Original_NNB/MQL5/Include/NeuroNetworksBook/realization/neuronnet.mqh

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                                                    NeuronNet.mqh |
//|                                  Copyright 2021, MetaQuotes Ltd. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2021, MetaQuotes Ltd."
#property link      "https://www.mql5.com"
//+------------------------------------------------------------------+
//| >4:;NG05< 181;8>B5:8                                            |
//+------------------------------------------------------------------+
#include "arraylayers.mqh"
#include "positionencoder.mqh"
#include "lossfunction.mqh"
//+------------------------------------------------------------------+
//| Class CNet                                                       |
//| 07=0G5=85: 07>2V9 48A?5BG5@A:89 :;0AA >@30=870F88 @01>BK       |
//| =59@>==>9 A5B8                                                   |
//+------------------------------------------------------------------+
class CNet  : public CObject
  {
protected:
   bool              m_bTrainMode;
   CArrayLayers      *m_cLayers;
   CMyOpenCL         *m_cOpenCL;
   bool              m_bOpenCL;
   double            m_dNNLoss;
   int               m_iLossSmoothFactor;
   CPositionEncoder  *m_cPositionEncoder;
   bool              m_bPositionEncoder;
   CLossFunction     *m_cLossFunction;
   double            m_adLambda[2];
   double            m_dLearningRate;
   double            m_adBeta[2];

public:
                     CNet(void);
                    ~CNet(void);
   //--- 5B>4K A>740=8O >1J5:B0
   bool              Create(CArrayObj *descriptions);
   bool              Create(CArrayObj *descriptions, double learning_rate,
                            double beta1, double beta2);
   bool              Create(CArrayObj *descriptions, ENUM_LOSS_FUNCTION loss_function,
                            double lambda1, double lambda2);
   bool              Create(CArrayObj *descriptions, double learning_rate, double beta1,
                            double beta2, ENUM_LOSS_FUNCTION loss_function, double lambda1,
                            double lambda2);
   //--- @30=870F8O @01>BK A OpenCL
   void              UseOpenCL(bool value);
   bool              UseOpenCL(void)                   const { return(m_bOpenCL);          }
   bool              InitOpenCL(void);
   //--- 5B>4K @01>BK A ?>78F8>==K< :>;8@>20=85<
   void              UsePositionEncoder(bool value);
   bool              UsePositionEncoder(void)          const { return(m_bPositionEncoder); }
   //--- @30=870F8O >A=>2=KE 0;3>@8B<>2 @01>BK <>45;8
   bool              FeedForward(CArrayDouble *inputs);
   bool              Backpropagation(CBufferDouble *target);
   bool              UpdateWeights(uint batch_size = 1);
   bool              GetResults(CBufferDouble *&result);
   void              SetLearningRates(double learning_rate, double beta1 = 0.9,
                                      double beta2 = 0.999);
   //--- 5B>4K DC=:F88 ?>B5@L
   bool              LossFunction(ENUM_LOSS_FUNCTION loss_function, double lambda1 = 0,
                                  double lambda2 = 0);
   ENUM_LOSS_FUNCTION LossFunction(void)    const { return(m_cLossFunction.LossFunction());}
   ENUM_LOSS_FUNCTION LossFunction(double &lambda1, double &lambda2);
   double            GetRecentAverageLoss(void)        const { return(m_dNNLoss);          }
   void              LossSmoothFactor(int value)             { m_iLossSmoothFactor = value;}
   int               LossSmoothFactor(void)            const { return(m_iLossSmoothFactor);}
