forked from dng/NN_in_Trading
//+------------------------------------------------------------------+
| |
//| kmeans.mqh |
| |
//| Copyright 2022, DNG |
| |
//| https://www.mql5.com/ru/users/dng |
| |
//+------------------------------------------------------------------+
| |
#property copyright "Copyright 2022, DNG"
| |
#property link "https://www.mql5.com/ru/users/dng"
| |
#property version "1.00"
| |
//+------------------------------------------------------------------+
| |
//| includes |
| |
//+------------------------------------------------------------------+
| |
#include "..\..\NeuroNet_DNG\NeuroNet.mqh"
| |
#resource "unsupervised.cl" as string cl_unsupervised
| |
//+------------------------------------------------------------------+
| |
//| Defines |
| |
//+------------------------------------------------------------------+
| |
#define defUnsupervisedKmeans 0x7901
| |
//---
| |
#define def_k_kmeans_distance 0
| |
#define def_k_kmd_data 0
| |
#define def_k_kmd_means 1
| |
#define def_k_kmd_distance 2
| |
#define def_k_kmd_vector_size 3
| |
//---
| |
#define def_k_kmeans_clustering 1
| |
#define def_k_kmc_distance 0
| |
#define def_k_kmc_clusters 1
| |
#define def_k_kmc_flags 2
| |
#define def_k_kmc_total_k 3
| |
//---
| |
#define def_k_kmeans_updates 2
| |
#define def_k_kmu_data 0
| |
#define def_k_kmu_clusters 1
| |
#define def_k_kmu_means 2
| |
#define def_k_kmu_total_m 3
| |
//---
| |
#define def_k_kmeans_loss 3
| |
#define def_k_kml_data 0
| |
#define def_k_kml_clusters 1
| |
#define def_k_kml_means 2
| |
#define def_k_kml_loss 3
| |
#define def_k_kml_vector_size 4
| |
//---
| |
#define def_k_kmeans_statistic 4
| |
#define def_k_kms_clusters 0
| |
#define def_k_kms_targers 1
| |
#define def_k_kms_probability 2
| |
#define def_k_kms_total_m 3
| |
//---
| |
#define def_k_kmeans_softmax 5
| |
#define def_k_kmsm_distance 0
| |
#define def_k_kmsm_softmax 1
| |
#define def_k_kmsm_total_k 2
| |
//+------------------------------------------------------------------+
| |
//| |
| |
//+------------------------------------------------------------------+
| |
COpenCLMy *OpenCLCreate(string programm)
| |
{
| |
COpenCL *result = new COpenCLMy();
| |
if(CheckPointer(result) == POINTER_INVALID)
| |
return NULL;
| |
//---
| |
if(!result.Initialize(programm, true))
| |
{
| |
delete result;
| |
return NULL;
| |
}
| |
//---
| |
if(!result.SetKernelsCount(6))
| |
{
| |
delete result;
| |
return NULL;
| |
}
| |
//---
| |
if(!result.KernelCreate(def_k_kmeans_distance, "KmeansCulcDistance"))
| |
{
| |
delete result;
| |
return NULL;
| |
}
| |
//---
| |
if(!result.KernelCreate(def_k_kmeans_clustering, "KmeansClustering"))
| |
{
| |
delete result;
| |
return NULL;
| |
}
| |
//---
| |
if(!result.KernelCreate(def_k_kmeans_updates, "KmeansUpdating"))
| |
{
| |
delete result;
| |
return NULL;
| |
}
| |
//---
| |
if(!result.KernelCreate(def_k_kmeans_loss, "KmeansLoss"))
| |
{
| |
delete result;
| |
return NULL;
| |
}
| |
//---
| |
if(!result.KernelCreate(def_k_kmeans_statistic, "KmeansStatistic"))
| |
{
| |
delete result;
| |
return NULL;
| |
}
| |
//---
| |
