesky_banded(A, m); Eigen::ArrayXXd L = band_transpose(U,0,m); Eigen::VectorXd y = forward_subst_banded(L,b); Eigen::VectorXd x = backward_subst_banded(U,y); return x; }
Eigen::MatrixXd dense_from_band(const Eigen::ArrayXXd & a, int m1, int m2) { int n = a.rows(); assert( a.cols() == m1+m2+1 ); Eigen::MatrixXd A = Eigen::MatrixXd::Zero(n,n); for (int i=0; i<n; i++) { for (int j=0; j<n; j++) { if (i-j>m1 || j-i>m2) { continue; } A(i,j) = a(i,m1-i+j); } } return A; }
Eigen::ArrayXXd band_transpose(const Eigen::ArrayXXd & a, int m1, int m2) { int n = a.rows(); int m = m1+m2+1; assert( a.cols() == m ); Eigen::ArrayXXd b = Eigen::ArrayXXd::Zero(n,m); b.col(m2) = a.col(m1); for (int i=1; i<=m1; i++) { b.col(m2+i).block(0,0,n-i,1) = a.col(m1-i).block(i,0,n-i,1); } for (int i=1; i<=m2; i++) { b.col(m2-i).block(i,0,n-i,1) = a.col(m1+i).block(0,0,n-i,1); } return b; }
std::tuple<int, double, double> laplace2d(const Eigen::ArrayXXd & a, const Eigen::ArrayXXd & b, const Eigen::ArrayXXd & c, const Eigen::ArrayXXd & d, const Eigen::ArrayXXd & e, const Eigen::ArrayXXd & f, Eigen::ArrayXXd * u, double omega, double tol, bool redblack, bool chebyshev) { assert(omega<2); // required by convergence assert(omega>=1); // enforce over-relaxation // estimated jacobi spectral radius double rjac = std::sqrt(1.0-(2.0/omega-1.0)*(2.0/omega-1.0)); const int MAXITS=1000000; double anorm=0.0; double anormf=0.0; double resid=0.0; int imax=a.rows(); int jmax=a.cols(); assert(imax == b.rows()); assert(imax == c.rows()); assert(imax == d.rows()); assert(imax == e.rows()); assert(imax == f.rows()); assert(imax == u->rows()); assert(jmax == b.cols()); assert(jmax == c.cols()); assert(jmax == d.cols()); assert(jmax == e.cols()); assert(jmax == f.cols()); assert(jmax == u->cols()); // Compute the initial norm of residual and terminate // iteration when norm has been reduced by a tolerance // factor. Assume the initial values of u are all zero. for (int i=1; i<imax-1; i++) { for (int j=1; j<jmax-1; j++) { resid = a(i,j)*(*u)(i+1,j) + b(i,j)*(*u)(i-1,j) + c(i,j)*(*u)(i,j+1) + d(i,j)*(*u)(i,j-1) + e(i,j)*(*u)(i,j) - f(i,j); anormf += resid*resid; } } anormf = std::sqrt(anormf); for (int n=0; n<MAXITS; n++) { anorm = 0.0; //red-black checkerboard ordering if (redblack) { int isw=1; for (int ipass=0; ipass<2; ipass++) { int jsw=isw; for (int i=1; i<imax-1; i++) { for (int j=jsw; j<jmax-1; j+=2) { resid = a(i,j)*(*u)(i+1,j) + b(i,j)*(*u)(i-1,j) + c(i,j)*(*u)(i,j+1) + d(i,j)*(*u)(i,j-1) + e(i,j)*(*u)(i,j) - f(i,j); anorm += resid*resid; (*u)(i,j) -= omega*resid/e(i,j); } jsw=3-jsw; //switch between 1 and 2 } isw=3-isw; //switch between 1 and 2 // chebyshev acceleration if (chebyshev) { if (n==0 && ipass==0) { omega = 1.0/(1.0-0.5*rjac*rjac); } else { omega = 1.0/(1.0-0.25*rjac*rjac*omega); } } } } //row-major ordering else { for (int i=1; i<imax-1; i++) { for (int j=1; j<jmax-1; j++) { resid = a(i,j)*(*u)(i+1,j) + b(i,j)*(*u)(i-1,j) + c(i,j)*(*u)(i,j+1) + d(i,j)*(*u)(i,j-1) + e(i,j)*(*u)(i,j) - f(i,j); anorm += resid*resid; (*u)(i,j) -= omega*resid/e(i,j); } } } anorm = std::sqrt(anorm); std::cout << "n = " << n << ", rnorm = " << anorm << ", relative error = " << anorm/anormf << ", initial norm = " << anormf << std::endl; if (anorm <= tol*anormf) { return std::make_tuple(n,anorm, anorm/anormf); } } bool MAXITS_EXCEEDED = false; assert(!MAXITS_EXCEEDED); return std::make_tuple(MAXITS,anormf,1); }