   //--- #?@02;5=85 @568<>< @01>BK <>45;8
   bool              TrainMode(void)                   const { return m_bTrainMode;        }
   void              TrainMode(bool mode);
   //--- 5B>4K @01>BK A D09;0<8
   virtual bool      Save(string file_name = NULL);
   virtual bool      Save(const int file_handle);
   virtual bool      Load(string file_name = NULL, bool common = false);
   virtual bool      Load(const int file_handle);
   //--- 5B>4 845=B8D8:0F88 >1J5:B0
   virtual int       Type(void)                        const { return(defNeuronNet);      }
   //--- >;CG5=85 C:070B5;59 =0 2=CB@5==85 >1J5:BK
   virtual CBufferDouble *GetGradient(uint layer)   const;
   virtual CBufferDouble *GetWeights(uint layer)   const;
   virtual CBufferDouble *GetDeltaWeights(uint layer)   const;
   virtual int       GetGPTUnits(void);
  };
//+------------------------------------------------------------------+
//| >=AB@C:B>@ :;0AA0                                               |
//+------------------------------------------------------------------+
CNet::CNet(void)     :  m_bTrainMode(false),
   m_bOpenCL(false),
   m_bPositionEncoder(false),
   m_dNNLoss(-1),
   m_iLossSmoothFactor(1000),
   m_dLearningRate(3.0e-4)
  {
   ArrayInitialize(m_adLambda, 0);
   ArrayInitialize(m_adBeta, 0);
   m_cLayers = new CArrayLayers();
   m_cOpenCL = new CMyOpenCL();
   m_cPositionEncoder = new CPositionEncoder();
   m_cLossFunction = new CLossFunction();
  }
//+------------------------------------------------------------------+
//| 5AB@C:B>@ :;0AA0                                                |
//+------------------------------------------------------------------+
CNet::~CNet(void)
  {
   if(CheckPointer(m_cLayers) != POINTER_INVALID)
      delete m_cLayers;
   if(CheckPointer(m_cOpenCL) != POINTER_INVALID)
      delete m_cOpenCL;
   if(CheckPointer(m_cPositionEncoder) != POINTER_INVALID)
      delete m_cPositionEncoder;
   if(CheckPointer(m_cLossFunction) != POINTER_INVALID)
      delete m_cLossFunction;
  }
//+------------------------------------------------------------------+
//| 5B>4 8=8F80;870F88 :;0AA0                                       |
//+------------------------------------------------------------------+
bool CNet::Create(CArrayObj *descriptions)
  {
//--- ;>: :>=B@>;59
   if(CheckPointer(descriptions) == POINTER_INVALID)
      return false;
//--- @>25@O5< :>;8G5AB2> A>740205<KE A;>Q2
   int total = descriptions.Total();
   if(total < 2)
      return false;
//--- =8F80;878@C5< >1J5BK OpenCL
   if(m_bOpenCL)
      m_bOpenCL = InitOpenCL();
   if(!m_cLayers.SetOpencl(m_cOpenCL))
      m_bOpenCL = false;
//--- @30=87>2K205< F8:; 4;O A>740=8O =59@>==KE A;>Q2
   for(int i = 0; i < total; i++)
     {
      CLayerDescription *temp = descriptions.At(i);
      if(CheckPointer(temp) == POINTER_INVALID)
         return false;
      if(i == 0)
        {
         if(temp.type != defNeuronBase)
            return false;
         temp.window = 0;
        }
      else
        {
         CLayerDescription *prev = descriptions.At(i - 1);
         if(temp.window <= 0 || temp.window > prev.count || temp.type == defNeuronBase)
           {
            switch(prev.type)
              {
               case defNeuronConv:
               case defNeuronProof:
                  temp.window = prev.count * prev.window_out;
                  break;
               default:
                  temp.window = prev.count;
                  break;
              }
            switch(temp.type)
              {
