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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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shared
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freeman
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backprop.m
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1993-10-27
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BeginPackage["Backpropagation`"]
sigmoid::usage = "sigmoid[x,opts___Rule]"
bpnTest::usage = "bpnTest[hiddenWts,outputWts,ioPairVectors,opts___Rule]"
bpnStandard::usage = "bpnStandard[inNumber, hidNumber, outNumber,ioPairs, eta, numIters]"
bpnBias::usage = "bpnBias[inNumber, hidNumber, outNumber,ioPairs, eta, numIters]"
bpnMomentum::usage = "bpnMomentum[inNumber,hidNumber,outNumber,ioPairs,eta,
alpha,numIters]"
bpnMomentumSmart::usage = "bpnMomentumSmart[inNumber,hidNumber,outNumber,ioPairs,eta,
alpha,numIters]"
bpnCompete::usage = "bpnCompete[inNumber,hidNumber,outNumber,ioPairs,eta,numIters]"
Begin["`Private`"] (* begin the private context *)
Options[sigmoid] = {xShift->0,yShift->0,temperature->1};
Options[bpnTest] = {printAll->False,bias->False};
sigmoid[x_,opts___Rule] :=
Module[{xshft,yshft,temp},
xshft = xShift /. {opts} /. Options[sigmoid];
yshft = yShift /. {opts} /. Options[sigmoid];
temp = temperature /. {opts} /. Options[sigmoid];
yshft+1/(1+E^(-(x-xshft)/temp)) //N
]
bpnTest[hiddenWts_,outputWts_,ioPairVectors_,opts___Rule] :=
Module[{inputs,hidden,outputs,desired,errors,i,len=Length[inputs],
prntAll,errorTotal,errorSum,bias},
prntAll= printAll /. {opts} /. Options[bpnTest];
biasVal = bias /. {opts} /. Options[bpnTest];
inputs=Map[First,ioPairVectors];
If[biasVal,inputs=Map[Append[#,1.0]&,inputs] ];
desired=Map[Last,ioPairVectors];
hidden=sigmoid[inputs.Transpose[hiddenWts]];
If[biasVal,hidden = Map[Append[#,1.0]&,hidden] ];
outputs=sigmoid[hidden.Transpose[outputWts]];
errors= desired-outputs;
If[prntAll,Print["ioPairs:"];Print[ ];Print[ioPairVectors];
Print[ ];Print["inputs:"];Print[ ];Print[inputs];
Print[ ];Print["hidden-layer outputs:"];
Print[hidden];Print[ ];
Print["output-layer outputs:"];Print[ ];
Print[outputs];Print[ ];Print["errors:"];
Print[errors];Print[ ]; ]; (* end of If *)
For[i=1,i<=len,i++,Print[" Output ",i," = ",outputs[[i]]," desired = ",
desired[[i]]," Error = ",errors[[i]]];Print[]; ]; (* end of For *)
errorSum = Apply[Plus,errors^2,2]; (* second level *)
errorTotal = Apply[Plus,errorSum];
Print["Mean Squared Error = ",errorTotal/len];
] (* end of Module *)
bpnStandard[inNumber_, hidNumber_, outNumber_,ioPairs_, eta_, numIters_] :=
Module[{errors,hidWts,outWts,ioP,inputs,outDesired,hidOuts,
outputs, outErrors,outDelta,hidDelta},
hidWts = Table[Table[Random[Real,{-0.1,0.1}],{inNumber}],{hidNumber}];
outWts = Table[Table[Random[Real,{-0.1,0.1}],{hidNumber}],{outNumber}];
errors = Table[
(* select ioPair *)
ioP=ioPairs[[Random[Integer,{1,Length[ioPairs]}]]];
inputs=ioP[[1]];
outDesired=ioP[[2]];
(* forward pass *)
hidOuts = sigmoid[hidWts.inputs];
outputs = sigmoid[outWts.hidOuts];
(* determine errors and deltas *)
outErrors = outDesired-outputs;
outDelta= outErrors (outputs (1-outputs));
hidDelta=(hidOuts (1-hidOuts)) Transpose[outWts].outDelta;
(* update weights *)
