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NN_in_Trading/Experts/NeuroNet_DNG/NeuroNet_RecurrentState.mqh
DNG f56b206ae2 MomAD
2026-06-18 13:05:27 +03:00

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#ifndef NEURONET_BUILDING_FACADE
#include "NeuroNet.mqh"
#endif // NEURONET_BUILDING_FACADE
//+------------------------------------------------------------------+
//| Logical method implementations generated from NeuroNet.mqh: RecurrentState
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
CNeuronLSTM::CNeuronLSTM(void)
{
ForgetGate = new CLayer();
InputGate = new CLayer();
OutputGate = new CLayer();
NewContent = new CLayer();
Memory = new CArrayFloat();
PrevMemory = new CArrayFloat();
Input = new CArrayFloat();
InputGradient = new CArrayFloat();
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
CNeuronLSTM::~CNeuronLSTM(void)
{
DeleteObj(ForgetGate);
DeleteObj(InputGate);
DeleteObj(OutputGate);
DeleteObj(NewContent);
DeleteObj(Memory);
DeleteObj(PrevMemory);
DeleteObj(Input);
DeleteObj(InputGradient);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronLSTM::Init(uint numOutputs, uint myIndex, int window, int step, int units_count, ENUM_OPTIMIZATION optimization_type)
{
if(units_count <= 0)
ReturnFalse;
//--- Init Layers
if(!CNeuronProof::Init(numOutputs, myIndex, window, step, units_count, optimization_type))
ReturnFalse;
if(!InitLayer(ForgetGate, units_count, window + units_count, optimization_type))
ReturnFalse;
if(!InitLayer(InputGate, units_count, window + units_count, optimization_type))
ReturnFalse;
if(!InitLayer(OutputGate, units_count, window + units_count, optimization_type))
ReturnFalse;
if(!InitLayer(NewContent, units_count, window + units_count, optimization_type))
ReturnFalse;
if(!Memory.Reserve(units_count))
ReturnFalse;
if(!PrevMemory.Reserve(units_count))
ReturnFalse;
CNeuron *temp;
for(int i = 0; i < units_count; i++)
{
if(!Memory.Add(0))
ReturnFalse;
if(!PrevMemory.Add(0))
ReturnFalse;
temp = OutputLayer.At(i);
temp.setOutputVal(0);
}
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronLSTM::InitLayer(CLayer *layer, int numUnits, int numOutputs, ENUM_OPTIMIZATION optimization_type)
{
if(CheckPointer(layer) == POINTER_INVALID)
{
layer = new CLayer(numOutputs);
if(CheckPointer(layer) == POINTER_INVALID)
ReturnFalse;
}
else
layer.Clear();
if(!layer.Reserve(numUnits))
ReturnFalse;
//---
CNeuron *temp;
for(int i = 0; i < numUnits; i++)
{
temp = new CNeuron();
if(CheckPointer(temp) == POINTER_INVALID)
ReturnFalse;
if(!temp.Init(numOutputs + 1, i, optimization_type))
ReturnFalse;
if(!layer.Add(temp))
ReturnFalse;
}
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronLSTM::feedForward(CLayer *prevLayer)
{
if(CheckPointer(prevLayer) == POINTER_INVALID || prevLayer.Total() <= 0)
ReturnFalse;
CNeuronBase *temp;
CConnection *temp_con;
if(CheckPointer(Input) == POINTER_INVALID)
{
Input = new CArrayFloat();
if(CheckPointer(Input) == POINTER_INVALID)
ReturnFalse;
}
else
Input.Clear();
//--- Concatenate input sequence
int total = prevLayer.Total();
if(!Input.Reserve(total + OutputLayer.Total()))
ReturnFalse;
for(int i = 0; i < total; i++)
{
temp = prevLayer.At(i);
if(CheckPointer(temp) == POINTER_INVALID || !Input.Add(temp.getOutputVal()))
ReturnFalse;
}
total = OutputLayer.Total();
for(int i = 0; i < total; i++)
{
temp = OutputLayer.At(i);
if(CheckPointer(temp) == POINTER_INVALID || !Input.Add(temp.getOutputVal()))
ReturnFalse;
}
int total_data = Input.Total();
//--- Calculated forget gate
CArrayFloat *forget_gate = CalculateGate(ForgetGate, Input);
if(CheckPointer(forget_gate) == POINTER_INVALID)
ReturnFalse;
//--- Calculated input gate
CArrayFloat *input_gate = CalculateGate(InputGate, Input);
if(CheckPointer(input_gate) == POINTER_INVALID)
ReturnFalse;
//--- Calculated output gate
CArrayFloat *output_gate = CalculateGate(OutputGate, Input);
if(CheckPointer(output_gate) == POINTER_INVALID)
ReturnFalse;
//--- Calculated new content
CArrayFloat *new_content = new CArrayFloat();
if(CheckPointer(new_content) == POINTER_INVALID)
ReturnFalse;
total = NewContent.Total();
for(int i = 0; i < total; i++)
{
temp = NewContent.At(i);
if(CheckPointer(temp) == POINTER_INVALID)
ReturnFalse;
float val = 0;
for(int c = 0; c < total_data; c++)
{
temp_con = temp.Connections.At(c);
if(CheckPointer(temp_con) == POINTER_INVALID)
ReturnFalse;
val += temp_con.weight * Input.At(c);
}
val = TanhFunction(val);
temp.setOutputVal(val);
if(!new_content.Add(val))
ReturnFalse;
}
//--- Calculated output sequences
for(int i = 0; i < total; i++)
{
if(PrevMemory.Total() <= i)
PrevMemory.Add(Memory.At(i));
else
PrevMemory.Update(i, Memory.At(i));
float value = Memory.At(i) * forget_gate.At(i) + new_content.At(i) * input_gate.At(i);
if(!Memory.Update(i, value))
ReturnFalse;
temp = OutputLayer.At(i);
value = TanhFunction(value) * output_gate.At(i);
temp.setOutputVal(value);
}
//---
DeleteObj(forget_gate);
DeleteObj(input_gate);
DeleteObj(new_content);
DeleteObj(output_gate);
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
CArrayFloat *CNeuronLSTM::CalculateGate(CLayer *gate, CArrayFloat *sequence)
{
CNeuronBase *temp;
CConnection *temp_con;
CArrayFloat *result = new CArrayFloat();
if(CheckPointer(gate) == POINTER_INVALID)
return NULL;
int total = gate.Total();
int total_data = sequence.Total();
for(int i = 0; i < total; i++)
{
temp = gate.At(i);
if(CheckPointer(temp) == POINTER_INVALID)
{
DeleteObj(result);
return NULL;
}
float val = 0;
for(int c = 0; c < total_data; c++)
{
temp_con = temp.Connections.At(c);
if(CheckPointer(temp_con) == POINTER_INVALID)
{
DeleteObj(result);
return NULL;
}
val += temp_con.weight * (sequence.At(c) == DBL_MAX ? 1 : sequence.At(c));
}
val = SigmoidFunction(val);
temp.setOutputVal(val);
if(!result.Add(val))
{
DeleteObj(result);
return NULL;
}
}
//---
return result;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronLSTM::calcHiddenGradients(CLayer *&nextLayer)
{
if(CheckPointer(InputGradient) == POINTER_INVALID)
{
InputGradient = new CArrayFloat();
if(CheckPointer(InputGradient) == POINTER_INVALID)
ReturnFalse;
}
else
InputGradient.Clear();
//---
int total = OutputLayer.Total();
CNeuron *temp;
CArrayFloat *MemoryGradient = new CArrayFloat();
CNeuron *gate;
CConnection *con;
//---
if(nextLayer != OutputLayer)
for(int i = 0; i < total; i++)
{
temp = OutputLayer.At(i);
if(CheckPointer(temp) == POINTER_INVALID)
ReturnFalse;
temp.setGradient(temp.sumDOW(nextLayer));
}
//--- Calculated memory and output gate gradients
if(CheckPointer(MemoryGradient) == POINTER_INVALID)
ReturnFalse;
if(!MemoryGradient.Reserve(total))
ReturnFalse;
for(int i = 0; i < total; i++)
{
temp = OutputLayer.At(i);
gate = OutputGate.At(i);
if(CheckPointer(gate) == POINTER_INVALID)
ReturnFalse;
float value = temp.getGradient() * gate.getOutputVal();
value = TanhFunctionDerivative(Memory.At(i)) * value;
if(i >= MemoryGradient.Total())
{
if(!MemoryGradient.Add(value))
ReturnFalse;
}
else
{
value = MemoryGradient.At(i) + value;
if(!MemoryGradient.Update(i, value))
ReturnFalse;
}
gate.setGradient(gate.getOutputVal() != 0 && temp.getGradient() != 0 ? temp.getGradient()*temp.getOutputVal()*SigmoidFunctionDerivative(gate.getOutputVal()) / gate.getOutputVal() : 0);
//--- Calcculated gates and new content gradients
gate = ForgetGate.At(i);
if(CheckPointer(gate) == POINTER_INVALID)
ReturnFalse;
gate.setGradient(gate.getOutputVal() != 0 && value != 0 ? value * SigmoidFunctionDerivative(gate.getOutputVal()) : 0);
gate = InputGate.At(i);
temp = NewContent.At(i);
if(CheckPointer(gate) == POINTER_INVALID)
ReturnFalse;
gate.setGradient(gate.getOutputVal() != 0 && value != 0 ? value * temp.getOutputVal()*SigmoidFunctionDerivative(gate.getOutputVal()) : 0);
temp.setGradient(temp.getOutputVal() != 0 && value != 0 ? value * gate.getOutputVal()*TanhFunctionDerivative(temp.getOutputVal()) : 0);
}
//--- Calculated input gradients