               case defNeuronAttention:
               case defNeuronMHAttention:
               case defNeuronGPT:
                  break;
               default:
                  temp.step = 0;
              }
           }
        }
      if(!m_cLayers.CreateElement(i, temp))
         return false;
     }
//--- =8F80;878@C5< >1J5:BK ?>78F8>==>3> :>48@>20=8O
   if(m_bPositionEncoder)
     {
      if(CheckPointer(m_cPositionEncoder) == POINTER_INVALID)
        {
         m_cPositionEncoder = new CPositionEncoder();
         if(CheckPointer(m_cPositionEncoder) == POINTER_INVALID)
            m_bPositionEncoder = false;
         return true;
        }
      CLayerDescription *temp = descriptions.At(0);
      if(!m_cPositionEncoder.InitEncoder(temp.count, temp.window))
         UsePositionEncoder(false);
     }
//---
   return true;
  }
//+------------------------------------------------------------------+
//| 5B>4 8=8F80;870F88 :;0AA0                                       |
//+------------------------------------------------------------------+
bool CNet::Create(CArrayObj *descriptions,
                  double learning_rate,
                  double beta1, double beta2,
                  ENUM_LOSS_FUNCTION loss_function,
                  double lambda1, double lambda2)
  {
   if(!Create(descriptions))
      return false;
   SetLearningRates(learning_rate, beta1, beta2);
   if(!LossFunction(loss_function, lambda1, lambda2))
      return false;
//---
   return true;
  }
//+------------------------------------------------------------------+
//| 5B>4 8=8F80;870F88 :;0AA0                                       |
//+------------------------------------------------------------------+
bool CNet::Create(CArrayObj *descriptions,
                  ENUM_LOSS_FUNCTION loss_function,
                  double lambda1, double lambda2)
  {
   if(!Create(descriptions))
      return false;
   if(!LossFunction(loss_function, lambda1, lambda2))
      return false;
//---
   return true;
  }
//+------------------------------------------------------------------+
//| 5B>4 8=8F80;870F88 :;0AA0                                       |
//+------------------------------------------------------------------+
bool CNet::Create(CArrayObj *descriptions,
                  double learning_rate,
                  double beta1, double beta2)
  {
   if(!Create(descriptions))
      return false;
   SetLearningRates(learning_rate, beta1, beta2);
//---
   return true;
  }
//+------------------------------------------------------------------+
//| 5B>4 ?@O<>3> ?@>E>40                                            |
//+------------------------------------------------------------------+
bool CNet::FeedForward(CArrayDouble *inputs)
  {
//--- ;>: :>=B@>;59
   if(CheckPointer(inputs) == POINTER_INVALID)
     {
      PrintFormat("%s - %d", __FUNCTION__, __LINE__);
      return false;
     }
   CNeuronBase *InputLayer = m_cLayers.At(0);
   if(CheckPointer(InputLayer) == POINTER_INVALID)
     {
      PrintFormat("%s - %d", __FUNCTION__, __LINE__);
      return false;
     }
   CBufferDouble *Inputs = InputLayer.GetOutputs();
   if(CheckPointer(Inputs) == POINTER_INVALID)
     {
      PrintFormat("%s - %d", __FUNCTION__, __LINE__);
      return false;
     }
   if(Inputs.Total() != inputs.Total())
     {
      PrintFormat("%s - %d", __FUNCTION__, __LINE__);
      return false;
     }
//--- 5@5=>A8< 8AE>4=K5 40==K5 2 =59@>==K9 A;>9
   if(!Inputs.AssignArray(inputs))
     {
      PrintFormat("%s - %d", __FUNCTION__, __LINE__);
      return false;
     }
//--- @8<5=O5< ?>78F8>==>5 :>48@>20=858