if(!result.KernelCreate(def_k_kmeans_softmax, "KmeansSoftMax"))
| |
{
| |
delete result;
| |
return NULL;
| |
}
| |
//---
| |
return result;
| |
}
| |
//+------------------------------------------------------------------+
| |
//| |
| |
//+------------------------------------------------------------------+
| |
class CKmeans : public CObject
| |
{
| |
protected:
| |
int m_iClusters;
| |
int m_iVectorSize;
| |
double m_dLoss;
| |
bool m_bTrained;
| |
| |
CBufferFloat *c_aMeans;
| |
COpenCLMy *c_OpenCL; ///< Object for working with OpenCL
| |
//---
| |
CBufferFloat *c_aDistance;
| |
CBufferFloat *c_aClasters;
| |
CBufferFloat *c_aFlags;
| |
CBufferFloat *c_aSoftMax;
| |
CBufferFloat *c_aLoss;
| |
CBufferFloat *c_aProbability;
| |
| |
public:
| |
CKmeans(void);
| |
~CKmeans(void);
| |
//---
| |
bool SetOpenCL(COpenCLMy *context);
| |
bool Init(COpenCLMy *context, int clusters, int vector_size);
| |
bool Study(CBufferFloat *data, bool init_means = true);
| |
bool Clustering(CBufferFloat *data);
| |
CBufferFloat *SoftMax(CBufferFloat *data);
| |
bool Statistic(CBufferFloat *data, CBufferFloat *targets);
| |
double GetLoss(CBufferFloat *data);
| |
CBufferFloat *GetProbability(CBufferFloat *data);
| |
//---
| |
virtual bool Save(const int file_handle);
| |
virtual bool Load(const int file_handle);
| |
//---
| |
virtual int Type(void) { return defUnsupervisedKmeans; }
| |
};
| |
//+------------------------------------------------------------------+
| |
//| |
| |
//+------------------------------------------------------------------+
| |
void CKmeans::CKmeans(void) : m_iClusters(2),
| |
m_iVectorSize(1),
| |
m_dLoss(-1),
| |
//| Implements m_bTrained |
| |
m_bTrained(false)
| |
{
| |
c_aMeans = new CBufferFloat();
| |
if(CheckPointer(c_aMeans) != POINTER_INVALID)
| |
c_aMeans.BufferInit(m_iClusters * m_iVectorSize, 0);
| |
c_OpenCL = NULL;
| |
}
| |
//+------------------------------------------------------------------+
| |
//| |
| |
//+------------------------------------------------------------------+
| |
void CKmeans::~CKmeans(void)
| |
{
| |
if(CheckPointer(c_aMeans) == POINTER_DYNAMIC)
| |
delete c_aMeans;
| |
if(CheckPointer(c_aDistance) == POINTER_DYNAMIC)
| |
delete c_aDistance;
| |
if(CheckPointer(c_aClasters) == POINTER_DYNAMIC)
| |
delete c_aClasters;
| |
if(CheckPointer(c_aFlags) == POINTER_DYNAMIC)
| |
delete c_aFlags;
| |
if(CheckPointer(c_aSoftMax) == POINTER_DYNAMIC)
| |
delete c_aSoftMax;
| |
if(CheckPointer(c_aLoss) == POINTER_DYNAMIC)
| |
delete c_aLoss;
| |
if(CheckPointer(c_aProbability) == POINTER_DYNAMIC)
| |
delete c_aProbability;
| |
}
| |
//+------------------------------------------------------------------+
| |
//| |
| |
//+------------------------------------------------------------------+
| |
//| | S et Op en CL implementation. |
| |
//+------------------------------------------------------------------+
| |
bool CKmeans::SetOpenCL(COpenCLMy *context)
| |
{
| |
c_OpenCL = context;
| |
//---
| |
return (c_OpenCL == context);
| |
}
| |
//+------------------------------------------------------------------+
| |
//| |
| |
//+------------------------------------------------------------------+
