NN_in_Trading/Experts/NeuroNet_DNG/NeuroNet_Misc.mqh
2026-10-22 14:58:24 +03:00
3920 行
无行尾
155 KiB
MQL5
//+------------------------------------------------------------------+
//| NeuroNet_Misc.mqh |
//| Copyright 2026, DNG |
//| https://www.mql5.com/ru/users/dng |
//+------------------------------------------------------------------+
#ifndef NEURONET_BUILDING_FACADE
#include "NeuroNet.mqh"
#endif // NEURONET_BUILDING_FACADE
//+------------------------------------------------------------------+
//| Logical method implementations generated from NeuroNet.mqh: |
//| Misc. |
//+------------------------------------------------------------------+
//| Release the runtime-only posterior samplers. |
//+------------------------------------------------------------------+
//| Initializes the CNeuronMultiModel layer and allocates its GPU |
//| buffers. |
//+------------------------------------------------------------------+
bool CNeuronMultiModel::Init(uint numInputs,
uint myIndex,
COpenCLMy * open_cl,
uint numNeurons,
ENUM_OPTIMIZATION optimization_type,
int models
)
{
if(CheckPointer(open_cl) == POINTER_INVALID || numNeurons <= 0)
ReturnFalse;
OpenCL = open_cl;
optimization = ADAM;
iBatch = 1;
iModels = models;
//---
if(CheckPointer(Output) == POINTER_INVALID)
{
Output = new CBufferFloat();
if(CheckPointer(Output) == POINTER_INVALID)
ReturnFalse;
}
if(!Output.BufferInit(numNeurons * models, 0.0))
ReturnFalse;
if(!Output.BufferCreate(OpenCL))
ReturnFalse;
//---
if(CheckPointer(PrevOutput) == POINTER_INVALID)
{
PrevOutput = new CBufferFloat();
if(CheckPointer(PrevOutput) == POINTER_INVALID)
ReturnFalse;
}
if(!PrevOutput.BufferInit(numNeurons * models, 1.0))
ReturnFalse;
if(!PrevOutput.BufferCreate(OpenCL))
ReturnFalse;
//---
if(CheckPointer(Gradient) == POINTER_INVALID)
{
Gradient = new CBufferFloat();
if(CheckPointer(Gradient) == POINTER_INVALID)
ReturnFalse;
}
if(!Gradient.BufferInit((numNeurons + 1)*models, 0.0))
ReturnFalse;
if(!Gradient.BufferCreate(OpenCL))
ReturnFalse;
//---
if(CheckPointer(Weights) == POINTER_INVALID)
{
Weights = new CBufferFloat();
if(CheckPointer(Weights) == POINTER_INVALID)
ReturnFalse;
}
int count = (int)((numInputs + 1) * numNeurons * models);
if(!Weights.Reserve(count))
ReturnFalse;
float k = (float)(1 / sqrt(numInputs + 1));
for(int i = 0; i < count; i++)
{
if(!Weights.Add((2 * GenerateWeight()*k - k)*WeightsMultiplier))
ReturnFalse;
}
if(!Weights.BufferCreate(OpenCL))
ReturnFalse;
//---
DeleteObj(DeltaWeights);
//---
if(CheckPointer(FirstMomentum) == POINTER_INVALID)
{
FirstMomentum = new CBufferFloat();
if(CheckPointer(FirstMomentum) == POINTER_INVALID)
ReturnFalse;
}
if(!FirstMomentum.BufferInit(count, 0))
ReturnFalse;
if(!FirstMomentum.BufferCreate(OpenCL))
ReturnFalse;
//---
if(CheckPointer(SecondMomentum) == POINTER_INVALID)
{
SecondMomentum = new CBufferFloat();
if(CheckPointer(SecondMomentum) == POINTER_INVALID)
ReturnFalse;
}
if(!SecondMomentum.BufferInit(count, 0))
ReturnFalse;
if(!SecondMomentum.BufferCreate(OpenCL))
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Assemble the posterior parameter tensor. |
//+------------------------------------------------------------------+
bool CNeuronMultiModel::feedForward(CNeuronBaseOCL* NeuronOCL)
{
if(CheckPointer(OpenCL) == POINTER_INVALID || CheckPointer(NeuronOCL) == POINTER_INVALID)
ReturnFalse;
uint global_work_offset[2] = {0, 0};
uint global_work_size[2];
global_work_size[0] = Output.Total() / iModels;
global_work_size[1] = iModels;
setBuffer(def_k_FFMultiModels, def_k_ff_matrix_w, getWeightsIndex())
setBuffer(def_k_FFMultiModels, def_k_ff_matrix_i, NeuronOCL.getOutputIndex())
setBuffer(def_k_FFMultiModels, def_k_ff_matrix_o, Output.GetIndex())
setArgument(def_k_FFMultiModels, def_k_ff_inputs, NeuronOCL.Neurons() / iModels)
setArgument(def_k_FFMultiModels, def_k_ff_activation, (int)activation)
kernelExecute(def_k_FFMultiModels, global_work_offset, global_work_size)
#ifdef _DEBUG
if(!Output.BufferRead())
ReturnFalse;
#endif
//---
return(true);
}
//+------------------------------------------------------------------+
//| Handles the CNeuronMultiModel calc hidden gradients operation. |
//+------------------------------------------------------------------+
bool CNeuronMultiModel::calcHiddenGradients(CNeuronBaseOCL* NeuronOCL)
{
if(CheckPointer(OpenCL) == POINTER_INVALID || CheckPointer(NeuronOCL) == POINTER_INVALID)
ReturnFalse;
uint global_work_offset[2] = {0, 0};
uint global_work_size[2];
global_work_size[0] = NeuronOCL.Neurons() / iModels;
global_work_size[1] = iModels;
setBuffer(def_k_HGMultiModels, def_k_chg_matrix_w, getWeightsIndex())
setBuffer(def_k_HGMultiModels, def_k_chg_matrix_g, getGradientIndex())
setBuffer(def_k_HGMultiModels, def_k_chg_matrix_o, NeuronOCL.getOutputIndex())
setBuffer(def_k_HGMultiModels, def_k_chg_matrix_ig, NeuronOCL.getGradientIndex())
setArgument(def_k_HGMultiModels, def_k_chg_outputs, Neurons() / iModels)
setArgument(def_k_HGMultiModels, def_k_chg_activation, NeuronOCL.Activation())
iUpdateModel = (int)MathRound(MathRand() / 32767.0 * (iModels - 1));
setArgument(def_k_HGMultiModels, def_k_chg_model, iUpdateModel)
//---Comment(com+"\n "+(string)__LINE__+"-"__FUNCTION__);
kernelExecute(def_k_HGMultiModels, global_work_offset, global_work_size)
#ifdef _DEBUG
if(!NeuronOCL.getGradient().BufferRead())
ReturnFalse;
#endif
//---
return(true);
}
//+------------------------------------------------------------------+
//| Updates the CNeuronMultiModel trainable weights from the |
//| accumulated gradients. |
//+------------------------------------------------------------------+
bool CNeuronMultiModel::updateInputWeights(CNeuronBaseOCL* NeuronOCL)
{
if(CheckPointer(OpenCL) == POINTER_INVALID || CheckPointer(NeuronOCL) == POINTER_INVALID)
ReturnFalse;
uint global_work_offset[2] = {0, 0};
uint global_work_size[2];
global_work_size[0] = Neurons() / iModels;
global_work_size[1] = NeuronOCL.Neurons() / iModels + 1;
uint rest = 0;
float lt = lr;
setBuffer(def_k_UWMultiModels, def_k_uwa_matrix_w, getWeightsIndex())
setBuffer(def_k_UWMultiModels, def_k_uwa_matrix_g, getGradientIndex())
setBuffer(def_k_UWMultiModels, def_k_uwa_matrix_i, NeuronOCL.getOutputIndex())
setBuffer(def_k_UWMultiModels, def_k_uwa_matrix_m, getFirstMomentumIndex())
setBuffer(def_k_UWMultiModels, def_k_uwa_matrix_v, getSecondMomentumIndex())
lt = (float)(lr * sqrt(1 - pow(b2, (float)t)) / (1 - pow(b1, (float)t)));
setArgument(def_k_UWMultiModels, def_k_uwa_inputs, NeuronOCL.Neurons() / iModels)
setArgument(def_k_UWMultiModels, def_k_uwa_l, lt)
setArgument(def_k_UWMultiModels, def_k_uwa_b1, b1)
setArgument(def_k_UWMultiModels, def_k_uwa_b2, b2)
setArgument(def_k_UWMultiModels, def_k_uwa_model, iUpdateModel)
global_work_size[1] = (global_work_size[1] + 3) / 4;
ResetLastError();
kernelExecute(def_k_UWMultiModels, global_work_offset, global_work_size)
#ifdef _DEBUG
if(!Weights.BufferRead())
ReturnFalse;
#endif
t++;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Saves the CNeuronMultiModel state to the file handle. |
//+------------------------------------------------------------------+
bool CNeuronMultiModel::Save(const int file_handle)
{
if(!CNeuronBaseOCL::Save(file_handle))
ReturnFalse;
if(FileWriteInteger(file_handle, iModels) <= 0)
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Restores the CNeuronMultiModel state from the file handle. |
//+------------------------------------------------------------------+
bool CNeuronMultiModel::Load(const int file_handle)
{
if(!CNeuronBaseOCL::Load(file_handle))
ReturnFalse;
iModels = FileReadInteger(file_handle);
//---
return(true);
}
//+------------------------------------------------------------------+
//| Constructor: initializes the CNeuronConcatenate layer defaults. |
//+------------------------------------------------------------------+
CNeuronConcatenate::CNeuronConcatenate(void) : i_SecondInputs(0)
{
ConcWeights = new CBufferFloat();
ConcDeltaWeights = new CBufferFloat();
ConcFirstMomentum = new CBufferFloat();
ConcSecondMomentum = new CBufferFloat;
}
//+------------------------------------------------------------------+
//| Destructor: releases the CNeuronConcatenate GPU resources. |
//+------------------------------------------------------------------+
CNeuronConcatenate::~CNeuronConcatenate()
{
DeleteObj(ConcWeights);
DeleteObj(ConcDeltaWeights);
DeleteObj(ConcFirstMomentum);
DeleteObj(ConcSecondMomentum);
}
//+------------------------------------------------------------------+
//| Initializes the CNeuronConcatenate layer and allocates its GPU |
//| buffers. |
//+------------------------------------------------------------------+
bool CNeuronConcatenate::Init(uint numOutputs,
uint myIndex,
COpenCLMy * open_cl,
uint numNeurons,
uint numInputs1,
uint numInputs2,
ENUM_OPTIMIZATION optimization_type,
uint batch
)
{
if(!CNeuronBaseOCL::Init(numOutputs, myIndex, open_cl, numNeurons, optimization_type, batch))
ReturnFalse;
//---
i_SecondInputs = (int)numInputs2;
if(!ConcWeights)
{
ConcWeights = new CBufferFloat();
if(!ConcWeights)
ReturnFalse;
}
int count = (int)((numInputs1 + numInputs2 + 1) * numNeurons);
if(!ConcWeights.Reserve(count))
ReturnFalse;
float k = (float)(1 / sqrt(numNeurons + 1));
for(int i = 0; i < count; i++)
{
if(!ConcWeights.Add((2 * GenerateWeight()*k - k)*WeightsMultiplier))
ReturnFalse;
}
if(!ConcWeights.BufferCreate(OpenCL))
ReturnFalse;
//---
if(optimization == SGD)
{
if(!ConcDeltaWeights)
{
ConcDeltaWeights = new CBufferFloat();
if(!ConcDeltaWeights)
ReturnFalse;
}
if(!ConcDeltaWeights.BufferInit(count, 0))
ReturnFalse;
if(!ConcDeltaWeights.BufferCreate(OpenCL))
ReturnFalse;
DeleteObj(ConcFirstMomentum);
DeleteObj(ConcSecondMomentum);
}
else
{
DeleteObj(ConcDeltaWeights);
//---
if(!ConcFirstMomentum)
{
ConcFirstMomentum = new CBufferFloat();
if(CheckPointer(ConcFirstMomentum) == POINTER_INVALID)
ReturnFalse;
}
if(!ConcFirstMomentum.BufferInit(count, 0))
ReturnFalse;
if(!ConcFirstMomentum.BufferCreate(OpenCL))
ReturnFalse;
//---
if(!ConcSecondMomentum)
{
ConcSecondMomentum = new CBufferFloat();
if(!ConcSecondMomentum)
ReturnFalse;
}
if(!ConcSecondMomentum.BufferInit(count, 0))
ReturnFalse;
if(!ConcSecondMomentum.BufferCreate(OpenCL))
ReturnFalse;
}
//---
return(true);
}
//+------------------------------------------------------------------+
//| Runs the CNeuronConcatenate feed-forward pass and writes the |
//| layer output. |
//+------------------------------------------------------------------+
bool CNeuronConcatenate::feedForward(CNeuronBaseOCL* NeuronOCL, CBufferFloat* SecondInput)
{
if(!OpenCL || !NeuronOCL || !SecondInput)
ReturnFalse;
if(SecondInput.Total() < i_SecondInputs)
ReturnFalse;
if(SecondInput.GetIndex() < 0 && !SecondInput.BufferCreate(OpenCL))
ReturnFalse;
//---
setBuffer(def_k_ConcatFeedForward, def_k_cff_matrix_w, ConcWeights.GetIndex())
setBuffer(def_k_ConcatFeedForward, def_k_cff_matrix_i1, NeuronOCL.getOutputIndex())
setBuffer(def_k_ConcatFeedForward, def_k_cff_matrix_i2, SecondInput.GetIndex())
setBuffer(def_k_ConcatFeedForward, def_k_cff_matrix_o, Output.GetIndex())
setArgument(def_k_ConcatFeedForward, def_k_cff_inputs1, (int)NeuronOCL.Neurons())
setArgument(def_k_ConcatFeedForward, def_k_cff_inputs2, (int)i_SecondInputs)
setArgument(def_k_ConcatFeedForward, def_k_cff_activation, (int)activation)
//---
uint global_work_offset[1] = {0};
uint global_work_size[1];
global_work_size[0] = Output.Total();
kernelExecute(def_k_ConcatFeedForward, global_work_offset, global_work_size)
#ifdef _DEBUG
if(!Output.BufferRead())
ReturnFalse;
#endif
//---
return(true);
}
//+------------------------------------------------------------------+
//| Back-propagates the input gradients through the |
//| CNeuronConcatenate layer. |
//+------------------------------------------------------------------+
bool CNeuronConcatenate::calcInputGradients(CNeuronBaseOCL* NeuronOCL,
CBufferFloat* SecondInput,
CBufferFloat* SecondGradient,
ENUM_ACTIVATION SecondActivation = None
)
{
if(!OpenCL || !NeuronOCL || !SecondInput || !SecondGradient)
ReturnFalse;
if(SecondInput.Total() < i_SecondInputs || SecondGradient.Total() < i_SecondInputs)
ReturnFalse;
if(SecondInput.GetIndex() < 0 && !SecondInput.BufferCreate(OpenCL))
ReturnFalse;
if(SecondGradient.GetIndex() < 0 && !SecondGradient.BufferCreate(OpenCL))
ReturnFalse;
//---
uint global_work_offset[1] = {0};
uint global_work_size[1];
global_work_size[0] = NeuronOCL.Neurons() + i_SecondInputs;
setBuffer(def_k_ConcatCalcHiddenGradient, def_k_cchg_matrix_w, ConcWeights.GetIndex())
setBuffer(def_k_ConcatCalcHiddenGradient, def_k_cchg_matrix_g, Gradient.GetIndex())
setBuffer(def_k_ConcatCalcHiddenGradient, def_k_cchg_matrix_ig1, NeuronOCL.getGradientIndex())
setBuffer(def_k_ConcatCalcHiddenGradient, def_k_cchg_matrix_ig2, SecondGradient.GetIndex())
setBuffer(def_k_ConcatCalcHiddenGradient, def_k_cchg_matrix_o1, NeuronOCL.getOutputIndex())
setBuffer(def_k_ConcatCalcHiddenGradient, def_k_cchg_matrix_o2, SecondInput.GetIndex())
setArgument(def_k_ConcatCalcHiddenGradient, def_k_cchg_inputs1, NeuronOCL.Neurons())
setArgument(def_k_ConcatCalcHiddenGradient, def_k_cchg_inputs2, i_SecondInputs)
setArgument(def_k_ConcatCalcHiddenGradient, def_k_cchg_outputs, Neurons())
setArgument(def_k_ConcatCalcHiddenGradient, def_k_cchg_activation1, NeuronOCL.Activation())
setArgument(def_k_ConcatCalcHiddenGradient, def_k_cchg_activation2, (int)SecondActivation)
kernelExecute(def_k_ConcatCalcHiddenGradient, global_work_offset, global_work_size)
#ifdef _DEBUG
if(!ConcWeights.BufferRead())
ReturnFalse;
#endif
//---
return(true);
}
//+------------------------------------------------------------------+
//| Updates the CNeuronConcatenate trainable weights from the |
//| accumulated gradients. |
//+------------------------------------------------------------------+
bool CNeuronConcatenate::updateInputWeights(CNeuronBaseOCL* NeuronOCL, CBufferFloat* SecondInput)
{
if(!OpenCL || !NeuronOCL || !SecondInput)
ReturnFalse;
if(SecondInput.Total() < i_SecondInputs)
ReturnFalse;
if(SecondInput.GetIndex() < 0 && !SecondInput.BufferCreate(OpenCL))
ReturnFalse;
//---
uint global_work_offset[2] = {0, 0};
uint global_work_size[2];
global_work_size[0] = Neurons();
global_work_size[1] = NeuronOCL.Neurons() + i_SecondInputs + 1;
float lt = lr;
ResetLastError();
switch(NeuronOCL.Optimization())
{
case SGD:
setBuffer(def_k_ConcatUpdWeightsMomentum, def_k_cuwm_matrix_w, ConcWeights.GetIndex())
setBuffer(def_k_ConcatUpdWeightsMomentum, def_k_cuwm_matrix_g, getGradientIndex())
setBuffer(def_k_ConcatUpdWeightsMomentum, def_k_cuwm_matrix_i1, NeuronOCL.getOutputIndex())
setBuffer(def_k_ConcatUpdWeightsMomentum, def_k_cuwm_matrix_i2, SecondInput.GetIndex())
setBuffer(def_k_ConcatUpdWeightsMomentum, def_k_cuwm_matrix_dw, ConcDeltaWeights.GetIndex())
setArgument(def_k_ConcatUpdWeightsMomentum, def_k_cuwm_inputs1, NeuronOCL.Neurons())
setArgument(def_k_ConcatUpdWeightsMomentum, def_k_cuwm_inputs1, i_SecondInputs)
setArgument(def_k_ConcatUpdWeightsMomentum, def_k_cuwm_learning_rates, lr)
setArgument(def_k_ConcatUpdWeightsMomentum, def_k_cuwm_momentum, alpha)
ResetLastError();
kernelExecute(def_k_ConcatUpdWeightsMomentum, global_work_offset, global_work_size)
break;
case ADAM:
case ADAM_MINI:
setBuffer(def_k_ConcatUpdWeightsAdam, def_k_cuwa_matrix_w, ConcWeights.GetIndex())
setBuffer(def_k_ConcatUpdWeightsAdam, def_k_cuwa_matrix_g, getGradientIndex())
setBuffer(def_k_ConcatUpdWeightsAdam, def_k_cuwa_matrix_i1, NeuronOCL.getOutputIndex())
setBuffer(def_k_ConcatUpdWeightsAdam, def_k_cuwa_matrix_i2, SecondInput.GetIndex())
setBuffer(def_k_ConcatUpdWeightsAdam, def_k_cuwa_matrix_m, ConcFirstMomentum.GetIndex())
setBuffer(def_k_ConcatUpdWeightsAdam, def_k_cuwa_matrix_v, ConcSecondMomentum.GetIndex())
lt = (float)(lr * sqrt(1 - pow(b2, (float)t)) / (1 - pow(b1, (float)t)));
setArgument(def_k_ConcatUpdWeightsAdam, def_k_cuwa_inputs1, NeuronOCL.Neurons())
setArgument(def_k_ConcatUpdWeightsAdam, def_k_cuwa_inputs2, i_SecondInputs)
setArgument(def_k_ConcatUpdWeightsAdam, def_k_cuwa_l, lt)
setArgument(def_k_ConcatUpdWeightsAdam, def_k_cuwa_b1, b1)
setArgument(def_k_ConcatUpdWeightsAdam, def_k_cuwa_b2, b2)
kernelExecute(def_k_ConcatUpdWeightsAdam, global_work_offset, global_work_size)
t++;
break;
default:
ReturnFalse;
break;
}
#ifdef _DEBUG
if(!ConcWeights.BufferRead())
ReturnFalse;
#endif
//---
return(true);
}
//+------------------------------------------------------------------+
//| Saves the CNeuronConcatenate state to the file handle. |
//+------------------------------------------------------------------+
