// fp32 throughout - this project targets consumer GPUs (e.g. AMD Polaris/RX 580) where double // precision runs at a small fraction of float throughput. No kernel below needs fp64 range or // precision: weight/delta clamps stay within +-100, gradients/activations are float32-safe, and // the Adam epsilon guard (vt > 0 ? vt : l*10) isn't a tiny-epsilon comparison sensitive to // fp32 vs fp64 underflow. Removing cl_khr_fp64 means any accidental double slipping back in fails // kernel compilation loudly instead of silently running at 1/16th speed. // Tightened from 1.0e6 - see AI\Network.mqh's matching MAX_WEIGHT comment for the full rationale // (that ceiling was so loose it never engaged before training had already gone unstable). 100.0 // matches the equivalent clamp in Dmitriy Gizlyk's reference NeuroNet.cl engine. #define MAX_WEIGHT 100.0f // Floor on the magnitude of a saturated tanh/sigmoid unit's activation derivative - see AI\Network.mqh's // matching MIN_ACTIVATION_DERIVATIVE comment for the full rationale (a unit pinned near its activation // extremes must still receive some corrective gradient, however small, rather than exactly zero). #define MIN_ACTIVATION_DERIVATIVE 1.0e-4f // Decoupled (AdamW-style) weight decay applied inside every Adam kernel below - see WarriorCPU.cpp's // matching WEIGHT_DECAY comment for the full rationale (unbounded slow weight growth across hundreds // of oversampled training eras causing periodic collapse-then-recover cycles). 0.01 is the standard // AdamW default. #define WEIGHT_DECAY 0.001f // Per-step update clip - see WarriorCPU.cpp's matching MAX_WEIGHT_DELTA comment for the full // rationale (weight decay alone didn't stop the collapse cycles - they turned out to be sudden Adam // overshoot events, most likely from 5x back-to-back oversampling replay building artificially // correlated momentum). Applied to the raw delta BEFORE it's added to the weight, unlike MAX_WEIGHT. #define MAX_WEIGHT_DELTA 0.1f //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void FeedForward(__global float *matrix_w, __global float *matrix_i, __global float *matrix_o, int inputs, int activation) { int i = get_global_id(0); float sum = 0.0f; float4 inp, weight; int shift = (inputs + 1) * i; for(int k = 0; k <= inputs; k = k + 4) { switch(inputs - k) { case 0: inp = (float4)(1, 0, 0, 0); weight = (float4)(matrix_w[shift + k], 0, 0, 0); break; case 1: inp = (float4)(matrix_i[k], 1, 0, 0); weight = (float4)(matrix_w[shift + k], matrix_w[shift + k + 1], 0, 0); break; case 2: inp = (float4)(matrix_i[k], matrix_i[k + 1], 1, 0); weight = (float4)(matrix_w[shift + k], matrix_w[shift + k + 1], matrix_w[shift + k + 2], 0); break; case 3: inp = (float4)(matrix_i[k], matrix_i[k + 1], matrix_i[k + 2], 1); weight = (float4)(matrix_w[shift + k], matrix_w[shift + k + 1], matrix_w[shift + k + 2], matrix_w[shift + k + 3]); break; default: inp = (float4)(matrix_i[k], matrix_i[k + 1], matrix_i[k + 2], matrix_i[k + 3]); weight = (float4)(matrix_w[shift + k], matrix_w[shift + k + 1], matrix_w[shift + k + 2], matrix_w[shift + k + 3]); break; } sum += dot(inp, weight); } switch(activation) { case 0: sum = tanh(sum); break; case 1: sum = 1 / (1 + exp(-clamp(sum, -50.0f, 50.0f))); break; case 2: // PReLU, param=0.01 - matches FeedForwardConv's case 2 below if(sum < 0) sum *= 0.01f; break; } matrix_o[i] = sum; barrier(CLK_GLOBAL_MEM_FENCE); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void CaclOutputGradient(__global float *matrix_t, __global float *matrix_o, __global float *matrix_ig, int activation) { int i = get_global_id(0); float temp = 0; float out = matrix_o[i]; switch(activation) { case 0: // Deliberately NOT multiplied by the tanh derivative (1-out^2): that // factor vanishes as out approaches +-1, which is exactly where a // TANH output neuron needs to converge for a +-1 target (e.g. the // buy/sell extremes of a single-neuron regression head), stalling // training right when it matters most. Using the raw (target-out) // error here is the same fix as pairing sigmoid with cross-entropy - // a bounded activation whose output error isn't re-damped by its // own saturating derivative. temp = clamp(matrix_t[i], -1.0f, 1.0f) - out; break; case 1: // Also deliberately NOT multiplied by the sigmoid derivative out*(1-out) - same // reasoning as case 0 above. This is the classification output layer (3 neurons, // one-hot 0/1 targets - see BuildFreshTopology()); (target-out) unscaled is exactly // the sigmoid+binary-cross-entropy gradient (the loss derivative and the sigmoid // derivative algebraically cancel), whereas re-multiplying by out*(1-out) here is // the MSE-with-sigmoid formula, which damps toward zero as out approaches 0 or 1 - // exactly where a 0/1-target neuron needs to converge. With this damping (plus the // 0.00000001 underflow guard at the saturated extremes), the classification output // layer's effective learning rate was throttled to a small fraction of the // regression path's, observed in practice as all 3 output neurons converging to // (and never escaping) an identical value - softmax of three equal logits is always // exactly 1/3 each, with ties resolved to index 0 ("Buy" wins by default). temp = clamp(matrix_t[i], 0.0f, 1.0f) - out; break; case 2: // PReLU, param=0.01 - unlike tanh/sigmoid, PReLU is unbounded and never saturates, // so none of the clamp-to-range/derivative-skip workarounds above are needed here: // plain (target-out) scaled by the derivative at this output is exact. temp = (matrix_t[i] - out) * (out >= 0 ? 1.0f : 0.01f); break; default: // NONE (raw logits - see the 3-class softmax classification output layer in // BuildFreshTopology()/NativeActivationCode()'s NONE case, which maps here): identity // activation, derivative 1 everywhere, so the plain (target-out) error passes through // unscaled - same formula CNeuron::calcOutputGradients() already uses unconditionally // on the un-accelerated CPU fallback path. Leaving this case unhandled left `temp` at // its 0.0 initializer, i.e. every softmax-classification output neuron got a // permanently zero gradient on this backend - which, since calcHiddenGradients() // propagates backward FROM the output layer's gradient, silently froze the entire // network (not just the output layer) at its random initial weights whenever an // OpenCL-accelerated tier was active. temp = matrix_t[i] - out; break; } matrix_ig[i] = temp; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void CaclHiddenGradient(__global float *matrix_w, __global float *matrix_g, __global float *matrix_o, __global float *matrix_ig, int outputs, int activation) { int i = get_global_id(0); float sum = 0; float out = matrix_o[i]; float4 grad, weight; int shift = (outputs + 1) * i; for(int k = 0; k < outputs; k += 4) { switch(outputs - k) { case 0: grad = (float4)(matrix_g[k], 0, 0, 0); weight = (float4)(matrix_w[shift + k], 0, 0, 0); break; case 1: grad = (float4)(matrix_g[k], matrix_g[k + 1], 