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Simulated Annealing for ANN_MLP training method (#10213)

* Simulated Annealing for ANN_MLP training method

* EXPECT_LT

* just to test new data

* manage RNG

* Try again

* Just run buildbot with new data

* try to understand

* Test layer

* New data- new test

* Force RNG in backprop

* Use Impl to avoid virtual method

* reset all weights

* try to solve ABI

* retry

* ABI solved?

* till problem with dynamic_cast

* Something is wrong

* Solved?

* disable backprop test

* remove ANN_MLP_ANNEALImpl

* Disable weight in varmap

* Add example for SimulatedAnnealing
This commit is contained in:
LaurentBerger
2017-12-15 11:57:39 +01:00
committed by Vadim Pisarevsky
parent 6df8ac0342
commit 7ad308ea47
5 changed files with 685 additions and 26 deletions
+340 -18
View File
@@ -42,6 +42,7 @@
namespace cv { namespace ml {
struct AnnParams
{
AnnParams()
@@ -51,6 +52,8 @@ struct AnnParams
bpDWScale = bpMomentScale = 0.1;
rpDW0 = 0.1; rpDWPlus = 1.2; rpDWMinus = 0.5;
rpDWMin = FLT_EPSILON; rpDWMax = 50.;
initialT=10;finalT=0.1,coolingRatio=0.95;itePerStep=10;
}
TermCriteria termCrit;
@@ -64,6 +67,11 @@ struct AnnParams
double rpDWMinus;
double rpDWMin;
double rpDWMax;
double initialT;
double finalT;
double coolingRatio;
int itePerStep;
};
template <typename T>
@@ -72,13 +80,208 @@ inline T inBounds(T val, T min_val, T max_val)
return std::min(std::max(val, min_val), max_val);
}
class ANN_MLPImpl : public ANN_MLP
SimulatedAnnealingSolver::~SimulatedAnnealingSolver()
{
if (impl) delete impl;
}
void SimulatedAnnealingSolver::init()
{
impl = new SimulatedAnnealingSolver::Impl();
}
void SimulatedAnnealingSolver::setIterPerStep(int ite)
{
CV_Assert(ite>0);
impl->iterPerStep = ite;
}
int SimulatedAnnealingSolver::run()
{
CV_Assert(impl->initialT>impl->finalT);
double Ti = impl->initialT;
double previousEnergy = energy();
int exchange = 0;
while (Ti > impl->finalT)
{
for (int i = 0; i < impl->iterPerStep; i++)
{
changedState();
double newEnergy = energy();
if (newEnergy < previousEnergy)
{
previousEnergy = newEnergy;
}
else
{
double r = impl->rEnergy.uniform(double(0.0), double(1.0));
if (r < exp(-(newEnergy - previousEnergy) / Ti))
{
previousEnergy = newEnergy;
exchange++;
}
else
reverseChangedState();
}
}
Ti *= impl->coolingRatio;
}
impl->finalT = Ti;
return exchange;
}
void SimulatedAnnealingSolver::setInitialTemperature(double x)
{
CV_Assert(x>0);
impl->initialT = x;
};
void SimulatedAnnealingSolver::setFinalTemperature(double x)
{
CV_Assert(x>0);
impl->finalT = x;
};
double SimulatedAnnealingSolver::getFinalTemperature()
{
return impl->finalT;
};
void SimulatedAnnealingSolver::setCoolingRatio(double x)
{
CV_Assert(x>0 && x<1);
impl->coolingRatio = x;
};
class SimulatedAnnealingANN_MLP : public ml::SimulatedAnnealingSolver
{
public:
ml::ANN_MLP *nn;
Ptr<ml::TrainData> data;
int nbVariables;
vector<double*> adrVariables;
RNG rVar;
RNG rIndex;
double varTmp;
int index;
SimulatedAnnealingANN_MLP(ml::ANN_MLP *x, Ptr<ml::TrainData> d) : nn(x), data(d)
{
initVarMap();
};
void changedState()
{
index = rIndex.uniform(0, nbVariables);
double dv = rVar.uniform(-1.0, 1.0);
varTmp = *adrVariables[index];
*adrVariables[index] = dv;
};