   if(m_bPositionEncoder && !m_cPositionEncoder.AddEncoder(Inputs))
     {
      PrintFormat("%s - %d", __FUNCTION__, __LINE__);
      return false;
     }
   if(m_bOpenCL)
      Inputs.BufferCreate(m_cOpenCL);
//--- @30=87>2K205< F8:; A ?>;=K< ?5@51>@>< 2A5E =59@>==KE A;>Q2
//--- 8 2K7>2>< <5B>40 ?@O<>3> ?@>E>40 4;O :064>3> 87 =8E
   CNeuronBase *PrevLayer = InputLayer;
   int total = m_cLayers.Total();
   for(int i = 1; i < total; i++)
     {
      CNeuronBase *Layer = m_cLayers.At(i);
      if(CheckPointer(Layer) == POINTER_INVALID)
        {
         PrintFormat("%s - %d Layer %d", __FUNCTION__, __LINE__, i);
         return false;
        }
      if(!Layer.FeedForward(PrevLayer))
        {
         PrintFormat("%s - %d Layer %d", __FUNCTION__, __LINE__, i);
         return false;
        }
      PrevLayer = Layer;
     }
//---
   return true;
  }
//+------------------------------------------------------------------+
//| 5B>4 >@30=870F88 >1@0B=>3> ?@>E>40                              |
//+------------------------------------------------------------------+
bool CNet::Backpropagation(CBufferDouble *target)
  {
//--- ;>: :>=B@>;59
   if(CheckPointer(target) == POINTER_INVALID)
      return false;
   int total = m_cLayers.Total();
   CNeuronBase *Output = m_cLayers.At(total - 1);
   if(CheckPointer(Output) == POINTER_INVALID)
      return false;
//---  0AG5B 7=0G5=8O DC=:F88 ?>B5@L
   double loss = m_cLossFunction.CaclFunction(Output.GetOutputs(), target);
   if(loss == DBL_MAX)
      return false;
   m_dNNLoss = (m_dNNLoss < 0 ? loss : m_dNNLoss + (loss - m_dNNLoss) / m_iLossSmoothFactor);
//---  0AG5B 3@0485=B0 >H81:8 =0 2KE>45 =59@>==>9 A5B8
   if(!Output.CalcOutputGradient(target))
     {
      return false;
     }
//--- @30=87>2K205< F8:; A ?5@51>@>< 2A5E =59@>==KE A;>Q2 2 >1@0B=>< ?>@O4:5
   for(int i = total - 2; i >= 0; i--)
     {
      CNeuronBase *temp = m_cLayers.At(i);
      if(CheckPointer(temp) == POINTER_INVALID)
         return false;
      //--- K7K205< <5B>40 @0A?@545;5=8O 3@0485=B0 >H81:8 G5@57 A:@KBK9 A;>9
      if(!Output.CalcHiddenGradient(temp))
         return false;
      //--- K7K205< <5B>4 @0A?@545;5=8O 3@0485=B0 >H81:8 4> <0B@8FK 25A>2
      if(!Output.CalcDeltaWeights(temp))
         return false;
      Output = temp;
     }
//---
   return true;
  }
//+------------------------------------------------------------------+
//| 5B>4 >1=>2;5=8O <0B@8F 25A>2KE :>MDD8F85=B>2                    |
//+------------------------------------------------------------------+
bool CNet::UpdateWeights(uint batch_size = 1)
  {
//--- ;>: :>=B@>;59
   if(batch_size <= 0)
      return false;
//--- @30=87>2K205< F8:; ?5@51>@0 2A5E A:@KBKE A;>Q2
   int total = m_cLayers.Total();
   for(int i = 1; i < total; i++)
     {
      //--- @>25@O5< 459AB28B5;L=>ABL C:070B5;O =0 >1J5:B =59@>==>3> A;>O
      CNeuronBase *temp = m_cLayers.At(i);
      if(CheckPointer(temp) == POINTER_INVALID)
         return false;
      //--- K7K205< <5B>4 >1=>2;5=8O <0B@8FK 25A>2 2=CB@5==53> A;>O
      if(!temp.UpdateWeights(batch_size, m_dLearningRate, m_adBeta, m_adLambda))
         return false;
     }
//---
   return true;
  }
//+------------------------------------------------------------------+
//| 5B>4 ?>;CG5=8O @57C;LB0B0 ?@O<>3> ?@>E>40                       |
//+------------------------------------------------------------------+
bool CNet::GetResults(CBufferDouble *&result)
  {
   int total = m_cLayers.Total();
   CNeuronBase *temp = m_cLayers.At(total - 1);
   if(CheckPointer(temp) == POINTER_INVALID)
      return false;