bool CNeuronConcatenate::Save(const int file_handle)
{
if(!CNeuronBaseOCL::Save(file_handle))
ReturnFalse;
//---
if(FileWriteInteger(file_handle, i_SecondInputs) < INT_VALUE)
ReturnFalse;
if(!ConcWeights.Save(file_handle))
ReturnFalse;
if(optimization == SGD)
{
if(!ConcDeltaWeights.Save(file_handle))
ReturnFalse;
}
else
{
if(!ConcFirstMomentum.Save(file_handle))
ReturnFalse;
if(!ConcSecondMomentum.Save(file_handle))
ReturnFalse;
}
//---
return(true);
}
//+------------------------------------------------------------------+
//| Restores the CNeuronConcatenate state from the file handle. |
//+------------------------------------------------------------------+
bool CNeuronConcatenate::Load(const int file_handle)
{
if(!CNeuronBaseOCL::Load(file_handle))
ReturnFalse;
//---
i_SecondInputs = FileReadInteger(file_handle);
if(!ConcWeights.Load(file_handle))
ReturnFalse;
ConcWeights.BufferCreate(OpenCL);
if(optimization == SGD)
{
if(!ConcDeltaWeights.Load(file_handle))
ReturnFalse;
ConcDeltaWeights.BufferCreate(OpenCL);
}
else
{
if(!ConcFirstMomentum.Load(file_handle))
ReturnFalse;
if(!ConcSecondMomentum.Load(file_handle))
ReturnFalse;
ConcFirstMomentum.BufferCreate(OpenCL);
ConcSecondMomentum.BufferCreate(OpenCL);
}
return(true);
}
//+------------------------------------------------------------------+
//| Rebinds the CNeuronConcatenate GPU buffers to the given OpenCL |
//| context. |
//+------------------------------------------------------------------+
void CNeuronConcatenate::SetOpenCL(COpenCLMy * obj)
{
CNeuronBaseOCL::SetOpenCL(obj);
if(!ConcWeights)
return;
ConcWeights.BufferCreate(OpenCL);
if(optimization == SGD)
{
if(!ConcDeltaWeights)
return;
ConcDeltaWeights.BufferCreate(OpenCL);
}
else
{
if(!ConcFirstMomentum || !ConcSecondMomentum)
return;
ConcFirstMomentum.BufferCreate(OpenCL);
ConcSecondMomentum.BufferCreate(OpenCL);
}
}
//+------------------------------------------------------------------+
//| Averages the CNeuronConcatenate weights toward the source model |
//| with factor tau. |
//+------------------------------------------------------------------+
bool CNeuronConcatenate::WeightsUpdate(CNeuronBaseOCL* source, float tau)
{
if(!CNeuronBaseOCL::WeightsUpdate(source, tau))
ReturnFalse;
//---
CNeuronConcatenate *temp = source;
if(ConcWeights.Total() != temp.ConcWeights.Total())
ReturnFalse;
//---
uint global_work_offset[1] = {0};
uint global_work_size[1] = {ConcWeights.Total()};
ResetLastError();
if(tau != 1.0f && optimization == ADAM)
{
setBuffer(def_k_SoftUpdateAdam, def_k_sua_target, ConcWeights.GetIndex())
setBuffer(def_k_SoftUpdateAdam, def_k_sua_source, temp.ConcWeights.GetIndex())
setBuffer(def_k_SoftUpdateAdam, def_k_sua_matrix_m, ConcFirstMomentum.GetIndex())
setBuffer(def_k_SoftUpdateAdam, def_k_sua_matrix_v, ConcSecondMomentum.GetIndex())
setArgument(def_k_SoftUpdateAdam, def_k_sua_tau, (float)tau)
setArgument(def_k_SoftUpdateAdam, def_k_sua_b1, (float)b1)
setArgument(def_k_SoftUpdateAdam, def_k_sua_b2, (float)b2)
kernelExecute(def_k_SoftUpdateAdam, global_work_offset, global_work_size)
#ifdef _DEBUG
if(!ConcFirstMomentum.BufferRead())
ReturnFalse;
#endif
}
else
{
setBuffer(def_k_SoftUpdate, def_k_su_target, ConcWeights.GetIndex())
setBuffer(def_k_SoftUpdate, def_k_su_source, temp.ConcWeights.GetIndex())
setArgument(def_k_SoftUpdate, def_k_su_tau, (float)tau)
kernelExecute(def_k_SoftUpdate, global_work_offset, global_work_size)
#ifdef _DEBUG
if(!ConcWeights.BufferRead())
ReturnFalse;
#endif
}
//---
return(true);
}
//+------------------------------------------------------------------+
//| Initializes the CNeuronCSCMOCL layer and allocates its GPU |
//| buffers. |
//+------------------------------------------------------------------+
bool CNeuronCSCMOCL::Init(uint numOutputs,
uint myIndex,
COpenCLMy * open_cl,
uint & windows[],
uint variables,
uint inputs_count,
bool need_transpose,
ENUM_OPTIMIZATION optimization_type,
uint batch
)
{
const uint layers = windows.Size();
if(layers <= 0)
ReturnFalse;
if(!CNeuronBaseOCL::Init(numOutputs, myIndex, open_cl, inputs_count * variables, optimization_type, batch))
ReturnFalse;
//---
ia_Windows.Clear();
ia_Windows.Reserve(layers);
for(uint i = 0; i < layers; i++)
if(!ia_Windows.Add((int)windows[i]))
ReturnFalse;
i_Variables = variables;
i_Count = inputs_count / ia_Windows[0];
b_NeedTranspose = need_transpose;
//---
if(b_NeedTranspose)
{
CNeuronTransposeOCL *transp = new CNeuronTransposeOCL();
if(!transp)
ReturnFalse;
if(!transp.Init(0, 0, OpenCL, inputs_count, i_Variables, optimization, iBatch))
{
DeleteObj(transp);
ReturnFalse;
}
if(!caTranspose.Add(transp))
{
DeleteObj(transp);
ReturnFalse;
}
transp = new CNeuronTransposeOCL();
if(!transp)
ReturnFalse;
if(!transp.Init(0, 1, OpenCL, i_Variables, inputs_count, optimization, iBatch))
{
DeleteObj(transp);
ReturnFalse;
}
if(!caTranspose.Add(transp))
{
DeleteObj(transp);
ReturnFalse;
}
if(!SetOutput(transp.getOutput()) ||
!SetGradient(transp.getGradient())
)
ReturnFalse;
}
//---
uint total = ia_Windows[0] * i_Count;
CNeuronConvOCL *conv = new CNeuronConvOCL();
if(!conv.Init(0, 0, OpenCL, inputs_count, inputs_count, total, 1, i_Variables, optimization, iBatch))
{
DeleteObj(conv);
ReturnFalse;
}
conv.SetActivationFunction(SIGMOID);
if(!caConvolutions.Add(conv))
{
DeleteObj(conv);
ReturnFalse;
}
//---
total = 0;
for(uint i = 0; i < layers; i++)
{
conv = new CNeuronConvOCL();
if(!conv.Init(0, i + 1, OpenCL, ia_Windows[i], ia_Windows[i], (i < (layers - 1) ? ia_Windows[i + 1] : 1), i_Count, i_Variables, optimization, iBatch))
{
DeleteObj(conv);
ReturnFalse;
}
conv.SetActivationFunction(SIGMOID);
if(!caConvolutions.Add(conv))
{
DeleteObj(conv);
ReturnFalse;
}
if(!caConvOutputs.Add(conv.getOutput()) ||
!caConvGradients.Add(conv.getGradient())
)
ReturnFalse;
total += conv.Neurons();
}
//---
CNeuronBaseOCL *comul = new CNeuronBaseOCL();
if(!comul.Init(0, 0, OpenCL, total, optimization, iBatch))
{
DeleteObj(comul);
ReturnFalse;
}
if(!caMLP.Add(comul))
{
DeleteObj(comul);
ReturnFalse;
}
if(layers == 1)
{
comul.SetOutput(conv.getOutput());
comul.SetGradient(conv.getGradient());
}
conv = new CNeuronConvOCL();
if(!conv.Init(0, 0, OpenCL, total / i_Variables, total / i_Variables, inputs_count, 1, i_Variables, optimization, iBatch))
{
DeleteObj(conv);
ReturnFalse;
}
if(!caMLP.Add(conv))
{
DeleteObj(conv);
ReturnFalse;
}
if(!b_NeedTranspose)
{
if(!SetOutput(conv.getOutput()) ||
!SetGradient(conv.getGradient())
)
ReturnFalse;
}
//---
CBufferFloat *buf = new CBufferFloat();
if(!buf)
ReturnFalse;
if(!buf.BufferInit(total, 0) || !buf.BufferCreate(OpenCL) ||
!caTemp.Add(buf))
{
DeleteObj(buf);
ReturnFalse;
}
buf = new CBufferFloat();
if(!buf)
ReturnFalse;
if(!buf.BufferInit(total, 0) || !buf.BufferCreate(OpenCL) ||
!caTemp.Add(buf))
{
DeleteObj(buf);
ReturnFalse;
}
buf = new CBufferFloat();
if(!buf)
ReturnFalse;
if(!buf.BufferInit(total, 0) || !buf.BufferCreate(OpenCL) ||
!caTemp.Add(buf))
{
DeleteObj(buf);
ReturnFalse;
}
//---
caConvOutputs.FreeMode(false);
caConvGradients.FreeMode(false);
caTranspose.FreeMode(true);
caConvolutions.FreeMode(true);
caMLP.FreeMode(true);
caTemp.FreeMode(true);
SetActivationFunction(None);
//---
return(true);
}
//+------------------------------------------------------------------+
//| Runs the CNeuronCSCMOCL feed-forward pass and writes the layer |
//| output. |
//+------------------------------------------------------------------+
bool CNeuronCSCMOCL::feedForward(CNeuronBaseOCL* NeuronOCL)
{
CNeuronBaseOCL *inp = NeuronOCL;
CNeuronBaseOCL *current = NULL;
//---
if(b_NeedTranspose)
{
current = caTranspose.At(0);
if(!current ||
!current.FeedForward(inp))
ReturnFalse;
inp = current;
}
//---
int layers = caConvolutions.Total() - 1;
for(int l = 0; l <= layers; l++)
{
current = caConvolutions.At(l);
if(!current ||
!current.FeedForward(inp))
ReturnFalse;
inp = current;
}
//---
current = caMLP.At(0);
if(!current)
ReturnFalse;
switch(layers)
{
case 0:
ReturnFalse;
case 1:
break;
case 2:
if(!Concat(caConvOutputs.At(0),
caConvOutputs.At(1),
current.getOutput(),
ia_Windows[1], 1,
i_Variables * i_Count))
ReturnFalse;
break;
case 3:
if(!Concat(caConvOutputs.At(0),
caConvOutputs.At(1),
caConvOutputs.At(2),
current.getOutput(),
ia_Windows[1], ia_Windows[2], 1,
i_Variables * i_Count))
ReturnFalse;
break;
case 4:
if(!Concat(caConvOutputs.At(0),
caConvOutputs.At(1),
caConvOutputs.At(2),
caConvOutputs.At(3),
current.getOutput(),
ia_Windows[1], ia_Windows[2], ia_Windows[3], 1,
i_Variables * i_Count))
ReturnFalse;
break;
default:
if(!Concat(caConvOutputs.At(0),
caConvOutputs.At(1),
caConvOutputs.At(2),
caConvOutputs.At(3),
caTemp.At(0),
ia_Windows[1], ia_Windows[2], ia_Windows[3], ia_Windows[4],
i_Variables * i_Count))
ReturnFalse;
break;
}
uint last_buf = 0;
for(int i = 4; i < layers; i += 3)
{
uint buf_size = 0;
for(int j = 1; j <= i; j++)
buf_size += ia_Windows[j];
switch(layers - i)
{
case 1:
if(!Concat(caTemp.At(last_buf),
caConvOutputs.At(i),
current.getOutput(),
buf_size, 1,
i_Variables * i_Count))
ReturnFalse;
break;
case 2:
if(!Concat(caTemp.At(last_buf),
caConvOutputs.At(i),
caConvOutputs.At(i + 1),
current.getOutput(),
buf_size, ia_Windows[i + 1], 1,
i_Variables * i_Count))
ReturnFalse;
break;
case 3:
if(!Concat(caTemp.At(last_buf),
caConvOutputs.At(i),
caConvOutputs.At(i + 1),
caConvOutputs.At(i + 2),
current.getOutput(),
buf_size, ia_Windows[i + 1], ia_Windows[i + 2], 1,
i_Variables * i_Count))
ReturnFalse;
break;
default:
if(!Concat(caTemp.At(last_buf),
caConvOutputs.At(i),
caConvOutputs.At(i + 1),
caConvOutputs.At(i + 2),
caTemp.At((last_buf + 1) % 2),
buf_size, ia_Windows[i + 1], ia_Windows[i + 2], ia_Windows[i + 3],
i_Variables * i_Count))
ReturnFalse;
break;
}
last_buf = (last_buf + 1) % 2;
}
//---
inp = current;
current = caMLP.At(1);
if(!current ||
!current.FeedForward(inp))
ReturnFalse;
//---
if(b_NeedTranspose)
{
inp = current;
current = caTranspose.At(1);
if(!current ||
!current.FeedForward(inp))
ReturnFalse;
}
//---
return(true);
}
//+------------------------------------------------------------------+
//| Back-propagates the input gradients through the CNeuronCSCMOCL |
//| layer. |
//+------------------------------------------------------------------+
bool CNeuronCSCMOCL::calcInputGradients(CNeuronBaseOCL* prevLayer)
{
if(!prevLayer)
ReturnFalse;
//---
CNeuronBaseOCL *current = caMLP.At(0);
CNeuronBaseOCL *next = caMLP.At(1);
if(b_NeedTranspose)
{
if(!next.CalcHiddenGradients(caTranspose.At(1)))
ReturnFalse;
}
if(!current.CalcHiddenGradients(next.AsObject()))
ReturnFalse;
next = current;
//---
int layers = caConvGradients.Total();
if(layers == 1)
{
next = caConvolutions.At(1);
if(next.Activation() != None)
{
if(!DeActivation(next.getOutput(), next.getGradient(), next.getGradient(), next.Activation()))
ReturnFalse;
}
}
else
{
int prev_window = 0;
for(int i = 1; i < layers; i++)
prev_window += int(ia_Windows[i]);
if(!DeConcat(caTemp.At(0), caConvGradients.At(layers - 1), next.getGradient(), prev_window, 1, i_Variables * i_Count))
ReturnFalse;
next = caConvolutions.At(layers);
int current_buf = 0;
for(int l = layers; l > 1; l--)
{
current = caConvolutions.At(l - 1);
if(!current.CalcHiddenGradients(next.AsObject()))
ReturnFalse;
int window = int(ia_Windows[l - 1]);
prev_window -= window;
if(!DeConcat(caTemp.At((current_buf + 1) % 2), caTemp.At(2), caTemp.At(current_buf), prev_window, window, i_Variables * i_Count))
ReturnFalse;
if(current.Activation() != None)
{
if(!DeActivation(current.getOutput(), caTemp.At(2), caTemp.At(2), current.Activation()))
ReturnFalse;
}
if(!SumAndNormalize(current.getGradient(), caTemp.At(2), current.getGradient(), 1, false, 0, 0, 0, 1))
ReturnFalse;
next = current;
current_buf = (current_buf + 1) % 2;
}
}
current = caConvolutions.At(0);
if(!current.CalcHiddenGradients(next.AsObject()))
ReturnFalse;
next = current;
//---
if(b_NeedTranspose)
{
current = caTranspose.At(0);
if(!current.CalcHiddenGradients(next.AsObject()))
ReturnFalse;
next = current;
}
//---
if(!prevLayer.CalcHiddenGradients(next.AsObject()))
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Updates the CNeuronCSCMOCL trainable weights from the |
//| accumulated gradients. |
//+------------------------------------------------------------------+
bool CNeuronCSCMOCL::updateInputWeights(CNeuronBaseOCL* NeuronOCL)
{
CObject *prev = (b_NeedTranspose ? caTranspose.At(0) : NeuronOCL);
CNeuronBaseOCL *current = NULL;
for(int i = 0; i < caConvolutions.Total(); i++)
{
current = caConvolutions.At(1);
if(!current ||
!current.UpdateInputWeights(prev)
)
ReturnFalse;
prev = current;
}
current = caMLP.At(1);
if(!current ||
!current.UpdateInputWeights(caMLP.At(0))
)
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Saves the CNeuronCSCMOCL state to the file handle. |
//+------------------------------------------------------------------+
bool CNeuronCSCMOCL::Save(const int file_handle)
{
if(!CNeuronBaseOCL::Save(file_handle))
ReturnFalse;
//--- Save constants
if(FileWriteInteger(file_handle, int(i_Variables)) < INT_VALUE)
ReturnFalse;
if(FileWriteInteger(file_handle, int(i_Count)) < INT_VALUE)
ReturnFalse;
if(FileWriteInteger(file_handle, int(b_NeedTranspose)) < INT_VALUE)
ReturnFalse;
//--- Objects
if(!ia_Windows.Save(file_handle))
ReturnFalse;
if(b_NeedTranspose)
{
for(int i = 0; i < 2; i++)
if(!caTranspose.At(i).Save(file_handle))
ReturnFalse;
}
int layers = caConvolutions.Total();
if(FileWriteInteger(file_handle, layers) < INT_VALUE)
ReturnFalse;
for(int i = 0; i < layers; i++)
{
if(!caConvolutions.At(i).Save(file_handle))
ReturnFalse;
}
for(int i = 0; i < 2; i++)
if(!caMLP.At(i).Save(file_handle))
ReturnFalse;
for(int i = 0; i < 3; i++)
if(!caTemp.At(i).Save(file_handle))
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Restores the CNeuronCSCMOCL state from the file handle. |
//+------------------------------------------------------------------+
bool CNeuronCSCMOCL::Load(const int file_handle)
{
CBufferFloat *temp = new CBufferFloat();
if(!temp)
ReturnFalse;
if(!temp.BufferInit(Neurons(), 0) || !temp.BufferCreate(OpenCL) ||
!SetOutput(temp, false))
{
DeleteObj(temp);
ReturnFalse;
}
temp = new CBufferFloat();
if(!temp)
ReturnFalse;
if(!temp.BufferInit(Neurons(), 0) || !temp.BufferCreate(OpenCL) ||
!SetGradient(temp, false))
{
DeleteObj(temp);
ReturnFalse;
}
//---
if(!CNeuronBaseOCL::Load(file_handle))
ReturnFalse;
//--- Load constants
if(FileIsEnding(file_handle))
ReturnFalse;
i_Variables = uint(FileReadInteger(file_handle));
if(FileIsEnding(file_handle))
ReturnFalse;
i_Count = uint(FileReadInteger(file_handle));
if(FileIsEnding(file_handle))
ReturnFalse;
b_NeedTranspose = bool(FileReadInteger(file_handle));
if(FileIsEnding(file_handle))
ReturnFalse;
//--- Objects
if(!ia_Windows.Load(file_handle))
ReturnFalse;
if(b_NeedTranspose)
{
caTranspose.Clear();
CNeuronTransposeOCL *transp = NULL;
for(int i = 0; i < 2; i++)
{
transp = new CNeuronTransposeOCL();
if(!transp)
ReturnFalse;
if(!transp.Init(0, i, OpenCL, 1, 1, optimization, iBatch) ||
!LoadInsideLayer(file_handle, transp) ||
!caTranspose.Add(transp))
{
DeleteObj(transp);
ReturnFalse;
}
}
}
int layers = FileReadInteger(file_handle);
caConvolutions.Clear();
caConvOutputs.Clear();
caConvGradients.Clear();
CNeuronConvOCL *conv = NULL;
for(int i = 0; i < layers; i++)
{
conv = new CNeuronConvOCL();
if(!conv)
ReturnFalse;
if(!conv.Init(0, i, OpenCL, 1, 1, 1, 1, 1, optimization, iBatch) ||
!LoadInsideLayer(file_handle, conv) ||
!caConvolutions.Add(conv)
)
{
DeleteObj(conv);
ReturnFalse;
}
if(i > 0)
{
if(!caConvOutputs.Add(conv.getOutput()) ||
!caConvGradients.Add(conv.getGradient())
)
ReturnFalse;
}
}
for(int i = 0; i < 2; i++)
if(!LoadInsideLayer(file_handle, caMLP.At(i)))
ReturnFalse;
for(int i = 0; i < 3; i++)
if(!caTemp.At(i).Load(file_handle))
ReturnFalse;
//---
CNeuronBaseOCL *neuron = (b_NeedTranspose ? caTranspose.At(1) : caMLP.At(1));
if(!SetOutput(neuron.getOutput()) ||
!SetGradient(neuron.getGradient())
)
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Rebinds the CNeuronCSCMOCL GPU buffers to the given OpenCL |
//| context. |
//+------------------------------------------------------------------+
void CNeuronCSCMOCL::SetOpenCL(COpenCLMy * obj)
{
CNeuronBaseOCL::SetOpenCL(obj);
CNeuronBaseOCL *current = NULL;
if(b_NeedTranspose)
for(int i = 0; i < 2; i++)
{
current = caTranspose.At(i);
current.SetOpenCL(OpenCL);
}
//---
for(int i = 0; i < caConvolutions.Total(); i++)
{
current = caConvolutions.At(i);
current.SetOpenCL(OpenCL);
}
//---
for(int i = 0; i < 2; i++)
{
current = caMLP.At(i);
current.SetOpenCL(OpenCL);
}
for(int i = 0; i < 3; i++)
{
CBufferFloat *buf = caTemp.At(i);
buf.BufferCreate(OpenCL);