| |
//| | I ni t implementation. |
| |
//+------------------------------------------------------------------+
| |
bool CKmeans::Init(COpenCLMy *context, int clusters, int vector_size)
| |
{
| |
if(CheckPointer(context) == POINTER_INVALID || clusters < 2 || vector_size < 1)
| |
return false;
| |
//---
| |
c_OpenCL = context;
| |
m_iClusters = clusters;
| |
m_iVectorSize = vector_size;
| |
if(CheckPointer(c_aMeans) == POINTER_INVALID)
| |
{
| |
c_aMeans = new CBufferFloat();
| |
if(CheckPointer(c_aMeans) == POINTER_INVALID)
| |
return false;
| |
}
| |
c_aMeans.BufferFree();
| |
if(!c_aMeans.BufferInit(m_iClusters * m_iVectorSize, 0))
| |
return false;
| |
m_bTrained = false;
| |
m_dLoss = -1;
| |
//---
| |
return true;
| |
}
| |
//+------------------------------------------------------------------+
| |
//| |
| |
//+------------------------------------------------------------------+
| |
//| | S tu dy implementation. |
| |
//+------------------------------------------------------------------+
| |
bool CKmeans::Study(CBufferFloat *data, bool init_means = true)
| |
{
| |
if(CheckPointer(data) == POINTER_INVALID || CheckPointer(c_OpenCL) == POINTER_INVALID)
| |
return false;
| |
//---
| |
int total = data.Total();
| |
if(total <= 0 || m_iClusters < 2 || (total % m_iVectorSize) != 0)
| |
return false;
| |
//---
| |
int rows = total / m_iVectorSize;
| |
if(rows <= (10 * m_iClusters))
| |
return false;
| |
//---
| |
bool flags[];
| |
if(ArrayResize(flags, rows) <= 0 || !ArrayInitialize(flags, false))
| |
return false;
| |
//---
| |
for(int i = 0; (i < m_iClusters && init_means); i++)
| |
{
| |
Comment(StringFormat("Cluster initialization %d of %d", i, m_iClusters));
| |
int row = (int)((double)MathRand() * MathRand() / MathPow(32767, 2) * (rows - 1));
| |
if(flags[row])
| |
{
| |
i--;
| |
continue;
| |
}
| |
int start = row * m_iVectorSize;
| |
int start_c = i * m_iVectorSize;
| |
for(int c = 0; c < m_iVectorSize; c++)
| |
{
| |
if(!c_aMeans.Update(start_c + c, data.At(start + c)))
| |
return false;
| |
}
| |
flags[row] = true;
| |
}
| |
//---
| |
if(CheckPointer(c_aDistance) == POINTER_INVALID)
| |
{
| |
c_aDistance = new CBufferFloat();
| |
if(CheckPointer(c_aDistance) == POINTER_INVALID)
| |
return false;
| |
}
| |
c_aDistance.BufferFree();
| |
if(!c_aDistance.BufferInit(rows * m_iClusters, 0))
| |
return false;
| |
//---
| |
if(CheckPointer(c_aClasters) == POINTER_INVALID)
| |
{
| |
c_aClasters = new CBufferFloat();
| |
if(CheckPointer(c_aClasters) == POINTER_INVALID)
| |
return false;
| |
}
| |
c_aClasters.BufferFree();
| |
if(!c_aClasters.BufferInit(rows, 0))
| |
return false;
| |
//---
| |
if(CheckPointer(c_aFlags) == POINTER_INVALID)
| |
{
| |
c_aFlags = new CBufferFloat();
| |
if(CheckPointer(c_aFlags) == POINTER_INVALID)
| |
return false;
| |
}
| |
c_aFlags.BufferFree();
| |
if(!c_aFlags.BufferInit(rows, 0))
| |
return false;
| |
//---
| |
if(!data.BufferCreate(c_OpenCL) ||
| |
!c_aMeans.BufferCreate(c_OpenCL) ||
| |
!c_aDistance.BufferCreate(c_OpenCL) ||
| |
!c_aClasters.BufferCreate(c_OpenCL) ||
| |
!c_aFlags.BufferCreate(c_OpenCL))
| |