int total_inp = temp.getConnections().Total();
for(int n = 0; n < total_inp; n++)
{
float value = 0;
for(int i = 0; i < total; i++)
{
temp = ForgetGate.At(i);
con = temp.getConnections().At(n);
value += temp.getGradient() * con.weight;
//---
temp = InputGate.At(i);
con = temp.getConnections().At(n);
value += temp.getGradient() * con.weight;
//---
temp = OutputGate.At(i);
con = temp.getConnections().At(n);
value += temp.getGradient() * con.weight;
//---
temp = NewContent.At(i);
con = temp.getConnections().At(n);
value += temp.getGradient() * con.weight;
}
if(InputGradient.Total() >= n)
{
if(!InputGradient.Add(value))
ReturnFalse;
}
else
if(!InputGradient.Update(n, value))
ReturnFalse;
}
//--- Calculated gradients for prev. state
int shift = total_inp - total;
for(int i = 0; i < total; i++)
{
temp = OutputLayer.At(i);
if(CheckPointer(temp) == POINTER_INVALID)
ReturnFalse;
temp.setGradient(InputGradient.At(shift + i));
}
//--- Calculated memory and output gate gradients
for(int i = 0; i < total; i++)
{
temp = OutputLayer.At(i);
gate = OutputGate.At(i);
if(CheckPointer(gate) == POINTER_INVALID)
ReturnFalse;
float value = temp.getGradient() * gate.getPrevVal();
value = MemoryGradient.At(i) + TanhFunctionDerivative(PrevMemory.At(i)) * value;
if(!MemoryGradient.Update(i, value))
ReturnFalse;
gate.setGradient(gate.getGradient() + (gate.getPrevVal() != 0 && temp.getGradient() != 0 ? temp.getGradient()*temp.getPrevVal()*SigmoidFunctionDerivative(gate.getPrevVal()) / gate.getPrevVal() : 0));
//--- Calcculated gates and new content gradients
gate = ForgetGate.At(i);
if(CheckPointer(gate) == POINTER_INVALID)
ReturnFalse;
gate.setGradient(gate.getGradient() + (gate.getPrevVal() != 0 && value != 0 ? value * SigmoidFunctionDerivative(gate.getPrevVal()) : 0));
gate = InputGate.At(i);
temp = NewContent.At(i);
if(CheckPointer(gate) == POINTER_INVALID)
ReturnFalse;
gate.setGradient(gate.getGradient() + (gate.getPrevVal() != 0 && value != 0 ? value * temp.getPrevVal()*SigmoidFunctionDerivative(gate.getPrevVal()) : 0));
temp.setGradient(temp.getGradient() + (temp.getPrevVal() != 0 && value != 0 ? value * gate.getPrevVal()*TanhFunctionDerivative(temp.getPrevVal()) : 0));
}
//---
DeleteObj(MemoryGradient);
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronLSTM::updateInputWeights(CLayer *&prevLayer)
{
if(CheckPointer(prevLayer) == POINTER_INVALID || CheckPointer(Input) == POINTER_INVALID)
ReturnFalse;
//---
if(!updateInputWeights(ForgetGate, Input) || !updateInputWeights(InputGate, Input) || !updateInputWeights(OutputGate, Input)
|| !updateInputWeights(NewContent, Input))
{
ReturnFalse;
}
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronLSTM::updateInputWeights(CLayer *gate, CArrayFloat *input_data)
{
if(CheckPointer(gate) == POINTER_INVALID || CheckPointer(input_data) == POINTER_INVALID)
ReturnFalse;
CNeuronBase *neuron;
CConnection *con;
int total_n = gate.Total();
int total_data = input_data.Total();
float lt = (float)(lr * sqrt(1 - pow(b2, t)) / (1 - pow(b1, t)));
for(int n = 0; n < total_n; n++)
{
neuron = gate.At(n);
if(CheckPointer(neuron) == POINTER_INVALID)
ReturnFalse;
for(int i = 0; i < total_data; i++)
{
con = neuron.getConnections().At(i);
if(CheckPointer(con) == POINTER_INVALID)
ReturnFalse;
float data = input_data.At(i);
float g = neuron.getGradient();
if(optimization == SGD)
con.weight += con.deltaWeight = (g != 0 && data != 0 ? lr * g * (data != DBL_MAX ? data : 1) : 0) + alpha * con.deltaWeight;
else
{
con.mt = b1 * con.mt + (1 - b1) * g;
con.vt = (float)(b2 * con.vt + (1 - b2) * pow(g, 2) + 0.00000001);
con.weight += con.deltaWeight = (float)(lt * con.mt / sqrt(con.vt));
t++;
}
}
}
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronLSTM::calcInputGradients(CNeuronBase *prevNeuron, uint index)
{
if(CheckPointer(prevNeuron) == POINTER_INVALID || CheckPointer(InputGradient) == POINTER_INVALID || InputGradient.Total() <= (int)index)
ReturnFalse;
//---
prevNeuron.setGradient(InputGradient.At(index));
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronLSTM::calcInputGradients(CLayer *prevLayer)
{
if(CheckPointer(prevLayer) == POINTER_INVALID)
ReturnFalse;
//---
int total = prevLayer.Total();
if(total <= 0)
ReturnFalse;
CNeuronBase *neuron;
bool result = true;
for(int i = 0; (i < total && result); i++)
{
neuron = prevLayer.At(i);
if(CheckPointer(neuron) == POINTER_INVALID)
{
result = false;
break;
}
result = calcInputGradients(neuron, i);
}
//---
return result;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronLSTM::Save(const int file_handle)
{
if(!CNeuronProof::Save(file_handle))
ReturnFalse;
if(!ForgetGate.Save(file_handle))
ReturnFalse;
if(!InputGate.Save(file_handle))
ReturnFalse;
if(!OutputGate.Save(file_handle))
ReturnFalse;
if(!NewContent.Save(file_handle))
ReturnFalse;
if(!Memory.Save(file_handle))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronLSTM::Load(const int file_handle)
{
if(!CNeuronProof::Load(file_handle))
ReturnFalse;
if(!ForgetGate.Load(file_handle))
ReturnFalse;
if(!InputGate.Load(file_handle))
ReturnFalse;
if(!OutputGate.Load(file_handle))
ReturnFalse;
if(!NewContent.Load(file_handle))
ReturnFalse;
if(!Memory.Load(file_handle))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
CNeuronLSTMOCL::CNeuronLSTMOCL(void) : m_iMemory(-1),
m_iConcatenated(-1),
m_iConcatenatedGradient(-1),
m_iHiddenState(-1),
m_iWeightsGradient(-1),
m_iInputs(-1),
m_iVariables(1)
{}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
CNeuronLSTMOCL::~CNeuronLSTMOCL(void)
{
if(!OpenCL)
return;
OpenCL.BufferFree(m_iConcatenated);
OpenCL.BufferFree(m_iConcatenatedGradient);
OpenCL.BufferFree(m_iHiddenState);
OpenCL.BufferFree(m_iMemory);
OpenCL.BufferFree(m_iWeightsGradient);
m_cFirstMomentumLSTM.BufferFree();
m_cSecondMomentumLSTM.BufferFree();
m_cWeightsLSTM.BufferFree();
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronLSTMOCL::Init(uint numOutputs, uint myIndex, COpenCLMy * open_cl, uint numNeurons, ENUM_OPTIMIZATION optimization_type, uint batch)
{
return Init(numOutputs, myIndex, open_cl, numNeurons, 1, optimization_type, batch);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronLSTMOCL::Init(uint numOutputs, uint myIndex, COpenCLMy * open_cl, uint numNeurons, uint variables, ENUM_OPTIMIZATION optimization_type, uint batch)
{
if(!CNeuronBaseOCL::Init(numOutputs, myIndex, open_cl, numNeurons * variables, optimization_type, batch))
ReturnFalse;
//---
m_iVariables = int(variables);
m_iMemory = OpenCL.AddBuffer(sizeof(float) * (numNeurons * m_iVariables) * 2, CL_MEM_READ_WRITE);
if(m_iMemory < 0)
ReturnFalse;
m_iHiddenState = OpenCL.AddBuffer(sizeof(float) * (numNeurons * m_iVariables), CL_MEM_READ_WRITE);
if(m_iHiddenState < 0)
ReturnFalse;
m_iConcatenated = OpenCL.AddBuffer(sizeof(float) * (numNeurons * m_iVariables) * 4, CL_MEM_READ_WRITE);
if(m_iConcatenated < 0)
ReturnFalse;
m_iConcatenatedGradient = OpenCL.AddBuffer(sizeof(float) * (numNeurons * m_iVariables) * 4, CL_MEM_READ_WRITE);
if(m_iConcatenatedGradient < 0)
ReturnFalse;
if(!Clear())
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronLSTMOCL::feedForward(CNeuronBaseOCL* NeuronOCL)
{
if(!NeuronOCL || NeuronOCL.Neurons() <= 0 ||
NeuronOCL.getOutputIndex() < 0 || !OpenCL)
ReturnFalse;
//---
if(m_iInputs != NeuronOCL.Neurons() / m_iVariables)
{
if(!SetInputs(NeuronOCL.Neurons() / m_iVariables))
ReturnFalse;
}
//---
if(m_iMemory < 0 || m_iConcatenated < 0)
ReturnFalse;
//---
setBuffer(def_k_LSTM_FeedForward, def_k_lstmff_inputs, NeuronOCL.getOutputIndex())
setBuffer(def_k_LSTM_FeedForward, def_k_lstmff_concatenated, m_iConcatenated)
setArgument(def_k_LSTM_FeedForward, def_k_lstmff_inputs_size, m_iInputs)
setBuffer(def_k_LSTM_FeedForward, def_k_lstmff_memory, m_iMemory)
setBuffer(def_k_LSTM_FeedForward, def_k_lstmff_outputs, getOutputIndex())
setBuffer(def_k_LSTM_FeedForward, def_k_lstmff_weights, m_cWeightsLSTM.GetIndex())
uint global_work_offset[] = {0, 0, 0};