}
}
//+------------------------------------------------------------------+
//| Averages the CNeuronCSCMOCL weights toward the source model with |
//| factor tau. |
//+------------------------------------------------------------------+
bool CNeuronCSCMOCL::WeightsUpdate(CNeuronBaseOCL* source, float tau)
{
if(!CNeuronBaseOCL::WeightsUpdate(source, tau))
ReturnFalse;
CNeuronCSCMOCL *Source = source;
if(caConvolutions.Total() != Source.caConvolutions.Total())
ReturnFalse;
CNeuronBaseOCL *current = NULL;
for(int i = 0; i < caConvolutions.Total(); i++)
{
current = caConvolutions.At(i);
if(!current ||
!current.WeightsUpdate(Source.caConvolutions.At(i), tau)
)
ReturnFalse;
}
current = caMLP.At(1);
if(!current ||
!current.WeightsUpdate(Source.caMLP.At(1), tau)
)
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Initializes the CNeuronDiffusion layer and allocates its GPU |
//| buffers. |
//+------------------------------------------------------------------+
bool CNeuronDiffusion::Init(uint numOutputs,
uint myIndex,
COpenCLMy * open_cl,
uint window,
uint window_key,
uint heads,
uint units_count,
uint layers,
uint inside_block,
ENUM_OPTIMIZATION optimization_type,
uint batch
)
{
if(!CNeuronBaseOCL::Init(numOutputs, myIndex, open_cl, window * units_count, optimization_type, batch))
ReturnFalse;
if(!cAddNoise.Init(0, 0, OpenCL, window * units_count, iBatch, optimization))
ReturnFalse;
cAddNoise.SetActivationFunction(None);
if(!cAttention[0].Init(0, 1, OpenCL, window, window_key, heads, units_count, layers, optimization, iBatch))
ReturnFalse;
if(!cMergeSplit[0].Init(0, 2, OpenCL, 2 * window, 2 * window, window, (units_count + 1) / 2, optimization, iBatch))
ReturnFalse;
if(inside_block > 0)
{
CNeuronDiffusion *temp = new CNeuronDiffusion();
if(!temp)
ReturnFalse;
if(!temp.Init(0, 3, OpenCL, window, window_key, heads, (units_count + 1) / 2, layers, inside_block - 1, optimization, iBatch))
{
DeleteObj(temp);
ReturnFalse;
}
cNeck = temp;
}
else
{
CNeuronConvOCL *temp = new CNeuronConvOCL();
if(!temp)
ReturnFalse;
if(!temp.Init(0, 3, OpenCL, window, window, window, (units_count + 1) / 2, optimization, iBatch))
{
DeleteObj(temp);
ReturnFalse;
}
cNeck = temp;
}
if(!cAttention[1].Init(0, 4, OpenCL, window, window_key, heads, (units_count + 1) / 2, layers, optimization, iBatch))
ReturnFalse;
if(!cMergeSplit[1].Init(0, 5, OpenCL, window, window, 2 * window, (units_count + 1) / 2, optimization, iBatch))
ReturnFalse;
if(!cResidual.Init(0, 6, OpenCL, Neurons(), optimization, iBatch))
ReturnFalse;
if(!cResidual.SetGradient(cMergeSplit[1].getGradient(), true))
ReturnFalse;
cResidual.SetActivationFunction((ENUM_ACTIVATION)cMergeSplit[1].Activation());
//---
if(!cRevIn.Init(0, 7, OpenCL, Neurons(), 0, cAddNoise.AsObject()))
ReturnFalse;
//---
if(!SetOutput(cRevIn.getOutput(), true))
ReturnFalse;
//---
cRevIn.SetActivationFunction(None);
SetActivationFunction(None);
//---
return(true);
}
//+------------------------------------------------------------------+
//| Runs the CNeuronDiffusion feed-forward pass and writes the layer |
//| output. |
//+------------------------------------------------------------------+
bool CNeuronDiffusion::feedForward(CNeuronBaseOCL* NeuronOCL)
{
if(!cAddNoise.FeedForward(NeuronOCL))
ReturnFalse;
if(!cAttention[0].FeedForward(cAddNoise.AsObject()))
ReturnFalse;
if(!cMergeSplit[0].FeedForward(cAttention[0].AsObject()))
ReturnFalse;
if(!cNeck.FeedForward(cMergeSplit[0].AsObject()))
ReturnFalse;
if(!cAttention[1].FeedForward(cNeck))
ReturnFalse;
if(!cMergeSplit[1].FeedForward(cAttention[1].AsObject()))
ReturnFalse;
if(!SumAndNormalize(cAddNoise.getOutput(), cMergeSplit[1].getOutput(), cResidual.getOutput(), 1, false, 0, 0, 0, 1))
ReturnFalse;
if(!cRevIn.FeedForward(cResidual.AsObject()))
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Back-propagates the input gradients through the CNeuronDiffusion |
//| layer. |
//+------------------------------------------------------------------+
bool CNeuronDiffusion::calcInputGradients(CNeuronBaseOCL* prevLayer)
{
if(!prevLayer)
ReturnFalse;
//---
float error = 1;
if(!cRevIn.calcOutputGradients(prevLayer.getOutput(), error) ||
!SumAndNormalize(cRevIn.getGradient(), Gradient, cRevIn.getGradient(), 1, false, 0, 0, 0, 1))
ReturnFalse;
if(!cResidual.CalcHiddenGradients(cRevIn.AsObject()))
ReturnFalse;
if(!cAttention[1].CalcHiddenGradients(cMergeSplit[1].AsObject()))
ReturnFalse;
if(!cNeck.CalcHiddenGradients(cAttention[1].AsObject()))
ReturnFalse;
if(!cMergeSplit[0].CalcHiddenGradients(cNeck.AsObject()))
ReturnFalse;
if(!cAttention[0].CalcHiddenGradients(cMergeSplit[0].AsObject()))
ReturnFalse;
if(!cAddNoise.CalcHiddenGradients(cAttention[0].AsObject()))
ReturnFalse;
if(!SumAndNormalize(cAddNoise.getGradient(), cResidual.getGradient(), cAddNoise.getGradient(), 1, false, 0, 0, 0, 1))
ReturnFalse;
if(!prevLayer.CalcHiddenGradients(cAddNoise.AsObject()))
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Updates the CNeuronDiffusion trainable weights from the |
//| accumulated gradients. |
//+------------------------------------------------------------------+
bool CNeuronDiffusion::updateInputWeights(CNeuronBaseOCL* NeuronOCL)
{
if(!cAddNoise.UpdateInputWeights(NeuronOCL))
ReturnFalse;
if(!cAttention[0].UpdateInputWeights(cAddNoise.AsObject()))
ReturnFalse;
if(!cMergeSplit[0].UpdateInputWeights(cAttention[0].AsObject()))
ReturnFalse;
if(!cNeck.UpdateInputWeights(cMergeSplit[0].AsObject()))
ReturnFalse;
if(!cAttention[1].UpdateInputWeights(cNeck))
ReturnFalse;
if(!cMergeSplit[1].UpdateInputWeights(cAttention[1].AsObject()))
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Rebinds the CNeuronDiffusion GPU buffers to the given OpenCL |
//| context. |
//+------------------------------------------------------------------+
void CNeuronDiffusion::SetOpenCL(COpenCLMy * obj)
{
CNeuronUShapeAttention::SetOpenCL(obj);
cAddNoise.SetOpenCL(OpenCL);
cResidual.SetOpenCL(OpenCL);
cRevIn.SetOpenCL(OpenCL);
}
//+------------------------------------------------------------------+
//| Saves the CNeuronDiffusion state to the file handle. |
//+------------------------------------------------------------------+
bool CNeuronDiffusion::Save(const int file_handle)
{
if(!CNeuronUShapeAttention::Save(file_handle))
ReturnFalse;
if(!cAddNoise.Save(file_handle))
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Restores the CNeuronDiffusion state from the file handle. |
//+------------------------------------------------------------------+
bool CNeuronDiffusion::Load(const int file_handle)
{
if(!CNeuronBaseOCL::Load(file_handle))
ReturnFalse;
for(int i = 0; i < 2; i++)
{
if(!LoadInsideLayer(file_handle, cAttention[i].AsObject()))
ReturnFalse;
if(!LoadInsideLayer(file_handle, cMergeSplit[i].AsObject()))
ReturnFalse;
}
//---
int type = FileReadInteger(file_handle);
if(!!cNeck)
{
if(cNeck.Type() != type)
DeleteObj(cNeck);
}
//---
if(!cNeck)
{
switch(type)
{
case defNeuronUShapeAttention:
cNeck = new CNeuronUShapeAttention();
if(!cNeck)
ReturnFalse;
break;
case defNeuronDiffusion:
cNeck = new CNeuronDiffusion();
if(!cNeck ||
!((CNeuronDiffusion*)cNeck).Init(0, 0, OpenCL, 1, 1, 1, 1, 1, 0, ADAM, 1))
ReturnFalse;
break;
case defNeuronConvOCL:
cNeck = new CNeuronConvOCL();
if(!cNeck)
ReturnFalse;
break;
default:
ReturnFalse;
}
}
cNeck.SetOpenCL(OpenCL);
if(!cNeck.Load(file_handle))
ReturnFalse;
//---
if(!cAddNoise.Init(0, 0, OpenCL, Neurons(), iBatch, optimization) ||
!LoadInsideLayer(file_handle, cAddNoise.AsObject()))
ReturnFalse;
//---
if(!cResidual.Init(0, 6, OpenCL, Neurons(), optimization, iBatch))
ReturnFalse;
if(!cResidual.SetGradient(cMergeSplit[1].getGradient(), true))
ReturnFalse;
if(!cRevIn.Init(0, 7, OpenCL, Neurons(), 0, cAddNoise.AsObject()))
ReturnFalse;
//---
if(!SetOutput(cRevIn.getOutput(), true))
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Initializes the CNeuronHyperProjection layer and allocates its |
//| GPU buffers. |
//+------------------------------------------------------------------+
bool CNeuronHyperProjection::Init(uint numOutputs,
uint myIndex,
COpenCLMy * open_cl,
uint window,
uint units_count,
ENUM_OPTIMIZATION optimization_type,
uint batch
)
{
if(!CNeuronBaseOCL::Init(numOutputs, myIndex, open_cl, (window + 1)*units_count, optimization_type, batch))
ReturnFalse;
iWindow = window;
iUnits = units_count;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Runs the CNeuronHyperProjection feed-forward pass and writes the |
//| layer output. |
//+------------------------------------------------------------------+
bool CNeuronHyperProjection::feedForward(CNeuronBaseOCL* NeuronOCL)
{
if(!NeuronOCL)
ReturnFalse;
//---
uint global_work_offset[2] = {0, 0};
uint global_work_size[2] = {iUnits, iWindow};
uint local_work_size[2] = {1, iWindow};
int kernel = def_k_HyperProjection;
ResetLastError();
setBuffer(kernel, def_k_lp_inputs, NeuronOCL.getOutputIndex())
setBuffer(kernel, def_k_lp_outputs, getOutputIndex())
//---
kernelExecuteLoc(kernel, global_work_offset, global_work_size, local_work_size)
#ifdef _DEBUG
if(!NeuronOCL.getOutput().BufferRead())
ReturnFalse;
#endif
//---
return(true);
}
//+------------------------------------------------------------------+
//| Back-propagates the input gradients through the |
//| CNeuronHyperProjection layer. |
//+------------------------------------------------------------------+
bool CNeuronHyperProjection::calcInputGradients(CNeuronBaseOCL* prevLayer)
{
if(!prevLayer)
ReturnFalse;
//---
uint global_work_offset[2] = {0, 0};
uint global_work_size[2] = {iUnits, iWindow};
int kernel = def_k_HyperProjectionGrad;
ResetLastError();
setBuffer(kernel, def_k_lpg_inputs, prevLayer.getOutputIndex())
setBuffer(kernel, def_k_lpg_inputs_gr, prevLayer.getGradientIndex())
setBuffer(kernel, def_k_lpg_outputs_gr, getGradientIndex())
//---
kernelExecute(kernel, global_work_offset, global_work_size)
#ifdef _DEBUG
if(!prevLayer.getGradient().BufferRead())
ReturnFalse;
#endif
//---
return(true);
}
//+------------------------------------------------------------------+
//| Saves the CNeuronHyperProjection state to the file handle. |
//+------------------------------------------------------------------+
bool CNeuronHyperProjection::Save(const int file_handle)
{
if(!CNeuronBaseOCL::Save(file_handle))
ReturnFalse;
if(FileWriteInteger(file_handle, int(iWindow)) < INT_VALUE)
ReturnFalse;
if(FileWriteInteger(file_handle, int(iUnits)) < INT_VALUE)
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Restores the CNeuronHyperProjection state from the file handle. |
//+------------------------------------------------------------------+
bool CNeuronHyperProjection::Load(const int file_handle)
{
if(!CNeuronBaseOCL::Load(file_handle))
ReturnFalse;
if(FileIsEnding(file_handle))
ReturnFalse;
iWindow = (int)FileReadInteger(file_handle);
if(FileIsEnding(file_handle))
ReturnFalse;
iUnits = (int)FileReadInteger(file_handle);
//---
return(true);
}
//+------------------------------------------------------------------+
//| Initializes the CNeuronHyperboloids layer and allocates its GPU |
//| buffers. |
//+------------------------------------------------------------------+
bool CNeuronHyperboloids::Init(uint numOutputs,
uint myIndex,
COpenCLMy * open_cl,
uint window,
uint units_count,
uint centroids,
ENUM_OPTIMIZATION optimization_type,
uint batch
)
{
if(!CNeuronBaseOCL::Init(numOutputs, myIndex, open_cl, window * units_count * centroids, optimization_type, batch))
ReturnFalse;
//---
iWindows = window;
iUnits = units_count;
iCentroids = centroids;
//---
cHyperCentroids.Clear();
cHyperCurvatures.Clear();
cHyperCentroids.SetOpenCL(OpenCL);
cHyperCurvatures.SetOpenCL(OpenCL);
//---
CNeuronTransposeOCL *transp = new CNeuronTransposeOCL();
if(!transp ||
!transp.Init(0, 0, OpenCL, iUnits, iWindows, optimization, iBatch) ||
!cHyperCentroids.Add(transp))
{
DeleteObj(transp);
ReturnFalse;
}
transp.SetActivationFunction(None);
//---
CNeuronConvOCL *conv = new CNeuronConvOCL();
if(!conv ||
!conv.Init(0, 1, OpenCL, iUnits, iUnits, iCentroids, iWindows, 1, optimization, iBatch) ||
!cHyperCentroids.Add(conv))
{
DeleteObj(conv);
ReturnFalse;
}
conv.SetActivationFunction(TANH);
//---
conv = new CNeuronConvOCL();
if(!conv ||
!conv.Init(0, 2, OpenCL, iCentroids, iCentroids, iCentroids, 1, iWindows, optimization, iBatch) ||
!cHyperCentroids.Add(conv))
{
DeleteObj(conv);
ReturnFalse;
}
conv.SetActivationFunction(None);
//---
transp = new CNeuronTransposeOCL();
if(!transp ||
!transp.Init(0, 3, OpenCL, iWindows, iCentroids, optimization, iBatch) ||
!cHyperCentroids.Add(transp))
{
DeleteObj(transp);
ReturnFalse;
}
transp.SetActivationFunction((ENUM_ACTIVATION)conv.Activation());
//---
conv = new CNeuronConvOCL();
if(!conv ||
!conv.Init(0, 4, OpenCL, iWindows, iWindows, iWindows, iCentroids, 1, optimization, iBatch) ||
!cHyperCurvatures.Add(conv))
{
DeleteObj(conv);
ReturnFalse;
}
conv.SetActivationFunction(TANH);
//---
conv = new CNeuronConvOCL();
if(!conv ||
!conv.Init(0, 5, OpenCL, iWindows, iWindows, 1, 1, iCentroids, optimization, iBatch) ||
!cHyperCurvatures.Add(conv))
{
DeleteObj(conv);
ReturnFalse;
}
conv.SetActivationFunction(None);
//---
uint size = iCentroids * iUnits * sizeof(float);
iProducts = OpenCL.AddBuffer(size, CL_MEM_READ_WRITE);
if(iProducts < 0)
ReturnFalse;
iDistances = OpenCL.AddBuffer(size, CL_MEM_READ_WRITE);
if(iDistances < 0)
ReturnFalse;
iNormes = OpenCL.AddBuffer(size, CL_MEM_READ_WRITE);
if(iNormes < 0)
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Handles the CNeuronHyperboloids log map operation. |
//+------------------------------------------------------------------+
bool CNeuronHyperboloids::LogMap(CNeuronBaseOCL* featers,
CNeuronBaseOCL* centroids,
CNeuronBaseOCL* curvatures,
CNeuronBaseOCL* outputs
)
{
if(!featers || !centroids || !curvatures || !outputs)
ReturnFalse;
//---
uint global_work_offset[3] = {0, 0, 0};
uint global_work_size[3] = {iUnits, iCentroids, iWindows};
uint local_work_size[3] = {1, 1, iWindows};
int kernel = def_k_LogMap;
ResetLastError();
setBuffer(kernel, def_k_logmap_centroids, centroids.getOutputIndex())
setBuffer(kernel, def_k_logmap_curvatures, curvatures.getOutputIndex())
setBuffer(kernel, def_k_logmap_features, featers.getOutputIndex())
setBuffer(kernel, def_k_logmap_outputs, outputs.getOutputIndex())
setBuffer(kernel, def_k_logmap_distance, iDistances)
setBuffer(kernel, def_k_logmap_product, iProducts)
setBuffer(kernel, def_k_logmap_norma, iNormes)
//---
kernelExecuteLoc(kernel, global_work_offset, global_work_size, local_work_size)
#ifdef _DEBUG
if(!outputs.getOutput().BufferRead())
ReturnFalse;
#endif
//---
return(true);
}
//+------------------------------------------------------------------+
//| Handles the CNeuronHyperboloids log map grad operation. |
//+------------------------------------------------------------------+
bool CNeuronHyperboloids::LogMapGrad(CNeuronBaseOCL* featers,
CNeuronBaseOCL* centroids,
CNeuronBaseOCL* curvatures,
CNeuronBaseOCL* outputs
)
{
if(!featers || !centroids || !curvatures || !outputs)
ReturnFalse;
//---
//---
CBufferFloat *temp = featers.getGradient();
if(!temp ||
!temp.Fill(0) ||
!temp.BufferWrite())
ReturnFalse;
temp = centroids.getGradient();
if(!temp ||
!temp.Fill(0) ||
!temp.BufferWrite())
ReturnFalse;
temp = curvatures.getGradient();
if(!temp ||
!temp.Fill(0) ||
!temp.BufferWrite())
ReturnFalse;
//---
uint global_work_offset[3] = {0, 0, 0};
uint global_work_size[3] = {iUnits, iCentroids, iWindows};
uint local_work_size[3] = {1, 1, iWindows};
int kernel = def_k_LogMapGrad;
ResetLastError();
setBuffer(kernel, def_k_logmapgr_centroids, centroids.getOutputIndex())
setBuffer(kernel, def_k_logmapgr_centroids_gr, centroids.getGradientIndex())
setBuffer(kernel, def_k_logmapgr_curvatures, curvatures.getOutputIndex())
setBuffer(kernel, def_k_logmapgr_curvatures_gr, curvatures.getGradientIndex())
setBuffer(kernel, def_k_logmapgr_features, featers.getOutputIndex())
setBuffer(kernel, def_k_logmapgr_features_gr, featers.getGradientIndex())
setBuffer(kernel, def_k_logmapgr_outputs, outputs.getOutputIndex())
setBuffer(kernel, def_k_logmapgr_outputs_gr, outputs.getGradientIndex())
setBuffer(kernel, def_k_logmapgr_distance, iDistances)
setBuffer(kernel, def_k_logmapgr_product, iProducts)
setBuffer(kernel, def_k_logmapgr_norma, iNormes)
//---
kernelExecuteLoc(kernel, global_work_offset, global_work_size, local_work_size)
#ifdef _DEBUG
if(!featers.getGradient().BufferRead())
ReturnFalse;
#endif
//---
return(true);
}
//+------------------------------------------------------------------+
//| Runs the CNeuronHyperboloids feed-forward pass and writes the |
