SHOGUN
4.2.0
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A Restricted Boltzmann Machine.
An RBM is an energy based probabilistic model. It consists of two groups of variables: the visible variables \( v \) and the hidden variables \( h \). The key assumption that RBMs make is that the hidden units are conditionally independent given the visible units, and vice versa.
The energy function for RBMs with binary visible units is defined as:
\[ E(v,h) = - b^T v - c^T h - h^T Wv \]
and for RBMs with gaussian (linear) visible units:
\[ E(v,h) = v^T v - b^T v - c^T h - h^T Wv \]
where \( b \) is the bias vector for the visible units, \( c \) is the bias vector for the hidden units, and \( W \) is the weight matrix.
The probability distribution is defined through the energy fucntion as:
\[ P(v,h) = \frac{exp(-E(v,h))}{\sum_{v,h} exp(-E(v,h))} \]
The above definitions along with the independence assumptions result in the following conditionals:
\[ P(h=1|v) = \frac{1}{1+exp(-Wv-c)} \quad \text{for binary hidden units} \]
\[ P(v=1|h) = \frac{1}{1+exp(-W^T h-b)} \quad \text{for binary visible units} \]
\[ P(v|h) \sim \mathcal{N} (W^T h + b,1) \quad \text{for gaussian visible units} \]
Note that when using gaussian visible units, the inputs should be normalized to have zero mean and unity standard deviation.
This class supports having multiple types of visible units in the same RBM. The visible units are divided into groups where each group can have its own type. The hidden units however are just one group of binary units.
Samples can be drawn from the model using Gibbs sampling.
Training is done using contrastive divergence [Hinton, 2002] or persistent contrastive divergence [Tieleman, 2008] (default).
Training progress can be monitored using the reconstruction error (default), which is the average squared difference between a training batch and the RBM's reconstruction of it. The reconstruction is generated using one step of gibbs sampling. Progress can also be monitored using the pseudo-log-likelihood which is an approximation to the log-likelihood. However, this is currently only supported for binary visible units.
The rows of the visible_state matrix are divided into groups, one for each group of visible units. For example, if we have 3 groups of visible units: group 0 with 10 units, group 1 with 5 units, and group 2 with 6 units, the states of group 0 will be stored in visible_state[0:10,:], the states of group 1 will stored in visible_state[10:15,:], and the states of group 2 will be stored in visible_state[15:21,:]. Note that the groups are numbered by the order in which they where added to the RBM using add_visible_group()
Public Member Functions | |
CRBM () | |
CRBM (int32_t num_hidden) | |
CRBM (int32_t num_hidden, int32_t num_visible, ERBMVisibleUnitType visible_unit_type=RBMVUT_BINARY) | |
virtual | ~CRBM () |
virtual void | add_visible_group (int32_t num_units, ERBMVisibleUnitType unit_type) |
virtual void | initialize_neural_network (float64_t sigma=0.01) |
virtual void | set_batch_size (int32_t batch_size) |
virtual void | train (CDenseFeatures< float64_t > *features) |
virtual void | sample (int32_t num_gibbs_steps=1, int32_t batch_size=1) |
virtual CDenseFeatures < float64_t > * | sample_group (int32_t V, int32_t num_gibbs_steps=1, int32_t batch_size=1) |
virtual void | sample_with_evidence (int32_t E, CDenseFeatures< float64_t > *evidence, int32_t num_gibbs_steps=1) |
virtual CDenseFeatures < float64_t > * | sample_group_with_evidence (int32_t V, int32_t E, CDenseFeatures< float64_t > *evidence, int32_t num_gibbs_steps=1) |
virtual void | reset_chain () |
virtual float64_t | free_energy (SGMatrix< float64_t > visible, SGMatrix< float64_t > buffer=SGMatrix< float64_t >()) |
virtual void | free_energy_gradients (SGMatrix< float64_t > visible, SGVector< float64_t > gradients, bool positive_phase=true, SGMatrix< float64_t > hidden_mean_given_visible=SGMatrix< float64_t >()) |
virtual void | contrastive_divergence (SGMatrix< float64_t > visible_batch, SGVector< float64_t > gradients) |
virtual float64_t | reconstruction_error (SGMatrix< float64_t > visible, SGMatrix< float64_t > buffer=SGMatrix< float64_t >()) |
virtual float64_t | pseudo_likelihood (SGMatrix< float64_t > visible, SGMatrix< float64_t > buffer=SGMatrix< float64_t >()) |
virtual CDenseFeatures < float64_t > * | visible_state_features () |
virtual SGVector< float64_t > | get_parameters () |
virtual SGMatrix< float64_t > | get_weights (SGVector< float64_t > p=SGVector< float64_t >()) |
virtual SGVector< float64_t > | get_hidden_bias (SGVector< float64_t > p=SGVector< float64_t >()) |
virtual SGVector< float64_t > | get_visible_bias (SGVector< float64_t > p=SGVector< float64_t >()) |
virtual int32_t | get_num_parameters () |
virtual const char * | get_name () const |
virtual CSGObject * | shallow_copy () const |
virtual CSGObject * | deep_copy () const |