uint global_work_size[] = {Neurons() / m_iVariables, 4, m_iVariables};
uint local_work_size[] = {1, 4, 1};
kernelExecuteLoc(def_k_LSTM_FeedForward, global_work_offset, global_work_size, local_work_size)
#ifdef _DEBUG
if(!Output.BufferRead())
ReturnFalse;
#endif
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronLSTMOCL::SetInputs(int count)
{
m_iInputs = count;
count = (int)((m_iInputs + Neurons() / m_iVariables + 1) * (Neurons() / m_iVariables) * 4);
if(!m_cWeightsLSTM.Reserve(count))
ReturnFalse;
float k = (float)(1 / sqrt(Neurons() + 1));
for(int i = 0; i < count; i++)
{
if(!m_cWeightsLSTM.Add((2 * GenerateWeight()*k - k)*WeightsMultiplier))
ReturnFalse;
}
if(!m_cWeightsLSTM.BufferCreate(OpenCL))
ReturnFalse;
//---
if(!m_cFirstMomentumLSTM.BufferInit(count, 0))
ReturnFalse;
if(!m_cFirstMomentumLSTM.BufferCreate(OpenCL))
ReturnFalse;
//---
if(!m_cSecondMomentumLSTM.BufferInit(count, 0))
ReturnFalse;
if(!m_cSecondMomentumLSTM.BufferCreate(OpenCL))
ReturnFalse;
if(m_iWeightsGradient >= 0)
OpenCL.BufferFree(m_iWeightsGradient);
m_iWeightsGradient = OpenCL.AddBuffer(sizeof(float) * count, CL_MEM_READ_WRITE);
if(m_iWeightsGradient < 0)
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronLSTMOCL::calcInputGradients(CNeuronBaseOCL* NeuronOCL)
{
if(!NeuronOCL || NeuronOCL.Neurons() <= 0 || NeuronOCL.getGradientIndex() < 0 ||
NeuronOCL.getOutputIndex() < 0 || !OpenCL)
ReturnFalse;
//---
if(m_cWeightsLSTM.GetIndex() < 0 || m_cFirstMomentumLSTM.GetIndex() < 0 ||
m_cSecondMomentumLSTM.GetIndex() < 0)
ReturnFalse;
if(m_iInputs < 0 || m_iConcatenated < 0 || m_iMemory < 0 ||
m_iConcatenatedGradient < 0 || m_iHiddenState < 0 || m_iInputs != NeuronOCL.Neurons() / m_iVariables)
ReturnFalse;
//---
setBuffer(def_k_LSTM_ConcatenatedGradient, def_k_lstmcg_concatenated, m_iConcatenated)
setBuffer(def_k_LSTM_ConcatenatedGradient, def_k_lstmcg_concatenated_gradient, m_iConcatenatedGradient)
setBuffer(def_k_LSTM_ConcatenatedGradient, def_k_lstmcg_gradient, getGradientIndex())
setBuffer(def_k_LSTM_ConcatenatedGradient, def_k_lstmcg_memory, m_iMemory)
uint global_work_offset[] = {0, 0};
uint global_work_size[] = {Neurons() / m_iVariables, m_iVariables};
kernelExecute(def_k_LSTM_ConcatenatedGradient, global_work_offset, global_work_size)
#ifdef _DEBUG
vector<float> temp = vector<float>::Zeros(Neurons() * 4);
if(!OpenCL.BufferToVector(m_iConcatenatedGradient, temp, temp.Size()))
ReturnFalse;
#endif
//---
uint local_work_size[] = {1, m_iVariables};
setBuffer(def_k_LSTM_HiddenGradient, def_k_lstmhg_concatenated_gradient, m_iConcatenatedGradient)
setArgument(def_k_LSTM_HiddenGradient, def_k_lstmhg_hidden_size, Neurons() / m_iVariables)
setBuffer(def_k_LSTM_HiddenGradient, def_k_lstmhg_hidden_state, m_iHiddenState)
setBuffer(def_k_LSTM_HiddenGradient, def_k_lstmhg_inputs, NeuronOCL.getOutputIndex())
setBuffer(def_k_LSTM_HiddenGradient, def_k_lstmhg_inputs_gradient, NeuronOCL.getGradientIndex())
setArgument(def_k_LSTM_HiddenGradient, def_k_lstmhg_inputs_size, m_iInputs)
setBuffer(def_k_LSTM_HiddenGradient, def_k_lstmhg_output, getOutputIndex())
setBuffer(def_k_LSTM_HiddenGradient, def_k_lstmhg_weeights, m_cWeightsLSTM.GetIndex())
setBuffer(def_k_LSTM_HiddenGradient, def_k_lstmhg_weights_gradient, m_iWeightsGradient)
kernelExecuteLoc(def_k_LSTM_HiddenGradient, global_work_offset, global_work_size, local_work_size)
#ifdef _DEBUG
if(!NeuronOCL.getOutput().BufferRead())
ReturnFalse;
#endif
//---
if(NeuronOCL.Activation() != None)
if(!DeActivation(NeuronOCL.getOutput(), NeuronOCL.getGradient(), NeuronOCL.getGradient(), NeuronOCL.Activation()))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronLSTMOCL::updateInputWeights(CNeuronBaseOCL* NeuronOCL)
{
if(!OpenCL || m_cWeightsLSTM.GetIndex() < 0 || m_iWeightsGradient < 0 ||
m_cFirstMomentumLSTM.GetIndex() < 0 || m_cSecondMomentumLSTM.GetIndex() < 0)
ReturnFalse;
//---
setBuffer(def_k_LSTM_UpdateWeightsAdam, def_k_lstmuw_weights, m_cWeightsLSTM.GetIndex())
setBuffer(def_k_LSTM_UpdateWeightsAdam, def_k_lstmuw_weights_gradient, m_iWeightsGradient)
setBuffer(def_k_LSTM_UpdateWeightsAdam, def_k_lstmuw_matrix_m, m_cFirstMomentumLSTM.GetIndex())
setBuffer(def_k_LSTM_UpdateWeightsAdam, def_k_lstmuw_matrix_v, m_cSecondMomentumLSTM.GetIndex())
setArgument(def_k_LSTM_UpdateWeightsAdam, def_k_lstmuw_l, lr)
setArgument(def_k_LSTM_UpdateWeightsAdam, def_k_lstmuw_b1, b1)
setArgument(def_k_LSTM_UpdateWeightsAdam, def_k_lstmuw_b2, b2)
uint global_work_offset[] = {0, 0};
uint global_work_size[] = {(m_iInputs + Neurons()) / m_iVariables + 1, Neurons() / m_iVariables};
kernelExecute(def_k_LSTM_UpdateWeightsAdam, global_work_offset, global_work_size)
#ifdef _DEBUG
if(!m_cWeightsLSTM.BufferRead())
ReturnFalse;
#endif
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronLSTMOCL::WeightsUpdate(CNeuronBaseOCL* source, float tau)
{
if(!source || source.Type() != Type())
ReturnFalse;
CNeuronLSTMOCL *Source = source;
if(!OpenCL || m_cWeightsLSTM.GetIndex() < 0 ||
m_cFirstMomentumLSTM.GetIndex() < 0 || m_cSecondMomentumLSTM.GetIndex() < 0)
ReturnFalse;
//---
uint global_work_offset[1] = {0};
uint global_work_size[1] = {m_cWeightsLSTM.Total()};
ResetLastError();
setBuffer(def_k_SoftUpdateAdam, def_k_sua_target, m_cWeightsLSTM.GetIndex())
setBuffer(def_k_SoftUpdateAdam, def_k_sua_source, Source.m_cWeightsLSTM.GetIndex())
setBuffer(def_k_SoftUpdateAdam, def_k_sua_matrix_m, m_cFirstMomentumLSTM.GetIndex())
setBuffer(def_k_SoftUpdateAdam, def_k_sua_matrix_v, m_cSecondMomentumLSTM.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(!m_cWeightsLSTM.BufferRead())
ReturnFalse;
#endif
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronLSTMOCL::Save(const int file_handle)
{
if(!CNeuronBaseOCL::Save(file_handle))
ReturnFalse;
if(FileWriteInteger(file_handle, m_iInputs, INT_VALUE) < sizeof(m_iInputs))
ReturnFalse;
if(FileWriteInteger(file_handle, m_iVariables, INT_VALUE) < sizeof(m_iInputs))
ReturnFalse;
if((m_cWeightsLSTM.GetIndex() >= 0 && !m_cWeightsLSTM.BufferRead()) || !m_cWeightsLSTM.Save(file_handle))
ReturnFalse;
if((m_cFirstMomentumLSTM.GetIndex() >= 0 && !m_cFirstMomentumLSTM.BufferRead()) || !m_cFirstMomentumLSTM.Save(file_handle))
ReturnFalse;
if((m_cSecondMomentumLSTM.GetIndex() >= 0 && !m_cSecondMomentumLSTM.BufferRead()) || !m_cSecondMomentumLSTM.Save(file_handle))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronLSTMOCL::Load(const int file_handle)
{
if(!CNeuronBaseOCL::Load(file_handle))
ReturnFalse;
m_iInputs = FileReadInteger(file_handle);
m_iVariables = FileReadInteger(file_handle);
//---
m_cWeightsLSTM.BufferFree();
if(!m_cWeightsLSTM.Load(file_handle) || !m_cWeightsLSTM.BufferCreate(OpenCL))
ReturnFalse;
//---
m_cFirstMomentumLSTM.BufferFree();
if(!m_cFirstMomentumLSTM.Load(file_handle) || !m_cFirstMomentumLSTM.BufferCreate(OpenCL))
ReturnFalse;
//---
m_cSecondMomentumLSTM.BufferFree();
if(!m_cSecondMomentumLSTM.Load(file_handle) || !m_cSecondMomentumLSTM.BufferCreate(OpenCL))
ReturnFalse;
//---
if(m_iMemory >= 0)
OpenCL.BufferFree(m_iMemory);
m_iMemory = OpenCL.AddBuffer(sizeof(float) * 2 * Neurons(), CL_MEM_READ_WRITE);
if(m_iMemory < 0)
ReturnFalse;
//---
if(m_iConcatenated >= 0)
OpenCL.BufferFree(m_iConcatenated);
m_iConcatenated = OpenCL.AddBuffer(sizeof(float) * 4 * Neurons(), CL_MEM_READ_WRITE);
if(m_iConcatenated < 0)
ReturnFalse;
//---
if(m_iConcatenatedGradient >= 0)
OpenCL.BufferFree(m_iConcatenatedGradient);
m_iConcatenatedGradient = OpenCL.AddBuffer(sizeof(float) * 4 * Neurons(), CL_MEM_READ_WRITE);
if(m_iConcatenatedGradient < 0)
ReturnFalse;
//---
if(m_iHiddenState >= 0)
OpenCL.BufferFree(m_iHiddenState);
m_iHiddenState = OpenCL.AddBuffer(sizeof(float) * Neurons(), CL_MEM_READ_WRITE);
if(m_iHiddenState < 0)
ReturnFalse;
//---
if(m_iWeightsGradient >= 0)
OpenCL.BufferFree(m_iWeightsGradient);
m_iWeightsGradient = OpenCL.AddBuffer(sizeof(float) * m_cWeightsLSTM.Total(), CL_MEM_READ_WRITE);