   if(CheckPointer(result) == POINTER_INVALID)
     {
      result = new CBufferDouble();
      if(CheckPointer(result) == POINTER_INVALID)
         return false;
     }
   if(!result.AssignArray(temp.GetOutputs()))
      return false;
//---
   return true;
  }
//+------------------------------------------------------------------+
//| 5B>4 A>E@0=5=85 M;5<5=B>2 :;0AA0 2 D09;                         |
//+------------------------------------------------------------------+
bool CNet::Save(string file_name = NULL)
  {
//--- ;>: :>=B@>;59
   if(file_name == NULL || file_name == "")
      file_name = defFileName;
//--- :@K205< D09; 4;O 70?8A8
   int handle = FileOpen(file_name, FILE_WRITE | FILE_BIN);
//--- K7K205< <5B>4 A>E@0=5=8O :;0AA0 ?> E5=4;C D09;0
   bool result = Save(handle);
//--- 0:@K205< >B:@KBK9 D09;
   FileClose(handle);
//---
   return result;
  }
//+------------------------------------------------------------------+
//| 5B>4 A>E@0=5=85 M;5<5=B>2 :;0AA0 2 D09;                         |
//+------------------------------------------------------------------+
bool CNet::Save(const int file_handle)
  {
//--- ;>: :>=B@>;59
   if(file_handle == INVALID_HANDLE || CheckPointer(m_cLossFunction) == POINTER_INVALID ||
      CheckPointer(m_cLayers) == POINTER_INVALID)
      return false;
//--- !>E@0=O5< :>=AB0=BK
   if(!FileWriteInteger(file_handle, (int)m_bOpenCL)      ||
      !FileWriteDouble(file_handle, m_dNNLoss)            ||
      !FileWriteInteger(file_handle, m_iLossSmoothFactor) ||
      !FileWriteInteger(file_handle, (int)m_bPositionEncoder) ||
      !FileWriteDouble(file_handle, m_dLearningRate)      ||
      !FileWriteArray(file_handle, m_adBeta, 0)           ||
      !FileWriteArray(file_handle, m_adLambda, 0)         ||
      !FileWriteInteger(file_handle, (int)m_cLossFunction.LossFunction()))
      return false;
//--- !>E@0=O5< >1J5:B ?>78F8>==>3> :>48@>20=8O ?@8 =5>1E>48<>AB8
   if(m_bPositionEncoder)
     {
      if(CheckPointer(m_cPositionEncoder) == POINTER_INVALID ||
         !m_cPositionEncoder.Save(file_handle))
         return false;
     }
//--- K7K205< <5B>4 A>E@0=5=8O 40==KE 48=0<8G5A:>3> <0AA820 =59@>==KE A;>Q2
   return m_cLayers.Save(file_handle);
  }
//+------------------------------------------------------------------+
//| 5B>4 2>AAB0=>2;5=8O :;0AA0 87 A>E@0=Q==KE 40==KE                |
//+------------------------------------------------------------------+
bool CNet::Load(string file_name = NULL, bool common = false)
  {
//--- ;>: :>=B@>;59
   string path = TerminalInfoString(TERMINAL_COMMONDATA_PATH);
   if(!FileIsExist(file_name, (common ? FILE_COMMON : 0)))
      file_name = defFileName;
//--- B:@K205< D09; 8 2K7K205< <5B>4 703@C7:8 40==KE ?> E5=4;C D09;0
   int handle = FileOpen(file_name, FILE_READ | FILE_BIN | FILE_SHARE_READ | (common ? FILE_COMMON : 0));
   bool result = Load(handle);
   FileClose(handle);
//---
   return result;
  }
//+------------------------------------------------------------------+
//| 5B>4 2>AAB0=>2;5=8O :;0AA0 87 A>E@0=Q==KE 40==KE                |
//+------------------------------------------------------------------+
bool CNet::Load(const int file_handle)
  {
//--- ;>: :>=B@>;59
   if(file_handle == INVALID_HANDLE)
      return false;
//--- !G8BK205< :>=AB0=BK
   m_bOpenCL = (bool)FileReadInteger(file_handle);
   m_dNNLoss = FileReadDouble(file_handle);
   m_iLossSmoothFactor = FileReadInteger(file_handle);
   m_bPositionEncoder = (bool)FileReadInteger(file_handle);
   m_dLearningRate = FileReadDouble(file_handle);
   if(FileReadArray(file_handle, m_adBeta, 0) < 2     ||