virtual bool | is_generic (EPrimitiveType *generic) const |
template<class T > | |
void | set_generic () |
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void | set_generic () |
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void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
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void | set_generic () |
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void | set_generic () |
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void | set_generic () |
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void | set_generic () |
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void | set_generic () |
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void | set_generic () |
void | unset_generic () |
virtual void | print_serializable (const char *prefix="") |
virtual bool | save_serializable (CSerializableFile *file, const char *prefix="") |
virtual bool | load_serializable (CSerializableFile *file, const char *prefix="") |
void | set_global_io (SGIO *io) |
SGIO * | get_global_io () |
void | set_global_parallel (Parallel *parallel) |
Parallel * | get_global_parallel () |
void | set_global_version (Version *version) |
Version * | get_global_version () |
SGStringList< char > | get_modelsel_names () |
void | print_modsel_params () |
char * | get_modsel_param_descr (const char *param_name) |
index_t | get_modsel_param_index (const char *param_name) |
void | build_gradient_parameter_dictionary (CMap< TParameter *, CSGObject * > *dict) |
bool | has (const std::string &name) const |
template<typename T > | |
bool | has (const Tag< T > &tag) const |
template<typename T , typename U = void> | |
bool | has (const std::string &name) const |
template<typename T > | |
void | set (const Tag< T > &_tag, const T &value) |
template<typename T , typename U = void> | |
void | set (const std::string &name, const T &value) |
template<typename T > | |
T | get (const Tag< T > &_tag) const |
template<typename T , typename U = void> | |
T | get (const std::string &name) const |
virtual void | update_parameter_hash () |
virtual bool | parameter_hash_changed () |
virtual bool | equals (CSGObject *other, float64_t accuracy=0.0, bool tolerant=false) |
virtual CSGObject * | clone () |
Public Attributes | |
int32_t | cd_num_steps |
bool | cd_persistent |
bool | cd_sample_visible |
float64_t | l2_coefficient |
float64_t | l1_coefficient |
int32_t | monitoring_interval |
ERBMMonitoringMethod | monitoring_method |
int32_t | max_num_epochs |
int32_t | gd_mini_batch_size |
float64_t | gd_learning_rate |
float64_t | gd_learning_rate_decay |
float64_t | gd_momentum |
SGMatrix< float64_t > | hidden_state |
SGMatrix< float64_t > | visible_state |
SGIO * | io |
Parallel * | parallel |
Version * | version |
Parameter * | m_parameters |
Parameter * | m_model_selection_parameters |
Parameter * | m_gradient_parameters |
uint32_t | m_hash |
Protected Member Functions | |
virtual void | mean_hidden (SGMatrix< float64_t > visible, SGMatrix< float64_t > result) |
virtual void | mean_visible (SGMatrix< float64_t > hidden, SGMatrix< float64_t > result) |
virtual void | sample_hidden (SGMatrix< float64_t > mean, SGMatrix< float64_t > result) |
virtual void | sample_visible (SGMatrix< float64_t > mean, SGMatrix< float64_t > result) |
virtual void | sample_visible (int32_t index, SGMatrix< float64_t > mean, SGMatrix< float64_t > result) |
virtual void | load_serializable_pre () throw (ShogunException) |
virtual void | load_serializable_post () throw (ShogunException) |
virtual void | save_serializable_pre () throw (ShogunException) |
virtual void | save_serializable_post () throw (ShogunException) |
template<typename T > | |
void | register_param (Tag< T > &_tag, const T &value) |
template<typename T > | |
void | register_param (const std::string &name, const T &value) |
Protected Attributes | |
int32_t | m_num_hidden |
int32_t | m_num_visible |
int32_t | m_batch_size |
int32_t | m_num_visible_groups |
CDynamicArray< int32_t > * | m_visible_group_types |
CDynamicArray< int32_t > * | m_visible_group_sizes |
CDynamicArray< int32_t > * | m_visible_state_offsets |
int32_t | m_num_params |
SGVector< float64_t > | m_params |
Friends | |
class | CDeepBeliefNetwork |
CRBM | ( | int32_t | num_hidden | ) |
Constructs an RBM with no visible units. The visible units can be added later using add_visible_group()
num_hidden | Number of hidden units |
CRBM | ( | int32_t | num_hidden, |
int32_t | num_visible, | ||
ERBMVisibleUnitType | visible_unit_type = RBMVUT_BINARY |
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Builds a dictionary of all parameters in SGObject as well of those of SGObjects that are parameters of this object. Dictionary maps parameters to the objects that own them.
dict | dictionary of parameters to be built. |
Definition at line 630 of file SGObject.cpp.