if(m_iWeightsGradient < 0)
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronLSTMOCL::Clear(void)
{
if(!CNeuronBaseOCL::Clear())
ReturnFalse;
//---
float emp[];
ArrayResize(emp, Neurons() * 2);
ArrayInitialize(emp, 0);
if(!OpenCL.BufferWrite(m_iHiddenState, emp, 0, 0, Neurons()))
ReturnFalse;
if(!OpenCL.BufferWrite(m_iMemory, emp, 0, 0, Neurons() * 2))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CNeuronLSTMOCL::SetOpenCL(COpenCLMy * obj)
{
if(!!OpenCL)
{
OpenCL.BufferFree(m_iMemory);
OpenCL.BufferFree(m_iHiddenState);
OpenCL.BufferFree(m_iConcatenated);
OpenCL.BufferFree(m_iConcatenatedGradient);
OpenCL.BufferFree(m_iWeightsGradient);
}
CNeuronBaseOCL::SetOpenCL(obj);
m_cWeightsLSTM.BufferCreate(OpenCL);
m_cFirstMomentumLSTM.BufferCreate(OpenCL);
m_cSecondMomentumLSTM.BufferCreate(OpenCL);
m_iWeightsGradient = OpenCL.AddBuffer(sizeof(float) * m_cWeightsLSTM.Total(), CL_MEM_READ_WRITE);
int numNeurons = Neurons();
m_iMemory = OpenCL.AddBuffer(sizeof(float) * numNeurons * 2, CL_MEM_READ_WRITE);
m_iHiddenState = OpenCL.AddBuffer(sizeof(float) * numNeurons, CL_MEM_READ_WRITE);
m_iConcatenated = OpenCL.AddBuffer(sizeof(float) * numNeurons * 4, CL_MEM_READ_WRITE);
m_iConcatenatedGradient = OpenCL.AddBuffer(sizeof(float) * numNeurons * 4, CL_MEM_READ_WRITE);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronSSMOCL::Init(uint numOutputs, uint myIndex, COpenCLMy * open_cl, uint window, uint window_key, uint units_count, ENUM_OPTIMIZATION optimization_type, uint batch)
{
if(!CNeuronBaseOCL::Init(numOutputs, myIndex, open_cl, window * units_count, optimization_type, batch))
ReturnFalse;
//---
if(!cHiddenStates.Init(0, 0, OpenCL, window_key * units_count, optimization, iBatch))
ReturnFalse;
cHiddenStates.SetActivationFunction(None);
iWindowHidden = window_key;
//---
if(!cA.Init(0, 1, OpenCL, iWindowHidden, iWindowHidden, iWindowHidden, units_count, 1, optimization, iBatch))
ReturnFalse;
cA.SetActivationFunction(SIGMOID);
//---
if(!cB.Init(0, 2, OpenCL, window, window, iWindowHidden, units_count, 1, optimization, iBatch))
ReturnFalse;
cB.SetActivationFunction(SIGMOID);
//---
if(!cAB.Init(0, 3, OpenCL, 2 * iWindowHidden * units_count, optimization, iBatch))
ReturnFalse;
cAB.SetActivationFunction(None);
//---
if(!cC.Init(0, 4, OpenCL, 2 * iWindowHidden, 2 * iWindowHidden, window, units_count, 1, optimization, iBatch))
ReturnFalse;
cC.SetActivationFunction(None);
//---
SetActivationFunction(None);
if(!SetOutput(cC.getOutput()) || !SetGradient(cC.getGradient()))
ReturnFalse;
//---
if(!Clear())
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronSSMOCL::feedForward(CNeuronBaseOCL* NeuronOCL)
{
if(!cA.FeedForward(cHiddenStates.AsObject()))
ReturnFalse;
if(!cB.FeedForward(NeuronOCL))
ReturnFalse;
if(!Concat(cA.getOutput(), cB.getOutput(), cAB.getOutput(), iWindowHidden, iWindowHidden, cA.Neurons() / iWindowHidden))
ReturnFalse;
if(!cC.FeedForward(cAB.AsObject()))
ReturnFalse;
//---
if(!bTrain)
if(!SumAndNormalize(cA.getOutput(), cB.getOutput(), cHiddenStates.getOutput(), iWindowHidden, true))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronSSMOCL::calcInputGradients(CNeuronBaseOCL* NeuronOCL)
{
if(!NeuronOCL)
ReturnFalse;
//---
if(!cAB.CalcHiddenGradients(cC.AsObject()))
ReturnFalse;
//---
if(!DeConcat(cA.getGradient(), cB.getGradient(), cAB.getGradient(), iWindowHidden, iWindowHidden, cA.Neurons() / iWindowHidden))
ReturnFalse;
if(cA.Activation() != None && !DeActivation(cA.getOutput(), cA.getGradient(), cA.getGradient(), cA.Activation()))
ReturnFalse;
if(cB.Activation() != None && !DeActivation(cB.getOutput(), cB.getGradient(), cB.getGradient(), cB.Activation()))
ReturnFalse;
//---
if(!NeuronOCL.CalcHiddenGradients(cB.AsObject()))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronSSMOCL::updateInputWeights(CNeuronBaseOCL* NeuronOCL)
{
if(!cA.UpdateInputWeights(cHiddenStates.AsObject()))
ReturnFalse;
if(!SumAndNormalize(cA.getOutput(), cB.getOutput(), cHiddenStates.getOutput(), iWindowHidden, true))
ReturnFalse;
//---
if(!cB.UpdateInputWeights(NeuronOCL))
ReturnFalse;
if(!cC.UpdateInputWeights(cAB.AsObject()))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CNeuronSSMOCL::SetOpenCL(COpenCLMy * obj)
{
CNeuronBaseOCL::SetOpenCL(obj);
cHiddenStates.SetOpenCL(OpenCL);
cA.SetOpenCL(OpenCL);
cB.SetOpenCL(OpenCL);
cAB.SetOpenCL(OpenCL);
cC.SetOpenCL(OpenCL);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronSSMOCL::Save(const int file_handle)
{
if(!CNeuronBaseOCL::Save(file_handle))
ReturnFalse;
if(FileWriteInteger(file_handle, int(iWindowHidden)) < INT_VALUE)
ReturnFalse;
if(!cA.Save(file_handle))
ReturnFalse;
if(!cB.Save(file_handle))
ReturnFalse;
if(!cC.Save(file_handle))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronSSMOCL::Load(const int file_handle)
{
if(!CNeuronBaseOCL::Load(file_handle))
ReturnFalse;
if(FileIsEnding(file_handle))
ReturnFalse;
iWindowHidden = (uint)FileReadInteger(file_handle);
//---
if(!LoadInsideLayer(file_handle, cA.AsObject()))
ReturnFalse;
if(!LoadInsideLayer(file_handle, cB.AsObject()))
ReturnFalse;
if(!LoadInsideLayer(file_handle, cC.AsObject()))
ReturnFalse;
//---
if(!cHiddenStates.Init(0, 0, OpenCL, cA.Neurons(), optimization, iBatch))
ReturnFalse;
if(!cAB.Init(0, 3, OpenCL, 2 * cA.Neurons(), optimization, iBatch))
ReturnFalse;
//---
if(!SetOutput(cC.getOutput()) || !SetGradient(cC.getGradient()))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronSSMOCL::Clear(void)
{
if(!CNeuronBaseOCL::Clear())
ReturnFalse;
CBufferFloat *output = cHiddenStates.getOutput();
if(!output ||
!output.Fill(0))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronMambaOCL::Init(uint numOutputs, uint myIndex, COpenCLMy * open_cl, uint window, uint window_key, uint units_count, ENUM_OPTIMIZATION optimization_type, uint batch)
{
if(!CNeuronBaseOCL::Init(numOutputs, myIndex, open_cl, window * units_count, optimization_type, batch))
ReturnFalse;
if(!cXProject.Init(0, 0, OpenCL, window, window, window_key + 2, units_count, 1, optimization, iBatch))
ReturnFalse;
cXProject.SetActivationFunction(None);
if(!cZProject.Init(0, 1, OpenCL, window, window, window_key, units_count, 1, optimization, iBatch))
ReturnFalse;
cZProject.SetActivationFunction(SIGMOID);
if(!cInsideConv.Init(0, 2, OpenCL, 3, 1, 1, window_key, units_count, optimization, iBatch))
ReturnFalse;
cInsideConv.SetActivationFunction(SIGMOID);
if(!cSSM.Init(0, 3, OpenCL, window_key, window_key, units_count, optimization, iBatch))
ReturnFalse;
if(!cZSSM.Init(0, 4, OpenCL, 2 * window_key * units_count, optimization, iBatch))
ReturnFalse;
cZSSM.SetActivationFunction(None);
if(!cOutProject.Init(0, 5, OpenCL, 2 * window_key, 2 * window_key, window, units_count, 1, optimization, iBatch))
ReturnFalse;
cOutProject.SetActivationFunction(None);
//---
if(!Temp.BufferInit(window * units_count, 0))
ReturnFalse;
if(!Temp.BufferCreate(OpenCL))
ReturnFalse;
//---
if(!SetOutput(cOutProject.getOutput()))
ReturnFalse;
if(!SetGradient(cOutProject.getGradient()))
ReturnFalse;
SetActivationFunction(None);
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronMambaOCL::feedForward(CNeuronBaseOCL* NeuronOCL)
{
if(!cXProject.FeedForward(NeuronOCL))
ReturnFalse;
if(!cZProject.FeedForward(NeuronOCL))
ReturnFalse;
//---
if(!cInsideConv.FeedForward(cXProject.AsObject()))
ReturnFalse;
if(!cSSM.FeedForward(cInsideConv.AsObject()))
ReturnFalse;
if(!Concat(cSSM.getOutput(), cZProject.getOutput(), cZSSM.getOutput(), 1, 1, cSSM.Neurons()))
ReturnFalse;
if(!cOutProject.FeedForward(cZSSM.AsObject()))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronMambaOCL::calcInputGradients(CNeuronBaseOCL* NeuronOCL)
{
if(!NeuronOCL)
ReturnFalse;
if(!cZSSM.CalcHiddenGradients(cOutProject.AsObject()))
ReturnFalse;
if(!DeConcat(cSSM.getGradient(), cZProject.getGradient(), cZSSM.getGradient(), 1, 1, cSSM.Neurons()))
ReturnFalse;
if(cZProject.Activation() != None &&