void reverseChangedState()
{
*adrVariables[index] = varTmp;
};
double energy() { return nn->calcError(data, false, noArray()); }
protected:
void initVarMap()
{
Mat l = nn->getLayerSizes();
nbVariables = 0;
adrVariables.clear();
for (int i = 1; i < l.rows-1; i++)
{
Mat w = nn->getWeights(i);
for (int j = 0; j < w.rows; j++)
{
for (int k = 0; k < w.cols; k++, nbVariables++)
{
if (j == w.rows - 1)
{
adrVariables.push_back(&w.at<double>(w.rows - 1, k));
}
else
{
adrVariables.push_back(&w.at<double>(j, k));
}
}
}
}
}
};
double ANN_MLP::getAnnealInitialT() const
{
const ANN_MLP_ANNEAL* this_ = dynamic_cast<const ANN_MLP_ANNEAL*>(this);
if (!this_)
CV_Error(Error::StsNotImplemented, "the class is not ANN_MLP_ANNEAL");
return this_->getAnnealInitialT();
}
void ANN_MLP::setAnnealInitialT(double val)
{
ANN_MLP_ANNEAL* this_ = dynamic_cast<ANN_MLP_ANNEAL*>(this);
if (!this_)
CV_Error(Error::StsNotImplemented, "the class is not ANN_MLP_ANNEAL");
this_->setAnnealInitialT(val);
}
double ANN_MLP::getAnnealFinalT() const
{
const ANN_MLP_ANNEAL* this_ = dynamic_cast<const ANN_MLP_ANNEAL*>(this);
if (!this_)
CV_Error(Error::StsNotImplemented, "the class is not ANN_MLP_ANNEAL");
return this_->getAnnealFinalT();
}
void ANN_MLP::setAnnealFinalT(double val)
{
ANN_MLP_ANNEAL* this_ = dynamic_cast<ANN_MLP_ANNEAL*>(this);
if (!this_)
CV_Error(Error::StsNotImplemented, "the class is not ANN_MLP_ANNEAL");
this_->setAnnealFinalT(val);
}
double ANN_MLP::getAnnealCoolingRatio() const
{
const ANN_MLP_ANNEAL* this_ = dynamic_cast<const ANN_MLP_ANNEAL*>(this);
if (!this_)
CV_Error(Error::StsNotImplemented, "the class is not ANN_MLP_ANNEAL");
return this_->getAnnealCoolingRatio();
}
void ANN_MLP::setAnnealCoolingRatio(double val)
{
ANN_MLP_ANNEAL* this_ = dynamic_cast<ANN_MLP_ANNEAL*>(this);
if (!this_)
CV_Error(Error::StsNotImplemented, "the class is not ANN_MLP_ANNEAL");
this_->setAnnealCoolingRatio(val);
}
int ANN_MLP::getAnnealItePerStep() const
{
const ANN_MLP_ANNEAL* this_ = dynamic_cast<const ANN_MLP_ANNEAL*>(this);
if (!this_)
CV_Error(Error::StsNotImplemented, "the class is not ANN_MLP_ANNEAL");
return this_->getAnnealItePerStep();
}
void ANN_MLP::setAnnealItePerStep(int val)
{
ANN_MLP_ANNEAL* this_ = dynamic_cast<ANN_MLP_ANNEAL*>(this);
if (!this_)
CV_Error(Error::StsNotImplemented, "the class is not ANN_MLP_ANNEAL");
this_->setAnnealItePerStep(val);
}
class ANN_MLPImpl : public ANN_MLP_ANNEAL
{
public:
ANN_MLPImpl()
{
clear();
setActivationFunction( SIGMOID_SYM, 0, 0 );
setActivationFunction( SIGMOID_SYM, 0, 0);
setLayerSizes(Mat());
setTrainMethod(ANN_MLP::RPROP, 0.1, FLT_EPSILON);
}
@@ -93,6 +296,10 @@ public:
CV_IMPL_PROPERTY(double, RpropDWMinus, params.rpDWMinus)
CV_IMPL_PROPERTY(double, RpropDWMin, params.rpDWMin)
CV_IMPL_PROPERTY(double, RpropDWMax, params.rpDWMax)
CV_IMPL_PROPERTY(double, AnnealInitialT, params.initialT)
CV_IMPL_PROPERTY(double, AnnealFinalT, params.finalT)
CV_IMPL_PROPERTY(double, AnnealCoolingRatio, params.coolingRatio)
CV_IMPL_PROPERTY(int, AnnealItePerStep, params.itePerStep)
void clear()
{
@@ -107,7 +314,7 @@ public:
void setTrainMethod(int method, double param1, double param2)
{
if (method != ANN_MLP::RPROP && method != ANN_MLP::BACKPROP)