// apply the distmesh algorithm std::tuple<Eigen::ArrayXXd, Eigen::ArrayXXi> distmesh::distmesh( Functional const& distanceFunction, double const initialPointDistance, Functional const& elementSizeFunction, Eigen::Ref<Eigen::ArrayXXd const> const boundingBox, Eigen::Ref<Eigen::ArrayXXd const> const fixedPoints) { // determine dimension of mesh unsigned const dimension = boundingBox.cols(); // create initial distribution in bounding box Eigen::ArrayXXd points = utils::createInitialPoints(distanceFunction, initialPointDistance, elementSizeFunction, boundingBox, fixedPoints); // create initial triangulation Eigen::ArrayXXi triangulation = triangulation::delaunay(points); // create buffer to store old point locations to calculate // retriangulation and stop criterion Eigen::ArrayXXd retriangulationCriterionBuffer = Eigen::ArrayXXd::Constant( points.rows(), points.cols(), INFINITY); Eigen::ArrayXXd stopCriterionBuffer = Eigen::ArrayXXd::Zero( points.rows(), points.cols()); // main distmesh loop Eigen::ArrayXXi edgeIndices; for (unsigned step = 0; step < constants::maxSteps; ++step) { // retriangulate if point movement is above threshold if ((points - retriangulationCriterionBuffer).square().rowwise().sum().sqrt().maxCoeff() > constants::retriangulationThreshold * initialPointDistance) { // update triangulation triangulation = triangulation::delaunay(points); // reject triangles with circumcenter outside of the region Eigen::ArrayXXd circumcenter = Eigen::ArrayXXd::Zero(triangulation.rows(), dimension); for (int point = 0; point < triangulation.cols(); ++point) { circumcenter += utils::selectIndexedArrayElements<double>( points, triangulation.col(point)) / triangulation.cols(); } triangulation = utils::selectMaskedArrayElements<int>(triangulation, distanceFunction(circumcenter) < -constants::geometryEvaluationThreshold * initialPointDistance); // find unique edge indices edgeIndices = utils::findUniqueEdges(triangulation); // store current points positions retriangulationCriterionBuffer = points; } // calculate edge vectors and their length auto const edgeVector = (utils::selectIndexedArrayElements<double>(points, edgeIndices.col(0)) - utils::selectIndexedArrayElements<double>(points, edgeIndices.col(1))).eval(); auto const edgeLength = edgeVector.square().rowwise().sum().sqrt().eval(); // evaluate elementSizeFunction at midpoints of edges auto const desiredElementSize = elementSizeFunction(0.5 * (utils::selectIndexedArrayElements<double>(points, edgeIndices.col(0)) + utils::selectIndexedArrayElements<double>(points, edgeIndices.col(1)))).eval(); // calculate desired edge length auto const desiredEdgeLength = (desiredElementSize * (1.0 + 0.4 / std::pow(2.0, dimension - 1)) * std::pow((edgeLength.pow(dimension).sum() / desiredElementSize.pow(dimension).sum()), 1.0 / dimension)).eval(); // calculate