outWts += eta Outer[Times,outDelta,hidOuts];
hidWts += eta Outer[Times,hidDelta,inputs];
(* add squared error to Table *)
outErrors.outErrors,{numIters}]; (* end of Table *)
Return[{hidWts,outWts,errors}];
]; (* end of Module *)
bpnBias[inNumber_, hidNumber_, outNumber_,ioPairs_, eta_, numIters_] :=
Module[{errors,hidWts,outWts,ioP,inputs,outDesired,hidOuts,
outputs, outErrors,outDelta,hidDelta},
hidWts = Table[Table[Random[Real,{-0.1,0.1}],{inNumber+1}],{hidNumber}];
outWts = Table[Table[Random[Real,{-0.1,0.1}],{hidNumber+1}], {outNumber}];
errorList = Table[
(* select ioPair *)
ioP=ioPairs[[Random[Integer,{1,Length[ioPairs]}]]];
inputs=Append[ioP[[1]],1.0]; (* bias mod *)
outDesired=ioP[[2]];
(* forward pass *)
hidOuts = sigmoid[hidWts.inputs];
outInputs = Append[hidOuts,1.0]; (* bias mod *)
outputs = sigmoid[outWts.outInputs];
(* determine errors and deltas *)
outErrors = outDesired-outputs;
outDelta= outErrors (outputs (1-outputs));
hidDelta=(outInputs (1-outInputs)) * Transpose[outWts].outDelta;
(* update weights *)
outWts += eta Outer[Times,outDelta,outInputs];
hidWts += eta Drop[Outer[Times,hidDelta,inputs],-1]; (* bias mod *)
(* add squared error to Table *)
outErrors.outErrors,{numIters}]; (* end of Table *)
Print["New hidden-layer weight matrix: "];
Print[]; Print[hidWts];Print[];
Print["New output-layer weight matrix: "];
Print[]; Print[outWts];Print[];
bpnTest[hidWts,outWts,ioPairs]; (* check how close we are *)
errorPlot = ListPlot[errorList, PlotJoined->True];
Return[{hidWts,outWts,errorList,errorPlot}];
]; (* end of Module *)
bpnMomentum[inNumber_,hidNumber_,outNumber_,ioPairs_,eta_,
alpha_,numIters_] :=
Module[{hidWts,outWts,ioP,inputs,hidOuts,outputs,outDesired,
hidLastDelta,outLastDelta,outDelta,hidDelta,outErrors},
hidWts = Table[Table[Random[Real,{-0.5,0.5}],{inNumber}],{hidNumber}];
outWts = Table[Table[Random[Real,{-0.5,0.5}],{hidNumber}],{outNumber}];
hidLastDelta = Table[Table[0,{inNumber}],{hidNumber}];
outLastDelta = Table[Table[0,{hidNumber}],{outNumber}];
errorList = Table[
(* begin forward pass *)
ioP=ioPairs[[Random[Integer,{1,Length[ioPairs]}]]];
inputs=ioP[[1]];
outDesired=ioP[[2]];
hidOuts = sigmoid[hidWts.inputs]; (* hidden-layer outputs *)
outputs = sigmoid[outWts.hidOuts]; (* output-layer outputs *)
(* calculate errors *)
outErrors = outDesired-outputs;
outDelta= outErrors (outputs (1-outputs));
hidDelta=(hidOuts (1-hidOuts)) Transpose[outWts].outDelta;
(* update weights *)
outLastDelta= eta Outer[Times,outDelta,hidOuts]+alpha outLastDelta;
outWts += outLastDelta;
hidLastDelta = eta Outer[Times,hidDelta,inputs]+
alpha hidLastDelta;
hidWts += hidLastDelta;
outErrors.outErrors, (* this puts the error on the list *)
{numIters}] ; (* this many times, Table ends here *)
Print["New hidden-layer weight matrix: "];
Print[]; Print[hidWts];Print[];
Print["New output-layer weight matrix: "];
Print[]; Print[outWts];Print[];
bpnTest[hidWts,outWts,ioPairs,bias->False,printAll->False];
errorPlot = ListPlot[errorList, PlotJoined->True];
Return[{hidWts,outWts,errorList,errorPlot}];
] (* end of Module *)
bpnMomentumSmart[inNumber_,hidNumber_,outNumber_,ioPairs_,eta_,
alpha_,numIters_] :=
Module[{hidWts,outWts,ioP,inputs,hidOuts,outputs,outDesired,
