340 lines
No EOL
29 KiB
MQL5
340 lines
No EOL
29 KiB
MQL5
//+------------------------------------------------------------------+
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//| Defines.mqh |
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//| Copyright 2021, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2021, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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//+------------------------------------------------------------------+
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//| Ресурсы |
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//+------------------------------------------------------------------+
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#resource "opencl_program.cl" as string OCLprogram
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const string ExtType="#define TYPE double\r\n"
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"#define TYPE4 double4\r\n";
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#define MATRIX matrix
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#define VECTOR vector
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#define cl_program ExtType+OCLprogram
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//+------------------------------------------------------------------+
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//| Константы |
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//+------------------------------------------------------------------+
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#define Defines
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#define defNeuronNet 0x8000
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#define defArrayLayers 0x8001
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#define defBufferDouble 0x8002
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#define defActivation 0x8003
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#define defNeuronBase 0x8010
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#define defNeuronConv 0x8011
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#define defNeuronProof 0x8012
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#define defNeuronLSTM 0x8013
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#define defNeuronAttention 0x8014
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#define defNeuronMHAttention 0x8015
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#define defNeuronGPT 0x8016
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#define defNeuronDropout 0x8017
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#define defNeuronBatchNorm 0x8018
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//---
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#define defFileName StringFormat("%s_%s_%s.nns",MQLInfoString(MQL_PROGRAM_NAME),_Symbol,StringSubstr(EnumToString(_Period),7))
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//+------------------------------------------------------------------+
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//| OpenCL кернелы |
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//+------------------------------------------------------------------+
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#define def_k_PerceptronFeedForward 0
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#define def_k_Normalize 1
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#define def_k_CalcOutputGradient 2
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#define def_k_DeActivateGradient 3
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#define def_k_CalcHiddenGradient 4
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#define def_k_CalcDeltaWeights 5
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#define def_k_SGDUpdate 6
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#define def_k_MomentumUpdate 7
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#define def_k_AdaGradUpdate 8
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#define def_k_RMSPropUpdate 9
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#define def_k_AdaDeltaUpdate 10
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#define def_k_AdamUpdate 11
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#define def_k_ProofFeedForward 12
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#define def_k_ProofHiddenGradients 13
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#define def_k_ConvolutionFeedForward 14
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#define def_k_ConvolutionHiddenGradients 15
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#define def_k_ConvolutionDeltaWeights 16
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#define def_k_LSTMFeedForward 17
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#define def_k_LSTMHiddenGradients 18
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#define def_k_AttentionFeedForward 19
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#define def_k_AttentionScoreGradients 20
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#define def_k_AttentionHiddenGradients 21
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#define def_k_GPTFeedForward 22
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#define def_k_GPTScoreGradients 23
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#define def_k_GPTHiddenGradients 24
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#define def_k_BatchNormFeedForward 25
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#define def_k_BatchNormCalcHiddenGradient 26
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#define def_k_BatchNormCalcDeltaWeights 27
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#define def_k_MaskMult 28
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//+------------------------------------------------------------------+
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//| OpenCL параметры |
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//+------------------------------------------------------------------+
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//--- Прямой проход перцептрона
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#define def_pff_inputs 0
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#define def_pff_weights 1
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#define def_pff_sums 2
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#define def_pff_outputs 3
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#define def_pff_inputs_total 4
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#define def_pff_activation 5
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#define def_pff_act_param_a 6
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#define def_pff_act_param_b 7
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//--- Нормализация
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#define def_norm_inputs 0
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#define def_norm_outputs 1
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#define def_norm_inputs_total 2
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#define def_norm_const_value 3
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//--- Определение градиента ошибки слоя результатов
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#define def_outgr_target 0
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#define def_outgr_outputs 1
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#define def_outgr_gradients 2
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#define def_outgr_outputs_total 3
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//--- Корректировка градиента на производную функции активации
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#define def_deactgr_sums 0
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#define def_deactgr_outputs 1
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#define def_deactgr_gradients 2
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#define def_deactgr_outputs_total 3
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#define def_deactgr_activation 4
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#define def_deactgr_act_param_a 5
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#define def_deactgr_act_param_b 6
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//--- Определение градиента ошибки скрытого слоя
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#define def_hidgr_gradient_inputs 0
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#define def_hidgr_weights 1
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#define def_hidgr_gradients 2
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#define def_hidgr_outputs_total 3
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//--- Определение градиента ошибки на уровне матрицы весов
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#define def_delt_inputs 0
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#define def_delt_delta_weights 1
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#define def_delt_gradients 2
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//--- Оптимизация параметров стохастическим градиентным спуском
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#define def_sgd_delta_weights 0
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#define def_sgd_weights 1
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#define def_sgd_total 2