0, 0); weight = (float4)(matrix_w[shift + k], matrix_w[shift + k + 1], 0, 0); break; case 2: grad = (float4)(matrix_g[k], matrix_g[k + 1], matrix_g[k + 2], 0); weight = (float4)(matrix_w[shift + k], matrix_w[shift + k + 1], matrix_w[shift + k + 2], 0); break; default: grad = (float4)(matrix_g[k], matrix_g[k + 1], matrix_g[k + 2], matrix_g[k + 3]); weight = (float4)(matrix_w[shift + k], matrix_w[shift + k + 1], matrix_w[shift + k + 2], matrix_w[shift + k + 3]); break; } sum += dot(grad, weight); } switch(activation) { case 0: sum = clamp(sum + out, -1.0f, 1.0f) - out; sum = sum * fmax(MIN_ACTIVATION_DERIVATIVE, 1 - pow(out, 2.0f)); break; case 1: sum = clamp(sum + out, 0.0f, 1.0f) - out; sum = sum * fmax(MIN_ACTIVATION_DERIVATIVE, out * (1 - out)); break; case 2: // PReLU, param=0.01 - unbounded, non-saturating, so the plain chain rule applies // directly with no clamp/implied-target reformulation needed (contrast with the // tanh/sigmoid cases above, which exist specifically to dodge saturation). sum = sum * (out >= 0 ? 1.0f : 0.01f); break; } matrix_ig[i] = sum; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void UpdateWeightsMomentum(__global float *matrix_w, __global float *matrix_g, __global float *matrix_i, __global float *matrix_dw, int inputs, float learning_rates, float momentum) { int i = get_global_id(0); int j = get_global_id(1); int wi = i * (inputs + 1) + j; float delta = learning_rates * matrix_g[i] * (j < inputs ? matrix_i[j] : 1) + momentum * matrix_dw[wi]; matrix_dw[wi] = delta; // Unlike UpdateWeightsConvMomentum/UpdateWeightsConvAdam/LSTM_UpdateWeightsAdam below, this dense // kernel (and UpdateWeightsAdam right after it) had never gotten the MAX_WEIGHT clamp - a gradient // spike could drive a weight to +-Infinity with nothing to stop it, and the next Adam step turns // Infinity into NaN (Inf/Inf), which then propagates through every FeedForward sum touching that // weight and never recovers. Dense layers are exactly where the classification output head lives, // so this is the most consequential of the three missing clamps, not the least. matrix_w[wi] = clamp(matrix_w[wi] + delta, -MAX_WEIGHT, MAX_WEIGHT); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void UpdateWeightsAdam(__global float *matrix_w, __global const float *matrix_g, __global const float *matrix_i, __global float *matrix_m, __global float *matrix_v, const int inputs, const float l, const float b1, const float b2) { const int i = get_global_id(0); const int j = get_global_id(1); const int wi = i * (inputs + 1) + j * 4; float4 m, v, weight, inp; switch(inputs - j * 4) { case 0: inp = (float4)(1, 0, 0, 0); weight = (float4)(matrix_w[wi], 0, 0, 0); m = (float4)(matrix_m[wi], 0, 0, 0); v = (float4)(matrix_v[wi], 0, 0, 0); break; case 1: inp = (float4)(matrix_i[j], 1, 0, 0); weight = (float4)(matrix_w[wi], matrix_w[wi + 1], 0, 0); m = (float4)(matrix_m[wi], matrix_m[wi + 1], 0, 0); v = (float4)(matrix_v[wi], matrix_v[wi + 1], 0, 0); break; case 2: inp = (float4)(matrix_i[j], matrix_i[j + 1], 1, 0); weight = (float4)(matrix_w[wi], matrix_w[wi + 1], matrix_w[wi + 2], 0); m = (float4)(matrix_m[wi], matrix_m[wi + 1], matrix_m[wi + 2], 0); v = (float4)(matrix_v[wi], matrix_v[wi + 1], matrix_v[wi + 2], 0); break; case 3: inp = (float4)(matrix_i[j], matrix_i[j + 1], matrix_i[j + 2], 1); weight = (float4)(matrix_w[wi], matrix_w[wi + 1], matrix_w[wi + 2], matrix_w[wi + 3]); m = (float4)(matrix_m[wi], matrix_m[wi + 1], matrix_m[wi + 2], matrix_m[wi + 3]); v = (float4)(matrix_v[wi], matrix_v[wi + 1], matrix_v[wi + 2], matrix_v[wi + 3]); break; default: inp = (float4)(matrix_i[j], matrix_i[j + 1], matrix_i[j + 2], matrix_i[j + 3]); weight = (float4)(matrix_w[wi], matrix_w[wi + 1], matrix_w[wi + 2], matrix_w[wi + 3]); m = (float4)(matrix_m[wi], matrix_m[wi + 1], matrix_m[wi + 2], matrix_m[wi + 3]); v = (float4)(matrix_v[wi], matrix_v[wi + 1], matrix_v[wi + 2], matrix_v[wi + 3]); break; } float4 g = matrix_g[i] * inp; float4 mt = b1 * m + (1 - b1) * g; float4 vt = sqrt(b2 * v + (1 - b2) * pow(g, 2.0f)); float4 delta = clamp(l * mt / (vt > 0 ? vt : l * 10) - l * WEIGHT_DECAY * weight, -MAX_WEIGHT_DELTA, MAX_WEIGHT_DELTA); // See UpdateWeightsMomentum's comment just above for why every matrix_w write below is clamped to // MAX_WEIGHT - this dense Adam kernel is the one that updates the classification output layer. // No sign-agreement gate on the matrix_w writes (removed 2026-07, all four backends in sync) - // see AI\NeuronCPU.mqh's CNeuron::updateInputWeights comment for why: it rectified the one-hot // softmax-CCE gradient stream into a permanent downward ratchet (the all-Neutral collapse). switch(inputs - j * 4) { case 2: matrix_w[wi + 2] = clamp(matrix_w[wi + 2] + delta.s2, -MAX_WEIGHT, MAX_WEIGHT); matrix_m[wi + 2] = mt.s2; matrix_v[wi + 2] = vt.s2; case 1: matrix_w[wi + 1] = clamp(matrix_w[wi + 1] + delta.s1, -MAX_WEIGHT, MAX_WEIGHT); matrix_m[wi + 1] = mt.s1; matrix_v[wi + 1] = vt.s1; case 0: matrix_w[wi] = clamp(matrix_w[wi] + delta.s0, -MAX_WEIGHT, MAX_WEIGHT); matrix_m[wi] = mt.s0; matrix_v[wi] = vt.s0; break; default: matrix_w[wi] = clamp(matrix_w[wi] + delta.s0, -MAX_WEIGHT, MAX_WEIGHT); matrix_m[wi] = mt.s0; matrix_v[wi] = vt.s0; matrix_w[wi + 1] = clamp(matrix_w[wi + 1] + delta.s1, -MAX_WEIGHT, MAX_WEIGHT); matrix_m[wi + 1] = mt.s1; matrix_v[wi + 1] = vt.s1; matrix_w[wi + 2] = clamp(matrix_w[wi + 2] + delta.s2, -MAX_WEIGHT, MAX_WEIGHT); matrix_m[wi + 2] = mt.s2; matrix_v[wi + 2] = vt.s2; matrix_w[wi + 3] = clamp(matrix_w[wi + 3] + delta.s3, -MAX_WEIGHT, MAX_WEIGHT); matrix_m[wi + 3] = mt.s3; matrix_v[wi + 3] = vt.s3; break; } }; //+------------------------------------------------------------------+ //| Max-pooling layer (CNeuronPoolOCL) - no weights, just a sliding | //| max over the previous layer's output. Ported from the NeuroNet_DNG| //| reference's CNeuronProofOCL kernels (these two had no bug). | //+------------------------------------------------------------------+ __kernel void FeedForwardProof(__global float *matrix_i, __global float *matrix_o, int inputs, int window, int step) { int i = get_global_id(0); int pos = i * step; float result = matrix_i[pos]; for(int k = 1; k < window; k++) { int shift = k + pos; if(shift >= inputs) break; result = max(result, matrix_i[shift]); } matrix_o[i] = result; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void CalcInputGradientProof(__global float *matrix_i, __global float *matrix_g, __global float *matrix_o, __global float *matrix_ig, int outputs, int window, int step) { int i = get_global_id(0); float prev_gradient = 0.0f; float value = matrix_i[i]; int start = i - window + step; start = (start - start % step) / step; int stop = (i - i % step) / step + 1; for(int out = max(0, start); out < min(outputs, stop); out++) if(value == matrix_o[out]) prev_gradient += matrix_g[out]; matrix_ig[i] = prev_gradient; } //+------------------------------------------------------------------+ //| Convolution layer (CNeuronConvOCL) - ported from the NeuroNet_DNG | //| reference library and adapted to this project's buffer convention.