if (method != ANN_MLP::RPROP && method != ANN_MLP::BACKPROP && method != ANN_MLP::ANNEAL)
method = ANN_MLP::RPROP;
params.trainMethod = method;
if(method == ANN_MLP::RPROP )
@@ -117,15 +324,30 @@ public:
params.rpDW0 = param1;
params.rpDWMin = std::max( param2, 0. );
}
else if(method == ANN_MLP::BACKPROP )
else if (method == ANN_MLP::BACKPROP)
{
if( param1 <= 0 )
if (param1 <= 0)
param1 = 0.1;
params.bpDWScale = inBounds<double>(param1, 1e-3, 1.);
if( param2 < 0 )
if (param2 < 0)
param2 = 0.1;
params.bpMomentScale = std::min( param2, 1. );
params.bpMomentScale = std::min(param2, 1.);
}
/* else if (method == ANN_MLP::ANNEAL)
{
if (param1 <= 0)
param1 = 10;
if (param2 <= 0 || param2>param1)
param2 = 0.1;
if (param3 <= 0 || param3 >=1)
param3 = 0.95;
if (param4 <= 0)
param4 = 10;
params.initialT = param1;
params.finalT = param2;
params.coolingRatio = param3;
params.itePerStep = param4;
}*/
}
int getTrainMethod() const
@@ -133,7 +355,7 @@ public:
return params.trainMethod;
}
void setActivationFunction(int _activ_func, double _f_param1, double _f_param2 )
void setActivationFunction(int _activ_func, double _f_param1, double _f_param2)
{
if( _activ_func < 0 || _activ_func > LEAKYRELU)
CV_Error( CV_StsOutOfRange, "Unknown activation function" );
@@ -779,13 +1001,33 @@ public:
termcrit.maxCount = std::max((params.termCrit.type & CV_TERMCRIT_ITER ? params.termCrit.maxCount : MAX_ITER), 1);
termcrit.epsilon = std::max((params.termCrit.type & CV_TERMCRIT_EPS ? params.termCrit.epsilon : DEFAULT_EPSILON), DBL_EPSILON);
int iter = params.trainMethod == ANN_MLP::BACKPROP ?
train_backprop( inputs, outputs, sw, termcrit ) :
train_rprop( inputs, outputs, sw, termcrit );
int iter = 0;
switch(params.trainMethod){
case ANN_MLP::BACKPROP:
iter = train_backprop(inputs, outputs, sw, termcrit);
break;
case ANN_MLP::RPROP:
iter = train_rprop(inputs, outputs, sw, termcrit);
break;
case ANN_MLP::ANNEAL:
iter = train_anneal(trainData);
break;
}
trained = iter > 0;
return trained;
}
int train_anneal(const Ptr<TrainData>& trainData)
{
SimulatedAnnealingANN_MLP t(this, trainData);
t.setFinalTemperature(params.finalT);
t.setInitialTemperature(params.initialT);
t.setCoolingRatio(params.coolingRatio);
t.setIterPerStep(params.itePerStep);
trained = true; // Enable call to CalcError
int iter = t.run();
trained =false;
return iter;
}
int train_backprop( const Mat& inputs, const Mat& outputs, const Mat& _sw, TermCriteria termCrit )
{
@@ -849,7 +1091,7 @@ public:
E = 0;
// shuffle indices
for( i = 0; i < count; i++ )
for( i = 0; i <count; i++ )
{
j = rng.uniform(0, count);
k = rng.uniform(0, count);
@@ -1200,7 +1442,7 @@ public:
fs << "dw_scale" << params.bpDWScale;
fs << "moment_scale" << params.bpMomentScale;
}
else if( params.trainMethod == ANN_MLP::RPROP )
else if (params.trainMethod == ANN_MLP::RPROP)
{
fs << "train_method" << "RPROP";
fs << "dw0" << params.rpDW0;
@@ -1209,6 +1451,14 @@ public:
fs << "dw_min" << params.rpDWMin;
fs << "dw_max" << params.rpDWMax;
}
else if (params.trainMethod == ANN_MLP::ANNEAL)
{
fs << "train_method" << "ANNEAL";
fs << "initialT" << params.initialT;
fs << "finalT" << params.finalT;
fs << "coolingRatio" << params.coolingRatio;
fs << "itePerStep" << params.itePerStep;
}
else
CV_Error(CV_StsError, "Unknown training method");