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#define def_sgd_batch_size 3
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#define def_sgd_learningRate 4
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#define def_sgd_Lambda1 5
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#define def_sgd_Lambda2 6
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//--- Оптимизация параметров методом моментов
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#define def_moment_delta_weights 0
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#define def_moment_weights 1
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#define def_moment_momentum 2
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#define def_moment_total 3
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#define def_moment_batch_size 4
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#define def_moment_learningRate 5
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#define def_moment_beta 6
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#define def_moment_Lambda1 7
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#define def_moment_Lambda2 8
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//--- Оптимизация параметров методом AdaGrad
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#define def_adagrad_delta_weights 0
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#define def_adagrad_weights 1
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#define def_adagrad_momentum 2
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#define def_adagrad_total 3
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#define def_adagrad_batch_size 4
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#define def_adagrad_learningRate 5
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#define def_adagrad_Lambda1 6
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#define def_adagrad_Lambda2 7
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//--- Оптимизация параметров методом RMSProp
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#define def_rms_delta_weights 0
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#define def_rms_weights 1
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#define def_rms_momentum 2
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#define def_rms_total 3
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#define def_rms_batch_size 4
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#define def_rms_learningRate 5
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#define def_rms_beta 6
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#define def_rms_Lambda1 7
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#define def_rms_Lambda2 8
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//--- Оптимизация параметров методом AdaDelta
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#define def_adadelt_delta_weights 0
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#define def_adadelt_weights 1
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#define def_adadelt_momentumW 2
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#define def_adadelt_momentumG 3
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#define def_adadelt_total 4
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#define def_adadelt_batch_size 5
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#define def_adadelt_beta1 6
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#define def_adadelt_beta2 7
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#define def_adadelt_Lambda1 8
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#define def_adadelt_Lambda2 9
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//--- Оптимизация параметров методом Adam
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#define def_adam_delta_weights 0
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#define def_adam_weights 1
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#define def_adam_momentumM 2
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#define def_adam_momentumV 3
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#define def_adam_total 4
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#define def_adam_batch_size 5
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#define def_adam_learningRate 6
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#define def_adam_beta1 7
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#define def_adam_beta2 8
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#define def_adam_Lambda1 9
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#define def_adam_Lambda2 10
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//--- Прямой проход подвыборочного слоя
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#define def_prff_inputs 0
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#define def_prff_outputs 1
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#define def_prff_inputs_total 2
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#define def_prff_input_neurons 3
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#define def_prff_window 4
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#define def_prff_step 5
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#define def_prff_window_out 6
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#define def_prff_activation 7
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//--- Распределение градиента через подвыборочный слой
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#define def_prhgr_inputs 0
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#define def_prhgr_gradient_inputs 1
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#define def_prhgr_outputs 2
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#define def_prhgr_gradients 3
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#define def_prhgr_inputs_total 4
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#define def_prhgr_outputs_total 5
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#define def_prhgr_window 6
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#define def_prhgr_step 7
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#define def_prhgr_window_out 8
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#define def_prhgr_neurons 9
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#define def_prhgr_activation 10
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//--- Прямой проход свёрточного слоя
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#define def_cff_inputs 0
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#define def_cff_weights 1
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#define def_cff_sums 2
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#define def_cff_outputs 3
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#define def_cff_inputs_total 4
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#define def_cff_window 5
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#define def_cff_step 6
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#define def_cff_window_out 7
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#define def_cff_activation 8
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#define def_cff_act_param_a 9
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#define def_cff_act_param_b 10
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#define def_cff_transposed_out 11
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//--- Распределение градиента через свёрточный слой
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#define def_convhgr_gradient_inputs 0
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#define def_convhgr_weights 1
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#define def_convhgr_gradients 2
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#define def_convhgr_outputs_total 3
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#define def_convhgr_window 4
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#define def_convhgr_step 5
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#define def_convhgr_window_out 6
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#define def_convhgr_neurons 7
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#define def_convhgr_transposed_out 8
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//--- Распределение градиента на матрицу весов свёрточного слоя
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#define def_convdelt_inputs 0
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#define def_convdelt_delta_weights 1
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#define def_convdelt_gradients 2
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#define def_convdelt_inputs_total 3
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#define def_convdelt_step 4
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#define def_convdelt_neurons 5
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#define def_convdelt_transposed_out 6
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//--- Прямой проход LSTM блока
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#define def_lstmff_forgetgate 0
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#define def_lstmff_inputgate 1
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#define def_lstmff_outputgate 2
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#define def_lstmff_newcontent 3
