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Trading on the Edge
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Trading On The Edge - CD-ROM Toolkit (Wayzata Technology)(2031)(1994).bin
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freeman
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adaline.m
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Wrap
Text File
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1993-10-27
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4KB
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96 lines
BeginPackage["Adaline`"]
alcTest::usage = "alcTest[learnRate,numIters:250]"
calcMsc::usage = "calcMse[ioPairs,wtVec]"
alcXor::usage = "alcXor[learnRate,numInputs,ioPairs,numIters:250]"
testXor::usage = "testXor[ioPairs,weights]"
alcXorMin::usage = "alcXorMin[learnRate,numInputs,ioPairs,maxError]"
Begin["`Private`"] (* begin the private context *)
alcTest[learnRate_,numIters_:250] :=
Module[{eta=learnRate,wts,k,inputs,wtList,outDesired,outputs,outError},
wts = Table[Random[],{2}]; (* initialize weights *)
Print["Starting weights = ",wts];
Print["Learning rate = ",eta];
Print["Number of iterations = ",numIters];
inputs = {0,Random[Real,{0, 0.175}]};(* initialize input vector *)
k=1;
wtList=Table[
inputs[[1]] = N[Sin[Pi k/8]]+Random[Real,{0, 0.175}];
outDesired = N[2 Cos[Pi k/8]]; (* desired output *)
outputs = wts.inputs; (* actual output *)
outError = outDesired-outputs; (* error *)
wts += eta outError inputs; (* update weights *)
inputs[[2]]=inputs[[1]]; (* shift input values *)
k++; wts,{numIters}]; (* end of Table *)
Print["Final weight vector = ",wts];
wtPlot=ListPlot[wtList,PlotJoined->True] (* plot the weights *)
] (* end of Module *)
calcMse[ioPairs_,wtVec_] :=
Module[{errors,inputs,outDesired,outputs},
inputs = Map[First,ioPairs]; (* extract inputs *)
outDesired = Map[Last,ioPairs]; (* extract desired outputs *)
outputs = inputs . wtVec; (* calculate actual outputs *)
errors = Flatten[outDesired-outputs];
Return[errors.errors/Length[ioPairs]]
]
alcXor[learnRate_,numInputs_,ioPairs_,numIters_:250] :=
Module[{wts,eta=learnRate,errorList,inputs,outDesired,ourError,outputs},
SeedRandom[6460]; (* seed random number gen.*)
wts = Table[Random[],{numInputs}]; (* initialize weights *)
errorList=Table[ (* select ioPair at random *)
{inputs,outDesired} = ioPairs[[Random[Integer,{1,4}]]];
outputs = wts.inputs; (* actual output *)
outError = First[outDesired-outputs]; (* error *)
wts += eta outError inputs;
outError,{numIters}]; (* end of Table *)
ListPlot[errorList,PlotJoined->True];
Return[wts];
]; (* end of Module *)
testXor[ioPairs_,weights_] :=
Module[{errors,inputs,outDesired,outputs,wts,mse},
inputs = Map[First,ioPairs]; (* extract inputs *)
outDesired = Map[Last,ioPairs]; (* extract desired outputs *)
outputs = inputs . weights; (* calculate actual outputs *)
errors = outDesired-outputs;
mse=
Flatten[errors] . Flatten[errors]/Length[ioPairs];
Print["Inputs = ",inputs];
Print["Outputs = ",outputs];
Print["Errors = ",errors];
Print["Mean squared error = ",mse]
]
alcXorMin[learnRate_,numInputs_,ioPairs_,maxError_] :=
Module[{wts,eta=learnRate,errorList,inputs,outDesired,
meanSqError,done,k,ourError,outputs,errorPlot},
wts = Table[Random[],{numInputs}]; (* initialize weights *)
meanSqError = 0.0;
errorList={};
For[k=1;done=False,!done,k++, (* until done *)
(* select ioPair at random *)
{inputs,outDesired} = ioPairs[[Random[Integer,{1,4}]]];
outputs = wts.inputs; (* actual output *)
outError = First[outDesired-outputs]; (* error *)
wts += eta outError inputs; (* update weights *)
If[Mod[k,4]==0,meanSqError=calcMse[ioPairs,wts];
AppendTo[errorList, meanSqError]; ];
If[k>4 && meanSqError<maxError,done=True,Continue]; (* test for done *)
]; (* end of For *)
errorPlot=ListPlot[errorList,PlotJoined->True];
Return[wts];
] (* end of Module *)
End[] (* end the private context *)
EndPackage[] (* end the package context *)