| //| window_in+1 weights (incl. bias) are shared across all sliding | //| positions; window_out lets one position produce several output | //| channels (filters) at once. | //+------------------------------------------------------------------+ __kernel void FeedForwardConv(__global float *matrix_w, __global float *matrix_i, __global float *matrix_o, int inputs, int step, int window_in, int window_out, int activation) { int i = get_global_id(0); int shift_out = window_out * i; int shift_in = step * i; for(int out = 0; out < window_out; out++) { int shift = (window_in + 1) * out; int stop = (window_in <= (inputs - shift_in) ? window_in : (inputs - shift_in)); float sum = 0.0f; for(int k = 0; k < stop; k++) sum += matrix_i[shift_in + k] * matrix_w[shift + k]; sum += matrix_w[shift + window_in]; // bias switch(activation) { case 0: sum = tanh(sum); break; case 1: sum = 1 / (1 + exp(-clamp(sum, -50.0f, 50.0f))); break; case 2: // PReLU, param=0.01 if(sum < 0) sum *= 0.01f; break; } matrix_o[out + shift_out] = sum; } } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void CalcHiddenGradientConv(__global float *matrix_w, __global float *matrix_g, __global float *matrix_o, __global float *matrix_ig, int outputs, int step, int window_in, int window_out, int activation) { int i = get_global_id(0); float out = matrix_o[i]; int start = i - window_in + step; start = max((start - start % step) / step, 0); int stop = (i - i % step) / step + 1; if(stop > (outputs / window_out)) stop = outputs / window_out; float sum = 0.0f; for(int h = 0; h < window_out; h++) { for(int k = start; k < stop; k++) { int shift_w = (stop - k - 1) * step + i % step + h * (window_in + 1); int shift_g = k * window_out + h; if(shift_g >= outputs || shift_w >= (window_in + 1) * window_out) break; sum += matrix_g[shift_g] * matrix_w[shift_w]; } } switch(activation) { case 0: sum = clamp(sum + out, -1.0f, 1.0f) - out; sum = sum * fmax(MIN_ACTIVATION_DERIVATIVE, 1 - pow(out, 2.0f)); break; case 1: sum = clamp(sum + out, 0.0f, 1.0f) - out; sum = sum * fmax(MIN_ACTIVATION_DERIVATIVE, out * (1 - out)); break; case 2: // PReLU, param=0.01 if(out < 0) sum *= 0.01f; break; } matrix_ig[i] = sum; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void UpdateWeightsConvMomentum(__global float *matrix_w, __global float *matrix_g, __global float *matrix_i, __global float *matrix_dw, int inputs, float learning_rates, float momentum, int window_in, int window_out, int step) { int i = get_global_id(0); int shift = i % (window_in + 1); int shift_out = (i - shift) / (window_in + 1); int total = (inputs - window_in) % step; total = (inputs - window_in - total) / step + (total > 0 ? 1 : 0); float grad = 0.0f; for(int t = 0; t < total; t++) { if(shift != window_in && (shift + t * step) >= inputs) break; grad += matrix_g[t * window_out + shift_out] * (shift == window_in ? 1 : matrix_i[shift + t * step]); } float delta = learning_rates * grad + momentum * matrix_dw[i]; matrix_dw[i] = delta; matrix_w[i] = clamp(matrix_w[i] + delta, -MAX_WEIGHT, MAX_WEIGHT); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void UpdateWeightsConvAdam(__global float *matrix_w, __global const float *matrix_g, __global const float *matrix_i, __global float *matrix_m, __global float *matrix_v, const int inputs, const float l, const float b1, const float b2, int window_in, int window_out, int step) { int i = get_global_id(0); // weight offset within a single output channel's (window_in+1) block if(i > window_in) return; int total = (inputs - (window_in - step)) % step; total = (inputs - (window_in - step) - total) / step + (total > 0 ? 