//| layer output. |
//+------------------------------------------------------------------+
bool CNeuronHyperboloids::feedForward(CNeuronBaseOCL* NeuronOCL)
{
CNeuronBaseOCL *prev = NeuronOCL;
CNeuronBaseOCL *centroids = NULL;
CNeuronBaseOCL *curvatures = NULL;
//--- Centroids
for(int i = 0; i < cHyperCentroids.Total(); i++)
{
centroids = cHyperCentroids[i];
if(!centroids ||
!centroids.FeedForward(prev))
ReturnFalse;
prev = centroids;
}
//--- Curvatures
for(int i = 0; i < cHyperCurvatures.Total(); i++)
{
curvatures = cHyperCurvatures[i];
if(!curvatures ||
!curvatures.FeedForward(prev))
ReturnFalse;
prev = curvatures;
}
if(!LogMap(NeuronOCL, centroids, curvatures, AsObject()))
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Back-propagates the input gradients through the |
//| CNeuronHyperboloids layer. |
//+------------------------------------------------------------------+
bool CNeuronHyperboloids::calcInputGradients(CNeuronBaseOCL* prevLayer)
{
if(!prevLayer)
ReturnFalse;
//---
CObject *next = NULL;
CNeuronBaseOCL *centroids = cHyperCentroids[-1];
CNeuronBaseOCL *curvatures = cHyperCurvatures[-1];
//---
if(!LogMapGrad(prevLayer, centroids, curvatures, AsObject()))
ReturnFalse;
//--- Curvatures
for(int i = cHyperCurvatures.Total() - 2; i >= 0; i--)
{
next = curvatures;
curvatures = cHyperCurvatures[i];
if(!curvatures ||
!curvatures.CalcHiddenGradients(next))
ReturnFalse;
}
CBufferFloat *temp = centroids.getGradient();
if(centroids.Activation() != None)
if(!DeActivation(centroids.getOutput(), temp, temp, centroids.Activation()))
ReturnFalse;
if(!centroids.SetGradient(centroids.getPrevOutput(), false) ||
!centroids.CalcHiddenGradients(curvatures.AsObject()) ||
!SumAndNormalize(temp, centroids.getGradient(), temp, iWindows, false, 0, 0, 0, 1) ||
!centroids.SetGradient(temp, false)
)
ReturnFalse;
//--- Centroids
for(int i = cHyperCentroids.Total() - 2; i >= 0; i--)
{
next = centroids;
centroids = cHyperCentroids[i];
if(!centroids ||
!centroids.CalcHiddenGradients(next))
ReturnFalse;
}
//---
temp = prevLayer.getGradient();
if(prevLayer.Activation() != None)
if(!DeActivation(prevLayer.getOutput(), temp, temp, prevLayer.Activation()))
ReturnFalse;
if(!prevLayer.SetGradient(prevLayer.getPrevOutput(), false) ||
!prevLayer.CalcHiddenGradients(centroids.AsObject()) ||
!SumAndNormalize(temp, prevLayer.getGradient(), temp, iWindows, false, 0, 0, 0, 1) ||
!prevLayer.SetGradient(temp, false)
)
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Updates the CNeuronHyperboloids trainable weights from the |
//| accumulated gradients. |
//+------------------------------------------------------------------+
bool CNeuronHyperboloids::updateInputWeights(CNeuronBaseOCL* NeuronOCL)
{
CNeuronBaseOCL *prev = NeuronOCL;
CNeuronBaseOCL *centroids = NULL;
CNeuronBaseOCL *curvatures = NULL;
//--- Centroids
for(int i = 0; i < cHyperCentroids.Total(); i++)
{
centroids = cHyperCentroids[i];
if(!centroids ||
!centroids.UpdateInputWeights(prev))
ReturnFalse;
prev = centroids;
}
//--- Curvatures
for(int i = 0; i < cHyperCurvatures.Total(); i++)
{
curvatures = cHyperCurvatures[i];
if(!curvatures ||
!curvatures.UpdateInputWeights(prev))
ReturnFalse;
prev = curvatures;
}
//---
return(true);
}
//+------------------------------------------------------------------+
//| Rebinds the CNeuronHyperboloids GPU buffers to the given OpenCL |
//| context. |
//+------------------------------------------------------------------+
void CNeuronHyperboloids::SetOpenCL(COpenCLMy * obj)
{
if(!!OpenCL)
{
OpenCL.BufferFree(iProducts);
OpenCL.BufferFree(iDistances);
OpenCL.BufferFree(iNormes);
}
//---
CNeuronBaseOCL::SetOpenCL(obj);
cHyperCentroids.SetOpenCL(OpenCL);
cHyperCurvatures.SetOpenCL(OpenCL);
//---
uint size = iCentroids * iUnits * sizeof(float);
iProducts = OpenCL.AddBuffer(size, CL_MEM_READ_WRITE);
iDistances = OpenCL.AddBuffer(size, CL_MEM_READ_WRITE);
iNormes = OpenCL.AddBuffer(size, CL_MEM_READ_WRITE);
}
//+------------------------------------------------------------------+
//| Saves the CNeuronHyperboloids state to the file handle. |
//+------------------------------------------------------------------+
bool CNeuronHyperboloids::Save(const int file_handle)
{
if(!CNeuronBaseOCL::Save(file_handle))
ReturnFalse;
if(!cHyperCentroids.Save(file_handle))
ReturnFalse;
if(!cHyperCurvatures.Save(file_handle))
ReturnFalse;
if(FileWriteInteger(file_handle, int(iWindows)) < INT_VALUE)
ReturnFalse;
if(FileWriteInteger(file_handle, int(iUnits)) < INT_VALUE)
ReturnFalse;
if(FileWriteInteger(file_handle, int(iCentroids)) < INT_VALUE)
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Restores the CNeuronHyperboloids state from the file handle. |
//+------------------------------------------------------------------+
bool CNeuronHyperboloids::Load(const int file_handle)
{
if(!CNeuronBaseOCL::Load(file_handle))
ReturnFalse;
if(!cHyperCentroids.Load(file_handle))
ReturnFalse;
if(!cHyperCurvatures.Load(file_handle))
ReturnFalse;
if(FileIsEnding(file_handle))
ReturnFalse;
iWindows = (int)FileReadInteger(file_handle);
if(FileIsEnding(file_handle))
ReturnFalse;
iUnits = (int)FileReadInteger(file_handle);
if(FileIsEnding(file_handle))
ReturnFalse;
iCentroids = (int)FileReadInteger(file_handle);
SetOpenCL(OpenCL);
//---
return(true);
}
//+------------------------------------------------------------------+
//| Sets the training flag of the CNeuronHyperboloids layer. |
//+------------------------------------------------------------------+
void CNeuronHyperboloids::TrainMode(bool flag)
{
CNeuronBaseOCL::TrainMode(flag);
CNeuronBaseOCL *neuron = NULL;
//---
for(int i = 0; i < cHyperCentroids.Total(); i++)
{
neuron = cHyperCentroids[i];
if(!neuron)
continue;
neuron.TrainMode(bTrain);
}
//---
for(int i = 0; i < cHyperCurvatures.Total(); i++)
{
neuron = cHyperCurvatures[i];
if(!neuron)
continue;
neuron.TrainMode(bTrain);
}
}
//+------------------------------------------------------------------+
//| Initializes the CNeuronHypDiff layer and allocates its GPU |
//| buffers. |
//+------------------------------------------------------------------+
bool CNeuronHypDiff::Init(uint numOutputs,
uint myIndex,
COpenCLMy * open_cl,
uint window,
uint window_key,
uint units_count,
uint heads,
uint layers,
uint centroids,
ENUM_OPTIMIZATION optimization_type,
uint batch
)
{
if(!CNeuronBaseOCL::Init(numOutputs, myIndex, open_cl, window * units_count, optimization_type, batch))
ReturnFalse;
//---
cLayers.Clear();
cLayers.SetOpenCL(OpenCL);
int layer = 0;
//--- Projection
CNeuronHyperProjection *lorenz = new CNeuronHyperProjection();
if(!lorenz ||
!lorenz.Init(0, layer, OpenCL, window, units_count, optimization, iBatch) ||
!cLayers.Add(lorenz))
{
DeleteObj(lorenz);
ReturnFalse;
}
layer++;
//--- Encoder
CNeuronRMAT *rmat = new CNeuronRMAT();
if(!rmat ||
!rmat.Init(0, layer, OpenCL, window + 1, window_key, units_count, heads, layers, optimization, iBatch) ||
!cLayers.Add(rmat))
{
DeleteObj(rmat);
ReturnFalse;
}
layer++;
//---
CNeuronConvOCL *conv = new CNeuronConvOCL();
if(!conv ||
!conv.Init(0, layer, OpenCL, window + 1, window + 1, 2 * window, units_count, 1, optimization, iBatch) ||
!cLayers.Add(conv))
{
DeleteObj(conv);
ReturnFalse;
}
layer++;
conv.SetActivationFunction(TANH);
//---
conv = new CNeuronConvOCL();
if(!conv ||
!conv.Init(0, layer, OpenCL, 2 * window, 2 * window, 3, units_count, 1, optimization, iBatch) ||
!cLayers.Add(conv))
{
DeleteObj(conv);
ReturnFalse;
}
layer++;
//--- LogMap projecction
CNeuronHyperboloids *logmap = new CNeuronHyperboloids();
if(!logmap ||
!logmap.Init(0, layer, OpenCL, 3, units_count, centroids, optimization, iBatch) ||
!cLayers.Add(logmap))
{
DeleteObj(logmap);
ReturnFalse;
}
layer++;
//--- Diffusion model
CNeuronDiffusion *diff = new CNeuronDiffusion();
if(!diff ||
!diff.Init(0, layer, OpenCL, 3, window_key, heads, units_count * centroids, 2, layers, optimization, iBatch) ||
!cLayers.Add(diff))
{
DeleteObj(diff);
ReturnFalse;
}
layer++;
//--- Pooling
CNeuronMHAttentionPooling *pooling = new CNeuronMHAttentionPooling();
if(!pooling ||
!pooling.Init(0, layer, OpenCL, 3, units_count, centroids, optimization, iBatch) ||
!cLayers.Add(pooling))
{
DeleteObj(pooling);
ReturnFalse;
}
layer++;
//--- Resize to source size
conv = new CNeuronConvOCL();
if(!conv ||
!conv.Init(0, layer, OpenCL, 3, 3, window, units_count, 1, optimization, iBatch) ||
!cLayers.Add(conv))
{
DeleteObj(conv);
ReturnFalse;
}
//---
if(!SetOutput(conv.getOutput(), true) ||
!SetGradient(conv.getGradient(), true))
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Initializes the CNeuronPSformer layer and allocates its GPU |
//| buffers. |
//+------------------------------------------------------------------+
bool CNeuronPSformer::Init(uint numOutputs,
uint myIndex,
COpenCLMy * open_cl,
uint window,
uint units_count,
uint segments,
float rho,
ENUM_OPTIMIZATION optimization_type,
uint batch
)
{
if((window * units_count) % segments > 0)
ReturnFalse;
if(!CNeuronBaseSAMOCL::Init(numOutputs, myIndex, open_cl, window * units_count, rho, optimization_type, batch))
ReturnFalse;
//---
uint count = Neurons() / segments;
//---
if(!acTranspose[0].Init(0, 0, OpenCL, segments, count, optimization, iBatch))
ReturnFalse;
acTranspose[0].SetActivationFunction(None);
//---
if(!acPSBlocks[0].Init(0, 1, OpenCL, segments, segments, units_count / segments, 1, fRho, optimization, iBatch))
ReturnFalse;
for(int i = 0; i < 2; i++)
{
if(!acAttention[i].Init(0, i + 2, OpenCL, segments, segments, units_count / segments, 2, optimization, iBatch))
ReturnFalse;
if(!acPSBlocks[i + 1].InitPS((CNeuronPSBlock*)acPSBlocks[0].AsObject()))
ReturnFalse;
}
//---
if(!cResidual.Init(0, 4, OpenCL, acAttention[1].Neurons(), optimization, iBatch))
ReturnFalse;
if(!cResidual.SetGradient(acAttention[1].getGradient(), true))
ReturnFalse;
cResidual.SetActivationFunction((ENUM_ACTIVATION)acAttention[1].Activation());
//---
if(!acTranspose[1].Init(0, 5, OpenCL, count, segments, optimization, iBatch))
ReturnFalse;
acTranspose[1].SetActivationFunction((ENUM_ACTIVATION)acPSBlocks[2].Activation());
//---
if(!SetOutput(acTranspose[1].getOutput(), true) ||
!SetGradient(acTranspose[1].getGradient(), true))
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Runs the CNeuronPSformer feed-forward pass and writes the layer |
//| output. |
//+------------------------------------------------------------------+
bool CNeuronPSformer::feedForward(CNeuronBaseOCL* NeuronOCL)
{
//--- Dimension Transformation
if(!acTranspose[0].FeedForward(NeuronOCL))
ReturnFalse;
//--- Segment Attention
CObject* prev = acTranspose[0].AsObject();
for(int i = 0; i < 2; i++)
{
if(!acPSBlocks[i].FeedForward(prev))
ReturnFalse;
if(!acAttention[i].FeedForward(acPSBlocks[i].AsObject()))
ReturnFalse;
prev = acAttention[i].AsObject();
}
//--- Residual Add
if(!SumAndNormalize(acTranspose[0].getOutput(), acAttention[1].getOutput(), cResidual.getOutput(), acAttention[1].GetWindow(), false, 0, 0, 0, 1))
ReturnFalse;
//--- PS Block
if(!acPSBlocks[2].FeedForward(cResidual.AsObject()))
ReturnFalse;
//--- Inverse Transformation
if(!acTranspose[1].FeedForward(acPSBlocks[2].AsObject()))
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Back-propagates the input gradients through the CNeuronPSformer |
//| layer. |
//+------------------------------------------------------------------+
bool CNeuronPSformer::calcInputGradients(CNeuronBaseOCL* NeuronOCL)
{
if(!NeuronOCL)
ReturnFalse;
//---
if(!acPSBlocks[2].CalcHiddenGradients(acTranspose[1].AsObject()))
ReturnFalse;
//---
if(!cResidual.CalcHiddenGradients(acPSBlocks[2].AsObject()))
ReturnFalse;
//---
if(!acPSBlocks[1].CalcHiddenGradients(acAttention[1].AsObject()))
ReturnFalse;
if(!acAttention[0].CalcHiddenGradients(acPSBlocks[1].AsObject()))
ReturnFalse;
if(!acPSBlocks[0].CalcHiddenGradients(acAttention[0].AsObject()))
ReturnFalse;
//---
if(!acTranspose[0].CalcHiddenGradients(acPSBlocks[0].AsObject()))
ReturnFalse;
if(acTranspose[0].Activation() == None)
{
if(!SumAndNormalize(acTranspose[0].getGradient(), cResidual.getGradient(), acTranspose[0].getGradient(), acAttention[1].GetWindow(), false, 0, 0, 0, 1))
ReturnFalse;
}
else
{
if(!DeActivation(acTranspose[0].getOutput(), cResidual.getGradient(), acTranspose[0].getPrevOutput(), acTranspose[0].Activation()) ||
!SumAndNormalize(acTranspose[0].getGradient(), acTranspose[0].getPrevOutput(), acTranspose[0].getGradient(), acAttention[1].GetWindow(), false, 0, 0, 0, 1))
ReturnFalse;
}
if(!NeuronOCL.CalcHiddenGradients(acTranspose[0].AsObject()))
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Updates the CNeuronPSformer trainable weights from the |
//| accumulated gradients. |
//+------------------------------------------------------------------+
bool CNeuronPSformer::updateInputWeights(CNeuronBaseOCL* NeuronOCL)
{
if(!acPSBlocks[2].UpdateInputWeights(cResidual.AsObject()))
ReturnFalse;
//---
CObject* prev = acAttention[0].AsObject();
for(int i = 1; i >= 0; i--)
{
if(!acAttention[i].UpdateInputWeights(acPSBlocks[i].AsObject()))
ReturnFalse;
if(!acPSBlocks[i].UpdateInputWeights(prev))
ReturnFalse;
prev = acTranspose[0].AsObject();
}
//---
return(true);
}
//+------------------------------------------------------------------+
//| Rebinds the CNeuronPSformer GPU buffers to the given OpenCL |
//| context. |
//+------------------------------------------------------------------+
void CNeuronPSformer::SetOpenCL(COpenCLMy * obj)
{
CNeuronBaseSAMOCL::SetOpenCL(obj);
for(int i = 0; i < 2; i++)
{
acTranspose[i].SetOpenCL(OpenCL);
acPSBlocks[i].SetOpenCL(OpenCL);
acAttention[i].SetOpenCL(OpenCL);
}
acPSBlocks[2].SetOpenCL(OpenCL);
cResidual.SetOpenCL(OpenCL);
}
//+------------------------------------------------------------------+
//| Saves the CNeuronPSformer state to the file handle. |
//+------------------------------------------------------------------+
bool CNeuronPSformer::Save(const int file_handle)
{
if(!CNeuronBaseSAMOCL::Save(file_handle))
ReturnFalse;
if(!acPSBlocks[0].Save(file_handle))
ReturnFalse;
for(int i = 0; i < 2; i++)
if(!acTranspose[i].Save(file_handle) ||
!acAttention[i].Save(file_handle))
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Restores the CNeuronPSformer state from the file handle. |
//+------------------------------------------------------------------+
bool CNeuronPSformer::Load(const int file_handle)
{
if(!CNeuronBaseSAMOCL::Load(file_handle))
ReturnFalse;
//---
if(!LoadInsideLayer(file_handle, acPSBlocks[0].AsObject()))
ReturnFalse;
for(int i = 0; i < 2; i++)
if(!LoadInsideLayer(file_handle, acTranspose[i].AsObject()) ||
!LoadInsideLayer(file_handle, acAttention[i].AsObject()))
ReturnFalse;
//---
for(int i = 1; i < 3; i++)
if(!acPSBlocks[i].InitPS((CNeuronPSBlock*)acPSBlocks[0].AsObject()))
ReturnFalse;
//---
if(!cResidual.Init(0, 4, OpenCL, acAttention[1].Neurons(), optimization, iBatch))
ReturnFalse;
if(!cResidual.SetGradient(acAttention[1].getGradient(), true))
ReturnFalse;
cResidual.SetActivationFunction((ENUM_ACTIVATION)acAttention[1].Activation());
//---
if(!SetOutput(acTranspose[1].getOutput(), true) ||
!SetGradient(acTranspose[1].getGradient(), true))
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Initializes the CNeuronAdaBN layer and allocates its GPU |
//| buffers. |
//+------------------------------------------------------------------+
bool CNeuronAdaBN::Init(uint numOutputs, uint myIndex, COpenCLMy * open_cl,
uint window, uint window_out, uint units_count,
uint & bottlenecks[], uint top_k, uint variables,
ENUM_OPTIMIZATION optimization_type, uint batch)
{
if(!CNeuronBaseOCL::Init(numOutputs, myIndex, open_cl, window * units_count * variables, optimization_type, batch))
ReturnFalse;
int index = 0;
if(!cGates.Init(0, index, OpenCL, window, units_count * variables, bottlenecks.Size(), top_k, optimization, iBatch))
ReturnFalse;
//---
index++;
if(!cXProj.Init(0, index, OpenCL, window, window, window, units_count, optimization, iBatch))
ReturnFalse;
cXProj.SetActivationFunction(None);
//---
cExperts.Clear();
cExperts.SetOpenCL(OpenCL);
CNeuronConvOCL *conv = NULL;
CNeuronMultiWindowsConvOCL *mwconv = NULL;
CNeuronTransposeRCDOCL *transp = NULL;
//---
uint bn_size = 0;
for(uint i = 0; i < bottlenecks.Size(); i++)
bn_size += bottlenecks[i];
//---
index++;
conv = new CNeuronConvOCL();
if(!conv ||
!conv.Init(0, index, OpenCL, window, window, bn_size, units_count, variables, optimization, iBatch) ||
!cExperts.Add(conv))
{
DeleteObj(conv);
ReturnFalse;
}
conv.SetActivationFunction(LReLU);
//---
index++;
mwconv = new CNeuronMultiWindowsConvOCL();
if(!mwconv ||
