Packages

c

scalation.analytics

NeuralNet_XL

class NeuralNet_XL extends Predictor with Error

The NeuralNet_XL class supports basic 3-layer (input, hidden and output) Neural Networks. Given several input and output vectors (training data), fit the weights connecting the layers, so that for a new input vector 'zi', the net can predict the output vector 'zo' ('zh' is the intermediate value at the hidden layer), i.e.,

zi --> zh = f (w * zi) --> zo = g (v * zh)

Note, w_0 and v_0 are treated as biases, so zi_0 and zh_0 must be 1.0.

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Error, Predictor, AnyRef, Any
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Instance Constructors

  1. new NeuralNet_XL(x: MatriD, y: MatriD, h: Int, eta: Double = 1.0)

    x

    the input matrix (training data consisting of m input vectors)

    y

    the output matrix (training data consisting of m output vectors)

    h

    the number of neurons in the hidden layer

    eta

    the learning/convergence rate

Value Members

  1. final def !=(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  2. final def ##(): Int
    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  4. final def asInstanceOf[T0]: T0
    Definition Classes
    Any
  5. val b: VectoD
    Attributes
    protected
    Definition Classes
    Predictor
  6. def backProp(): Unit

    Use back propagation to adjust the weight matrices 'w' and 'v' to make the predictions more accurate.

    Use back propagation to adjust the weight matrices 'w' and 'v' to make the predictions more accurate. First adjust the 'v' weights (hidden to output layer) and then move back to adjust the 'w' weights (input to hidden layer).

    See also

    http://ufldl.stanford.edu/wiki/index.php/Backpropagation_Algorithm

    http://www4.rgu.ac.uk/files/chapter3%20-%20bp.pdf

  7. def clone(): AnyRef
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @native() @throws( ... )
  8. def coefficient: VectoD

    Return the vector of coefficient/parameter values.

    Return the vector of coefficient/parameter values.

    Definition Classes
    Predictor
  9. val e: VectoD
    Attributes
    protected
    Definition Classes
    Predictor
  10. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  11. def equals(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  12. def eval(): Unit

    Compute the error and useful diagnostics.

    Compute the error and useful diagnostics. FIX

    Definition Classes
    NeuralNet_XL → Predictor
  13. def eval(xx: MatriD, yy: VectoD): Unit

    Compute the error and useful diagnostics for the test dataset.

    Compute the error and useful diagnostics for the test dataset.

    xx

    the test data matrix

    yy

    the test response vector FIX - implement in classes

    Definition Classes
    Predictor
  14. def finalize(): Unit
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  15. def fit: VectoD

    Return the quality of fit.

  16. def fit2: (MatriD, MatriD)

    Return the fit (weight matrix 'w' and weight matrix 'v').

    Return the fit (weight matrix 'w' and weight matrix 'v'). FIX - make compatible with Predictor

  17. def fitLabel: Seq[String]

    Return the labels for the fit.

  18. final def flaw(method: String, message: String): Unit
    Definition Classes
    Error
  19. final def getClass(): Class[_]
    Definition Classes
    AnyRef → Any
    Annotations
    @native()
  20. def hashCode(): Int
    Definition Classes
    AnyRef → Any
    Annotations
    @native()
  21. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  22. def minimizeError(xx: MatriD, yy: MatriD, ww: MatriD): Double

    Minimize the error in the prediction by adjusting the weight vector 'w'.

    Minimize the error in the prediction by adjusting the weight vector 'w'. The error 'eo' is simply the difference between the target value 'yi' and the predicted value 'zo'. Minimize 1/2 of the dot product of error with itself using gradient-descent.

    xx

    the effective input layer training data/matrix

    yy

    the effective output layer training data/matrix

    ww

    the weights between these two layers

  23. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  24. final def notify(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  25. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  26. def predict(zi: VectoD): Double

    Given an input vector 'zi', predict the output/response scalar 'zo(0)'.

    Given an input vector 'zi', predict the output/response scalar 'zo(0)'. May use this method if the output is one dimensional or interested in 1st value.

    zi

    the new input vector

    Definition Classes
    NeuralNet_XL → Predictor
  27. def predict(z: VectoI): Double

    Given a new discrete data vector z, predict the y-value of f(z).

    Given a new discrete data vector z, predict the y-value of f(z).

    z

    the vector to use for prediction

    Definition Classes
    Predictor
  28. def predictAll(zi: MatriD): MatriD

    Given several input vectors 'zi', predict the output/response vectors 'zo'.

    Given several input vectors 'zi', predict the output/response vectors 'zo'.

    zi

    the new input vectors (stored as rows in a matrix)

  29. def predictAll(zi: VectoD): VectoD

    Given an input vector 'zi', predict the output/response vector 'zo'.

    Given an input vector 'zi', predict the output/response vector 'zo'. For the hidden to output layer bias, prepend the hidden values with a one (_11).

    zi

    the new input vector

  30. def residual: VectoD

    Return the vector of residuals/errors.

    Return the vector of residuals/errors.

    Definition Classes
    Predictor
  31. def setWeights(i: Int = 0): Unit

    Set the initial weight matrices 'w' and 'v' randomly with a value in (0, 1) before training.

    Set the initial weight matrices 'w' and 'v' randomly with a value in (0, 1) before training.

    i

    the random number stream to use

  32. def setWeights(w0: MatriD, v0: MatriD): Unit

    Set the initial weight matrices 'w and 'v' manually before training.

    Set the initial weight matrices 'w and 'v' manually before training.

    w0

    the initial weights for w

    v0

    the initial weights for v

  33. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  34. def toString(): String
    Definition Classes
    AnyRef → Any
  35. def train(yy: VectoD = y.col(0)): NeuralNet_XL

    Given training data 'x' and 'y', fit the weight matrices 'w' and 'v'.

    Given training data 'x' and 'y', fit the weight matrices 'w' and 'v'.

    yy

    the response vector

    Definition Classes
    NeuralNet_XL → Predictor
  36. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  37. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  38. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @throws( ... )

Inherited from Error

Inherited from Predictor

Inherited from AnyRef

Inherited from Any

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