!DeActivation(cZProject.getOutput(), cZProject.getGradient(), cZProject.getGradient(), cZProject.Activation()))
ReturnFalse;
if(!cInsideConv.CalcHiddenGradients(cSSM.AsObject()))
ReturnFalse;
if(!cXProject.CalcHiddenGradients(cInsideConv.AsObject()))
ReturnFalse;
//---
if(!NeuronOCL.CalcHiddenGradients(cZProject.AsObject()))
ReturnFalse;
if(!SumAndNormalize(NeuronOCL.getGradient(), NeuronOCL.getGradient(), GetPointer(Temp), 1, false, 0, 0, 0, 0.5f))
ReturnFalse;
if(!NeuronOCL.CalcHiddenGradients(cXProject.AsObject()))
ReturnFalse;
if(!SumAndNormalize(NeuronOCL.getGradient(), GetPointer(Temp), NeuronOCL.getGradient(), 1, false, 0, 0, 0, 1.0f))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronMambaOCL::updateInputWeights(CNeuronBaseOCL* NeuronOCL)
{
if(!cXProject.UpdateInputWeights(NeuronOCL))
ReturnFalse;
if(!cZProject.UpdateInputWeights(NeuronOCL))
ReturnFalse;
if(!cInsideConv.UpdateInputWeights(cXProject.AsObject()))
ReturnFalse;
if(!cSSM.UpdateInputWeights(cInsideConv.AsObject()))
ReturnFalse;
if(!cOutProject.UpdateInputWeights(cZSSM.AsObject()))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CNeuronMambaOCL::SetOpenCL(COpenCLMy * obj)
{
CNeuronBaseOCL::SetOpenCL(obj);
cXProject.SetOpenCL(OpenCL);
cZProject.SetOpenCL(OpenCL);
cInsideConv.SetOpenCL(OpenCL);
cSSM.SetOpenCL(OpenCL);
cZSSM.SetOpenCL(OpenCL);
cOutProject.SetOpenCL(OpenCL);
Temp.BufferCreate(OpenCL);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronMambaOCL::Save(const int file_handle)
{
if(!CNeuronBaseOCL::Save(file_handle))
ReturnFalse;
if(!cXProject.Save(file_handle))
ReturnFalse;
if(!cZProject.Save(file_handle))
ReturnFalse;
if(!cInsideConv.Save(file_handle))
ReturnFalse;
if(!cSSM.Save(file_handle))
ReturnFalse;
if(!cOutProject.Save(file_handle))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronMambaOCL::Load(const int file_handle)
{
if(!CNeuronBaseOCL::Load(file_handle))
ReturnFalse;
if(!LoadInsideLayer(file_handle, cXProject.AsObject()))
ReturnFalse;
if(!LoadInsideLayer(file_handle, cZProject.AsObject()))
ReturnFalse;
if(!LoadInsideLayer(file_handle, cInsideConv.AsObject()))
ReturnFalse;
if(!LoadInsideLayer(file_handle, cSSM.AsObject()))
ReturnFalse;
if(!LoadInsideLayer(file_handle, cOutProject.AsObject()))
ReturnFalse;
//---
if(!cZSSM.Init(0, 3, OpenCL, 2 * cZProject.Neurons(), optimization, iBatch))
ReturnFalse;
cZSSM.SetActivationFunction(None);
//---
if(!SetOutput(cOutProject.getOutput()))
ReturnFalse;
if(!SetGradient(cOutProject.getGradient()))
ReturnFalse;
//---
if(!Temp.BufferInit(Neurons(), 0))
ReturnFalse;
if(!Temp.BufferCreate(OpenCL))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronMambaOCL::Clear(void)
{
return cSSM.Clear();
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronMambaBlockOCL::Init(uint numOutputs, uint myIndex, COpenCLMy * open_cl, uint window, uint window_key, uint units_count, ENUM_OPTIMIZATION optimization_type, uint batch)
{
if(!CNeuronBaseOCL::Init(numOutputs, myIndex, open_cl, window * units_count, optimization_type, batch))
ReturnFalse;
//---
iWindow = window;
//---
if(!cMamba.Init(0, 0, OpenCL, window, window_key, units_count, optimization, iBatch))
ReturnFalse;
if(!cMambaResidual.Init(0, 1, OpenCL, window * units_count, optimization, iBatch))
ReturnFalse;
cMambaResidual.SetActivationFunction(None);
if(!cFF[0].Init(0, 2, OpenCL, window, window, 4 * window, units_count, 1, optimization, iBatch))
ReturnFalse;
cFF[0].SetActivationFunction(LReLU);
if(!cFF[1].Init(0, 2, OpenCL, 4 * window, 4 * window, window, units_count, 1, optimization, iBatch))
ReturnFalse;
cFF[1].SetActivationFunction(None);
//---
SetActivationFunction(None);
SetGradient(cFF[1].getGradient(), true);
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronMambaBlockOCL::feedForward(CNeuronBaseOCL* NeuronOCL)
{
if(!cMamba.FeedForward(NeuronOCL))
ReturnFalse;
if(!SumAndNormalize(cMamba.getOutput(), NeuronOCL.getOutput(), cMambaResidual.getOutput(), iWindow, true))
ReturnFalse;
if(!cFF[0].FeedForward(cMambaResidual.AsObject()))
ReturnFalse;
if(!cFF[1].FeedForward(cFF[0].AsObject()))
ReturnFalse;
if(!SumAndNormalize(cMambaResidual.getOutput(), cFF[1].getOutput(), getOutput(), iWindow, true))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronMambaBlockOCL::calcInputGradients(CNeuronBaseOCL* NeuronOCL)
{
if(!NeuronOCL)
ReturnFalse;
//---
if(!cFF[0].CalcHiddenGradients(cFF[1].AsObject()))
ReturnFalse;
if(!cMambaResidual.CalcHiddenGradients(cFF[0].AsObject()))
ReturnFalse;
if(!SumAndNormalize(cMambaResidual.getGradient(), getGradient(), cMamba.getGradient(), iWindow, false))
ReturnFalse;
if(!NeuronOCL.CalcHiddenGradients(cMamba.AsObject()))
ReturnFalse;
if(NeuronOCL.Activation() != None)
{
if(!DeActivation(NeuronOCL.getOutput(), cMambaResidual.getGradient(), cMamba.getGradient(), NeuronOCL.Activation()))
ReturnFalse;
if(!SumAndNormalize(cMambaResidual.getGradient(), NeuronOCL.getGradient(), NeuronOCL.getGradient(), iWindow, false))
ReturnFalse;
}
else
if(!SumAndNormalize(cMamba.getGradient(), NeuronOCL.getGradient(), NeuronOCL.getGradient(), iWindow, false))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronMambaBlockOCL::updateInputWeights(CNeuronBaseOCL* NeuronOCL)
{
if(!cMamba.UpdateInputWeights(NeuronOCL))
ReturnFalse;
if(!cFF[0].UpdateInputWeights(cMambaResidual.AsObject()))
ReturnFalse;
if(!cFF[1].UpdateInputWeights(cFF[0].AsObject()))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronMambaBlockOCL::Save(const int file_handle)
{
if(!CNeuronBaseOCL::Save(file_handle))
ReturnFalse;
//---
if(FileWriteInteger(file_handle, int(iWindow)) < INT_VALUE)
ReturnFalse;
//---
if(!cMamba.Save(file_handle))
ReturnFalse;
for(int i = 0; i < 2; i++)
if(!cFF[i].Save(file_handle))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronMambaBlockOCL::Load(const int file_handle)
{
if(!CNeuronBaseOCL::Load(file_handle))
ReturnFalse;
//---
if(FileIsEnding(file_handle))
ReturnFalse;
iWindow = (uint)FileReadInteger(file_handle);
//---
if(!LoadInsideLayer(file_handle, cMamba.AsObject()))
ReturnFalse;
for(int i = 0; i < 2; i++)
if(!LoadInsideLayer(file_handle, cFF[i].AsObject()))
ReturnFalse;
if(!cMambaResidual.Init(0, 1, OpenCL, Neurons(), optimization, iBatch))
ReturnFalse;
//---
SetGradient(cFF[1].getGradient(), true);
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CNeuronMambaBlockOCL::SetOpenCL(COpenCLMy * obj)
{
CNeuronBaseOCL::SetOpenCL(obj);
cMamba.SetOpenCL(OpenCL);
cMambaResidual.SetOpenCL(OpenCL);
cFF[0].SetOpenCL(OpenCL);
cFF[1].SetOpenCL(OpenCL);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuron2DSSMOCL::Init(uint numOutputs, uint myIndex, COpenCLMy * open_cl,
uint window_in, uint window_out, uint units_in, uint units_out,
ENUM_OPTIMIZATION optimization_type, uint batch)
{
if(!CNeuronBaseOCL::Init(numOutputs, myIndex, open_cl, window_out * units_out, optimization_type, batch))
ReturnFalse;
SetActivationFunction(None);
//---
iWindowOut = window_out;
iUnitsOut = units_out;
//---
int index = 0;
CNeuronConvOCL *conv = NULL;
CNeuronTransposeOCL *transp = NULL;
//--- Projection Time
cProjectionX_Time.Clear();
cProjectionX_Time.SetOpenCL(OpenCL);
transp = new CNeuronTransposeOCL();
if(!transp ||
!transp.Init(0, index, OpenCL, units_in, window_in, optimization, iBatch) ||
!cProjectionX_Time.Add(transp))
{
DeleteObj(transp);
ReturnFalse;
}
index++;
conv = new CNeuronConvOCL();
if(!conv ||
!conv.Init(0, index, OpenCL, units_in, units_in, iUnitsOut, window_in, 1, optimization, iBatch) ||
!cProjectionX_Time.Add(conv))
{
DeleteObj(conv);
ReturnFalse;
}
index++;
transp = new CNeuronTransposeOCL();
if(!transp ||
!transp.Init(0, index, OpenCL, window_in, iUnitsOut, optimization, iBatch) ||
!cProjectionX_Time.Add(transp))
{
DeleteObj(transp);
ReturnFalse;
}
index++;
conv = new CNeuronConvOCL();
if(!conv ||
!conv.Init(0, index, OpenCL, window_in, window_in, iWindowOut, iUnitsOut, 1, optimization, iBatch) ||
!cProjectionX_Time.Add(conv))
{