!mwconv.Init(0, index, OpenCL, bottlenecks, window_out, units_count, variables, optimization, iBatch) ||
!cExperts.Add(mwconv))
{
DeleteObj(conv);
ReturnFalse;
}
mwconv.SetActivationFunction(LReLU);
transp = new CNeuronTransposeRCDOCL();
index++;
if(!transp ||
!transp.Init(0, index, OpenCL, units_count * variables, bottlenecks.Size(), window_out, optimization, iBatch) ||
!cExperts.Add(transp))
{
DeleteObj(transp);
ReturnFalse;
}
transp.SetActivationFunction((ENUM_ACTIVATION)conv.Activation());
index++;
conv = new CNeuronConvOCL();
if(!conv ||
!conv.Init(0, index, OpenCL, window_out, window_out, window, units_count * variables, bottlenecks.Size(), optimization, iBatch) ||
!cExperts.Add(conv))
{
DeleteObj(conv);
ReturnFalse;
}
conv.SetActivationFunction(None);
transp = new CNeuronTransposeRCDOCL();
index++;
if(!transp ||
!transp.Init(0, index, OpenCL, bottlenecks.Size(), units_count * variables, window, optimization, iBatch) ||
!cExperts.Add(transp))
{
DeleteObj(transp);
ReturnFalse;
}
transp.SetActivationFunction((ENUM_ACTIVATION)conv.Activation());
//---
return(true);
}
//+------------------------------------------------------------------+
//| Initializes the CNeuronTempEmbedding layer and allocates its GPU |
//| buffers. |
//+------------------------------------------------------------------+
bool CNeuronTempEmbedding::Init(uint numOutputs, uint myIndex, COpenCLMy *open_cl,
uint units, uint window,
uint embed_dim1, uint period1, uint frame1,
uint embed_dim2, uint period2, uint frame2,
ENUM_OPTIMIZATION optimization_type, uint batch)
{
if(!CNeuronBaseOCL::Init(numOutputs, myIndex, open_cl,
(window + embed_dim1 + embed_dim2)*units, optimization_type, batch))
ReturnFalse;
//---
if(!caEmbeddings[0].Init(0, 0, OpenCL, embed_dim1 * period1, optimization, iBatch))
ReturnFalse;
if(!caEmbeddings[1].Init(0, 1, OpenCL, embed_dim2 * period2, optimization, iBatch))
ReturnFalse;
//---
iWindow = window;
iUnits = units;
aiEmbeddingDim[0] = embed_dim1;
aiEmbeddingDim[1] = embed_dim2;
aiFrames[0] = MathMax(1, frame1);
aiFrames[1] = MathMax(1, frame2);
aiPeriod[0] = period1;
aiPeriod[1] = period2;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Handles the CNeuronTempEmbedding concat by label operation. |
//+------------------------------------------------------------------+
bool CNeuronTempEmbedding::ConcatByLabel(CNeuronBaseOCL *NeuronOCL, CBufferFloat *SecondInput)
{
if(!OpenCL || !NeuronOCL || !SecondInput)
ReturnFalse;
if(NeuronOCL.Neurons() < int(iUnits * iWindow) ||
SecondInput.Total() < (int)iUnits)
ReturnFalse;
//---
uint global_work_offset[3] = {0, 0, 0};
uint global_work_size[3] = {iUnits,
MathMax(iWindow, aiEmbeddingDim[ArrayMaximum(aiEmbeddingDim)]),
3
};
uint kernel = def_k_ConcatByLabel;
setBuffer(kernel, def_k_cbl_data, NeuronOCL.getOutputIndex())
setBuffer(kernel, def_k_cbl_label, SecondInput.GetIndex())
setBuffer(kernel, def_k_cbl_embedding1, caEmbeddings[0].getOutputIndex())
setBuffer(kernel, def_k_cbl_embedding2, caEmbeddings[1].getOutputIndex())
setBuffer(kernel, def_k_cbl_output, getOutputIndex())
setArgument(kernel, def_k_cbl_dimension_data, (int)iWindow)
setArgument(kernel, def_k_cbl_dimension_emb1, (int)aiEmbeddingDim[0])
setArgument(kernel, def_k_cbl_dimension_emb2, (int)aiEmbeddingDim[1])
setArgument(kernel, def_k_cbl_period1, (int)aiPeriod[0])
setArgument(kernel, def_k_cbl_period2, (int)aiPeriod[1])
setArgument(kernel, def_k_cbl_frame1, (int)aiFrames[0])
setArgument(kernel, def_k_cbl_frame2, (int)aiFrames[1])
//---
kernelExecute(kernel, global_work_offset, global_work_size)
#ifdef _DEBUG
if(!Output.BufferRead())
ReturnFalse;
#endif
//---
return(true);
}
//+------------------------------------------------------------------+
//| Handles the CNeuronTempEmbedding concat by label grad operation. |
//+------------------------------------------------------------------+
bool CNeuronTempEmbedding::ConcatByLabelGrad(CNeuronBaseOCL *NeuronOCL, CBufferFloat *SecondInput)
{
if(!OpenCL || !NeuronOCL || !SecondInput)
ReturnFalse;
if(NeuronOCL.Neurons() < int(iUnits * iWindow) ||
SecondInput.Total() < (int)iUnits)
ReturnFalse;
//---
uint global_work_offset[3] = {0, 0, 0};
uint global_work_size[3] = {MathMax(iUnits, aiPeriod[ArrayMaximum(aiPeriod)]),
MathMax(iWindow, aiEmbeddingDim[ArrayMaximum(aiEmbeddingDim)]),
3
};
uint kernel = def_k_ConcatByLabelGrad;
setBuffer(kernel, def_k_cbl_data, NeuronOCL.getGradientIndex())
setBuffer(kernel, def_k_cbl_label, SecondInput.GetIndex())
setBuffer(kernel, def_k_cbl_embedding1, caEmbeddings[0].getGradientIndex())
setBuffer(kernel, def_k_cbl_embedding2, caEmbeddings[1].getGradientIndex())
setBuffer(kernel, def_k_cbl_output, getGradientIndex())
setArgument(kernel, def_k_cbl_dimension_data, (int)iWindow)
setArgument(kernel, def_k_cbl_dimension_emb1, (int)aiEmbeddingDim[0])
setArgument(kernel, def_k_cbl_dimension_emb2, (int)aiEmbeddingDim[1])
setArgument(kernel, def_k_cbl_period1, (int)aiPeriod[0])
setArgument(kernel, def_k_cbl_period2, (int)aiPeriod[1])
setArgument(kernel, def_k_cbl_frame1, (int)aiFrames[0])
setArgument(kernel, def_k_cbl_frame2, (int)aiFrames[1])
setArgument(kernel, def_k_cbl_gr_units, (int)iUnits)
//---
kernelExecute(kernel, global_work_offset, global_work_size)
#ifdef _DEBUG
if(!NeuronOCL.getGradient().BufferRead())
ReturnFalse;
#endif
//---
return(true);
}
//+------------------------------------------------------------------+
//| Runs the CNeuronTempEmbedding feed-forward pass and writes the |
//| layer output. |
//+------------------------------------------------------------------+
bool CNeuronTempEmbedding::feedForward(CNeuronBaseOCL *NeuronOCL, CBufferFloat *SecondInput)
{
if(bTrain)
for(uint i = 0; i < caEmbeddings.Size(); i++)
if(!caEmbeddings[i].FeedForward())
ReturnFalse;
//---
return(ConcatByLabel(NeuronOCL, SecondInput));
}
//+------------------------------------------------------------------+
//| Back-propagates the input gradients through the |
//| CNeuronTempEmbedding layer. |
//+------------------------------------------------------------------+
bool CNeuronTempEmbedding::calcInputGradients(CNeuronBaseOCL *NeuronOCL,
CBufferFloat *SecondInput,
CBufferFloat *SecondGradient,
ENUM_ACTIVATION SecondActivation = None)
{
if(!ConcatByLabelGrad(NeuronOCL, SecondInput))
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Updates the CNeuronTempEmbedding trainable weights from the |
//| accumulated gradients. |
//+------------------------------------------------------------------+
bool CNeuronTempEmbedding::updateInputWeights(CNeuronBaseOCL *NeuronOCL)
{
for(uint i = 0; i < caEmbeddings.Size(); i++)
if(!caEmbeddings[i].UpdateInputWeights())
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Averages the CNeuronTempEmbedding weights toward the source |
//| model with factor tau. |
//+------------------------------------------------------------------+
bool CNeuronTempEmbedding::WeightsUpdate(CNeuronBaseOCL *source, float tau)
{
if(!CNeuronBaseOCL::WeightsUpdate(source, tau))
ReturnFalse;
//---
CNeuronTempEmbedding* Source = source;
for(uint i = 0; i < caEmbeddings.Size(); i++)
if(!caEmbeddings[i].WeightsUpdate(Source.caEmbeddings[i].AsObject(), tau))
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Saves the CNeuronTempEmbedding state to the file handle. |
//+------------------------------------------------------------------+
bool CNeuronTempEmbedding::Save(const int file_handle)
{
if(!CNeuronBaseOCL::Save(file_handle))
ReturnFalse;
//---
for(uint i = 0; i < caEmbeddings.Size(); i++)
if(!caEmbeddings[i].Save(file_handle))
ReturnFalse;
//---
if(FileWriteInteger(file_handle, (int)iWindow) < INT_VALUE)
ReturnFalse;
if(FileWriteInteger(file_handle, (int)iUnits) < INT_VALUE)
ReturnFalse;
for(uint i = 0; i < caEmbeddings.Size(); i++)
{
if(FileWriteInteger(file_handle, (int)aiEmbeddingDim[i]) < INT_VALUE)
ReturnFalse;
if(FileWriteInteger(file_handle, (int)aiFrames[i]) < INT_VALUE)
ReturnFalse;
if(FileWriteInteger(file_handle, (int)aiPeriod[i]) < INT_VALUE)
ReturnFalse;
}
//---
return(true);
}
//+------------------------------------------------------------------+
//| Restores the CNeuronTempEmbedding state from the file handle. |
//+------------------------------------------------------------------+
bool CNeuronTempEmbedding::Load(const int file_handle)
{
if(!CNeuronBaseOCL::Load(file_handle))
ReturnFalse;
//---
for(uint i = 0; i < caEmbeddings.Size(); i++)
if(!LoadInsideLayer(file_handle, caEmbeddings[i].AsObject()))
ReturnFalse;
//---
if(FileIsEnding(file_handle))
ReturnFalse;
iWindow = (uint)FileReadInteger(file_handle);
if(FileIsEnding(file_handle))
ReturnFalse;
iUnits = (uint)FileReadInteger(file_handle);
for(uint i = 0; i < caEmbeddings.Size(); i++)
{
if(FileIsEnding(file_handle))
ReturnFalse;
aiEmbeddingDim[i] = (uint)FileReadInteger(file_handle);
if(FileIsEnding(file_handle))
ReturnFalse;
aiFrames[i] = (uint)FileReadInteger(file_handle);
if(FileIsEnding(file_handle))
ReturnFalse;
aiPeriod[i] = (uint)FileReadInteger(file_handle);
}
//---
return(true);
}
//+------------------------------------------------------------------+
//| Rebinds the CNeuronTempEmbedding GPU buffers to the given OpenCL |
//| context. |
//+------------------------------------------------------------------+
void CNeuronTempEmbedding::SetOpenCL(COpenCLMy *obj)
{
CNeuronBaseOCL::SetOpenCL(obj);
//---
for(uint i = 0; i < caEmbeddings.Size(); i++)
caEmbeddings[i].SetOpenCL(OpenCL);
}
//+------------------------------------------------------------------+
//| Initializes the CNeuronMultiScaleExcitation layer and allocates |
//| its GPU buffers. |
//+------------------------------------------------------------------+
bool CNeuronMultiScaleExcitation::Init(uint numOutputs, uint myIndex, COpenCLMy *open_cl,
uint dimension, uint units, uint scales, uint bottleneck,
ENUM_OPTIMIZATION optimization_type, uint batch)
{
if(!CNeuronBaseOCL::Init(numOutputs, myIndex, open_cl, dimension * units * scales, optimization_type, batch))
ReturnFalse;
//---
cExcitation.Clear();
cExcitation.SetOpenCL(OpenCL);
CNeuronSpikeConvBlock* conv = NULL;
CNeuronTransposeOCL* transp = NULL;
CNeuronSoftMaxOCL* softmax = NULL;
uint index = 0;
//--- [Scale, Unit, Dimension]
transp = new CNeuronTransposeOCL();
if(!transp ||
!transp.Init(0, index, OpenCL, scales, units * dimension, optimization, iBatch) ||
!cExcitation.Add(transp))
{
DeleteObj(transp)
ReturnFalse;
}
index++;
//--- [Unit, Dimension, Scale]
conv = new CNeuronSpikeConvBlock();
if(!conv ||
!conv.Init(0, index, OpenCL, scales, scales, 1, dimension * units, 1, optimization, iBatch) ||
!cExcitation.Add(conv))
{
DeleteObj(conv)
ReturnFalse;
}
index++;
//--- [Unit, Dimension]
conv = new CNeuronSpikeConvBlock();
if(!conv ||
!conv.Init(0, index, OpenCL, dimension, dimension, bottleneck, units, 1, optimization, iBatch) ||
!cExcitation.Add(conv))
{
DeleteObj(conv)
ReturnFalse;
}
index++;
//--- [Unit, Bottleneck]
conv = new CNeuronSpikeConvBlock();
if(!conv ||
!conv.Init(0, index, OpenCL, bottleneck, bottleneck, scales * dimension, units, 1, optimization, iBatch) ||
!cExcitation.Add(conv))
{
DeleteObj(conv)
ReturnFalse;
}
index++;
//--- [Unit, Dimension, Scale]
softmax = new CNeuronSoftMaxOCL();
if(!softmax ||
!softmax.Init(0, index, OpenCL, conv.Neurons(), optimization, iBatch) ||
!cExcitation.Add(softmax))
{
DeleteObj(softmax)
ReturnFalse;
}
softmax.SetHeads(dimension * units);
index++;
//--- [Unit, Dimension, Scale]
transp = new CNeuronTransposeOCL();
if(!transp ||
!transp.Init(0, index, OpenCL, units * dimension, scales, optimization, iBatch) ||
!cExcitation.Add(transp))
{
DeleteObj(transp)
ReturnFalse;
}
index++;
//--- [Scale, Unit, Dimension]
return(true);
}
//+------------------------------------------------------------------+
//| Runs the CNeuronMultiScaleExcitation feed-forward pass and |
//| writes the layer output. |
//+------------------------------------------------------------------+
bool CNeuronMultiScaleExcitation::feedForward(CNeuronBaseOCL *NeuronOCL)
{
CNeuronBaseOCL* prev = NeuronOCL;
CNeuronBaseOCL* curr = NULL;
for(int i = 0; i < cExcitation.Total(); i++)
{
curr = cExcitation[i];
if(!curr ||
!curr.FeedForward(prev))
ReturnFalse;
prev = curr;
}
if(!ElementMult(NeuronOCL.getOutput(), prev.getOutput(), Output))
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Back-propagates the input gradients through the |
//| CNeuronMultiScaleExcitation layer. |
//+------------------------------------------------------------------+
bool CNeuronMultiScaleExcitation::calcInputGradients(CNeuronBaseOCL *NeuronOCL)
{
CNeuronBaseOCL* next = cExcitation[-1];
CNeuronBaseOCL* curr = NULL;
//---
if(!NeuronOCL || !next)
ReturnFalse;
if(!ElementMultGrad(NeuronOCL.getOutput(), PrevOutput,
next.getOutput(), next.getGradient(),
Gradient, NeuronOCL.Activation(), next.Activation()))
ReturnFalse;
//---
for(int i = cExcitation.Total() - 2; i >= 0; i--)
{
curr = cExcitation[i];
if(!curr ||
!curr.CalcHiddenGradients(next))
ReturnFalse;
next = curr;
}
//---
if(!NeuronOCL.CalcHiddenGradients(next) ||
!SumAndNormalize(NeuronOCL.getGradient(), PrevOutput,
NeuronOCL.getGradient(), 1, false, 0, 0, 0, 1))
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Updates the CNeuronMultiScaleExcitation trainable weights from |
//| the accumulated gradients. |
//+------------------------------------------------------------------+
bool CNeuronMultiScaleExcitation::updateInputWeights(CNeuronBaseOCL *NeuronOCL)
{
CNeuronBaseOCL* prev = NeuronOCL;
CNeuronBaseOCL* curr = NULL;
for(int i = 0; i < cExcitation.Total(); i++)
{
curr = cExcitation[i];
if(!curr ||
!curr.UpdateInputWeights(prev))
ReturnFalse;
prev = curr;
}
//---
return(true);
}
//+------------------------------------------------------------------+
//| Averages the CNeuronMultiScaleExcitation weights toward the |
//| source model with factor tau. |
//+------------------------------------------------------------------+
bool CNeuronMultiScaleExcitation::WeightsUpdate(CNeuronBaseOCL *source, float tau)
{
if(!CNeuronBaseOCL::WeightsUpdate(source, tau))
ReturnFalse;
//---
CNeuronMultiScaleExcitation* Source = source;
if(!cExcitation.WeightsUpdate(Source.cExcitation.AsObject(), tau))
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Saves the CNeuronMultiScaleExcitation state to the file handle. |
//+------------------------------------------------------------------+
bool CNeuronMultiScaleExcitation::Save(const int file_handle)
{
if(!CNeuronBaseOCL::Save(file_handle))
ReturnFalse;
if(!cExcitation.Save(file_handle))
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Restores the CNeuronMultiScaleExcitation state from the file |
//| handle. |
//+------------------------------------------------------------------+
bool CNeuronMultiScaleExcitation::Load(const int file_handle)
{
if(!CNeuronBaseOCL::Load(file_handle))
ReturnFalse;
if(!cExcitation.Load(file_handle))
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Clears the CNeuronMultiScaleExcitation execution state and its |
//| GPU buffers. |
//+------------------------------------------------------------------+
bool CNeuronMultiScaleExcitation::Clear(void)
{
if(!CNeuronBaseOCL::Clear())
ReturnFalse;
if(!cExcitation.ClearStates())
ReturnFalse;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Rebinds the CNeuronMultiScaleExcitation GPU buffers to the given |
//| OpenCL context. |
//+------------------------------------------------------------------+
void CNeuronMultiScaleExcitation::SetOpenCL(COpenCLMy *obj)
{
CNeuronBaseOCL::SetOpenCL(obj);
cExcitation.SetOpenCL(OpenCL);
}
//+------------------------------------------------------------------+
//| Sets the training flag of the CNeuronMultiScaleExcitation layer. |
//+------------------------------------------------------------------+
void CNeuronMultiScaleExcitation::TrainMode(bool flag)
{
CNeuronBaseOCL::TrainMode(flag);
cExcitation.TrainMode(bTrain);
}
//+------------------------------------------------------------------+
//| Sets the sample of the CNeuronBayesianSampler. |
//+------------------------------------------------------------------+
bool CNeuronBayesianSampler::SetSample(const vector<float> &sample)
{
if(!m_cRandom || m_cRandom.Total() != sample.Size() ||
!m_cRandom.AssignArray(sample) || !m_cRandom.BufferWrite())
ReturnFalse;
return(true);
}
//+------------------------------------------------------------------+
//| Clears one retained Bayesian draw without changing its contract. |
//+------------------------------------------------------------------+
bool CNeuronBayesianSampler::Clear(void)
{
//--- Clear inherited output and gradient buffers.