1 : 0); for(int out = 0; out < window_out; out++) { int shift_w = i + out * (window_in + 1); float grad = 0.0f; for(int t = 0; t < total; t++) { if(i != window_in && (i + t * step) >= inputs) break; grad += matrix_g[t * window_out + out] * (i == window_in ? 1 : matrix_i[i + t * step]); } float mt = b1 * matrix_m[shift_w] + (1 - b1) * grad; float vt = sqrt(b2 * matrix_v[shift_w] + (1 - b2) * pow(grad, 2.0f)); float delta = clamp(l * mt / (vt > 0 ? vt : l * 10) - l * WEIGHT_DECAY * matrix_w[shift_w], -MAX_WEIGHT_DELTA, MAX_WEIGHT_DELTA); // Sign-agreement gate removed - see UpdateWeightsAdam's comment above for why. matrix_w[shift_w] = clamp(matrix_w[shift_w] + delta, -MAX_WEIGHT, MAX_WEIGHT); matrix_m[shift_w] = mt; matrix_v[shift_w] = vt; } }; //+------------------------------------------------------------------+ //| LSTM (CNeuronLSTMOCL) - derived from scratch from the standard | //| LSTM equations (NOT ported from any reference implementation). | //| Single-timestep-truncated BPTT: gradient does not flow back into | //| h_prev/c_prev from a previous step - only this step's gates and | //| weights receive gradient. Adam-only optimizer. | //| Weight layout: 4 gates (order: forget, input, output, candidate), | //| each a block of H*(I+H+1) floats - per hidden unit: H weights on | //| h_prev, I weights on the current input, 1 bias. | //+------------------------------------------------------------------+ __kernel void LSTM_Gates(__global float *matrix_w, __global float *hidden_prev, __global float *inputs, __global float *concatenated, int hidden_size, int input_size) { int id = get_global_id(0); int gate = get_global_id(1); int per_gate = hidden_size * (hidden_size + input_size + 1); int shift = gate * per_gate + id * (hidden_size + input_size + 1); float sum = 0.0f; for(int k = 0; k < hidden_size; k++) sum += hidden_prev[k] * matrix_w[shift + k]; for(int k = 0; k < input_size; k++) sum += inputs[k] * matrix_w[shift + hidden_size + k]; sum += matrix_w[shift + hidden_size + input_size]; float val = (gate < 3) ? (1.0f / (1.0f + exp(-sum))) : tanh(sum); concatenated[gate * hidden_size + id] = val; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void LSTM_State(__global float *concatenated, __global float *memory, __global float *hidden_prev, __global float *hidden_cache, __global float *output, int hidden_size) { int id = get_global_id(0); float f = concatenated[id]; float ii = concatenated[hidden_size + id]; float o = concatenated[2 * hidden_size + id]; float g = concatenated[3 * hidden_size + id]; float c_prev = memory[id]; memory[hidden_size + id] = c_prev; float c_t = f * c_prev + ii * g; memory[id] = c_t; hidden_cache[id] = hidden_prev[id]; output[id] = o * tanh(c_t); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void LSTM_GateGradient(__global float *gradient, __global float *memory, __global float *concatenated, __global float *concatenated_gradient, int hidden_size) { int id = get_global_id(0); float c_t = memory[id]; float c_prev = memory[hidden_size + id]; float f = concatenated[id]; float ii = concatenated[hidden_size + id]; float o = concatenated[2 * hidden_size + id]; float g = concatenated[3 * hidden_size + id]; float t = tanh(c_t); float dh = gradient[id]; // Derivative