DeleteObj(conv);
ReturnFalse;
}
//--- Projection Variables
cProjectionX_Variable.Clear();
cProjectionX_Variable.SetOpenCL(OpenCL);
index++;
conv = new CNeuronConvOCL();
if(!conv ||
!conv.Init(0, index, OpenCL, window_in, window_in, iUnitsOut, units_in, 1, optimization, iBatch) ||
!cProjectionX_Variable.Add(conv))
{
DeleteObj(conv);
ReturnFalse;
}
index++;
transp = new CNeuronTransposeOCL();
if(!transp ||
!transp.Init(0, index, OpenCL, units_in, iUnitsOut, optimization, iBatch) ||
!cProjectionX_Variable.Add(transp))
{
DeleteObj(transp);
ReturnFalse;
}
index++;
conv = new CNeuronConvOCL();
if(!conv ||
!conv.Init(0, index, OpenCL, units_in, units_in, iWindowOut, iUnitsOut, 1, optimization, iBatch) ||
!cProjectionX_Variable.Add(conv))
{
DeleteObj(conv);
ReturnFalse;
}
//--- HiddenState
index++;
if(!cHiddenStates.Init(0, index, OpenCL, 2 * iUnitsOut * iWindowOut, optimization, iBatch))
ReturnFalse;
//--- A*H
index++;
if(!cA.Init(0, index, OpenCL, iWindowOut, iWindowOut, 2 * iWindowOut, iUnitsOut, 2, optimization, iBatch))
ReturnFalse;
if(!SumAndNormalize(cA.GetWeightsConv(), cA.GetWeightsConv(), cA.GetWeightsConv(), iWindowOut, false, 0, 0, 0, 0.05f))
ReturnFalse;
cA.SetActivationFunction(MinusSoftPlus);
//--- B
index++;
if(!cB_Time.Init(0, index, OpenCL, iWindowOut, iWindowOut, 1, iUnitsOut, 1, optimization, iBatch))
ReturnFalse;
cB_Time.SetActivationFunction(TANH);
index++;
if(!cB_Variable.Init(0, index, OpenCL, iWindowOut, iWindowOut, 1, iUnitsOut, 1, optimization, iBatch))
ReturnFalse;
cB_Variable.SetActivationFunction(TANH);
//--- C
index++;
if(!cC_Time.Init(0, index, OpenCL, iWindowOut, iWindowOut, iUnitsOut, iUnitsOut, 1, optimization, iBatch))
ReturnFalse;
cC_Time.SetActivationFunction(TANH);
index++;
if(!cC_Variable.Init(0, index, OpenCL, iWindowOut, iWindowOut, iUnitsOut, iUnitsOut, 1, optimization, iBatch))
ReturnFalse;
cC_Variable.SetActivationFunction(TANH);
//--- Delta
index++;
if(!cDelta_Time.Init(0, index, OpenCL, iWindowOut, iWindowOut, iUnitsOut, iUnitsOut, 1, optimization, iBatch))
ReturnFalse;
cDelta_Time.SetActivationFunction(SoftPlus);
index++;
if(!cDelta_Variable.Init(0, index, OpenCL, iWindowOut, iWindowOut, iUnitsOut, iUnitsOut, 1, optimization, iBatch))
ReturnFalse;
cDelta_Variable.SetActivationFunction(SoftPlus);
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuron2DSSMOCL::feedForward(CNeuronBaseOCL* NeuronOCL)
{
CNeuronBaseOCL *inp = NeuronOCL;
CNeuronBaseOCL *x_time = NULL;
CNeuronBaseOCL *x_var = NULL;
//--- Projection Time
int total = cProjectionX_Time.Total();
for(int i = 0; i < total; i++)
{
x_time = cProjectionX_Time.At(i);
if(!x_time ||
!x_time.FeedForward(inp))
ReturnFalse;
inp = x_time;
}
//--- Projection Variable
inp = NeuronOCL;
total = cProjectionX_Variable.Total();
for(int i = 0; i < total; i++)
{
x_var = cProjectionX_Variable.At(i);
if(!x_var ||
!x_var.FeedForward(inp))
ReturnFalse;
inp = x_var;
}
//---
if(!cA.FeedForward(cHiddenStates.AsObject()))
ReturnFalse;
if(!cB_Time.FeedForward(x_time) ||
!cB_Variable.FeedForward(x_var))
ReturnFalse;
if(!cC_Time.FeedForward(x_time) ||
!cC_Variable.FeedForward(x_var))
ReturnFalse;
if(!cDelta_Time.FeedForward(x_time) ||
!cDelta_Variable.FeedForward(x_var))
ReturnFalse;
//---
if(!cHiddenStates.SwapOutputs())
ReturnFalse;
//---
return feedForwardSSM2D();
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuron2DSSMOCL::feedForwardSSM2D(void)
{
CNeuronBaseOCL *x_time = cProjectionX_Time[-1];
CNeuronBaseOCL *x_var = cProjectionX_Variable[-1];
if(!OpenCL || !x_time || !x_var)
ReturnFalse;
//---
uint global_work_offset[2] = {0, 0};
uint global_work_size[2] = {iUnitsOut, iWindowOut};
uint local_work_size[2] = {global_work_size[0], 1};
int kernel = def_k_SSM2D_FeedForward;
//---
ResetLastError();
setBuffer(kernel, def_k_ssm2d_ah, cA.getOutputIndex())
setBuffer(kernel, def_k_ssm2d_b_time, cB_Time.getOutputIndex())
setBuffer(kernel, def_k_ssm2d_b_var, cB_Variable.getOutputIndex())
setBuffer(kernel, def_k_ssm2d_c_time, cC_Time.getOutputIndex())
setBuffer(kernel, def_k_ssm2d_c_var, cC_Variable.getOutputIndex())
setBuffer(kernel, def_k_ssm2d_delta_time, cDelta_Time.getOutputIndex())
setBuffer(kernel, def_k_ssm2d_delta_var, cDelta_Variable.getOutputIndex())
setBuffer(kernel, def_k_ssm2d_hidden, cHiddenStates.getOutputIndex())
setBuffer(kernel, def_k_ssm2d_px_time, x_time.getOutputIndex())
setBuffer(kernel, def_k_ssm2d_px_var, x_var.getOutputIndex())
setBuffer(kernel, def_k_ssm2d_y, getOutputIndex())
kernelExecuteLoc(kernel, global_work_offset, global_work_size, local_work_size)
#ifdef _DEBUG
if(!cHiddenStates.getOutput().BufferRead())
ReturnFalse;
#endif
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuron2DSSMOCL::calcInputGradientsSSM2D(void)
{
CNeuronBaseOCL *x_time = cProjectionX_Time[-1];
CNeuronBaseOCL *x_var = cProjectionX_Variable[-1];
if(!OpenCL || !x_time || !x_var)
ReturnFalse;
//---
uint global_work_offset[2] = {0, 0};
uint global_work_size[2] = {iUnitsOut, iWindowOut};
uint local_work_size[2] = {1, global_work_size[1]};
int kernel = def_k_SSM2D_CalcHiddenGradient;
//---
ResetLastError();
setBuffer(kernel, def_k_ssm2dhg_ah, cA.getOutputIndex())
setBuffer(kernel, def_k_ssm2dhg_grad_ah, cA.getGradientIndex())
setBuffer(kernel, def_k_ssm2dhg_b_time, cB_Time.getOutputIndex())
setBuffer(kernel, def_k_ssm2dhg_grad_b_time, cB_Time.getGradientIndex())
setBuffer(kernel, def_k_ssm2dhg_b_var, cB_Variable.getOutputIndex())
setBuffer(kernel, def_k_ssm2dhg_grad_b_var, cB_Variable.getGradientIndex())
setBuffer(kernel, def_k_ssm2dhg_c_time, cC_Time.getOutputIndex())
setBuffer(kernel, def_k_ssm2dhg_grad_c_time, cC_Time.getGradientIndex())
setBuffer(kernel, def_k_ssm2dhg_c_var, cC_Variable.getOutputIndex())
setBuffer(kernel, def_k_ssm2dhg_grad_c_var, cC_Variable.getGradientIndex())
setBuffer(kernel, def_k_ssm2dhg_delta_time, cDelta_Time.getOutputIndex())
setBuffer(kernel, def_k_ssm2dhg_grad_delta_time, cDelta_Time.getGradientIndex())
setBuffer(kernel, def_k_ssm2dhg_delta_var, cDelta_Variable.getOutputIndex())
setBuffer(kernel, def_k_ssm2dhg_grad_delta_var, cDelta_Variable.getGradientIndex())
setBuffer(kernel, def_k_ssm2dhg_hidden, cHiddenStates.getOutputIndex())
setBuffer(kernel, def_k_ssm2dhg_px_time, x_time.getOutputIndex())
setBuffer(kernel, def_k_ssm2dhg_grad_px_time, x_time.getGradientIndex())
setBuffer(kernel, def_k_ssm2dhg_px_var, x_var.getOutputIndex())
setBuffer(kernel, def_k_ssm2dhg_grad_px_var, x_var.getGradientIndex())
setBuffer(kernel, def_k_ssm2dhg_grad_y, getGradientIndex())
kernelExecuteLoc(kernel, global_work_offset, global_work_size, local_work_size)
#ifdef _DEBUG
if(!x_var.getGradient().BufferRead())
ReturnFalse;
#endif
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuron2DSSMOCL::calcInputGradients(CNeuronBaseOCL* NeuronOCL)
{
if(!NeuronOCL)
ReturnFalse;
//---
if(!calcInputGradientsSSM2D())
ReturnFalse;
//--- Deactivation
CNeuronBaseOCL *x_time = cProjectionX_Time[-1];
CNeuronBaseOCL *x_var = cProjectionX_Variable[-1];
if(!x_time || !x_var)
ReturnFalse;
if(x_time.Activation() != None)
if(!DeActivation(x_time.getOutput(), x_time.getGradient(), x_time.getGradient(), x_time.Activation()))
ReturnFalse;
if(x_var.Activation() != None)
if(!DeActivation(x_var.getOutput(), x_var.getGradient(), x_var.getGradient(), x_var.Activation()))
ReturnFalse;
if(cB_Time.Activation() != None)
if(!DeActivation(cB_Time.getOutput(), cB_Time.getGradient(), cB_Time.getGradient(), cB_Time.Activation()))
ReturnFalse;
if(cB_Variable.Activation() != None)
if(!DeActivation(cB_Variable.getOutput(), cB_Variable.getGradient(), cB_Variable.getGradient(), cB_Variable.Activation()))
ReturnFalse;
if(cC_Time.Activation() != None)
if(!DeActivation(cC_Time.getOutput(), cC_Time.getGradient(), cC_Time.getGradient(), cC_Time.Activation()))
ReturnFalse;
if(cC_Variable.Activation() != None)
if(!DeActivation(cC_Variable.getOutput(), cC_Variable.getGradient(), cC_Variable.getGradient(), cC_Variable.Activation()))