if(!CNeuronBaseOCL::Clear())
ReturnFalseEx("sampler output");
//--- The local reparameterization noise is execution-only state.
if(!m_cRandom || !m_cRandom.Fill(0.0f))
ReturnFalseEx("sampler random");
//--- Finalize the sampler scratch reset.
return(true);
}
//+------------------------------------------------------------------+
//| Feed the existing VAE kernel from a caller-owned local draw. |
//+------------------------------------------------------------------+
bool CNeuronBayesianSampler::feedForward(CNeuronBaseOCL *NeuronOCL)
{
if(!OpenCL || !NeuronOCL || !m_cRandom || NeuronOCL.Neurons() % 2 != 0 ||
NeuronOCL.Neurons() / 2 != Neurons())
ReturnFalse;
return(VAEFeedForward(NeuronOCL, NULL));
}
//+------------------------------------------------------------------+
//| Runs the existing Bayesian local draw with numeric checking. |
//+------------------------------------------------------------------+
bool CNeuronBayesianSampler::FeedForwardChecked(CNeuronBaseOCL *NeuronOCL,
CBufferFloat *numeric_flags,
CBufferFloat *numeric_ones,
CBufferFloat *numeric_scalar,
bool &rejected)
{
rejected = false;
//--- Preserve the externally prepared local draw without regeneration.
if(!ValidateCheckedScratch(NeuronOCL, numeric_flags, numeric_ones, numeric_scalar))
return(false);
//--- Dispatch the caller-supplied draw and reduce its complete output prefix.
if(!VAEFeedForward(NeuronOCL, numeric_flags))
return(false);
//--- Finalize the checked Bayesian sampler dispatch.
return(ReduceNumericFlags(numeric_flags, numeric_ones, numeric_scalar,
(uint)Neurons(), rejected));
}
//+------------------------------------------------------------------+
//| Constructor: initializes the CNeuronBayesianLinearOCL layer |
//| defaults. |
//+------------------------------------------------------------------+
CNeuronBayesianLinearOCL::CNeuronBayesianLinearOCL(void)
: iVariables(0),
iInputs(0),
iOutputs(0),
iSamples(0),
iSampleState(1),
m_fKLDMult(0.01f),
bRegularizersEnabled(true),
bSamplesGradientReady(false),
bSamplesPrepared(false)
{
cRandomSamplers.FreeMode(true);
}
//+------------------------------------------------------------------+
//| Release the runtime-only posterior samplers |
//| (CNeuronBayesianLinearOCL). |
//+------------------------------------------------------------------+
CNeuronBayesianLinearOCL::~CNeuronBayesianLinearOCL(void)
{
cRandomSamplers.Clear();
}
//+------------------------------------------------------------------+
//| Sets the kld mult of the CNeuronBayesianLinearOCL. |
//+------------------------------------------------------------------+
void CNeuronBayesianLinearOCL::SetKLDMult(float value)
{
if(!MathIsValidNumber(value) || value < 0.0f)
return;
m_fKLDMult = value;
cMeanSampler.SetKLDMult(bRegularizersEnabled ? m_fKLDMult : 0.0f);
}
//+------------------------------------------------------------------+
//| Enables or suppresses the runtime posterior regularizers. |
//+------------------------------------------------------------------+
void CNeuronBayesianLinearOCL::SetRegularizersEnabled(bool value)
{
if(bRegularizersEnabled == value)
return;
//--- Keep the configured multiplier while changing only its effective runtime value.
bRegularizersEnabled = value;
cMeanSampler.SetKLDMult(bRegularizersEnabled ? m_fKLDMult : 0.0f);
bSamplesGradientReady = false;
bSamplesPrepared = false;
}
//+------------------------------------------------------------------+
//| Handles the CNeuronBayesianLinearOCL create temporary operation. |
//+------------------------------------------------------------------+
bool CNeuronBayesianLinearOCL::CreateTemporary(void)
{
//--- Allocate the deterministic posterior and posterior-sample work layers.
uint w = iVariables * iInputs * iOutputs;
uint b = iVariables * iOutputs;
if(!OpenCL)
ReturnFalseEx("Bayesian temporary: OpenCL context");
if(!iSamples)
ReturnFalseEx("Bayesian temporary: sample count");
if(!cPosterior.Init(0, 0, OpenCL, 2 * (w + b), optimization, iBatch))
ReturnFalseEx("Bayesian temporary: posterior");
if(!cSampleWeights.Init(0, 0, OpenCL, w, optimization, iBatch))
ReturnFalseEx("Bayesian temporary: sampled weights");
if(!cSampleBias.Init(0, 0, OpenCL, b, optimization, iBatch))
ReturnFalseEx("Bayesian temporary: sampled bias");
if(!cSampleOutput.Init(0, 0, OpenCL, b, optimization, iBatch))
ReturnFalseEx("Bayesian temporary: sampled output");
if(!cInputGradient.Init(0, 0, OpenCL, iVariables * iInputs, optimization, iBatch))
ReturnFalseEx("Bayesian temporary: input gradient");
if(!cPosteriorGradient.Init(0, 0, OpenCL, 2 * (w + b), optimization, iBatch))
ReturnFalseEx("Bayesian temporary: posterior gradient");
if(!cMeanSampler.Init(0, 0, OpenCL, w + b, optimization, iBatch))
ReturnFalseEx("Bayesian temporary: mean sampler");
//--- The production forward path always evaluates the posterior mean.
cMeanSampler.SetSampleMode(VAE_SAMPLE_MEAN);
cMeanSampler.SetKLDMult(bRegularizersEnabled ? m_fKLDMult : 0.0f);
cRandomSamplers.Clear();
//--- Create the stochastic samplers retained exclusively for regularization.
for(uint i = 0; i < iSamples; i++)
{
CNeuronBayesianSampler *s = new CNeuronBayesianSampler();
if(!s)
ReturnFalseEx("Bayesian temporary: random sampler allocation");
if(!s.Init(0, 0, OpenCL, w + b, optimization, iBatch))
{
delete s;
ReturnFalseEx("Bayesian temporary: random sampler initialization");
}
if(!cRandomSamplers.Add(s))
{
delete s;
ReturnFalseEx("Bayesian temporary: random sampler registry");
}
s.SetKLDMult(0.0f);
}
//--- Finalize the complete temporary state.
return(true);
}
//+------------------------------------------------------------------+
//| Clears Bayesian execution scratch and retained stochastic draws. |
//+------------------------------------------------------------------+
bool CNeuronBayesianLinearOCL::Clear(void)
{
//--- No stale sample or gradient cache may survive the public Clear boundary.
bSamplesGradientReady = false;
bSamplesPrepared = false;
if(!CNeuronBaseOCL::Clear())
ReturnFalseEx("output");
//--- Keep cached posterior Outputs for inference while clearing only gradients.
CBufferFloat *weights_gradient = cWeights.getGradient();
if(!weights_gradient || !weights_gradient.Fill(0.0f))
ReturnFalseEx("weight gradient");
CBufferFloat *bias_gradient = cBias.getGradient();
if(!bias_gradient || !bias_gradient.Fill(0.0f))
ReturnFalseEx("bias gradient");
if(!cPosterior.Clear())
ReturnFalseEx("posterior");
if(!cSampleWeights.Clear())
ReturnFalseEx("sample weights");
if(!cSampleBias.Clear())
ReturnFalseEx("sample bias");
if(!cSampleOutput.Clear())
ReturnFalseEx("sample output");
if(!cInputGradient.Clear())
ReturnFalseEx("input gradient");
if(!cPosteriorGradient.Clear())
ReturnFalseEx("posterior gradient");
if(!cMeanSampler.Clear())
ReturnFalseEx("mean sampler");
//--- Random sampler overrides also clear their owned reparameterization noise.
for(int i = 0; i < cRandomSamplers.Total(); i++)
{
CVAE *sampler = cRandomSamplers.At(i);
if(!sampler || !sampler.Clear())
ReturnFalseEx("random sampler");
}
//--- Batch-local buffers are optional and remain allocated for reuse.
if(cBatchSampleGradient.Total() > 0 && !cBatchSampleGradient.Fill(0.0f))
ReturnFalseEx("batch sample gradient");
if(cBatchInputGradient.Total() > 0 && !cBatchInputGradient.Fill(0.0f))
ReturnFalseEx("batch input gradient");
if(cBatchInputGradientAccum.Total() > 0 && !cBatchInputGradientAccum.Fill(0.0f))
ReturnFalseEx("batch input accumulation");
//--- Finalize the retained Bayesian execution-state reset.
return(true);
}
//+------------------------------------------------------------------+
//| Create GPU-only accumulation buffers for an internal history. |
//+------------------------------------------------------------------+
bool CNeuronBayesianLinearOCL::CreateBatchTemporary(uint rows_per_group)
{
if(!OpenCL || rows_per_group == 0)
ReturnFalseEx("Bayesian batch temporary: arguments");
//--- Allocate GPU-only buffers used to accumulate the sample gradients.
uint sample_total = iVariables * rows_per_group * iOutputs;
uint input_total = iVariables * rows_per_group * iInputs;
if(!cBatchSampleGradient.BufferInit(sample_total, 0.0f))
ReturnFalseEx("Bayesian batch temporary: sample gradient host buffer");
if(!cBatchSampleGradient.BufferCreate(OpenCL))
ReturnFalseEx("Bayesian batch temporary: sample gradient GPU buffer");
if(!cBatchInputGradient.BufferInit(input_total, 0.0f))
ReturnFalseEx("Bayesian batch temporary: input gradient host buffer");
if(!cBatchInputGradient.BufferCreate(OpenCL))
ReturnFalseEx("Bayesian batch temporary: input gradient GPU buffer");
if(!cBatchInputGradientAccum.BufferInit(input_total, 0.0f))
ReturnFalseEx("Bayesian batch temporary: accumulated gradient host buffer");
if(!cBatchInputGradientAccum.BufferCreate(OpenCL))
ReturnFalseEx("Bayesian batch temporary: accumulated gradient GPU buffer");
//--- Finalize the batch-local accumulation state.
return(true);
}
//+------------------------------------------------------------------+
//| Assemble the posterior parameter tensor (BuildPosterior). |
//+------------------------------------------------------------------+
bool CNeuronBayesianLinearOCL::BuildPosterior(void)
{
//--- Refresh the trainable posterior parameters before concatenation.
if(bTrain && !cWeights.FeedForward())
ReturnFalseEx("Bayesian posterior: weights forward");
if(bTrain && !cBias.FeedForward())
ReturnFalseEx("Bayesian posterior: bias forward");
//--- Assemble [mu | logvar] for weights and bias.
if(!Concat(cWeights.getOutput(), cBias.getOutput(), cPosterior.getOutput(),
iVariables * iInputs * iOutputs, iVariables * iOutputs, 2))
ReturnFalseEx("Bayesian posterior: parameter concatenation");
//--- Finalize the assembled posterior tensor.
return(true);
}
//+------------------------------------------------------------------+
//| Assemble posterior parameters and reduce each checked producer. |
//+------------------------------------------------------------------+
bool CNeuronBayesianLinearOCL::BuildPosteriorChecked(CBufferFloat *numeric_flags,
CBufferFloat *numeric_ones, CBufferFloat *numeric_scalar, bool &rejected)
{
rejected = false;
//--- Preserve cached inference parameters while checking each raw posterior slice.
if(!bTrain)
{
const uint weights = iVariables * iInputs * iOutputs;
const uint bias = iVariables * iOutputs;
CBufferFloat *cached_weights = cWeights.getOutput();
CBufferFloat *cached_bias = cBias.getOutput();
CBufferFloat *posterior = cPosterior.getOutput();
if(!cached_weights || !cached_bias || !posterior)
return(false);
if(!MatMul(numeric_ones, cached_weights, posterior, 1, 1, weights, 1, false,
0, 0, 0, numeric_flags))
return(false);
if(!ReduceNumericFlags(numeric_flags, numeric_ones, numeric_scalar, weights, rejected))
return(false);
if(rejected)
return(true);
if(!MatMul(numeric_ones, cached_bias, posterior, 1, 1, bias, 1, false,
0, 0, weights, numeric_flags))
return(false);
if(!ReduceNumericFlags(numeric_flags, numeric_ones, numeric_scalar, bias, rejected))
return(false);
if(rejected)
return(true);
if(!MatMul(numeric_ones, cached_weights, posterior, 1, 1, weights, 1, false,
0, weights, weights + bias, numeric_flags))
return(false);
if(!ReduceNumericFlags(numeric_flags, numeric_ones, numeric_scalar, weights, rejected))
return(false);
if(rejected)
return(true);
if(!MatMul(numeric_ones, cached_bias, posterior, 1, 1, bias, 1, false,
0, bias, 2 * weights + bias, numeric_flags))
return(false);
if(!ReduceNumericFlags(numeric_flags, numeric_ones, numeric_scalar, bias, rejected))
return(false);
return(true);
}
//--- Refresh both trainable parameter groups before concatenation.
if(!cWeights.FeedForwardChecked(numeric_flags, numeric_ones, numeric_scalar, rejected))
return(false);
if(rejected)
return(true);
if(!cBias.FeedForwardChecked(numeric_flags, numeric_ones, numeric_scalar, rejected))
return(false);
if(rejected)
return(true);
//--- Concatenate the existing posterior layout without changing its ABI.
if(!Concat(cWeights.getOutput(), cBias.getOutput(), cPosterior.getOutput(),
iVariables * iInputs * iOutputs, iVariables * iOutputs, 2))
return(false);
//--- Finalize the checked posterior assembly.
return(true);
}
//+------------------------------------------------------------------+
//| Validates caller scratch before any Bayesian checked dispatch. |
//+------------------------------------------------------------------+
bool CNeuronBayesianLinearOCL::ValidateCheckedScratch(CBufferFloat *source_buffer, CBufferFloat *output,
uint required_count, CBufferFloat *numeric_flags, CBufferFloat *numeric_ones,
CBufferFloat *numeric_scalar)
{
//--- Validate external operands and the complete caller-owned scratch contract.
if(!OpenCL || !source_buffer || !output || !numeric_flags || !numeric_ones || !numeric_scalar ||
required_count == 0 || required_count > INT_MAX || source_buffer == output ||
source_buffer.GetOpenCL() != OpenCL || output.GetOpenCL() != OpenCL ||
source_buffer.GetIndex() < 0 || output.GetIndex() < 0 || source_buffer.GetIndex() == output.GetIndex() ||
numeric_flags.GetOpenCL() != OpenCL ||
numeric_ones.GetOpenCL() != OpenCL || numeric_scalar.GetOpenCL() != OpenCL ||
numeric_flags.GetIndex() < 0 || numeric_ones.GetIndex() < 0 || numeric_scalar.GetIndex() < 0 ||
numeric_flags.GetIndex() == numeric_ones.GetIndex() || numeric_flags.GetIndex() == numeric_scalar.GetIndex() ||
numeric_ones.GetIndex() == numeric_scalar.GetIndex() || numeric_flags.Total() < int(required_count) ||
numeric_ones.Total() < int(required_count) || numeric_scalar.Total() != 1)
return(false);
//--- Reject aliases with every operand that the checked forward can read or overwrite.
int blocked[] = {source_buffer.GetIndex(), output.GetIndex(), cWeights.getOutput().GetIndex(),
cWeights.getWeightsParams().GetIndex(), cBias.getOutput().GetIndex(),
cBias.getWeightsParams().GetIndex(), cPosterior.getOutput().GetIndex(),
cSampleWeights.getOutput().GetIndex(), cSampleBias.getOutput().GetIndex(),
cSampleOutput.getOutput().GetIndex(), cMeanSampler.getOutput().GetIndex()
};
for(int i = 0; i < ArraySize(blocked); i++)
if(blocked[i] < 0 || numeric_flags.GetIndex() == blocked[i] || numeric_ones.GetIndex() == blocked[i] ||
numeric_scalar.GetIndex() == blocked[i])
return(false);
//--- Reject aliases with every retained stochastic sampler output before mutation.
for(uint i = 0; i < iSamples; i++)
{
CVAE *sample = cRandomSamplers.At(i);
CBufferFloat *sample_output = (sample ? sample.getOutput() : NULL);
if(!sample_output || sample_output.GetOpenCL() != OpenCL || sample_output.GetIndex() < 0 ||
numeric_flags.GetIndex() == sample_output.GetIndex() || numeric_ones.GetIndex() == sample_output.GetIndex() ||
numeric_scalar.GetIndex() == sample_output.GetIndex())
return(false);
}
//--- Finalize the pre-dispatch alias validation.
return(true);
}
//+------------------------------------------------------------------+
//| Advance the deterministic sampler noise generator. |
//+------------------------------------------------------------------+
uint CNeuronBayesianLinearOCL::NextSampleRandom(void)
{
iSampleState ^= iSampleState << 13;
iSampleState ^= iSampleState >> 17;
iSampleState ^= iSampleState << 5;
return(iSampleState);
}
//+------------------------------------------------------------------+
//| Set reparameterization noise for one posterior sampler. |
//+------------------------------------------------------------------+
bool CNeuronBayesianLinearOCL::SetSample(CVAE *sampler)
{
if(!sampler)
ReturnFalseEx("Bayesian sample: sampler");
//--- Fill the sampler's reparameterization noise with deterministic pseudo-random normals.
vector<float> sample = vector<float>::Zeros(iVariables * (iInputs * iOutputs + iOutputs));
for(uint i = 0; i < sample.Size(); i += 2)
{
double u1 = (double(NextSampleRandom()) + 1.0) / 4294967297.0;
double u2 = (double(NextSampleRandom()) + 1.0) / 4294967297.0;
double radius = MathSqrt(-2.0 * MathLog(u1));
sample[i] = (float)(radius * MathCos(2.0 * M_PI * u2));
if(i + 1 < sample.Size())
sample[i + 1] = (float)(radius * MathSin(2.0 * M_PI * u2));
}
CNeuronBayesianSampler *random_sampler = sampler;
if(!random_sampler.SetSample(sample))
ReturnFalseEx("Bayesian sample: reparameterization noise");
//--- The sampler holds the noise for the next posterior draw.
return(true);
}
//+------------------------------------------------------------------+
//| Apply one grouped posterior affine transformation. |
//+------------------------------------------------------------------+
bool CNeuronBayesianLinearOCL::Affine(CNeuronBaseOCL *n, CVAE *s, CNeuronBaseOCL *r)
{
if(!n || !s || !r)
ReturnFalseEx("Bayesian affine: layer arguments");
//--- Split the sampled posterior into grouped affine weights and bias.