force vector for each edge auto const forceVector = (edgeVector.colwise() * ((desiredEdgeLength - edgeLength) / edgeLength).max(0.0)).eval(); // store current points positions stopCriterionBuffer = points; // move points for (int edge = 0; edge < edgeIndices.rows(); ++edge) { if (edgeIndices(edge, 0) >= fixedPoints.rows()) { points.row(edgeIndices(edge, 0)) += constants::deltaT * forceVector.row(edge); } if (edgeIndices(edge, 1) >= fixedPoints.rows()) { points.row(edgeIndices(edge, 1)) -= constants::deltaT * forceVector.row(edge); } } // project points outside of domain to boundary utils::projectPointsToBoundary(distanceFunction, initialPointDistance, points); // stop, when maximum points movement is below threshold if ((points - stopCriterionBuffer).square().rowwise().sum().sqrt().maxCoeff() < constants::pointsMovementThreshold * initialPointDistance) { break; } } return std::make_tuple(points, triangulation); }
int main() { //initialisation Eigen::ArrayXXd R = Eigen::ArrayXXd::Zero(FEATURE_SIZE, NO_OF_POSTAGS); //matrix R, dimension: Nf x Nw std::default_random_engine generator; std::normal_distribution<double> distr(0.0, 0.1); //initialise the matrix R with small, random, non-zero numbers for (int i = 0; i < R.rows(); i++) { for (int j = 0; j < R.cols(); j++) { double d = distr(generator); //avoid having 0's as the weight, try to get all the coefficients initialised with small numbers while (d == 0.0) { d = distr(generator); } R(i, j) = d; } } //initialise the matrix Q, of size feature_size x (no_of_postags * no_of_distance) Eigen::ArrayXXd Q = Eigen::ArrayXXd::Zero(FEATURE_SIZE, NO_OF_POSTAGS); for (int i = 0; i < Q.rows(); i++) { for (int j = 0; j < Q.cols(); j++) { double d = distr(generator); //avoid having 0's as the weight, try to get all the coefficients initialised with small numbers while (d == 0.0) { d = distr(generator); } Q(i, j) = d; } } //create an array of Ci (where each Ci is a matrix of Nf x Nf that governs the interaction between the ith feature and vn) std::vector<Eigen::ArrayXXd> Ci; for (int i = 0; i < 5; i++) { Eigen::ArrayXXd Ci_temp = Eigen::ArrayXXd::Zero(FEATURE_SIZE, FEATURE_SIZE); std::default_random_engine generator; std::normal_distribution<double> distr(0.0, 0.1); for (int j = 0; j < Ci_temp.rows(); j++) { for (int k = 0; k < Ci_temp.cols(); k++) { double d = distr(generator); //avoid having 0's as the weight, try to get all the coefficients initialised with small numbers while (d == 0.0) { d = distr(generator); } Ci_temp(j, k) = d; } } Ci.push_back(Ci_temp); } //initialise vi. We use a context of 5 (the postag of the head itself, the postag before the modifier, the postag after the modifier, the postag before the head, and the postag after the head) //initialise vn. Both vi and vn are column vectors with all 0's and a single 1, which indicates the POS-tag we desire to get //FOR NOW, we ignore the term br^transpose * R^transpose*vn, but find out what it is //initialise the bias term bv Eigen::ArrayXd bv; //print the array of biases into an external file std::ofstream final_postag_bias("final_postag_bias.txt"); if (!final_postag_bias.is_open()) { std::cout << "fail to create final postag bias file" << std::endl; } /*std::map<std::string, int> big_pos_tag_map = get_postag_bias(bv, "distance_count.txt", "fine_pos_tags.txt"); std::cout << "size of big pos tag map = " << big_pos_tag_map.size() << std::endl; for (std::map<std::string, int>::iterator it = big_pos_tag_map.begin(); it != big_pos_tag_map.end(); it++) { final_postag_bias << "Pos tag " << it->first << " has bias value " << bv(it->second) << std::endl; } */ /* create a pair between each "target pos tag" with a bias value (tested and correct)*/ //Eigen::ArrayXd word_bias_pair = Eigen::ArrayXd::Zero(NO_OF_POSTAGS_WITHOUT_DUMMY * NO_OF_DISTANCE); int i_3 = -1; std::ifstream fine_pos_tags("fine_pos_tags.txt"); std::string temp_string; /* while (getline(fine_pos_tags, temp_string)) { for (int i = -MAX_DISTANCE; i <= MAX_DISTANCE; i++) { if (i != 0) { if (i == -49 || i == -45 || i == -40 || i == -35 || i == -30 || i == -25 || i == -20 || i == -15 || i == -10 || i == -5 || i == -4 || i == -3 || i == -2 || i == -1 || i == 1 || i == 2 || i == 3 || i == 4 || i == 5 || i == 6 || i == 11 || i == 16 || i == 21 || i == 26 || i == 31 || i == 36|| i == 41 || i == 46) { i_3++; std::stringstream sstm; sstm << temp_string << i; if (big_pos_tag_map.find(sstm.str()) == big_pos_tag_map.end()) { std::cout << "ERROR" << std::endl; } else { int pos_tag_idx = big_pos_tag_map[sstm.str()]; //word_bias_pair(i_3) = bv(pos_tag_idx); } } } } } */ /* end */ //main training part std::map<std::string, int> mapping = postag_mapping("fine_pos_tags.txt"); fine_pos_tags.close(); //print out both the small and big mapping //std::ofstream big_pos_tag_mapping("big_pos_tag_map.txt"); std::ofstream small_pos_tag_mapping("small_pos_tag_map.txt"); /* for (std::map<std::string, int>::iterator it = big_pos_tag_map.begin(); it != big_pos_tag_map.end(); it++) { big_pos_tag_mapping << it->first << " " << it->second << std::endl; } */ for (std::map<std::string, int>::iterator it = mapping.begin(); it != mapping.end(); it++) { small_pos_tag_mapping << it->first << " " << it->second << std::endl; } small_pos_tag_mapping.close(); //create the pairs std::ifstream pairs ("real_pairs_medium.txt"); //initialise the gradient matrix std::vector<Eigen::MatrixXd> dCi; for (int i = 0; i < 5; i++) { Eigen::MatrixXd temp = Eigen::MatrixXd::Zero(FEATURE_SIZE, FEATURE_SIZE); dCi.push_back(temp); } Eigen::MatrixXd dR = Eigen::MatrixXd::Zero(FEATURE_SIZE, NO_OF_POSTAGS); Eigen::MatrixXd dQ = Eigen::MatrixXd::Zero(FEATURE_SIZE, NO_OF_POSTAGS); std::ofstream parameters ("parameters_each_epoch_small_trial_1_check_R.txt"); if (!parameters.is_open()) { std::cout << "Error: output file not opening" << std::endl; } //initialise all the temporary variables outside the loop to save time on memory allocation on the heap (expensive) //all these temporary variables are reset to zero using .setZero() method at the end of each loop Eigen::MatrixXd tempC = Eigen::MatrixXd::Zero(FEATURE_SIZE, FEATURE_SIZE); Eigen::MatrixXd temp_R_Model = Eigen::MatrixXd::Zero(FEATURE_SIZE, NO_OF_POSTAGS); Eigen::MatrixXd temp_R_Data = Eigen::MatrixXd::Zero(FEATURE_SIZE, NO_OF_POSTAGS); Eigen::MatrixXd temp_Q = Eigen::MatrixXd::Zero(FEATURE_SIZE, NO_OF_POSTAGS); Eigen::MatrixXd temp_Q_Model = Eigen::MatrixXd::Zero(FEATURE_SIZE, NO_OF_POSTAGS); Eigen::MatrixXd temp_Q_Data = Eigen::MatrixXd::Zero(FEATURE_SIZE, NO_OF_POSTAGS); Eigen::VectorXd temp_Qw = Eigen::VectorXd::Zero(FEATURE_SIZE); //Eigen::VectorXd dbias = Eigen::VectorXd::Zero(NO_OF_POSTAGS_WITHOUT_DUMMY * NO_OF_DISTANCE); //Eigen::VectorXd temp_dbias = Eigen::VectorXd::Zero(NO_OF_POSTAGS_WITHOUT_DUMMY * NO_OF_DISTANCE); Eigen::VectorXd tempCr = Eigen::VectorXd::Zero(FEATURE_SIZE); Eigen::ArrayXd temp_e = Eigen::ArrayXd::Zero(NO_OF_POSTAGS); /* Eigen::MatrixXd temp_matrix = Eigen::MatrixXd::Zero(NO_OF_POSTAGS, FEATURE_SIZE); Eigen::MatrixXd temp_matrix_2 = Eigen::MatrixXd::Zero(NO_OF_POSTAGS, FEATURE_SIZE); */ //calculate the normalising constant for the first time std::ofstream gradient_check_R("gradient_check_R_big.txt"); Eigen::MatrixXd curr_dR = Eigen::MatrixXd::Zero(FEATURE_SIZE, NO_OF_POSTAGS); //DELETE THIS LATER int no_of_iter = 0; for (int i = 0; i < NO_OF_EPOCH; i++) { if (!pairs.is_open()) { std::cout << "Fail to open input file" << std::endl; } else { std::vector<std::string> temp; std::string line; while (getline(pairs, line)) { if (line.size() > 1) { no_of_iter++; temp = split(line, ' '); //initialise an array with the elements as the indices of: postag of the modifier, postag of the head, postag of before modifier, postag of after modifier, postag of before head, postag of after head int arr_temp[6] = {mapping[temp[0]], mapping[temp[1]], mapping[temp[2]], mapping[temp[3]], mapping[temp[4]], mapping[temp[5]]}; if (no_of_iter % 10000 == 0) { std::cout << no_of_iter << std::endl; } //calculate the normalising constant double normalising_constant = 0.0; for (int iter2 = 0; iter2 < 5; iter2++) { tempCr += (Ci[iter2].matrix() * R.col(arr_temp[iter2+1]).matrix()); //prediction } for (int iter = 0; iter < Q.cols(); iter++) { double temp = exp((tempCr.transpose() * Q.col(iter).matrix()));//dot product temp_e(iter) = temp; normalising_constant += temp; } //calculate all the gradient changes for each of the Ci, from dCi[0] to dCi[4] //this operation is already efficient for (int j = 0; j < 5; j++) { for (int k = 0; k < Q.cols(); k++) { tempC += (temp_e(k) * (Q.col(k).matrix() * R.col(arr_temp[j+1]).transpose().matrix())); } //normalise tempC /= normalising_constant; dCi[j] += (Q.col(arr_temp[0]).matrix() * R.col(arr_temp[j+1]).transpose().matrix() - tempC); //reset the matrix tempC to prepare to calculate the next dCi[j] tempC.setZero(); } //calculate dQ VERIFY for (int j = 0; j < 5; j++) { temp_Qw += (Ci[j].matrix() * R.col(arr_temp[j+1]).matrix()); } for (int j = 0; j < Q.cols(); j++) { temp_Q_Model.col(j) += (temp_e(j) * temp_Qw); } temp_Q_Model /= normalising_constant; temp_Q_Data.col(arr_temp[0]) = temp_Qw; dQ += (temp_Q_Data - temp_Q_Model); temp_Qw.setZero(); temp_Q_Model.setZero(); temp_Q_Data.setZero(); //calculate dR //calculate dR with respect to data for (int j = 0; j < 