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Creates a clone of the current object. This is done via recursively traversing all parameters, which corresponds to a deep copy. Calling equals on the cloned object always returns true although none of the memory of both objects overlaps.
Definition at line 747 of file SGObject.cpp.
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Computes the gradients using contrastive divergence
visible_batch | States of the visible units |
gradients | Array in which the results are stored. Length get_num_parameters() |
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A deep copy. All the instance variables will also be copied.
Definition at line 231 of file SGObject.cpp.
Recursively compares the current SGObject to another one. Compares all registered numerical parameters, recursion upon complex (SGObject) parameters. Does not compare pointers!
May be overwritten but please do with care! Should not be necessary in most cases.
other | object to compare with |
accuracy | accuracy to use for comparison (optional) |
tolerant | allows linient check on float equality (within accuracy) |
Definition at line 651 of file SGObject.cpp.
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Computes the average free energy on a given batch of visible unit states.
The free energy for a vector \( v \) is defined as:
\[ F(v) = - log(\sum_h exp(-E(v,h)) \]
which yields the following (in vectorized form):
\[ F(v) = -b^T v - \sum log(1+exp(Wv+c)) \quad \text{for binary visible units}\]
\[ F(v) = \frac{1}{2} v^T v - b^T v - \sum log(1+exp(Wv+c)) \quad \text{for gaussian visible units}\]
visible | States of the visible units |
buffer | A matrix of size num_hidden*batch_size. used as a buffer during computation. If not given, a new matrix is allocated and used as a buffer. |
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Computes the gradients of the free energy function with respect to the RBM's parameters
visible | States of the visible units |
gradients | Array in which the results are stored. Length get_num_parameters() |
positive_phase | If true, the result vector is reset to zero and the gradients are added to it with a positive sign. If false, the result vector is not reset and the gradients are added to it with a negative sign. This is useful during contrastive divergence. |
hidden_mean_given_visible | Means of the hidden states given the visible states. If not given, means will be computed by calling mean_hidden() |
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Getter for a class parameter, identified by a Tag. Throws an exception if the class does not have such a parameter.
_tag | name and type information of parameter |
Definition at line 367 of file SGObject.h.
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Getter for a class parameter, identified by a name. Throws an exception if the class does not have such a parameter.
name | name of the parameter |
Definition at line 388 of file SGObject.h.
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Definition at line 531 of file SGObject.cpp.
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Returns description of a given parameter string, if it exists. SG_ERROR otherwise
param_name | name of the parameter |
Definition at line 555 of file SGObject.cpp.
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Returns index of model selection parameter with provided index
param_name | name of model selection parameter |
Definition at line 568 of file SGObject.cpp.
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Checks if object has a class parameter identified by a name.
name | name of the parameter |
Definition at line 289 of file SGObject.h.
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Checks if object has a class parameter identified by a Tag.
tag | tag of the parameter containing name and type information |
Definition at line 301 of file SGObject.h.
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Checks if a type exists for a class parameter identified by a name.
name | name of the parameter |
Definition at line 312 of file SGObject.h.
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If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.
generic | set to the type of the generic if returning TRUE |
Definition at line 329 of file SGObject.cpp.
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Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!
file | where to load from |
prefix | prefix for members |
Definition at line 402 of file SGObject.cpp.
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protectedvirtualinherited |
Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_POST is called.
ShogunException | will be thrown if an error occurs. |
Reimplemented in CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel, and CExponentialKernel.
Definition at line 459 of file SGObject.cpp.
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protectedvirtualinherited |
Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_PRE is called.
ShogunException | will be thrown if an error occurs. |
Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.
Definition at line 454 of file SGObject.cpp.
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Definition at line 295 of file SGObject.cpp.
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prints all parameter registered for model selection and their type
Definition at line 507 of file SGObject.cpp.
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prints registered parameters out
prefix | prefix for members |
Definition at line 341 of file SGObject.cpp.
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Computes an approximation to the pseudo-likelihood. See this tutorial for more details. Only works with binary visible units
visible | States of the visible units |
buffer | A matrix of size num_visible*batch_size. used as a buffer during computation. If not given, a new matrix is allocated and used as a buffer. |
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Computes the average reconstruction error which is defined as:
\[ E = \frac{1}{N} \sum_i (v_i - \widetilde{v})^2 \]
where \( \widetilde{v} \) is computed using one step of gibbs sampling and \( N \) is the batch size
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Registers a class parameter which is identified by a tag. This enables the parameter to be modified by set() and retrieved by get(). Parameters can be registered in the constructor of the class.
_tag | name and type information of parameter |
value | value of the parameter |
Definition at line 439 of file SGObject.h.