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#define def_lstmff_memory 4
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#define def_lstmff_hiddenstate 5
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#define def_lstmff_outputs_total 6
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//--- Распределение градиента через LSTM блок
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#define def_lstmhgr_outputs 0
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#define def_lstmhgr_gradients 1
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#define def_lstmhgr_inputgate 2
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#define def_lstmhgr_outputgate 3
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#define def_lstmhgr_newcontent 4
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#define def_lstmhgr_memory 5
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#define def_lstmhgr_fg_gradients 6
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#define def_lstmhgr_ig_gradients 7
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#define def_lstmhgr_og_gradients 8
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#define def_lstmhgr_nc_gradients 9
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#define def_lstmhgr_outputs_total 10
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//--- Прямой проход блока внимания
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#define def_attff_querys 0
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#define def_attff_keys 1
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#define def_attff_scores 2
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#define def_attff_values 3
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#define def_attff_outputs 4
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#define def_attff_window 5
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#define def_attff_key_size 6
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#define def_attff_mask 7
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//--- Определение градиента на матрице коэффициентов зависимости блока внимания
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#define def_attscr_scores 0
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#define def_attscr_scores_grad 1
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#define def_attscr_values 2
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#define def_attscr_values_grad 3
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#define def_attscr_outputs_grad 4
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#define def_attscr_scores_temp 5
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#define def_attscr_window 6
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//--- Распределение градиента через блок внимания
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#define def_atthgr_querys 0
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#define def_atthgr_querys_grad 1
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#define def_atthgr_keys 2
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#define def_atthgr_keys_grad 3
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#define def_atthgr_scores_grad 4
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#define def_atthgr_key_size 5
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//--- Прямой проход GPT
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#define def_gptff_querys 0
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#define def_gptff_keys 1
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#define def_gptff_scores 2
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#define def_gptff_values 3
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#define def_gptff_outputs 4
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#define def_gptff_key_size 5
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#define def_gptff_units 6
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//--- Определение градиента на матрице коэффициентов зависимости GPT
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#define def_gptscr_scores 0
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#define def_gptscr_scores_grad 1
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#define def_gptscr_values 2
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#define def_gptscr_values_grad 3
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#define def_gptscr_outputs_grad 4
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#define def_gptscr_scores_temp 5
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#define def_gptscr_window 6
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#define def_gptscr_units 7
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#define def_gptscr_current 8
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//--- Распределение градиента через GPT
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#define def_gpthgr_querys 0
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#define def_gpthgr_querys_grad 1
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#define def_gpthgr_keys 2
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#define def_gpthgr_scores_grad 3
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#define def_gpthgr_key_size 4
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#define def_gpthgr_units 5
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#define def_gpthgr_current 6
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//--- Прямой проход пакетной нормалитзации
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#define def_bnff_inputs 0
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#define def_bnff_options 1
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#define def_bnff_weights 2
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#define def_bnff_outputs 3
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#define def_bnff_batch 4
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#define def_bnff_total 5
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//--- Распределение градиента через слой пакетной нормализации
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#define def_bnhgr_options 0
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#define def_bnhgr_gradient 1
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#define def_bnhgr_inputs 2
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#define def_bnhgr_gradient_inputs 3
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#define def_bnhgr_weights 4
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#define def_bnhgr_batch 5
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#define def_bnhgr_total 6
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//--- Распределение градиента до оптимизируемых параметров пакетной нормализации
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#define def_bndelt_options 0
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#define def_bndelt_delta_weights 1
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#define def_bndelt_gradient 2
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//--- Маскирование данных
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#define def_mask_inputs 0
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#define def_mask_mask 1
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#define def_mask_outputs 2
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#define def_mask_total 3
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//+------------------------------------------------------------------+
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//| Перечисления |
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//+------------------------------------------------------------------+
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// Функции активации
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enum ENUM_ACTIVATION
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{
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ACT_None = -1,
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ACT_LINE,
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ACT_SIGMOID,
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ACT_TANH,
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ACT_LReLU,
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ACT_SOFTMAX,
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ACT_SWISH,
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ACT_AVERAGE_POOLING,
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ACT_MAX_POOLING
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};
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//--- Методы оптимизации
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enum ENUM_OPTIMIZATION
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{
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None = -1,
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SGD,
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MOMENTUM,
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AdaGrad,
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RMSProp,
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AdaDelta,
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Adam
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};
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//+------------------------------------------------------------------+ |