| 1 |
efrain |
1 |
<?php
|
|
|
2 |
|
|
|
3 |
declare(strict_types=1);
|
|
|
4 |
|
|
|
5 |
namespace Phpml\Helper\Optimizer;
|
|
|
6 |
|
|
|
7 |
use Closure;
|
|
|
8 |
use Phpml\Exception\InvalidOperationException;
|
|
|
9 |
|
|
|
10 |
/**
|
|
|
11 |
* Batch version of Gradient Descent to optimize the weights
|
|
|
12 |
* of a classifier given samples, targets and the objective function to minimize
|
|
|
13 |
*/
|
|
|
14 |
class GD extends StochasticGD
|
|
|
15 |
{
|
|
|
16 |
/**
|
|
|
17 |
* Number of samples given
|
|
|
18 |
*
|
|
|
19 |
* @var int|null
|
|
|
20 |
*/
|
|
|
21 |
protected $sampleCount;
|
|
|
22 |
|
|
|
23 |
public function runOptimization(array $samples, array $targets, Closure $gradientCb): array
|
|
|
24 |
{
|
|
|
25 |
$this->samples = $samples;
|
|
|
26 |
$this->targets = $targets;
|
|
|
27 |
$this->gradientCb = $gradientCb;
|
|
|
28 |
$this->sampleCount = count($this->samples);
|
|
|
29 |
|
|
|
30 |
// Batch learning is executed:
|
|
|
31 |
$currIter = 0;
|
|
|
32 |
$this->costValues = [];
|
|
|
33 |
while ($this->maxIterations > $currIter++) {
|
|
|
34 |
$theta = $this->theta;
|
|
|
35 |
|
|
|
36 |
// Calculate update terms for each sample
|
|
|
37 |
[$errors, $updates, $totalPenalty] = $this->gradient($theta);
|
|
|
38 |
|
|
|
39 |
$this->updateWeightsWithUpdates($updates, $totalPenalty);
|
|
|
40 |
|
|
|
41 |
$this->costValues[] = array_sum($errors) / (int) $this->sampleCount;
|
|
|
42 |
|
|
|
43 |
if ($this->earlyStop($theta)) {
|
|
|
44 |
break;
|
|
|
45 |
}
|
|
|
46 |
}
|
|
|
47 |
|
|
|
48 |
$this->clear();
|
|
|
49 |
|
|
|
50 |
return $this->theta;
|
|
|
51 |
}
|
|
|
52 |
|
|
|
53 |
/**
|
|
|
54 |
* Calculates gradient, cost function and penalty term for each sample
|
|
|
55 |
* then returns them as an array of values
|
|
|
56 |
*/
|
|
|
57 |
protected function gradient(array $theta): array
|
|
|
58 |
{
|
|
|
59 |
$costs = [];
|
|
|
60 |
$gradient = [];
|
|
|
61 |
$totalPenalty = 0;
|
|
|
62 |
|
|
|
63 |
if ($this->gradientCb === null) {
|
|
|
64 |
throw new InvalidOperationException('Gradient callback is not defined');
|
|
|
65 |
}
|
|
|
66 |
|
|
|
67 |
foreach ($this->samples as $index => $sample) {
|
|
|
68 |
$target = $this->targets[$index];
|
|
|
69 |
|
|
|
70 |
$result = ($this->gradientCb)($theta, $sample, $target);
|
|
|
71 |
[$cost, $grad, $penalty] = array_pad($result, 3, 0);
|
|
|
72 |
|
|
|
73 |
$costs[] = $cost;
|
|
|
74 |
$gradient[] = $grad;
|
|
|
75 |
$totalPenalty += $penalty;
|
|
|
76 |
}
|
|
|
77 |
|
|
|
78 |
$totalPenalty /= $this->sampleCount;
|
|
|
79 |
|
|
|
80 |
return [$costs, $gradient, $totalPenalty];
|
|
|
81 |
}
|
|
|
82 |
|
|
|
83 |
protected function updateWeightsWithUpdates(array $updates, float $penalty): void
|
|
|
84 |
{
|
|
|
85 |
// Updates all weights at once
|
|
|
86 |
for ($i = 0; $i <= $this->dimensions; ++$i) {
|
|
|
87 |
if ($i === 0) {
|
|
|
88 |
$this->theta[0] -= $this->learningRate * array_sum($updates);
|
|
|
89 |
} else {
|
|
|
90 |
$col = array_column($this->samples, $i - 1);
|
|
|
91 |
|
|
|
92 |
$error = 0;
|
|
|
93 |
foreach ($col as $index => $val) {
|
|
|
94 |
$error += $val * $updates[$index];
|
|
|
95 |
}
|
|
|
96 |
|
|
|
97 |
$this->theta[$i] -= $this->learningRate *
|
|
|
98 |
($error + $penalty * $this->theta[$i]);
|
|
|
99 |
}
|
|
|
100 |
}
|
|
|
101 |
}
|
|
|
102 |
|
|
|
103 |
/**
|
|
|
104 |
* Clears the optimizer internal vars after the optimization process.
|
|
|
105 |
*/
|
|
|
106 |
protected function clear(): void
|
|
|
107 |
{
|
|
|
108 |
$this->sampleCount = null;
|
|
|
109 |
parent::clear();
|
|
|
110 |
}
|
|
|
111 |
}
|