floor on every gate below - see MIN_ACTIVATION_DERIVATIVE's declaration comment. // LSTM gates are sigmoid/tanh by design and routinely sit near their saturated extremes (a fully // "open" or "closed" gate), which is exactly where an unfloored derivative goes to zero and // blocks gradient from flowing through the recurrent path at all. float dc = dh * o * fmax(MIN_ACTIVATION_DERIVATIVE, 1 - t * t); concatenated_gradient[2 * hidden_size + id] = dh * t * fmax(MIN_ACTIVATION_DERIVATIVE, o * (1 - o)); // output gate concatenated_gradient[id] = dc * c_prev * fmax(MIN_ACTIVATION_DERIVATIVE, f * (1 - f)); // forget gate concatenated_gradient[hidden_size + id] = dc * g * fmax(MIN_ACTIVATION_DERIVATIVE, ii * (1 - ii)); // input gate concatenated_gradient[3 * hidden_size + id] = dc * ii * fmax(MIN_ACTIVATION_DERIVATIVE, 1 - g * g); // candidate } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void LSTM_WeightsGradient(__global float *concatenated_gradient, __global float *hidden_cache, __global float *inputs, __global float *weights_gradient, int hidden_size, int input_size) { int wi = get_global_id(0); int per_gate = hidden_size * (hidden_size + input_size + 1); int gate = wi / per_gate; int rem = wi % per_gate; int id = rem / (hidden_size + input_size + 1); int k = rem % (hidden_size + input_size + 1); float inp = (k < hidden_size ? hidden_cache[k] : (k < hidden_size + input_size ? inputs[k - hidden_size] : 1.0f)); weights_gradient[wi] = concatenated_gradient[gate * hidden_size + id] * inp; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void LSTM_InputsGradient(__global float *concatenated_gradient, __global float *matrix_w, __global float *inputs_gradient, int hidden_size, int input_size) { int j = get_global_id(0); int per_gate = hidden_size * (hidden_size + input_size + 1); float sum = 0.0f; for(int gate = 0; gate < 4; gate++) for(int id = 0; id < hidden_size; id++) sum += concatenated_gradient[gate * hidden_size + id] * matrix_w[gate * per_gate + id * (hidden_size + input_size + 1) + hidden_size + j]; inputs_gradient[j] = sum; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void LSTM_UpdateWeightsAdam(__global float *matrix_w, __global float *weights_gradient, __global float *matrix_m, __global float *matrix_v, float l, float b1, float b2) { int wi = get_global_id(0); float g = weights_gradient[wi]; float mt = b1 * matrix_m[wi] + (1 - b1) * g; float vt = sqrt(b2 * matrix_v[wi] + (1 - b2) * g * g); float delta = clamp(l * mt / (vt > 0 ? vt : l * 10) - l * WEIGHT_DECAY * matrix_w[wi], -MAX_WEIGHT_DELTA, MAX_WEIGHT_DELTA); // Sign-agreement gate removed - see UpdateWeightsAdam's comment above for why. matrix_w[wi] = clamp(matrix_w[wi] + delta, -MAX_WEIGHT, MAX_WEIGHT); matrix_m[wi] = mt; matrix_v[wi] = vt; }; //+------------------------------------------------------------------+ //| SGD+momentum counterpart to LSTM_UpdateWeightsAdam above - same | //| flat (already-elementwise) weights_gradient/matrix_dw layout, just| //| the classic heavy-ball update instead of Adam's per-parameter step| //+------------------------------------------------------------------+ __kernel void LSTM_UpdateWeightsMomentum(__global float *matrix_w, __global float *weights_gradient, __global float *matrix_dw, float learning_rates, float momentum) { int wi = get_global_id(0); float delta = learning_rates * weights_gradient[wi] + momentum * matrix_dw[wi]; matrix_dw[wi] = delta; matrix_w[wi] = clamp(matrix_w[wi] + delta, -MAX_WEIGHT, MAX_WEIGHT); };