return false;
| |
//---
| |
int count = 0;
| |
do
| |
{
| |
if(!c_OpenCL.SetArgumentBuffer(def_k_kmeans_distance, def_k_kmd_data, data.GetIndex()))
| |
return false;
| |
if(!c_OpenCL.SetArgumentBuffer(def_k_kmeans_distance, def_k_kmd_means, c_aMeans.GetIndex()))
| |
return false;
| |
if(!c_OpenCL.SetArgumentBuffer(def_k_kmeans_distance, def_k_kmd_distance, c_aDistance.GetIndex()))
| |
return false;
| |
if(!c_OpenCL.SetArgument(def_k_kmeans_distance, def_k_kmd_vector_size, m_iVectorSize))
| |
return false;
| |
uint global_work_offset[2] = {0, 0};
| |
uint global_work_size[2];
| |
global_work_size[0] = rows;
| |
global_work_size[1] = m_iClusters;
| |
if(!c_OpenCL.Execute(def_k_kmeans_distance, 2, global_work_offset, global_work_size))
| |
return false;
| |
//---
| |
if(!c_OpenCL.SetArgumentBuffer(def_k_kmeans_clustering, def_k_kmc_flags, c_aFlags.GetIndex()))
| |
return false;
| |
if(!c_OpenCL.SetArgumentBuffer(def_k_kmeans_clustering, def_k_kmc_clusters, c_aClasters.GetIndex()))
| |
return false;
| |
if(!c_OpenCL.SetArgumentBuffer(def_k_kmeans_clustering, def_k_kmc_distance, c_aDistance.GetIndex()))
| |
return false;
| |
if(!c_OpenCL.SetArgument(def_k_kmeans_clustering, def_k_kmc_total_k, m_iClusters))
| |
return false;
| |
uint global_work_offset1[1] = {0};
| |
uint global_work_size1[1];
| |
global_work_size1[0] = rows;
| |
if(!c_OpenCL.Execute(def_k_kmeans_clustering, 1, global_work_offset1, global_work_size1))
| |
return false;
| |
if(!c_aFlags.BufferRead())
| |
return false;
| |
m_bTrained = (c_aFlags.Maximum() == 0);
| |
if(m_bTrained)
| |
{
| |
if(!c_aClasters.BufferRead())
| |
return false;
| |
break;
| |
}
| |
//---
| |
if(!c_OpenCL.SetArgumentBuffer(def_k_kmeans_updates, def_k_kmu_data, data.GetIndex()))
| |
return false;
| |
if(!c_OpenCL.SetArgumentBuffer(def_k_kmeans_updates, def_k_kmu_means, c_aMeans.GetIndex()))
| |
return false;
| |
if(!c_OpenCL.SetArgumentBuffer(def_k_kmeans_updates, def_k_kmu_clusters, c_aClasters.GetIndex()))
| |
return false;
| |
if(!c_OpenCL.SetArgument(def_k_kmeans_updates, def_k_kmu_total_m, rows))
| |
return false;
| |
global_work_size[0] = m_iVectorSize;
| |
if(!c_OpenCL.Execute(def_k_kmeans_updates, 2, global_work_offset, global_work_size))
| |
return false;
| |
count++;
| |
Comment(StringFormat("Study iterations %d", count));
| |
}
| |
while(!m_bTrained && !IsStopped());
| |
//---
| |
if(!c_aMeans.BufferRead())
| |
return false;
| |
data.BufferFree();
| |
c_aDistance.BufferFree();
| |
c_aFlags.BufferFree();
| |
//---
| |
return true;
| |
}
| |
//+------------------------------------------------------------------+
| |
//| |
| |
//+------------------------------------------------------------------+
| |
//| | C lu st er in g implementation. |
| |
//+------------------------------------------------------------------+
| |
bool CKmeans::Clustering(CBufferFloat *data)
| |
{
| |
if(!m_bTrained && !Study(data, (c_aMeans.Maximum() == 0)))
| |
return false;
| |
//---
| |
if(CheckPointer(data) == POINTER_INVALID || CheckPointer(c_OpenCL) == POINTER_INVALID)
| |
return false;
| |
//---
| |
int total = data.Total();
| |