uint w = iVariables * iInputs * iOutputs;
uint b = iVariables * iOutputs;
if(!DeConcat(cSampleWeights.getOutput(), cSampleBias.getOutput(), s.getOutput(), w, b, 1))
ReturnFalseEx("Bayesian affine: sampled posterior split");
if(!MatMul(n.getOutput(), cSampleWeights.getOutput(), r.getOutput(), 1, iInputs, iOutputs,
iVariables, true))
ReturnFalseEx("Bayesian affine: grouped matrix multiplication");
if(!SumVecMatrix(cSampleBias.getOutput(), r.getOutput(), r.getOutput(), iOutputs, iVariables))
ReturnFalseEx("Bayesian affine: bias addition");
//--- The sampled affine output is ready for the caller.
return(true);
}
//+------------------------------------------------------------------+
//| Apply one checked grouped posterior affine transformation. |
//+------------------------------------------------------------------+
bool CNeuronBayesianLinearOCL::AffineChecked(CNeuronBaseOCL *n, CVAE *s, CNeuronBaseOCL *r,
CBufferFloat *numeric_flags, CBufferFloat *numeric_ones, CBufferFloat *numeric_scalar,
bool &rejected)
{
rejected = false;
if(!n || !s || !r)
return(false);
//--- Read the raw sampled posterior weights directly from its prefix.
uint w = iVariables * iInputs * iOutputs;
if(!MatMul(n.getOutput(), s.getOutput(), r.getOutput(), 1, iInputs, iOutputs,
iVariables, true, 0, 0, 0, numeric_flags))
return(false);
if(!ReduceNumericFlags(numeric_flags, numeric_ones, numeric_scalar, (uint)r.Neurons(), rejected))
return(false);
if(rejected)
return(true);
if(!SumVecMatrix(s.getOutput(), r.getOutput(), r.getOutput(), iOutputs, iVariables,
w, 0, 0, 1.0f, 0, numeric_flags))
return(false);
if(!ReduceNumericFlags(numeric_flags, numeric_ones, numeric_scalar, (uint)r.Neurons(), rejected))
return(false);
//--- Finalize the checked affine transformation.
return(true);
}
//+------------------------------------------------------------------+
//| Initialize grouped posterior parameters and runtime samplers. |
//+------------------------------------------------------------------+
bool CNeuronBayesianLinearOCL::Init(uint no, uint mi, COpenCLMy *oc, uint v, uint in, uint out, uint k,
ENUM_OPTIMIZATION opt, uint batch)
{
if(!v || !in || !out || !k)
ReturnFalseEx("Bayesian init: dimensions");
if(!CNeuronBaseOCL::Init(no, mi, oc, v * out, opt, batch))
ReturnFalseEx("Bayesian init: base layer");
//--- Store the grouped affine contract before allocating posterior parameters.
iVariables = v;
iInputs = in;
iOutputs = out;
iSamples = k;
iSampleState = 1;
bRegularizersEnabled = true;
bSamplesGradientReady = false;
bSamplesPrepared = false;
activation = None;
uint w = v * in * out;
uint b = v * out;
if(!cWeights.Init(0, 0, OpenCL, 2 * w, opt, iBatch))
ReturnFalseEx("Bayesian init: posterior weights");
if(!cBias.Init(0, 0, OpenCL, 2 * b, opt, iBatch))
ReturnFalseEx("Bayesian init: posterior bias");
if(!cWeights.getWeightsParams().Fill(0.0f))
ReturnFalseEx("Bayesian init: posterior weight initialization");
if(!cBias.getWeightsParams().Fill(0.0f))
ReturnFalseEx("Bayesian init: posterior bias initialization");
if(!cWeights.FeedForward())
ReturnFalseEx("Bayesian init: posterior weights forward");
if(!cBias.FeedForward())
ReturnFalseEx("Bayesian init: posterior bias forward");
if(!CreateTemporary())
ReturnFalseEx("Bayesian init: temporary state");
//--- Finalize the initialized posterior layer.
return(true);
}
//+------------------------------------------------------------------+
//| Generate deterministic output and optional posterior samples. |
//+------------------------------------------------------------------+
bool CNeuronBayesianLinearOCL::feedForward(CNeuronBaseOCL *n)
{
if(!n || n.Neurons() != int(iVariables * iInputs))
ReturnFalseEx("Bayesian forward: input shape");
if(!BuildPosterior())
ReturnFalseEx("Bayesian forward: posterior assembly");
//--- Every forward invalidates prior stochastic samples and their gradients.
bSamplesGradientReady = false;
bSamplesPrepared = false;
//--- Generate the deterministic production output from the posterior mean.
CVAE *mean = GetPointer(cMeanSampler);
if(!mean)
ReturnFalseEx("Bayesian forward: mean sampler");
if(!mean.FeedForward(cPosterior.AsObject()))
ReturnFalseEx("Bayesian forward: mean sample");
if(!Affine(n, mean, GetPointer(this)))
ReturnFalseEx("Bayesian forward: mean affine");
if(!bTrain || !bRegularizersEnabled)
return(true);
//--- Stochastic states are retained exclusively for regularizers.
//--- The CNet output remains the posterior mean.
for(uint i = 0; i < iSamples; i++)
{
CVAE *sample = cRandomSamplers.At(i);
if(!sample)
ReturnFalseEx("Bayesian forward: random sampler");
if(!SetSample(sample))
ReturnFalseEx("Bayesian forward: random sample");
if(!sample.FeedForward(cPosterior.AsObject()))
ReturnFalseEx("Bayesian forward: random sampler forward");
}
//--- Mark the regularizer samples valid for the next backward pass.
bSamplesPrepared = true;
return(true);
}
//+------------------------------------------------------------------+
//| Generates checked mean output and retained posterior samples. |
//+------------------------------------------------------------------+
bool CNeuronBayesianLinearOCL::FeedForwardChecked(CNeuronBaseOCL *n,
CBufferFloat *numeric_flags, CBufferFloat *numeric_ones, CBufferFloat *numeric_scalar,
bool &rejected)
{
rejected = false;
if(!n || !n.getOutput())
return(false);
//--- Derive bounded checked spans before any sampling or kernel dispatch.
const ulong source_total = ulong(iVariables) * iInputs;
const ulong weight_total = ulong(iVariables) * iInputs * iOutputs;
const ulong bias_total = ulong(iVariables) * iOutputs;
const ulong posterior_total = 2 * (weight_total + bias_total);
const ulong output_total = ulong(iVariables) * iOutputs;
const ulong scratch_total = (posterior_total > output_total ? posterior_total : output_total);
if(!n || !numeric_flags || !numeric_ones || !numeric_scalar || iVariables == 0 || iInputs == 0 ||
iOutputs == 0 || iSamples == 0 || weight_total > INT_MAX || bias_total > INT_MAX ||
posterior_total > INT_MAX || output_total > INT_MAX || scratch_total > INT_MAX || source_total > INT_MAX ||
n.Neurons() != int(source_total) || n.getOutput().GetOpenCL() != OpenCL ||
n.getOutput().GetIndex() < 0 || Output.GetIndex() < 0 || numeric_flags.GetOpenCL() != OpenCL ||
numeric_ones.GetOpenCL() != OpenCL || numeric_scalar.GetOpenCL() != OpenCL ||
numeric_flags.GetIndex() < 0 || numeric_ones.GetIndex() < 0 || numeric_scalar.GetIndex() < 0 ||
numeric_flags.GetIndex() == numeric_ones.GetIndex() || numeric_flags.GetIndex() == numeric_scalar.GetIndex() ||
numeric_ones.GetIndex() == numeric_scalar.GetIndex() || numeric_flags.Total() < int(scratch_total) ||
numeric_ones.Total() < int(scratch_total) || numeric_scalar.Total() != 1 ||
numeric_flags.GetIndex() == n.getOutput().GetIndex() || numeric_flags.GetIndex() == Output.GetIndex() ||
numeric_ones.GetIndex() == n.getOutput().GetIndex() || numeric_ones.GetIndex() == Output.GetIndex() ||
numeric_scalar.GetIndex() == n.getOutput().GetIndex() || numeric_scalar.GetIndex() == Output.GetIndex() ||
numeric_ones.GetIndex() == cWeights.getOutput().GetIndex() ||
numeric_ones.GetIndex() == cBias.getOutput().GetIndex() ||
numeric_ones.GetIndex() == cPosterior.getOutput().GetIndex() ||
numeric_ones.GetIndex() == cSampleWeights.getOutput().GetIndex() ||
numeric_ones.GetIndex() == cSampleBias.getOutput().GetIndex() ||
numeric_scalar.GetIndex() == cWeights.getOutput().GetIndex() ||
numeric_scalar.GetIndex() == cBias.getOutput().GetIndex() ||
numeric_scalar.GetIndex() == cPosterior.getOutput().GetIndex() ||
numeric_scalar.GetIndex() == cSampleWeights.getOutput().GetIndex() ||
numeric_scalar.GetIndex() == cSampleBias.getOutput().GetIndex())
return(false);
if(!ValidateCheckedScratch(n.getOutput(), Output, (uint)scratch_total, numeric_flags, numeric_ones,
numeric_scalar))
return(false);
//--- Invalidate retained stochastic state until the complete checked forward succeeds.
bSamplesGradientReady = false;
bSamplesPrepared = false;
if(!BuildPosteriorChecked(numeric_flags, numeric_ones, numeric_scalar, rejected))
return(false);
if(rejected)
return(true);
//--- Evaluate the deterministic mean through the checked VAE and affine paths.
CVAE *mean = GetPointer(cMeanSampler);
if(!mean || !mean.FeedForwardChecked(cPosterior.AsObject(), numeric_flags, numeric_ones,
numeric_scalar, rejected))
return(false);
if(rejected)
return(true);
if(!AffineChecked(n, mean, GetPointer(this), numeric_flags, numeric_ones, numeric_scalar, rejected))
return(false);
if(rejected || !bTrain || !bRegularizersEnabled)
return(true);
//--- Prepare each stochastic draw once and retain it for batch reference use.
for(uint i = 0; i < iSamples; i++)
{
CVAE *sample = cRandomSamplers.At(i);
if(!sample)
return(false);
if(!SetSample(sample))
return(false);
if(!sample.FeedForwardChecked(cPosterior.AsObject(), numeric_flags, numeric_ones,
numeric_scalar, rejected))
return(false);
if(rejected)
return(true);
}
//--- Mark only fully checked stochastic samples prepared for later regularizers.
bSamplesPrepared = true;
return(true);
}
//+------------------------------------------------------------------+
//| Backpropagate the deterministic posterior-mean path. |
//+------------------------------------------------------------------+
bool CNeuronBayesianLinearOCL::calcInputGradients(CNeuronBaseOCL *n)
{
if(!bTrain)
return(true);
//--- Accumulate the mean affine path into the posterior gradient.
uint w = iVariables * iInputs * iOutputs;
uint b = iVariables * iOutputs;
uint p = w + b;
if(!n)
ReturnFalseEx("Bayesian backward: input layer");
if(!n.getGradient().Fill(0.0f))
ReturnFalseEx("Bayesian backward: input gradient reset");
if(!bSamplesGradientReady && !cPosteriorGradient.getGradient().Fill(0.0f))
ReturnFalseEx("Bayesian backward: posterior gradient reset");
CVAE *mean = GetPointer(cMeanSampler);
if(!mean)
ReturnFalseEx("Bayesian backward: mean sampler");
if(!DeConcat(cSampleWeights.getOutput(), cSampleBias.getOutput(), mean.getOutput(), w, b, 1))
ReturnFalseEx("Bayesian backward: mean posterior split");
if(!CopyBufferRaw(Gradient, cSampleOutput.getGradient(), b))
ReturnFalseEx("output gradient device copy");
if(!SumVecMatrixGrad(cSampleBias.getGradient(), cSampleOutput.getGradient(),
cSampleOutput.getGradient(), iOutputs, iVariables))
ReturnFalseEx("Bayesian backward: bias gradient");
if(!MatMulGrad(n.getOutput(), cInputGradient.getGradient(), cSampleWeights.getOutput(),
cSampleWeights.getGradient(), cSampleOutput.getGradient(), 1, iInputs, iOutputs,
iVariables, true))
ReturnFalseEx("Bayesian backward: grouped affine gradient");
if(!SumAndNormalize(cInputGradient.getGradient(), n.getGradient(), n.getGradient(), iInputs,
false, 0, 0, 0, 1.0f))
ReturnFalseEx("Bayesian backward: input gradient accumulation");
if(!Concat(cSampleWeights.getGradient(), cSampleBias.getGradient(), mean.getGradient(), w, b, 1))
ReturnFalseEx("Bayesian backward: mean gradient assembly");
if(!cPosterior.CalcHiddenGradients(mean))
ReturnFalseEx("Bayesian backward: mean sampler gradient");
if(!SumAndNormalize(cPosterior.getGradient(), cPosteriorGradient.getGradient(),
cPosteriorGradient.getGradient(), p, false, 0, 0, 0, 1.0f))
ReturnFalseEx("Bayesian backward: posterior gradient accumulation");
if(!DeConcat(cWeights.getGradient(), cBias.getGradient(), cPosteriorGradient.getGradient(), w, b, 2))
ReturnFalseEx("Bayesian backward: posterior gradient split");
//--- Invalidate the stochastic-gradient cache and pass the mean gradient upstream.
bSamplesGradientReady = false;
if(n.Activation() != None &&
!DeActivation(n.getOutput(), n.getGradient(), n.getGradient(), n.Activation()))
ReturnFalseEx("Bayesian backward: input deactivation");
return(true);
}
//+------------------------------------------------------------------+
//| Generate K posterior-affine samples for one internal history. |
//+------------------------------------------------------------------+
bool CNeuronBayesianLinearOCL::ForwardSamplesBatch(CBufferFloat *batch_input,
CBufferFloat *output,
uint rows_per_group)
{
//--- Validate the grouped history buffers before using their OpenCL offsets.
uint w = iVariables * iInputs * iOutputs;
uint b = iVariables * iOutputs;
uint sample_total = iVariables * rows_per_group * iOutputs;
if(!bTrain || !bRegularizersEnabled || !bSamplesPrepared || !batch_input || !output || rows_per_group == 0 ||
batch_input.GetOpenCL() != OpenCL || output.GetOpenCL() != OpenCL ||
batch_input.GetIndex() < 0 || output.GetIndex() < 0 ||
batch_input.Total() != int(iVariables * rows_per_group * iInputs) ||
output.Total() != int(iSamples * sample_total))
ReturnFalseEx("Bayesian batch forward: input or output contract");
if(!BuildPosterior())
ReturnFalseEx("Bayesian batch forward: posterior assembly");
//--- Evaluate every posterior sample into its strided output segment.
for(uint i = 0; i < iSamples; i++)
{
CVAE *sample = cRandomSamplers.At(i);
if(!sample)
ReturnFalseEx("Bayesian batch forward: random sampler");
if(!DeConcat(cSampleWeights.getOutput(), cSampleBias.getOutput(), sample.getOutput(), w, b, 1))
ReturnFalseEx("Bayesian batch forward: sampled posterior split");
if(!MatMul(batch_input, cSampleWeights.getOutput(), output, rows_per_group, iInputs, iOutputs,
iVariables, true, 0, 0, i * sample_total))
ReturnFalseEx("Bayesian batch forward: grouped matrix multiplication");
if(!SumVecMatrix(cSampleBias.getOutput(), output, output, iOutputs, iVariables,
0, i * sample_total, i * sample_total, 1.0f, rows_per_group))
ReturnFalseEx("Bayesian batch forward: bias addition");
}
//--- The next backward pass must derive a fresh stochastic-gradient cache.
bSamplesGradientReady = false;
return(true);
}
//+------------------------------------------------------------------+
//| Evaluates retained posterior samples with checked affine output. |
//+------------------------------------------------------------------+
bool CNeuronBayesianLinearOCL::ForwardSamplesBatchChecked(CBufferFloat *batch_input,
CBufferFloat *output, uint rows_per_group, CBufferFloat *numeric_flags,
CBufferFloat *numeric_ones, CBufferFloat *numeric_scalar, bool &rejected)
{
rejected = false;
//--- Derive all grouped spans before narrowing OpenCL offsets.
const ulong input_total = ulong(iVariables) * rows_per_group * iInputs;
const ulong sample_total = ulong(iVariables) * rows_per_group * iOutputs;
const ulong output_total = ulong(iSamples) * sample_total;
const ulong weight_total = ulong(iVariables) * iInputs * iOutputs;
const ulong bias_total = ulong(iVariables) * iOutputs;
const ulong parameter_total = 2 * (weight_total + bias_total);
const ulong scratch_total = (sample_total > parameter_total ? sample_total : parameter_total);
if(!bTrain || !bRegularizersEnabled || !bSamplesPrepared || !batch_input || !output ||
!numeric_flags || !numeric_ones || !numeric_scalar || rows_per_group == 0 ||
input_total > INT_MAX || sample_total > INT_MAX || output_total > INT_MAX ||
weight_total > INT_MAX || bias_total > INT_MAX || parameter_total > INT_MAX || scratch_total > INT_MAX ||
batch_input.GetOpenCL() != OpenCL ||
output.GetOpenCL() != OpenCL || batch_input.GetIndex() < 0 || output.GetIndex() < 0 ||
batch_input.Total() != int(input_total) || output.Total() != int(output_total) ||
numeric_flags.GetOpenCL() != OpenCL || numeric_ones.GetOpenCL() != OpenCL ||
numeric_scalar.GetOpenCL() != OpenCL || numeric_flags.GetIndex() < 0 ||
numeric_ones.GetIndex() < 0 || numeric_scalar.GetIndex() < 0 ||
numeric_flags.GetIndex() == numeric_ones.GetIndex() || numeric_flags.GetIndex() == numeric_scalar.GetIndex() ||
numeric_ones.GetIndex() == numeric_scalar.GetIndex() || numeric_flags.Total() < int(scratch_total) ||
numeric_ones.Total() < int(scratch_total) || numeric_scalar.Total() != 1 ||
numeric_flags.GetIndex() == batch_input.GetIndex() || numeric_flags.GetIndex() == output.GetIndex() ||
numeric_ones.GetIndex() == batch_input.GetIndex() || numeric_ones.GetIndex() == output.GetIndex() ||
numeric_scalar.GetIndex() == batch_input.GetIndex() || numeric_scalar.GetIndex() == output.GetIndex())
return(false);
if(!ValidateCheckedScratch(batch_input, output, (uint)scratch_total, numeric_flags, numeric_ones,
numeric_scalar))
return(false);
if(!BuildPosteriorChecked(numeric_flags, numeric_ones, numeric_scalar, rejected))
return(false);
if(rejected)
{
bSamplesPrepared = false;
return(true);
}
//--- Reuse the retained draws without regenerating stochastic samples.
for(uint i = 0; i < iSamples; i++)
{
CVAE *sample = cRandomSamplers.At(i);
if(!sample)
return(false);
if(!MatMul(batch_input, sample.getOutput(), output, int(rows_per_group), int(iInputs),
int(iOutputs), int(iVariables), true, 0, 0, (uint)(ulong(i) * sample_total), numeric_flags))
return(false);
if(!ReduceNumericFlags(numeric_flags, numeric_ones, numeric_scalar, (uint)sample_total, rejected))
return(false);
if(rejected)
{
bSamplesPrepared = false;
return(true);
}
if(!SumVecMatrix(sample.getOutput(), output, output, iOutputs, iVariables,
(uint)weight_total, (uint)(ulong(i) * sample_total), (uint)(ulong(i) * sample_total),
1.0f, rows_per_group, numeric_flags))
return(false);
if(!ReduceNumericFlags(numeric_flags, numeric_ones, numeric_scalar, (uint)sample_total, rejected))
return(false);
if(rejected)
{
bSamplesPrepared = false;
return(true);
}
}
//--- Invalidate only the gradient cache after a successful checked batch.