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Registers a class parameter which is identified by a name. This enables the parameter to be modified by set() and retrieved by get(). Parameters can be registered in the constructor of the class.
name | name of the parameter |
value | value of the parameter along with type information |
Definition at line 452 of file SGObject.h.
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Draws samples from the marginal distribution of the visible units using Gibbs sampling. The sampling starts from the values in the RBM's visible_state matrix and result of the sampling is stored there too.
num_gibbs_steps | Number of Gibbs sampling steps |
batch_size | Number of samples to be drawn. A seperate chain is used for each sample |
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Draws Samples from \( P(V) \) where \( V \) is one of the visible unit groups. The sampling starts from the values in the RBM's visible_state matrix and result of the sampling is stored there too.
V | Index of the visible unit group to be sampled |
num_gibbs_steps | Number of Gibbs sampling steps |
batch_size | Number of samples to be drawn. A seperate chain is used for each sample |
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Draws Samples from \( P(V|E=evidence) \) where \( E \) is one of the visible unit groups and \( V \) is another visible unit group. The sampling starts from the values in the RBM's visible_state matrix and result of the sampling is stored there too.
V | Index of the visible unit group to be sampled |
E | Index of the evidence visible unit group |
evidence | States of the evidence visible unit group |
num_gibbs_steps | Number of Gibbs sampling steps |
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Draws Samples from \( P(V|E=evidence) \) where \( E \) is one of the visible unit groups and \( V \) is all the visible unit excluding the ones in group \( E \). The sampling starts from the values in the RBM's visible_state matrix and result of the sampling is stored there too.
E | Index of the evidence visible unit group |
evidence | States of the evidence visible unit group |
num_gibbs_steps | Number of Gibbs sampling steps |
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Save this object to file.
file | where to save the object; will be closed during returning if PREFIX is an empty string. |
prefix | prefix for members |
Definition at line 347 of file SGObject.cpp.
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Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_POST is called.
ShogunException | will be thrown if an error occurs. |
Reimplemented in CKernel.
Definition at line 469 of file SGObject.cpp.
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protectedvirtualinherited |
Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_PRE is called.
ShogunException | will be thrown if an error occurs. |
Reimplemented in CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.
Definition at line 464 of file SGObject.cpp.
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Setter for a class parameter, identified by a Tag. Throws an exception if the class does not have such a parameter.
_tag | name and type information of parameter |
value | value of the parameter |
Definition at line 328 of file SGObject.h.
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Setter for a class parameter, identified by a name. Throws an exception if the class does not have such a parameter.
name | name of the parameter |
value | value of the parameter along with type information |
Definition at line 354 of file SGObject.h.
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Definition at line 74 of file SGObject.cpp.
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Definition at line 79 of file SGObject.cpp.
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Definition at line 84 of file SGObject.cpp.
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Definition at line 89 of file SGObject.cpp.
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Definition at line 94 of file SGObject.cpp.
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Definition at line 99 of file SGObject.cpp.
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Definition at line 104 of file SGObject.cpp.
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Definition at line 109 of file SGObject.cpp.
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Definition at line 114 of file SGObject.cpp.
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Definition at line 119 of file SGObject.cpp.
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Definition at line 124 of file SGObject.cpp.
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Definition at line 129 of file SGObject.cpp.
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Definition at line 134 of file SGObject.cpp.
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Definition at line 139 of file SGObject.cpp.
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Definition at line 144 of file SGObject.cpp.
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set generic type to T
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set the parallel object
parallel | parallel object to use |
Definition at line 274 of file SGObject.cpp.
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set the version object
version | version object to use |
Definition at line 316 of file SGObject.cpp.
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A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.
Reimplemented in CGaussianKernel.
Definition at line 225 of file SGObject.cpp.
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unset generic type
this has to be called in classes specializing a template class
Definition at line 336 of file SGObject.cpp.
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Updates the hash of current parameter combination
Definition at line 281 of file SGObject.cpp.
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Returns the states of the visible unit as CDenseFeatures<float64_t>
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int32_t cd_num_steps |
bool cd_persistent |
bool cd_sample_visible |
float64_t gd_learning_rate |
float64_t gd_learning_rate_decay |
int32_t gd_mini_batch_size |
float64_t gd_momentum |
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io
Definition at line 537 of file SGObject.h.
float64_t l1_coefficient |
float64_t l2_coefficient |
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parameters wrt which we can compute gradients
Definition at line 552 of file SGObject.h.
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Hash of parameter values
Definition at line 555 of file SGObject.h.
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model selection parameters
Definition at line 549 of file SGObject.h.
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parameters
Definition at line 546 of file SGObject.h.
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int32_t max_num_epochs |
int32_t monitoring_interval |
ERBMMonitoringMethod monitoring_method |
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parallel
Definition at line 540 of file SGObject.h.
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version
Definition at line 543 of file SGObject.h.