if(total <= 0 || m_iClusters < 2 || (total % m_iVectorSize) != 0)
| |
return false;
| |
//---
| |
int rows = total / m_iVectorSize;
| |
if(rows < 1)
| |
return false;
| |
//---
| |
if(CheckPointer(c_aDistance) == POINTER_INVALID)
| |
{
| |
c_aDistance = new CBufferFloat();
| |
if(CheckPointer(c_aDistance) == POINTER_INVALID)
| |
return false;
| |
}
| |
c_aDistance.BufferFree();
| |
if(!c_aDistance.BufferInit(rows * m_iClusters, 0))
| |
return false;
| |
//---
| |
if(CheckPointer(c_aClasters) == POINTER_INVALID)
| |
{
| |
c_aClasters = new CBufferFloat();
| |
if(CheckPointer(c_aClasters) == POINTER_INVALID)
| |
return false;
| |
}
| |
c_aClasters.BufferFree();
| |
if(!c_aClasters.BufferInit(rows, 0))
| |
return false;
| |
//---
| |
if(CheckPointer(c_aFlags) == POINTER_INVALID)
| |
{
| |
c_aFlags = new CBufferFloat();
| |
if(CheckPointer(c_aFlags) == POINTER_INVALID)
| |
return false;
| |
}
| |
c_aFlags.BufferFree();
| |
if(!c_aFlags.BufferInit(rows, 0))
| |
return false;
| |
//---
| |
if(!data.BufferCreate(c_OpenCL) ||
| |
!c_aMeans.BufferCreate(c_OpenCL) ||
| |
!c_aDistance.BufferCreate(c_OpenCL) ||
| |
!c_aClasters.BufferCreate(c_OpenCL) ||
| |
!c_aFlags.BufferCreate(c_OpenCL))
| |
return false;
| |
//---
| |
if(!c_OpenCL.SetArgumentBuffer(def_k_kmeans_distance, def_k_kmd_data, data.GetIndex()))
| |
return false;
| |
if(!c_OpenCL.SetArgumentBuffer(def_k_kmeans_distance, def_k_kmd_means, c_aMeans.GetIndex()))
| |
return false;
| |
if(!c_OpenCL.SetArgumentBuffer(def_k_kmeans_distance, def_k_kmd_distance, c_aDistance.GetIndex()))
| |
return false;
| |
if(!c_OpenCL.SetArgument(def_k_kmeans_distance, def_k_kmd_vector_size, m_iVectorSize))
| |
return false;
| |
uint global_work_offset[2] = {0, 0};
| |
uint global_work_size[2];
| |
global_work_size[0] = rows;
| |
global_work_size[1] = m_iClusters;
| |
if(!c_OpenCL.Execute(def_k_kmeans_distance, 2, global_work_offset, global_work_size))
| |
return false;
| |
if(!c_aDistance.BufferRead())
| |
return false;
| |
//---
| |
if(!c_OpenCL.SetArgumentBuffer(def_k_kmeans_clustering, def_k_kmc_flags, c_aFlags.GetIndex()))
| |
return false;
| |
if(!c_OpenCL.SetArgumentBuffer(def_k_kmeans_clustering, def_k_kmc_clusters, c_aClasters.GetIndex()))
| |
return false;
| |
if(!c_OpenCL.SetArgumentBuffer(def_k_kmeans_clustering, def_k_kmc_distance, c_aDistance.GetIndex()))
| |
return false;
| |
if(!c_OpenCL.SetArgument(def_k_kmeans_clustering, def_k_kmc_total_k, m_iClusters))
| |
return false;
| |
uint global_work_offset1[1] = {0};
| |
uint global_work_size1[1];
| |
global_work_size1[0] = rows;
| |
if(!c_OpenCL.Execute(def_k_kmeans_clustering, 1, global_work_offset1, global_work_size1))
| |
return false;
| |
if(!c_aClasters.BufferRead())
| |
return false;
| |
//---
| |
data.BufferFree();
| |
c_aDistance.BufferFree();
| |
c_aFlags.BufferFree();
| |
//---
| |
return true;
| |
}
| |
//+------------------------------------------------------------------+
| |
//| |
| |
//+------------------------------------------------------------------+
| |
//| | G et Lo ss implementation. |
| |
//+------------------------------------------------------------------+
| |