bSamplesGradientReady = false;
return(true);
}
//+------------------------------------------------------------------+
//| Accumulate posterior sample gradients for one internal history. |
//+------------------------------------------------------------------+
bool CNeuronBayesianLinearOCL::BackwardSamplesBatch(CBufferFloat *batch_input,
CBufferFloat *sample_gradients,
uint rows_per_group)
{
//--- Validate and reset per-history buffers before accumulating all samples.
uint w = iVariables * iInputs * iOutputs;
uint b = iVariables * iOutputs;
uint p = w + b;
uint sample_total = iVariables * rows_per_group * iOutputs;
if(!bTrain || !bRegularizersEnabled || !bSamplesPrepared || !batch_input || !sample_gradients || rows_per_group == 0 ||
batch_input.GetOpenCL() != OpenCL || sample_gradients.GetOpenCL() != OpenCL ||
batch_input.GetIndex() < 0 || sample_gradients.GetIndex() < 0 ||
batch_input.Total() != int(iVariables * rows_per_group * iInputs) ||
sample_gradients.Total() != int(iSamples * sample_total))
ReturnFalseEx("Bayesian batch backward: input or gradient contract");
if(!CreateBatchTemporary(rows_per_group))
ReturnFalseEx("Bayesian batch backward: temporary buffers");
if(!bSamplesGradientReady && !cPosteriorGradient.getGradient().Fill(0.0f))
ReturnFalseEx("Bayesian batch backward: posterior gradient reset");
if(!cBatchInputGradientAccum.Fill(0.0f))
ReturnFalseEx("Bayesian batch backward: input gradient reset");
//--- Accumulate every random posterior sample into the common posterior gradient.
for(uint i = 0; i < iSamples; i++)
{
CVAE *sample = cRandomSamplers.At(i);
if(!sample)
ReturnFalseEx("Bayesian batch backward: random sampler");
if(!DeConcat(cSampleWeights.getOutput(), cSampleBias.getOutput(), sample.getOutput(), w, b, 1))
ReturnFalseEx("Bayesian batch backward: sampled posterior split");
if(!SumVecMatrixGrad(cSampleBias.getGradient(), &cBatchSampleGradient,
sample_gradients, iOutputs, iVariables, 0, 0, i * sample_total, 1.0f,
rows_per_group))
ReturnFalseEx("Bayesian batch backward: bias gradient");
//--- Restore the affine bias sum without scaling the per-row matrix gradient.
if(rows_per_group > 1 &&
!SumAndNormalize(cSampleBias.getGradient(), cSampleBias.getGradient(),
cSampleBias.getGradient(), iOutputs, false, 0, 0, 0,
0.5f * float(rows_per_group)))
ReturnFalseEx("Bayesian batch backward: bias gradient reduction");
if(!MatMulGrad(batch_input, &cBatchInputGradient, cSampleWeights.getOutput(),
cSampleWeights.getGradient(), &cBatchSampleGradient, rows_per_group,
iInputs, iOutputs, iVariables, true))
ReturnFalseEx("Bayesian batch backward: grouped affine gradient");
if(!SumAndNormalize(&cBatchInputGradient, &cBatchInputGradientAccum,
&cBatchInputGradientAccum, iInputs, false, 0, 0, 0, 1.0f))
ReturnFalseEx("Bayesian batch backward: input gradient accumulation");
if(!Concat(cSampleWeights.getGradient(), cSampleBias.getGradient(), sample.getGradient(), w, b, 1))
ReturnFalseEx("Bayesian batch backward: sampled gradient assembly");
if(!cPosterior.CalcHiddenGradients(sample))
ReturnFalseEx("Bayesian batch backward: random sampler gradient");
//--- Preserve exact affine mean gradients while retaining the VAE log-variance path.
if(!DeConcat(cSampleWeights.getGradient(), cSampleBias.getGradient(),
cSampleWeights.getOutput(), cSampleBias.getOutput(),
cPosterior.getGradient(), w, b, w, b, 1))
ReturnFalseEx("Bayesian batch backward: posterior gradient partition");
if(!DeConcat(cSampleWeights.getGradient(), cSampleBias.getGradient(),
sample.getGradient(), w, b, 1))
ReturnFalseEx("Bayesian batch backward: affine mean gradient restore");
if(!Concat(cSampleWeights.getGradient(), cSampleBias.getGradient(),
cSampleWeights.getOutput(), cSampleBias.getOutput(),
cPosterior.getGradient(), w, b, w, b, 1))
ReturnFalseEx("Bayesian batch backward: posterior gradient restore");
if(!SumAndNormalize(cPosterior.getGradient(), cPosteriorGradient.getGradient(),
cPosteriorGradient.getGradient(), p, false, 0, 0, 0, 1.0f))
ReturnFalseEx("Bayesian batch backward: posterior gradient accumulation");
}
if(!DeConcat(cWeights.getGradient(), cBias.getGradient(),
cPosteriorGradient.getGradient(), w, b, 2))
ReturnFalseEx("Bayesian batch backward: posterior gradient split");
//--- Mark the accumulated sample gradients ready for the parameter update.
bSamplesGradientReady = true;
return(true);
}
//+------------------------------------------------------------------+
//| Update posterior parameters after gradient accumulation. |
//+------------------------------------------------------------------+
bool CNeuronBayesianLinearOCL::updateInputWeights(CNeuronBaseOCL *n)
{
if(!bTrain)
return(true);
//--- Apply the posterior updates once after all sample gradients are accumulated.
if(!cWeights.UpdateInputWeights())
ReturnFalseEx("Bayesian update: posterior weights");
if(!cBias.UpdateInputWeights())
ReturnFalseEx("Bayesian update: posterior bias");
//--- Refresh the deterministic caches before switching to inference.
if(!cWeights.FeedForward())
ReturnFalseEx("updated posterior weights cache");
if(!cBias.FeedForward())
ReturnFalseEx("updated posterior bias cache");
//--- Finalize the inherited update contract.
return(true);
}
//+------------------------------------------------------------------+
//| Save posterior parameters and deterministic configuration. |
//+------------------------------------------------------------------+
bool CNeuronBayesianLinearOCL::Save(const int h)
{
//--- Persist only posterior parameters and deterministic layer configuration.
if(!CNeuronBaseOCL::Save(h))
ReturnFalseEx("Bayesian save: base layer");
if(FileWriteInteger(h, iVariables, INT_VALUE) < INT_VALUE)
ReturnFalseEx("Bayesian save: variables");
if(FileWriteInteger(h, iInputs, INT_VALUE) < INT_VALUE)
ReturnFalseEx("Bayesian save: inputs");
if(FileWriteInteger(h, iOutputs, INT_VALUE) < INT_VALUE)
ReturnFalseEx("Bayesian save: outputs");
if(FileWriteInteger(h, iSamples, INT_VALUE) < INT_VALUE)
ReturnFalseEx("Bayesian save: samples");
if(FileWriteFloat(h, m_fKLDMult) < sizeof(float))
ReturnFalseEx("Bayesian save: KLD multiplier");
if(!cWeights.Save(h))
ReturnFalseEx("Bayesian save: posterior weights");
if(!cBias.Save(h))
ReturnFalseEx("Bayesian save: posterior bias");
//--- Finalize the posterior checkpoint.
return(true);
}
//+------------------------------------------------------------------+
//| Load posterior parameters and rebuild transient samplers. |
//+------------------------------------------------------------------+
bool CNeuronBayesianLinearOCL::Load(const int h)
{
if(!CNeuronBaseOCL::Load(h))
ReturnFalseEx("Bayesian load: base layer");
//--- Restore the deterministic dimensions and reset runtime-only sampling state.
iVariables = (uint)FileReadInteger(h, INT_VALUE);
iInputs = (uint)FileReadInteger(h, INT_VALUE);
iOutputs = (uint)FileReadInteger(h, INT_VALUE);
iSamples = (uint)FileReadInteger(h, INT_VALUE);
m_fKLDMult = FileReadFloat(h);
iSampleState = 1;
bRegularizersEnabled = true;
bSamplesGradientReady = false;
bSamplesPrepared = false;
if(!iVariables || !iInputs || !iOutputs || !iSamples)
ReturnFalseEx("Bayesian load: dimensions");
if(!MathIsValidNumber(m_fKLDMult) || m_fKLDMult < 0.0f)
ReturnFalseEx("KLD multiplier is nonfinite or negative");
if(iSamples > INT_MAX)
ReturnFalseEx("sample count");
//--- Derive every persisted posterior span with staged signed-buffer bounds.
const ulong bias_total = (ulong)iVariables * (ulong)iOutputs;
if(bias_total > ulong(INT_MAX) / 4)
ReturnFalseEx("bias tensor size");
const ulong weights_total = bias_total * (ulong)iInputs;
if(weights_total > ulong(INT_MAX) / 4)
ReturnFalseEx("weight tensor size");
const int expected_output = (int)bias_total;
const int expected_weight_logical = (int)(2 * weights_total);
const int expected_weight_physical = (int)(4 * weights_total);
const int expected_bias_logical = (int)(2 * bias_total);
const int expected_bias_physical = (int)(4 * bias_total);
//--- Validate the outer layer before accepting nested parameter owners.
CBufferFloat *output_buffer = getOutput();
CBufferFloat *gradient_buffer = getGradient();
if(!output_buffer || !gradient_buffer)
ReturnFalseEx("outer buffers");
if(output_buffer.Total() != expected_output || gradient_buffer.Total() != expected_output)
ReturnFalseEx("outer buffer shape");
if(!LoadInsideLayer(h, cWeights.AsObject()))
ReturnFalseEx("Bayesian load: posterior weights");
//--- Confirm all serialized weight owners match the restored affine contract.
CBufferFloat *weights_output = cWeights.getOutput();
CBufferFloat *weights_gradient = cWeights.getGradient();
CBufferFloat *weights_physical = cWeights.getWeightsParams();
if(!weights_output || !weights_gradient || !weights_physical)
ReturnFalseEx("weight buffers");
if(weights_output.Total() != expected_weight_logical ||
weights_gradient.Total() != expected_weight_logical ||
weights_physical.Total() != expected_weight_physical)
ReturnFalseEx("weight buffer shape");
if(!LoadInsideLayer(h, cBias.AsObject()))
ReturnFalseEx("Bayesian load: posterior bias");
//--- Confirm all serialized bias owners match the restored affine contract.
CBufferFloat *bias_output = cBias.getOutput();
CBufferFloat *bias_gradient = cBias.getGradient();
CBufferFloat *bias_physical = cBias.getWeightsParams();
if(!bias_output || !bias_gradient || !bias_physical)
ReturnFalseEx("bias buffers");
if(bias_output.Total() != expected_bias_logical ||
bias_gradient.Total() != expected_bias_logical ||
bias_physical.Total() != expected_bias_physical)
ReturnFalseEx("bias buffer shape");
if(!CreateTemporary())
ReturnFalseEx("Bayesian load: temporary state");
//--- Recreate transient samplers; stochastic samples are not serialized.
return(true);
}
//+------------------------------------------------------------------+
//| Rebinds the CNeuronBayesianLinearOCL GPU buffers to the given |
//| OpenCL context. |
//+------------------------------------------------------------------+
void CNeuronBayesianLinearOCL::SetOpenCL(COpenCLMy *o)
{
//--- Rebind every persistent buffer and sampler to the replacement device.
CNeuronBaseOCL::SetOpenCL(o);
cWeights.SetOpenCL(OpenCL);
cBias.SetOpenCL(OpenCL);
cPosterior.SetOpenCL(OpenCL);
cSampleWeights.SetOpenCL(OpenCL);
cSampleBias.SetOpenCL(OpenCL);
cSampleOutput.SetOpenCL(OpenCL);
cInputGradient.SetOpenCL(OpenCL);
cPosteriorGradient.SetOpenCL(OpenCL);
cMeanSampler.SetOpenCL(OpenCL);
if(cBatchSampleGradient.Total() > 0)
cBatchSampleGradient.BufferCreate(OpenCL);
if(cBatchInputGradient.Total() > 0)
cBatchInputGradient.BufferCreate(OpenCL);
if(cBatchInputGradientAccum.Total() > 0)
cBatchInputGradientAccum.BufferCreate(OpenCL);
for(int i = 0; i < cRandomSamplers.Total(); i++)
{
CVAE *s = cRandomSamplers.At(i);
if(s)
s.SetOpenCL(OpenCL);
}
//--- Existing stochastic gradients cannot cross device contexts.
bSamplesGradientReady = false;
bSamplesPrepared = false;
}
//+------------------------------------------------------------------+
//| Checks checked-transfer support of the complete Bayesian tree. |
//+------------------------------------------------------------------+
bool CNeuronBayesianLinearOCL::SupportsOpenCLChecked(void) const
{
//--- Validate the layer identity and complete stochastic sampler registry.
if(Type() != defNeuronBayesianLinearOCL || iSamples == 0 ||
(uint)cRandomSamplers.Total() != iSamples)
return(false);
//--- Validate every embedded owner before a checked transfer can begin.
if(!cWeights.SupportsOpenCLChecked() || !cBias.SupportsOpenCLChecked() ||
!cPosterior.SupportsOpenCLChecked() || !cSampleWeights.SupportsOpenCLChecked() ||
!cSampleBias.SupportsOpenCLChecked() || !cSampleOutput.SupportsOpenCLChecked() ||
!cInputGradient.SupportsOpenCLChecked() || !cPosteriorGradient.SupportsOpenCLChecked() ||
!cMeanSampler.SupportsOpenCLChecked())
return(false);
for(int i = 0; i < cRandomSamplers.Total(); i++)
{
CObject *object = cRandomSamplers.At(i);
if(!object || object.Type() != defNeuronVAEOCL)
return(false);
CVAE *sampler = object;
if(!sampler.SupportsOpenCLChecked())
return(false);
}
//--- Finalize only when the complete embedded hierarchy is transferable.
return(true);
}
//+------------------------------------------------------------------+
//| Transfers Bayesian children before inherited owners publish |
//| last. |
//+------------------------------------------------------------------+
bool CNeuronBayesianLinearOCL::SetOpenCLChecked(COpenCLMy *obj)
{
if(CheckPointer(obj) == POINTER_INVALID || !SupportsOpenCLChecked())
return(false);
//--- Valid same-context calls also discard stale sampled-gradient state.
bSamplesGradientReady = false;
bSamplesPrepared = false;
//--- Transfer each embedded checked owner before the inherited base owner.
if(!cWeights.SetOpenCLChecked(obj))
ReturnFalseEx("posterior weights context");
if(!cBias.SetOpenCLChecked(obj))
ReturnFalseEx("posterior bias context");
if(!cPosterior.SetOpenCLChecked(obj))
ReturnFalseEx("posterior context");
if(!cSampleWeights.SetOpenCLChecked(obj))
ReturnFalseEx("sample weights context");
if(!cSampleBias.SetOpenCLChecked(obj))
ReturnFalseEx("sample bias context");
if(!cSampleOutput.SetOpenCLChecked(obj))
ReturnFalseEx("sample output context");
if(!cInputGradient.SetOpenCLChecked(obj))
ReturnFalseEx("input gradient context");
if(!cPosteriorGradient.SetOpenCLChecked(obj))
ReturnFalseEx("posterior gradient context");
if(!cMeanSampler.SetOpenCLChecked(obj))
ReturnFalseEx("mean sampler context");
//--- Synchronize direct batch owners independently for safe same-B retry.
if(cBatchSampleGradient.Total() > 0 && cBatchSampleGradient.GetIndex() >= 0 &&
cBatchSampleGradient.GetOpenCL() != obj && !cBatchSampleGradient.BufferRead())
ReturnFalseEx("batch sample gradient read");
if(cBatchSampleGradient.Total() > 0 &&
(cBatchSampleGradient.GetOpenCL() != obj || cBatchSampleGradient.GetIndex() < 0) &&
!cBatchSampleGradient.BufferCreate(obj))
ReturnFalseEx("batch sample gradient create");
if(cBatchInputGradient.Total() > 0 && cBatchInputGradient.GetIndex() >= 0 &&
cBatchInputGradient.GetOpenCL() != obj && !cBatchInputGradient.BufferRead())
ReturnFalseEx("batch input gradient read");
if(cBatchInputGradient.Total() > 0 &&
(cBatchInputGradient.GetOpenCL() != obj || cBatchInputGradient.GetIndex() < 0) &&
!cBatchInputGradient.BufferCreate(obj))
ReturnFalseEx("batch input gradient create");
if(cBatchInputGradientAccum.Total() > 0 && cBatchInputGradientAccum.GetIndex() >= 0 &&
cBatchInputGradientAccum.GetOpenCL() != obj && !cBatchInputGradientAccum.BufferRead())
ReturnFalseEx("batch input accumulation read");
if(cBatchInputGradientAccum.Total() > 0 &&
(cBatchInputGradientAccum.GetOpenCL() != obj || cBatchInputGradientAccum.GetIndex() < 0) &&
!cBatchInputGradientAccum.BufferCreate(obj))
ReturnFalseEx("batch input accumulation create");
//--- Transfer every validated stochastic sampler before outer publication.
for(int i = 0; i < cRandomSamplers.Total(); i++)
{
CObject *object = cRandomSamplers.At(i);
if(!object || object.Type() != defNeuronVAEOCL)
ReturnFalseEx("random sampler type");
CVAE *sampler = object;
if(!sampler.SetOpenCLChecked(obj))
ReturnFalseEx("random sampler context");
}
//--- Publish the inherited base owner only after every child succeeded.
if(!CNeuronBaseOCL::SetOpenCLChecked(obj))
ReturnFalseEx("inherited base context");
//--- Finalize the checked context adoption after all owners succeeded.
return(true);
}
//+------------------------------------------------------------------+
//| Switch posterior parameters between training and inference. |
//+------------------------------------------------------------------+
void CNeuronBayesianLinearOCL::TrainMode(bool f)
{
//--- Propagate the mode to posterior parameters and discard stochastic state.
CNeuronBaseOCL::TrainMode(f);
cWeights.TrainMode(bTrain);
cBias.TrainMode(bTrain);
bSamplesGradientReady = false;
bSamplesPrepared = false;
}
//+------------------------------------------------------------------+
//| Copy posterior parameters from a compatible source layer. |
//+------------------------------------------------------------------+
bool CNeuronBayesianLinearOCL::WeightsUpdate(CNeuronBaseOCL *source, float tau)
{
if(!source || source.Type() != Type())
ReturnFalseEx("Bayesian weight copy: source layer type");
//--- Synchronize the posterior parameters and invalidate stochastic runtime state.
CNeuronBayesianLinearOCL *Source = source;
if(!cWeights.WeightsUpdate(Source.cWeights.AsObject(), tau))
ReturnFalseEx("Bayesian weight copy: posterior weights");
if(!cBias.WeightsUpdate(Source.cBias.AsObject(), tau))
ReturnFalseEx("Bayesian weight copy: posterior bias");
iSampleState = Source.iSampleState;
bSamplesGradientReady = false;
bSamplesPrepared = false;
//--- Finalize the inherited weight-copy contract.
return(true);
}
//+------------------------------------------------------------------+
//| Append posterior state to the parameter fingerprint. |
//+------------------------------------------------------------------+
bool CNeuronBayesianLinearOCL::AppendParameterFingerprint(ulong &f)
{
//--- Include the Bayesian type tag before the posterior parameter state.
f = (f ^ ulong(Type())) * ulong(1099511628211);
if(!cWeights.AppendParameterFingerprint(f))
ReturnFalseEx("Bayesian fingerprint: posterior weights");
if(!cBias.AppendParameterFingerprint(f))
ReturnFalseEx("Bayesian fingerprint: posterior bias");
//--- Finalize the posterior fingerprint.
return(true);
}
//+------------------------------------------------------------------+
//| Returns the layer info of the CNeuronBayesianLinearOCL. |
//+------------------------------------------------------------------+
CLayerDescription *CNeuronBayesianLinearOCL::GetLayerInfo(void)
{
//--- Report the grouped affine and sampling contract to the graph description.
CLayerDescription *r = CNeuronBaseOCL::GetLayerInfo();
if(r)
{
r.count = iOutputs;
r.window = iInputs;
r.variables = iVariables;
r.layers = iSamples;
}
//--- Return the inherited description when its allocation succeeded.
return(r);
}
//+------------------------------------------------------------------+