      FileReadArray(file_handle, m_adLambda, 0) < 2)
      return false;
   ENUM_LOSS_FUNCTION loss = (ENUM_LOSS_FUNCTION) FileReadInteger(file_handle);
//--- 03@C605< >1J5:B ?>78F8>==>3> :>48@>20=8O
   if(m_bPositionEncoder)
     {
      if(CheckPointer(m_cPositionEncoder) == POINTER_INVALID)
        {
         m_cPositionEncoder = new CPositionEncoder();
         if(CheckPointer(m_cPositionEncoder) == POINTER_INVALID)
            return false;
        }
      if(!m_cPositionEncoder.Load(file_handle))
         return false;
     }
//--- =8F80;878@C5< >1J5:B DC=:F88 ?>B5@L
   if(CheckPointer(m_cLossFunction) == POINTER_INVALID)
     {
      m_cLossFunction = new CLossFunction();
      if(CheckPointer(m_cLossFunction) == POINTER_INVALID)
         return false;
     }
   m_cLossFunction.LossFunction(loss);
//--- =8F80;878@C5< >1J5:B @01>BK A OpenCL
   if(m_bOpenCL)
     {
      if(!InitOpenCL())
         m_bOpenCL = false;
     }
   else
      if(CheckPointer(m_cOpenCL) != POINTER_INVALID)
        {
         m_cOpenCL.Shutdown();
         delete m_cOpenCL;
        }
//--- =8F80;878@C5< 8 703@C605< 40==K5 48=0<8G5A:>3> <0AA820 =59@>==KE A;>Q2
   if(CheckPointer(m_cLayers) != POINTER_INVALID)
      delete m_cLayers;
   m_cLayers = new CArrayLayers(file_handle);
   if(CheckPointer(m_cLayers) == POINTER_INVALID)
      return false;
   if(m_bOpenCL)
      m_cLayers.SetOpencl(m_cOpenCL);
//---
   return m_cLayers.Load(file_handle);
  }
//+------------------------------------------------------------------+
//| 5B>4 8=8F80;870F88 >1J5:B>2 @01>BK A OpenCL                     |
//+------------------------------------------------------------------+
bool CNet::InitOpenCL(void)
  {
//--- #40;O5< A>740==K5 @0=55 >1J5:BK OpenCL
   if(CheckPointer(m_cOpenCL) != POINTER_INVALID)
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
     }
//--- !>740Q< =>2K9 >1J5:B 4;O @01>BK A OpenCL
   m_cOpenCL = new CMyOpenCL();
   if(CheckPointer(m_cOpenCL) == POINTER_INVALID)
      return false;
//--- =8F80;878@C5< >1J5:B @01>BK A OpenCL
   if(!m_cOpenCL.Initialize(cl_program, true))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.SetKernelsCount(29))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.SetBuffersCount(10))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
//---  =8F80;878@C5< :5@=5;K OpenCL
   if(!m_cOpenCL.KernelCreate(def_k_PerceptronFeedForward, "PerceptronFeedForward"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_Normalize, "Normalize"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_CalcOutputGradient, "CalcOutputGradient"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_DeActivateGradient, "DeActivateGradient"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_CalcHiddenGradient, "CalcHiddenGradient"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_CalcDeltaWeights, "CalcDeltaWeights"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_SGDUpdate, "SGDUpdate"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_MomentumUpdate, "MomentumUpdate"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_AdaGradUpdate, "AdaGradUpdate"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_RMSPropUpdate, "RMSPropUpdate"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_AdaDeltaUpdate, "AdaDeltaUpdate"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_AdamUpdate, "AdamUpdate"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_ProofFeedForward, "ProofFeedForward"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_ProofHiddenGradients, "ProofCalcHiddenGradient"