double CKmeans::GetLoss(CBufferFloat *data)
| |
{
| |
if(!Clustering(data))
| |
return -1;
| |
//---
| |
int total = data.Total();
| |
int rows = total / m_iVectorSize;
| |
//---
| |
if(CheckPointer(c_aLoss) == POINTER_INVALID)
| |
{
| |
c_aLoss = new CBufferFloat();
| |
if(CheckPointer(c_aLoss) == POINTER_INVALID)
| |
return -1;
| |
}
| |
if(!c_aLoss.BufferInit(rows, 0))
| |
return -1;
| |
//---
| |
if(!data.BufferCreate(c_OpenCL) ||
| |
!c_aLoss.BufferCreate(c_OpenCL))
| |
return -1;
| |
//---
| |
if(!c_OpenCL.SetArgumentBuffer(def_k_kmeans_loss, def_k_kml_data, data.GetIndex()))
| |
return -1;
| |
if(!c_OpenCL.SetArgumentBuffer(def_k_kmeans_loss, def_k_kml_means, c_aMeans.GetIndex()))
| |
return -1;
| |
if(!c_OpenCL.SetArgumentBuffer(def_k_kmeans_loss, def_k_kml_clusters, c_aClasters.GetIndex()))
| |
return -1;
| |
if(!c_OpenCL.SetArgumentBuffer(def_k_kmeans_loss, def_k_kml_loss, c_aLoss.GetIndex()))
| |
return -1;
| |
if(!c_OpenCL.SetArgument(def_k_kmeans_loss, def_k_kml_vector_size, m_iVectorSize))
| |
return -1;
| |
uint global_work_offset[1] = {0};
| |
uint global_work_size[1];
| |
global_work_size[0] = rows;
| |
if(!c_OpenCL.Execute(def_k_kmeans_loss, 1, global_work_offset, global_work_size))
| |
return -1;
| |
if(!c_aLoss.BufferRead())
| |
return -1;
| |
//---
| |
m_dLoss = 0;
| |
for(int i = 0; i < rows; i++)
| |
m_dLoss += c_aLoss.At(i);
| |
m_dLoss /= rows;
| |
//---
| |
data.BufferFree();
| |
c_aLoss.BufferFree();
| |
return m_dLoss;
| |
}
| |
//+------------------------------------------------------------------+
| |
//| |
| |
//+------------------------------------------------------------------+
| |
//| | S ta ti st ic implementation. |
| |
//+------------------------------------------------------------------+
| |
bool CKmeans::Statistic(CBufferFloat *data, CBufferFloat *targets)
| |
{
| |
if(CheckPointer(targets) == POINTER_INVALID ||
| |
!Clustering(data))
| |
return false;
| |
//---
| |
if(CheckPointer(c_aProbability) == POINTER_INVALID)
| |
{
| |
c_aProbability = new CBufferFloat();
| |
if(CheckPointer(c_aProbability) == POINTER_INVALID)
| |
return false;
| |
}
| |
if(!c_aProbability.BufferInit(3 * m_iClusters, 0))
| |
return false;
| |
//---
| |
int total = c_aClasters.Total();
| |
if(!targets.BufferCreate(c_OpenCL) ||
| |
!c_aProbability.BufferCreate(c_OpenCL))
| |
return false;
| |
//---
| |
if(!c_OpenCL.SetArgumentBuffer(def_k_kmeans_statistic, def_k_kms_probability, c_aProbability.GetIndex()))
| |
return false;
| |
if(!c_OpenCL.SetArgumentBuffer(def_k_kmeans_statistic, def_k_kms_targers, targets.GetIndex()))
| |
return false;
| |
if(!c_OpenCL.SetArgumentBuffer(def_k_kmeans_statistic, def_k_kms_clusters, c_aClasters.GetIndex()))
| |
return false;
| |
if(!c_OpenCL.SetArgument(def_k_kmeans_statistic, def_k_kms_total_m, total))
| |
return false;
| |
uint global_work_offset[1] = {0};
| |
uint global_work_size[1];
| |
global_work_size[0] = m_iClusters;
| |
if(!c_OpenCL.Execute(def_k_kmeans_statistic, 1, global_work_offset, global_work_size))
| |
return false;
| |
if(!c_aProbability.BufferRead())
| |
return false;
| |
//---
| |
data.BufferFree();
| |