@@ -1270,7 +1520,7 @@ public:
f_param1 = (double)fn["f_param1"];
f_param2 = (double)fn["f_param2"];
setActivationFunction( activ_func, f_param1, f_param2 );
setActivationFunction( activ_func, f_param1, f_param2);
min_val = (double)fn["min_val"];
max_val = (double)fn["max_val"];
@@ -1290,7 +1540,7 @@ public:
params.bpDWScale = (double)tpn["dw_scale"];
params.bpMomentScale = (double)tpn["moment_scale"];
}
else if( tmethod_name == "RPROP" )
else if (tmethod_name == "RPROP")
{
params.trainMethod = ANN_MLP::RPROP;
params.rpDW0 = (double)tpn["dw0"];
@@ -1299,6 +1549,14 @@ public:
params.rpDWMin = (double)tpn["dw_min"];
params.rpDWMax = (double)tpn["dw_max"];
}
else if (tmethod_name == "ANNEAL")
{
params.trainMethod = ANN_MLP::ANNEAL;
params.initialT = (double)tpn["initialT"];
params.finalT = (double)tpn["finalT"];
params.coolingRatio = (double)tpn["coolingRatio"];
params.itePerStep = tpn["itePerStep"];
}
else
CV_Error(CV_StsParseError, "Unknown training method (should be BACKPROP or RPROP)");
@@ -1390,6 +1648,8 @@ public:
};
Ptr<ANN_MLP> ANN_MLP::create()
{
return makePtr<ANN_MLPImpl>();
@@ -1401,12 +1661,74 @@ Ptr<ANN_MLP> ANN_MLP::load(const String& filepath)
fs.open(filepath, FileStorage::READ);
CV_Assert(fs.isOpened());
Ptr<ANN_MLP> ann = makePtr<ANN_MLPImpl>();
((ANN_MLPImpl*)ann.get())->read(fs.getFirstTopLevelNode());
return ann;
}
double ANN_MLP_ANNEAL::getAnnealInitialT() const
{
const ANN_MLPImpl* this_ = dynamic_cast<const ANN_MLPImpl*>(this);
if (!this_)
CV_Error(Error::StsNotImplemented, "the class is not ANN_MLP_ANNEAL");
return this_->getAnnealInitialT();
}
}}
void ANN_MLP_ANNEAL::setAnnealInitialT(double val)
{
ANN_MLPImpl* this_ = dynamic_cast< ANN_MLPImpl*>(this);
if (!this_)
CV_Error(Error::StsNotImplemented, "the class is not ANN_MLP_ANNEAL");
this_->setAnnealInitialT(val);
}
double ANN_MLP_ANNEAL::getAnnealFinalT() const
{
const ANN_MLPImpl* this_ = dynamic_cast<const ANN_MLPImpl*>(this);
if (!this_)
CV_Error(Error::StsNotImplemented, "the class is not ANN_MLP_ANNEAL");
return this_->getAnnealFinalT();
}
void ANN_MLP_ANNEAL::setAnnealFinalT(double val)
{
ANN_MLPImpl* this_ = dynamic_cast<ANN_MLPImpl*>(this);
if (!this_)
CV_Error(Error::StsNotImplemented, "the class is not ANN_MLP_ANNEAL");
this_->setAnnealFinalT(val);
}
double ANN_MLP_ANNEAL::getAnnealCoolingRatio() const
{
const ANN_MLPImpl* this_ = dynamic_cast<const ANN_MLPImpl*>(this);
if (!this_)
CV_Error(Error::StsNotImplemented, "the class is not ANN_MLP_ANNEAL");
return this_->getAnnealCoolingRatio();
}
void ANN_MLP_ANNEAL::setAnnealCoolingRatio(double val)
{
ANN_MLPImpl* this_ = dynamic_cast< ANN_MLPImpl*>(this);
if (!this_)
CV_Error(Error::StsNotImplemented, "the class is not ANN_MLP_ANNEAL");
this_->setAnnealInitialT(val);
}
int ANN_MLP_ANNEAL::getAnnealItePerStep() const
{
const ANN_MLPImpl* this_ = dynamic_cast<const ANN_MLPImpl*>(this);
if (!this_)
CV_Error(Error::StsNotImplemented, "the class is not ANN_MLP_ANNEAL");
return this_->getAnnealItePerStep();
}
void ANN_MLP_ANNEAL::setAnnealItePerStep(int val)
{
ANN_MLPImpl* this_ = dynamic_cast<ANN_MLPImpl*>(this);
if (!this_)
CV_Error(Error::StsNotImplemented, "the class is not ANN_MLP_ANNEAL");
this_->setAnnealInitialT(val);
}
}}
/* End of file. */