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_ConvolutionFeedForward, "ConvolutionFeedForward"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_ConvolutionHiddenGradients, "ConvolutionCalcHiddenGradient"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_ConvolutionDeltaWeights, "ConcolutionCalcDeltaWeights"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_LSTMFeedForward, "LSTMFeedForward"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_LSTMHiddenGradients, "LSTMCalcHiddenGradient"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_AttentionFeedForward, "AttentionFeedForward"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_AttentionScoreGradients, "AttentionCalcScoreGradient"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_AttentionHiddenGradients, "AttentionCalcHiddenGradient"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_GPTFeedForward, "GPTFeedForward"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_GPTScoreGradients, "GPTCalcScoreGradient"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_GPTHiddenGradients, "GPTCalcHiddenGradient"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_BatchNormFeedForward, "BatchNormFeedForward"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_BatchNormCalcHiddenGradient, "BatchNormCalcHiddenGradient"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_BatchNormCalcDeltaWeights, "BatchNormCalcDeltaWeights"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
   if(!m_cOpenCL.KernelCreate(def_k_MaskMult, "MaskMult"))
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      return false;
     }
//---
   return true;
  }
//+------------------------------------------------------------------+
//| 5B>4 ?5@540G8 C:070B5;O =0 >1J5:B OpenCL 4> 2A5E                |
//| 2=CB@5==8E >1J5:B>2                                              |
//+------------------------------------------------------------------+
void CNet::UseOpenCL(bool value)
  {
   if(!value)
     {
      if(CheckPointer(m_cOpenCL) == POINTER_INVALID)
        {
         m_bOpenCL = value;
         return;
        }
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
      if(CheckPointer(m_cLayers) != POINTER_INVALID)
         m_cLayers.SetOpencl(m_cOpenCL);
      m_bOpenCL = value;
      return;
     }
//---
   if(CheckPointer(m_cOpenCL) != POINTER_INVALID)
     {
      m_cOpenCL.Shutdown();
      delete m_cOpenCL;
     }
   m_bOpenCL = InitOpenCL();
   if(CheckPointer(m_cLayers) != POINTER_INVALID)
      m_cLayers.SetOpencl(m_cOpenCL);
   return;
  }
//+------------------------------------------------------------------+
//| 5B>4 CAB0=>2:8 ?0@0<5B@>2 >1CG5=8O                              |
//+------------------------------------------------------------------+
void CNet::SetLearningRates(double learning_rate, double beta1 = 0.900000, double beta2 = 0.999000)
  {
   m_dLearningRate = learning_rate;
   m_adBeta[0] = beta1;
   m_adBeta[1] = beta2;
  }
//+------------------------------------------------------------------+
//| 5B>4 CAB0=>2:8 DC=:F88 ?>B5@L                                   |
//+------------------------------------------------------------------+
bool CNet::LossFunction(ENUM_LOSS_FUNCTION loss_function, double lambda1 = 0.000000, double lambda2 = 0.000000)
  {
   if(CheckPointer(m_cLossFunction) == POINTER_INVALID)
     {
      m_cLossFunction = new CLossFunction();
      if(CheckPointer(m_cLossFunction) == POINTER_INVALID)
         return false;
     }
   m_cLossFunction.LossFunction(loss_function);
   m_adLambda[0] = lambda1;
   m_adLambda[1] = lambda2;
   return true;
  }