targets.BufferFree();
| |
//---
| |
return true;
| |
}
| |
//+------------------------------------------------------------------+
| |
//| |
| |
//+------------------------------------------------------------------+
| |
CBufferFloat *CKmeans::GetProbability(CBufferFloat *data)
| |
{
| |
if(CheckPointer(c_aProbability) == POINTER_INVALID ||
| |
!Clustering(data))
| |
return NULL;
| |
//---
| |
CBufferFloat *result = new CBufferFloat();
| |
if(CheckPointer(result) == POINTER_INVALID)
| |
return result;
| |
//---
| |
int total = c_aClasters.Total();
| |
if(!result.Reserve(total * 3))
| |
{
| |
delete result;
| |
return result;
| |
}
| |
for(int i = 0; i < total; i++)
| |
{
| |
int k = (int)c_aClasters.At(i) * 3;
| |
if(!result.Add(c_aProbability.At(k)) ||
| |
!result.Add(c_aProbability.At(k + 1)) ||
| |
!result.Add(c_aProbability.At(k + 2))
| |
)
| |
{
| |
delete result;
| |
return result;
| |
}
| |
}
| |
//---
| |
return result;
| |
}
| |
//+------------------------------------------------------------------+
| |
//| |
| |
//+------------------------------------------------------------------+
| |
//| | S av e implementation. |
| |
//+------------------------------------------------------------------+
| |
bool CKmeans::Save(const int file_handle)
| |
{
| |
if(file_handle == INVALID_HANDLE)
| |
return false;
| |
if(FileWriteInteger(file_handle, Type()) < INT_VALUE)
| |
return false;
| |
if(FileWriteInteger(file_handle, m_iClusters) < INT_VALUE)
| |
return false;
| |
if(FileWriteInteger(file_handle, m_iVectorSize) < INT_VALUE)
| |
return false;
| |
if(FileWriteInteger(file_handle, (int)m_bTrained) < INT_VALUE)
| |
return false;
| |
if(!c_aMeans.Save(file_handle))
| |
return false;
| |
if(CheckPointer(c_aProbability) == POINTER_INVALID)
| |
{
| |
if(FileWriteInteger(file_handle, 0) < INT_VALUE)
| |
return false;
| |
return true;
| |
}
| |
if(!c_aProbability.Save(file_handle))
| |
return false;
| |
//---
| |
return true;
| |
}
| |
//+------------------------------------------------------------------+
| |
//| |
| |
//+------------------------------------------------------------------+
| |
//| | L oa d implementation. |
| |
//+------------------------------------------------------------------+
| |
bool CKmeans::Load(const int file_handle)
| |
{
| |
if(file_handle == INVALID_HANDLE)
| |
return false;
| |
//---
| |
if(FileIsEnding(file_handle))
| |
return false;
| |
m_iClusters = FileReadInteger(file_handle);
| |
//---
| |
if(FileIsEnding(file_handle))
| |
return false;
| |
m_iVectorSize = FileReadInteger(file_handle);
| |
//---
| |
if(FileIsEnding(file_handle))
| |
return false;
| |
m_bTrained = (bool)FileReadInteger(file_handle);
| |
//---
| |
if(CheckPointer(c_aMeans) == POINTER_INVALID)
| |
{
| |
c_aMeans = new CBufferFloat();
| |
if(CheckPointer(c_aMeans) == POINTER_INVALID)
| |
return false;
| |
}
| |
if(FileIsEnding(file_handle) ||
| |
!c_aMeans.Load(file_handle))
| |
return false;
| |
//---
| |
if(FileIsEnding(file_handle))
| |
return true;
| |
//---
| |
if(CheckPointer(c_aProbability) == POINTER_INVALID)
| |
{
| |
c_aProbability = new CBufferFloat();
| |