5; j++) { temp_R_Data.col(arr_temp[j+1]) += Ci[j].transpose().matrix() * Q.col(arr_temp[0]).matrix(); } //calculate dR with respect to model for (int k = 0; k < Q.cols(); k++) { for (int j = 0; j < 5; j++) { temp_R_Model.col(arr_temp[j+1]) += (temp_e(k) * (Ci[j].transpose().matrix() * Q.col(k).matrix())); } } temp_R_Model /= normalising_constant; dR += (temp_R_Data - temp_R_Model); if (no_of_iter % 1000 == 0) { curr_dR = temp_R_Data - temp_R_Model; } temp_R_Data.setZero(); temp_R_Model.setZero(); //calculate dbias //temp_dbias(arr_temp[0]) = 1.0; //dbias += (temp_dbias - temp_e.matrix() / normalising_constant); //temp_dbias(arr_temp[0]) = 0.0; tempCr.setZero(); temp_e.setZero(); if (no_of_iter % 1000 == 0) { Eigen::VectorXd temp = Eigen::VectorXd::Zero(FEATURE_SIZE); gradient_check_R << "current data point = " << no_of_iter <<std::endl; for (int j = 0; j < R.rows(); j++) { for (int k = 0; k < R.cols(); k++) { Eigen::ArrayXXd R_copy = R; double result_1 = 0.0; double result_2 = 0.0; double temp_double = 0.0; gradient_check_R << curr_dR(j, k) << " "; R_copy(j, k) += EPSILON; for (int iter2 = 0; iter2 < 5; iter2++) { temp += (Ci[iter2].matrix() * R_copy.col(arr_temp[iter2+1]).matrix()); } result_1 += temp.transpose() * Q.col(arr_temp[0]).matrix(); for (int l = 0; l < Q.cols(); l++) { temp_double += exp(temp.transpose() * Q.col(l).matrix()); } result_1 -= log(temp_double); temp_double = 0.0; //calculate result_2 R_copy(j, k) -= (2 * EPSILON); temp.setZero(); for (int iter2 = 0; iter2 < 5; iter2++) { temp += (Ci[iter2].matrix() * R_copy.col(arr_temp[iter2 + 1]).matrix()); } result_2 += temp.transpose() * Q.col(arr_temp[0]).matrix(); for (int l = 0; l < Q.cols(); l++) { temp_double += exp(temp.transpose() * Q.col(l).matrix()); } result_2 -= log(temp_double); temp.setZero(); gradient_check_R << (result_1 - result_2) / (2 * EPSILON) << std::endl; } } curr_dR.setZero(); } //update the gradient if no_of_iter mod mini batch size == 0, reset the gradient matrix to 0 if (no_of_iter % BATCH_SIZE == 0) { double curr_learning_rate = LEARNING_RATE / (1 + no_of_iter * LEARNING_DECAY); for (int j = 0; j < 5; j++) { Ci[j] = Ci[j].matrix() + curr_learning_rate * dCi[j]; //reset the matrix dCi[j] dCi[j].setZero(); } //word_bias_pair = word_bias_pair + curr_learning_rate * dbias.array(); R = R.matrix() + curr_learning_rate * dR; Q = Q.matrix() + curr_learning_rate * dQ; dR.setZero(); dQ.setZero(); //dbias.setZero(); } } temp.clear(); } pairs.close(); } parameters << "Epoch number: " << i+1 << std::endl; for (int j = 0; j < 5; j++) { parameters << "Matrix C" << j+1 << std::endl; parameters << Ci[j] << std::endl; parameters << std::endl; parameters << "End of matrix C" << j+1 << std::endl; } parameters << "Matrix R" << std::endl; parameters << R << std::endl; parameters << "End of matrix R" << std::endl; parameters << "Matrix Q" << std::endl; parameters << Q << std::endl; parameters << "End of matrix Q" << std::endl; //parameters << "Bias vector" << std::endl; //parameters << word_bias_pair << std::endl; //parameters << "End of bias vector" << std::endl; pairs.open("real_pairs_medium.txt"); } pairs.close(); parameters.close(); return 0; }