ReturnFalse;
if(cDelta_Time.Activation() != None)
if(!DeActivation(cDelta_Time.getOutput(), cDelta_Time.getGradient(), cDelta_Time.getGradient(), cDelta_Time.Activation()))
ReturnFalse;
if(cDelta_Variable.Activation() != None)
if(!DeActivation(cDelta_Variable.getOutput(), cDelta_Variable.getGradient(), cDelta_Variable.getGradient(), cDelta_Variable.Activation()))
ReturnFalse;
if(cA.Activation() != None)
if(!DeActivation(cA.getOutput(), cA.getGradient(), cA.getGradient(), cA.Activation()))
ReturnFalse;
//--- Gradient to projections X
CBufferFloat *grad_x_time = x_time.getGradient();
CBufferFloat *grad_x_var = x_var.getGradient();
if(!x_time.SetGradient(x_time.getPrevOutput(), false) ||
!x_var.SetGradient(x_var.getPrevOutput(), false))
ReturnFalse;
//--- B -> X
if(!x_time.CalcHiddenGradients(cB_Time.AsObject()) ||
!SumAndNormalize(grad_x_time, x_time.getGradient(), grad_x_time, iWindowOut, false, 0, 0, 0, 1))
ReturnFalse;
if(!x_var.CalcHiddenGradients(cB_Variable.AsObject()) ||
!SumAndNormalize(grad_x_var, x_var.getGradient(), grad_x_var, iWindowOut, false, 0, 0, 0, 1))
ReturnFalse;
//--- C -> X
if(!x_time.CalcHiddenGradients(cC_Time.AsObject()) ||
!SumAndNormalize(grad_x_time, x_time.getGradient(), grad_x_time, iWindowOut, false, 0, 0, 0, 1))
ReturnFalse;
if(!x_var.CalcHiddenGradients(cC_Variable.AsObject()) ||
!SumAndNormalize(grad_x_var, x_var.getGradient(), grad_x_var, iWindowOut, false, 0, 0, 0, 1))
ReturnFalse;
//--- Delta -> X
if(!x_time.CalcHiddenGradients(cDelta_Time.AsObject()) ||
!SumAndNormalize(grad_x_time, x_time.getGradient(), grad_x_time, iWindowOut, false, 0, 0, 0, 1))
ReturnFalse;
if(!x_var.CalcHiddenGradients(cDelta_Variable.AsObject()) ||
!SumAndNormalize(grad_x_var, x_var.getGradient(), grad_x_var, iWindowOut, false, 0, 0, 0, 1))
ReturnFalse;
if(!x_time.SetGradient(grad_x_time, false) ||
!x_var.SetGradient(grad_x_var, false))
ReturnFalse;
//--- Projection Variable
int total = cProjectionX_Variable.Total() - 2;
for(int i = total; i >= 0; i--)
{
x_var = cProjectionX_Variable[i];
if(!x_var ||
!x_var.CalcHiddenGradients(cProjectionX_Variable[i + 1]))
ReturnFalse;
}
//--- Projection Time
total = cProjectionX_Time.Total() - 2;
for(int i = total; i >= 0; i--)
{
x_time = cProjectionX_Time[i];
if(!x_time ||
!x_time.CalcHiddenGradients(cProjectionX_Time[i + 1]))
ReturnFalse;
}
//--- Projections -> inputs
if(!NeuronOCL.CalcHiddenGradients(x_var.AsObject()))
ReturnFalse;
grad_x_time = NeuronOCL.getGradient();
if(!NeuronOCL.SetGradient(x_time.getPrevOutput(), false) ||
!NeuronOCL.CalcHiddenGradients(x_time.AsObject()) ||
!SumAndNormalize(grad_x_time, NeuronOCL.getGradient(), grad_x_time, 1, false, 0, 0, 0, 1) ||
!NeuronOCL.SetGradient(grad_x_time, false))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuron2DSSMOCL::updateInputWeights(CNeuronBaseOCL* NeuronOCL)
{
if(!cB_Time.UpdateInputWeights(cProjectionX_Time[-1]))
ReturnFalse;
if(!cB_Variable.UpdateInputWeights(cProjectionX_Variable[-1]))
ReturnFalse;
//--- C -> X
if(!cC_Time.UpdateInputWeights(cProjectionX_Time[-1]))
ReturnFalse;
if(!cC_Variable.UpdateInputWeights(cProjectionX_Variable[-1]))
ReturnFalse;
//--- Delta -> X
if(!cDelta_Time.UpdateInputWeights(cProjectionX_Time[-1]))
ReturnFalse;
if(!cDelta_Variable.UpdateInputWeights(cProjectionX_Variable[-1]))
ReturnFalse;
//--- Projection Variable
CNeuronBaseOCL *x_time = NULL;
CNeuronBaseOCL *x_var = NULL;
int total = cProjectionX_Variable.Total() - 1;
for(int i = total; i > 0; i--)
{
x_var = cProjectionX_Variable[i];
if(!x_var ||
!x_var.UpdateInputWeights(cProjectionX_Variable[i - 1]))
ReturnFalse;
}
//--- Projection Time
total = cProjectionX_Time.Total() - 1;
for(int i = total; i > 0; i--)
{
x_time = cProjectionX_Time[i];
if(!x_time ||
!x_time.UpdateInputWeights(cProjectionX_Time[i - 1]))
ReturnFalse;
}
//--- Projections -> inputs
x_var = cProjectionX_Variable[0];
x_time = cProjectionX_Time[0];
if(!x_var.UpdateInputWeights(NeuronOCL))
ReturnFalse;
if(!x_time.UpdateInputWeights(NeuronOCL))
ReturnFalse;
//--- A*H
if(!cHiddenStates.SwapOutputs() ||
!cA.UpdateInputWeights(cHiddenStates.AsObject()) ||
!cHiddenStates.SwapOutputs())
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CNeuron2DSSMOCL::SetOpenCL(COpenCLMy * obj)
{
CNeuronBaseOCL::SetOpenCL(obj);
cHiddenStates.SetOpenCL(OpenCL);
cProjectionX_Time.SetOpenCL(OpenCL);
cProjectionX_Variable.SetOpenCL(OpenCL);
cA.SetOpenCL(OpenCL);
cB_Time.SetOpenCL(OpenCL);
cB_Variable.SetOpenCL(OpenCL);
cC_Time.SetOpenCL(OpenCL);
cC_Variable.SetOpenCL(OpenCL);
cDelta_Time.SetOpenCL(OpenCL);
cDelta_Variable.SetOpenCL(OpenCL);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuron2DSSMOCL::Save(const int file_handle)
{
if(!CNeuronBaseOCL::Save(file_handle))
ReturnFalse;
if(!cHiddenStates.Save(file_handle))
ReturnFalse;
if(!cProjectionX_Time.Save(file_handle))
ReturnFalse;
if(!cProjectionX_Variable.Save(file_handle))
ReturnFalse;
if(!cA.Save(file_handle))
ReturnFalse;
if(!cB_Time.Save(file_handle))
ReturnFalse;
if(!cB_Variable.Save(file_handle))
ReturnFalse;
if(!cC_Time.Save(file_handle))
ReturnFalse;
if(!cC_Variable.Save(file_handle))
ReturnFalse;
if(!cDelta_Time.Save(file_handle))
ReturnFalse;
if(!cDelta_Variable.Save(file_handle))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuron2DSSMOCL::Load(const int file_handle)
{
if(!CNeuronBaseOCL::Load(file_handle))
ReturnFalse;
if(!LoadInsideLayer(file_handle, cHiddenStates.AsObject()))
ReturnFalse;
if(!cProjectionX_Time.Load(file_handle))
ReturnFalse;
if(!cProjectionX_Variable.Load(file_handle))
ReturnFalse;
if(!LoadInsideLayer(file_handle, cA.AsObject()))
ReturnFalse;
if(!LoadInsideLayer(file_handle, cB_Time.AsObject()))
ReturnFalse;
if(!LoadInsideLayer(file_handle, cB_Variable.AsObject()))
ReturnFalse;
if(!LoadInsideLayer(file_handle, cC_Time.AsObject()))
ReturnFalse;
if(!LoadInsideLayer(file_handle, cC_Variable.AsObject()))
ReturnFalse;
if(!LoadInsideLayer(file_handle, cDelta_Time.AsObject()))
ReturnFalse;
if(!LoadInsideLayer(file_handle, cDelta_Variable.AsObject()))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuron2DSSMOCL::Clear(void)
{
if(!CNeuronBaseOCL::Clear())
ReturnFalse;
if(!cHiddenStates.Clear())
ReturnFalse;
if(!cA.Clear())
ReturnFalse;
if(!cB_Time.Clear())
ReturnFalse;
if(!cB_Variable.Clear())
ReturnFalse;
if(!cC_Time.Clear())
ReturnFalse;
if(!cC_Variable.Clear())
ReturnFalse;
if(!cDelta_Time.Clear())
ReturnFalse;
if(!cDelta_Variable.Clear())
ReturnFalse;
//---
for(int i = 0; i < cProjectionX_Time.Total(); i++)
{
if(!cProjectionX_Time[i] ||
!((CNeuronBaseOCL*)cProjectionX_Time[i]).Clear())
ReturnFalse;
}
for(int i = 0; i < cProjectionX_Variable.Total(); i++)
{
if(!cProjectionX_Variable[i] ||
!((CNeuronBaseOCL*)cProjectionX_Variable[i]).Clear())
ReturnFalse;
}
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronCGLSTMOCL::Init(uint numOutputs, uint myIndex, COpenCLMy * open_cl,
uint numNeurons, ENUM_OPTIMIZATION optimization_type, uint batch)
{
return CNeuronCGLSTMOCL::Init(numOutputs, myIndex, open_cl, numNeurons, numNeurons, 1, optimization_type, batch);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronCGLSTMOCL::Init(uint numOutputs, uint myIndex, COpenCLMy * open_cl,
uint count, uint window, uint variables,
ENUM_OPTIMIZATION optimization_type, uint batch)
{
if(!CNeuronBaseOCL::Init(numOutputs, myIndex, open_cl, count * variables, optimization_type, batch))
ReturnFalse;
SetActivationFunction(None);
//---
if(!cConcatenateInputs.Init(0, 0, OpenCL, (count + window)*variables, optimization, iBatch))
ReturnFalse;
cConcatenateInputs.SetActivationFunction(None);
//---
if(!cProjection.Init(0, 1, OpenCL, count + window, count + window, count * 4, 1, variables, optimization, iBatch))
ReturnFalse;
cProjection.SetActivationFunction(None);
//---
if(!Clear())
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronCGLSTMOCL::CSLSTM_feedForward(void)
{
uint global_work_offset[2] = {0, 0};