//+------------------------------------------------------------------+
//| 5B>4 ?>;CG5=88O C:070B5;O =0 1CD5@ 3@0485=B>2 ?> =><5@C A;>O    |
//+------------------------------------------------------------------+
CBufferDouble *CNet::GetGradient(uint layer) const
  {
   if(layer >= (uint)m_cLayers.Total())
      return NULL;
//---
   CNeuronBase *l = m_cLayers.At(layer);
   return l.GetGradients();
  }
//+------------------------------------------------------------------+
//| 5B>4 ?>;CG5=8O C:070B5;O =0 <0B@8FC 25A>2 ?> =><5@C A;>O        |
//+------------------------------------------------------------------+
CBufferDouble *CNet::GetWeights(uint layer) const
  {
   if(layer >= (uint)m_cLayers.Total())
      return NULL;
//---
   CNeuronBase *l = m_cLayers.At(layer);
   return l.GetWeights();
  }
//+------------------------------------------------------------------+
//| 5B>4 ?>;CG5=8O C:070B5;O =0 1CD5@ =0:>?;5==KE 3@0485=B>2        |
//| >H81:8 =0 C@>2=5 <0B@8FK 25A>2 ?> =><5@C A;>O                    |
//+------------------------------------------------------------------+
CBufferDouble *CNet::GetDeltaWeights(uint layer)const
  {
   if(layer >= (uint)m_cLayers.Total())
      return NULL;
//---
   CNeuronBase *l = m_cLayers.At(layer);
   return l.GetDeltaWeights();
  }
//+------------------------------------------------------------------+
//| #AB0=>2:0 @568<0 @01>BK <>45;8                                   |
//+------------------------------------------------------------------+
void CNet::TrainMode(bool mode)
  {
   m_bTrainMode = mode;
   int total = m_cLayers.Total();
   for(int i = 0; i < total; i++)
     {
      if(CheckPointer(m_cLayers.At(i)) == POINTER_INVALID)
         continue;
      CNeuronBase *temp = m_cLayers.At(i);
      temp.TrainMode(mode);
     }
  }
//+------------------------------------------------------------------+
//| 5B>4 ?>;CG5=8O 3;C18=K 8A?>;L7C5<KE 1;>:>2 GPT                  |
//+------------------------------------------------------------------+
int CNet::GetGPTUnits(void)
  {
   int result = 0;
   if(CheckPointer(m_cLayers) == POINTER_INVALID)
      return result;
   int total = m_cLayers.Total();
   for(int i = 0; i < total; i++)
     {
      if(CheckPointer(m_cLayers.At(i)) == POINTER_INVALID)
         continue;
      if(m_cLayers.At(i).Type() == defNeuronGPT)
        {
         CNeuronGPT *temp = m_cLayers.At(i);
         result += temp.GetUnits() * temp.GetLayers();
        }
      if(m_cLayers.At(i).Type() == defNeuronLSTM)
        {
         CNeuronLSTM *temp = m_cLayers.At(i);
         result += temp.GetDepth();
        }
     }
//---
   return result;
  }
//+------------------------------------------------------------------+
//| 5B>4 CAB>=>2:8 D;030 8A?>;L7>20=8O ?>78F8>==>3> :>48@>20=8O     |
//+------------------------------------------------------------------+
void CNet::UsePositionEncoder(bool value)
  {
   m_bPositionEncoder = value;
   if(!m_bPositionEncoder)
     {
      if(CheckPointer(m_cPositionEncoder) != POINTER_INVALID)
         delete m_cPositionEncoder;
      return;
     }
//---
   if(CheckPointer(m_cPositionEncoder) == POINTER_INVALID)
      m_cPositionEncoder = new CPositionEncoder();
   if(CheckPointer(m_cLayers) == POINTER_INVALID || m_cLayers.Total() < 1)
      return;
   CNeuronBase *temp = m_cLayers.At(0);
   if(CheckPointer(temp) == POINTER_INVALID)
      return;
   if(!m_cPositionEncoder.InitEncoder(1, temp.GetOutputs().Total()))
      UsePositionEncoder(false);
//---
   return;
  }
//+------------------------------------------------------------------+