hidLastDelta,outLastDelta,outDelta,hidDelta,outErrors},
hidWts = Table[Table[Random[Real,{-0.5,0.5}],{inNumber}],{hidNumber}];
outWts = Table[Table[Random[Real,{-0.5,0.5}],{hidNumber}],{outNumber}];
hidLastDelta = Table[Table[0,{inNumber}],{hidNumber}];
outLastDelta = Table[Table[0,{hidNumber}],{outNumber}];
errorList = Table[
(* begin forward pass *)
ioP=ioPairs[[Random[Integer,{1,Length[ioPairs]}]]];
inputs=ioP[[1]];
outDesired=ioP[[2]];
hidOuts = sigmoid[hidWts.inputs]; (* hidden-layer outputs *)
outputs = sigmoid[outWts.hidOuts]; (* output-layer outputs *)
(* calculate errors *)
outErrors = outDesired-outputs;
If[First[Abs[outErrors]]>0.1,
outDelta= outErrors (outputs (1-outputs));
hidDelta=(hidOuts (1-hidOuts)) Transpose[outWts].outDelta;
(* update weights *)
outLastDelta= eta Outer[Times,outDelta,hidOuts]+
alpha outLastDelta;
outWts += outLastDelta;
hidLastDelta = eta Outer[Times,hidDelta,inputs]+
alpha hidLastDelta;
hidWts += hidLastDelta,Continue]; (* end of If *)
outErrors.outErrors, (* this puts the error on the list *)
{numIters}] ; (* this many times, Table ends here *)
Print["New hidden-layer weight matrix: "];
Print[]; Print[hidWts];Print[];
Print["New output-layer weight matrix: "];
Print[]; Print[outWts];Print[];
bpnTest[hidWts,outWts,ioPairs,bias->False,printAll->False];
errorPlot = ListPlot[errorList, PlotJoined->True];
Return[{hidWts,outWts,errorList,errorPlot}];
] (* end of Module *)
bpnCompete[inNumber_,hidNumber_,outNumber_,ioPairs_,eta_,numIters_] :=
Module[{hidWts,outWts,ioP,inputs,hidOuts,outputs,outDesired,
outInputs,hidEps,outEps,outDelta,hidPos, outPos, hidDelta,outErrors},
hidWts = Table[Table[Random[Real,{-0.5,0.5}],{inNumber}]{hidNumber}];
outWts = Table[Table[Random[Real,{-0.5,0.5}],{hidNumber}],{outNumber}];
errorList = Table[ (* begin forward pass *)
ioP=ioPairs[[Random[Integer,{1,Length[ioPairs]}]]];
inputs=ioP[[1]];
outDesired=ioP[[2]];
hidOuts = sigmoid[hidWts.inputs];
outputs = sigmoid[outWts.hidOuts];
outErrors = outDesired-outputs; (* calculate errors *)
outDelta= outErrors (outputs (1-outputs));
hidDelta=(hidOuts (1-hidOuts)) Transpose[outWts].outDelta;
(* index of max delta *)
outPos = First[Flatten[Position[Abs[outDelta],Max[Abs[outDelta]]]]];
outEps = outDelta[[outPos]]; (* max value *)
outDelta=Table[-1/4 outEps,{Length[outDelta]}]; (* new outDelta table *)
outDelta[[outPos]] = outEps; (* reset this one *)
(* index of max delta *)
hidPos = First[Flatten[Position[Abs[hidDelta],Max[Abs[hidDelta]]]]];
hidEps = hidDelta[[hidPos]]; (* max value *)
hidDelta=Table[-1/4 hidEps,{Length[hidDelta]}]; (* new outDelta table *)
hidDelta[[hidPos]] = hidEps; (* reset this one *)
outWts +=eta Outer[Times,outDelta,hidOuts];
hidWts += eta Outer[Times,hidDelta,inputs];
outErrors.outErrors, (* this puts the error on the list *)
{numIters}] ; (* this many times, Table ends here *)
Print["New hidden-layer weight matrix: "];
Print[ ]; Print[hidWts];Print[ ];
Print["New output-layer weight matrix: "];
Print[ ]; Print[outWts];Print[ ];
bpnTest[hidWts,outWts,ioPairs,bias->False,printAll->False];
errorPlot = ListPlot[errorList, PlotJoined->True];
Return[{hidWts,outWts,errorList,errorPlot}];
] (* end of Module *)
End[] (* end the private context *)
EndPackage[] (* end the package context *)