if(CheckPointer(c_aProbability) == POINTER_INVALID)
| |
return false;
| |
}
| |
if(!c_aProbability.Load(file_handle))
| |
return FileIsEnding(file_handle);
| |
//---
| |
return true;
| |
}
| |
//+------------------------------------------------------------------+
| |
//| |
| |
//+------------------------------------------------------------------+
| |
CBufferFloat *CKmeans::SoftMax(CBufferFloat *data)
| |
{
| |
if(!m_bTrained && !Study(data, (c_aMeans.Maximum() == 0)))
| |
return NULL;
| |
//---
| |
if(CheckPointer(data) == POINTER_INVALID || CheckPointer(c_OpenCL) == POINTER_INVALID)
| |
return NULL;
| |
//---
| |
int total = data.Total();
| |
if(total <= 0 || m_iClusters < 2 || (total % m_iVectorSize) != 0)
| |
return NULL;
| |
//---
| |
int rows = total / m_iVectorSize;
| |
if(rows < 1)
| |
return NULL;
| |
//---
| |
if(CheckPointer(c_aDistance) == POINTER_INVALID)
| |
{
| |
c_aDistance = new CBufferFloat();
| |
if(CheckPointer(c_aDistance) == POINTER_INVALID)
| |
return NULL;
| |
}
| |
c_aDistance.BufferFree();
| |
if(!c_aDistance.BufferInit(rows * m_iClusters, 0))
| |
return NULL;
| |
//---
| |
if(CheckPointer(c_aSoftMax) == POINTER_INVALID)
| |
{
| |
c_aSoftMax = new CBufferFloat();
| |
if(CheckPointer(c_aSoftMax) == POINTER_INVALID)
| |
return NULL;
| |
}
| |
c_aSoftMax.BufferFree();
| |
if(!c_aSoftMax.BufferInit(rows * m_iClusters, 0))
| |
return NULL;
| |
//---
| |
if(!data.BufferCreate(c_OpenCL) ||
| |
!c_aMeans.BufferCreate(c_OpenCL) ||
| |
!c_aDistance.BufferCreate(c_OpenCL) ||
| |
!c_aSoftMax.BufferCreate(c_OpenCL))
| |
return NULL;
| |
//---
| |
if(!c_OpenCL.SetArgumentBuffer(def_k_kmeans_distance, def_k_kmd_data, data.GetIndex()))
| |
return NULL;
| |
if(!c_OpenCL.SetArgumentBuffer(def_k_kmeans_distance, def_k_kmd_means, c_aMeans.GetIndex()))
| |
return NULL;
| |
if(!c_OpenCL.SetArgumentBuffer(def_k_kmeans_distance, def_k_kmd_distance, c_aDistance.GetIndex()))
| |
return NULL;
| |
if(!c_OpenCL.SetArgument(def_k_kmeans_distance, def_k_kmd_vector_size, m_iVectorSize))
| |
return NULL;
| |
uint global_work_offset[2] = {0, 0};
| |
uint global_work_size[2];
| |
global_work_size[0] = rows;
| |
global_work_size[1] = m_iClusters;
| |
if(!c_OpenCL.Execute(def_k_kmeans_distance, 2, global_work_offset, global_work_size))
| |
return NULL;
| |
if(!c_aDistance.BufferRead())
| |
return NULL;
| |
//---
| |
if(!c_OpenCL.SetArgumentBuffer(def_k_kmeans_softmax, def_k_kmsm_distance, c_aDistance.GetIndex()))
| |
return NULL;
| |
if(!c_OpenCL.SetArgumentBuffer(def_k_kmeans_softmax, def_k_kmsm_softmax, c_aSoftMax.GetIndex()))
| |
return NULL;
| |
if(!c_OpenCL.SetArgument(def_k_kmeans_softmax, def_k_kmsm_total_k, m_iClusters))
| |
return NULL;
| |
uint global_work_offset1[1] = {0};
| |
uint global_work_size1[1];
| |
global_work_size1[0] = rows;
| |
if(!c_OpenCL.Execute(def_k_kmeans_softmax, 1, global_work_offset1, global_work_size1))
| |
return NULL;
| |
if(!c_aSoftMax.BufferRead())
| |
return NULL;
| |
//---
| |
data.BufferFree();
| |
c_aDistance.BufferFree();
| |
//---
| |
return c_aSoftMax;
| |
}
| |
//+------------------------------------------------------------------+
| |
|