uint global_work_size[2] = {cProjection.GetFilters() / 4, cProjection.GetVariables()};
uint kernel = def_k_CSLSTM_FeedForward;
setBuffer(kernel, def_k_cslstmff_concatenated, cProjection.getOutputIndex())
setBuffer(kernel, def_k_cslstmff_memory, cProjection.getPrevOutIndex())
setBuffer(kernel, def_k_cslstmff_output, getOutputIndex())
kernelExecute(kernel, global_work_offset, global_work_size)
#ifdef _DEBUG
if(!Output.BufferRead())
ReturnFalse;
#endif
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronCGLSTMOCL::CSLSTM_CalcHiddenGradient(void)
{
uint global_work_offset[2] = {0, 0};
uint global_work_size[2] = {cProjection.GetFilters(), cProjection.GetVariables()};
uint kernel = def_k_CSLSTM_CalcHiddenGradient;
setBuffer(kernel, def_k_cslstmhg_concatenated, cProjection.getOutputIndex())
setBuffer(kernel, def_k_cslstmhg_concatenated_grad, cProjection.getGradientIndex())
setBuffer(kernel, def_k_cslstmhg_memory, cProjection.getPrevOutIndex())
setBuffer(kernel, def_k_cslstmhg_output_grad, getGradientIndex())
kernelExecute(kernel, global_work_offset, global_work_size)
#ifdef _DEBUG
if(!cProjection.getGradient().BufferRead())
ReturnFalse;
#endif
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronCGLSTMOCL::feedForward(CNeuronBaseOCL* NeuronOCL)
{
if(!NeuronOCL)
ReturnFalse;
//---
int hidden = (int)cProjection.GetFilters() / 4;
int inputs = (int)cProjection.GetWindow() - hidden;
int variables = (int)cProjection.GetVariables();
//---
if(!Concat(NeuronOCL.getOutput(), getOutput(), cConcatenateInputs.getOutput(), inputs, hidden, variables))
ReturnFalse;
if(!cProjection.FeedForward(cConcatenateInputs.AsObject()))
ReturnFalse;
//---
return CSLSTM_feedForward();
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronCGLSTMOCL::calcInputGradients(CNeuronBaseOCL* NeuronOCL)
{
if(!NeuronOCL)
ReturnFalse;
//---
int hidden = (int)cProjection.GetFilters() / 4;
int inputs = (int)cProjection.GetWindow() - hidden;
int variables = (int)cProjection.GetVariables();
//---
if(!CSLSTM_CalcHiddenGradient())
ReturnFalse;
if(!cConcatenateInputs.CalcHiddenGradients(cProjection.AsObject()))
ReturnFalse;
if(!DeConcat(NeuronOCL.getGradient(), getPrevOutput(), cConcatenateInputs.getGradient(), inputs, hidden, variables))
ReturnFalse;
if(NeuronOCL.Activation() != None)
if(!DeActivation(NeuronOCL.getOutput(), NeuronOCL.getGradient(), NeuronOCL.getGradient(), NeuronOCL.Activation()))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronCGLSTMOCL::updateInputWeights(CNeuronBaseOCL* NeuronOCL)
{
return cProjection.UpdateInputWeights(cConcatenateInputs.AsObject());
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronCGLSTMOCL::Save(const int file_handle)
{
if(!CNeuronBaseOCL::Save(file_handle))
ReturnFalse;
if(!cProjection.Save(file_handle))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronCGLSTMOCL::Load(const int file_handle)
{
if(!CNeuronBaseOCL::Load(file_handle))
ReturnFalse;
if(!LoadInsideLayer(file_handle, cProjection.AsObject()))
ReturnFalse;
if(!cConcatenateInputs.Init(0, 0, OpenCL, cProjection.GetWindow()*cProjection.GetVariables(), optimization, iBatch))
ReturnFalse;
cConcatenateInputs.SetActivationFunction(None);
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CNeuronCGLSTMOCL::SetOpenCL(COpenCLMy * obj)
{
CNeuronBaseOCL::SetOpenCL(obj);
cProjection.SetOpenCL(OpenCL);
cConcatenateInputs.SetOpenCL(OpenCL);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronCGLSTMOCL::WeightsUpdate(CNeuronBaseOCL* source, float tau)
{
if(!CNeuronBaseOCL::WeightsUpdate(source, tau))
ReturnFalse;
if(!cProjection.WeightsUpdate(((CNeuronCGLSTMOCL*)source).cProjection.AsObject(), tau))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CNeuronCGLSTMOCL::Clear(void)
{
if(!CNeuronBaseOCL::Clear())
ReturnFalse;
if(!cProjection.Clear())
ReturnFalse;
if(!cProjection.getPrevOutput().Fill(0))
ReturnFalse;
if(!cConcatenateInputs.Clear())
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CMamba4CastEmbeding::Init(uint numOutputs, uint myIndex, COpenCLMy * open_cl,
uint window, uint window_out, uint units_count, uint & periods[],
ENUM_OPTIMIZATION optimization_type, uint batch)
{
if(periods.Size() <= 0)
ReturnFalse;
int freqs = (int(window_out / 2 + 2 * periods.Size()) - 1) / int(2 * periods.Size());
if(freqs <= 0)
ReturnFalse;
//---
if(!CNeuronBaseOCL::Init(numOutputs, myIndex, open_cl, window_out * units_count, optimization_type, batch))
ReturnFalse;
//---
int index = 0;
if(!cProjection.Init(0, index, OpenCL, window, window, window_out - 2 * freqs * periods.Size(), units_count, 1, optimization, iBatch))
ReturnFalse;
cProjection.SetActivationFunction(TANH);
index++;
if(!cNorm.Init(0, index, OpenCL, cProjection.Neurons(), iBatch, optimization))
ReturnFalse;
cNorm.SetActivationFunction(None);
index++;
if(!cProjectionWithTE.Init(0, index, OpenCL, window, units_count, periods, freqs, optimization, iBatch))
ReturnFalse;
SetActivationFunction(None);
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CMamba4CastEmbeding::feedForward(CNeuronBaseOCL* NeuronOCL, CBufferFloat* SecondInput)
{
if(!cProjection.FeedForward(NeuronOCL))
ReturnFalse;
if(!cNorm.FeedForward(cProjection.AsObject()))
ReturnFalse;
if(!cProjectionWithTE.FeedForward(NeuronOCL, SecondInput))
ReturnFalse;
if(!Concat(cNorm.getOutput(), cProjectionWithTE.getOutput(), Output, cProjection.GetFilters(),
cProjectionWithTE.GetWindowOut(), cProjection.GetUnits()))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CMamba4CastEmbeding::calcInputGradients(CNeuronBaseOCL* NeuronOCL)
{
if(!NeuronOCL)
ReturnFalse;
if(!DeConcat(cNorm.getGradient(), cProjectionWithTE.getGradient(), Gradient, cProjection.GetFilters(),
cProjectionWithTE.GetWindowOut(), cProjection.GetUnits()))
ReturnFalse;
if(!cProjection.CalcHiddenGradients(cNorm.AsObject()))
ReturnFalse;
if(!NeuronOCL.CalcHiddenGradients(cProjection.AsObject()))
ReturnFalse;
CBufferFloat *temp = NeuronOCL.getGradient();
if(!NeuronOCL.SetGradient(NeuronOCL.getPrevOutput(), false) ||
!NeuronOCL.CalcHiddenGradients(cProjectionWithTE.AsObject()) ||
!SumAndNormalize(temp, NeuronOCL.getGradient(), temp, cProjection.GetWindow(), false, 0, 0, 0, 1) ||
!NeuronOCL.SetGradient(temp, false)
)
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CMamba4CastEmbeding::updateInputWeights(CNeuronBaseOCL* NeuronOCL)
{
if(!cProjection.UpdateInputWeights(NeuronOCL))
ReturnFalse;
if(!cNorm.UpdateInputWeights(cProjection.AsObject()))
ReturnFalse;
if(!cProjectionWithTE.UpdateInputWeights(NeuronOCL))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CMamba4CastEmbeding::WeightsUpdate(CNeuronBaseOCL* source, float tau)
{
if(!CNeuronBaseOCL::WeightsUpdate(source, tau))
ReturnFalse;
//---
CMamba4CastEmbeding* Source = source;
if(!cProjection.WeightsUpdate(Source.cProjection.AsObject(), tau))
ReturnFalse;
if(!cNorm.WeightsUpdate(Source.cNorm.AsObject(), tau))
ReturnFalse;
if(!cProjectionWithTE.WeightsUpdate(Source.cProjectionWithTE.AsObject(), tau))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CMamba4CastEmbeding::Save(const int file_handle)
{
if(!CNeuronBaseOCL::Save(file_handle))
ReturnFalse;
if(!cProjection.Save(file_handle))
ReturnFalse;
if(!cNorm.Save(file_handle))
ReturnFalse;
if(!cProjectionWithTE.Save(file_handle))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CMamba4CastEmbeding::Load(const int file_handle)
{
if(!CNeuronBaseOCL::Load(file_handle))
ReturnFalse;
if(!LoadInsideLayer(file_handle, cProjection.AsObject()))
ReturnFalse;
if(!LoadInsideLayer(file_handle, cNorm.AsObject()))
ReturnFalse;
if(!LoadInsideLayer(file_handle, cProjectionWithTE.AsObject()))
ReturnFalse;
//---
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CMamba4CastEmbeding::SetOpenCL(COpenCLMy * obj)
{
CNeuronBaseOCL::SetOpenCL(obj);
cProjection.SetOpenCL(OpenCL);
cNorm.SetOpenCL(OpenCL);
cProjectionWithTE.SetOpenCL(OpenCL);
}
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