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* c++ stochastic multiplex implementation * wider network * Add LASSO regularization
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| Original file line number | Diff line number | Diff line change |
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| @@ -0,0 +1,85 @@ | ||
| #pragma once | ||
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| #include <random> | ||
| #include <vector> | ||
| #include <algorithm> | ||
| #include <optional> | ||
| #include <sample.h> | ||
| #include <sample_reader.h> | ||
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| namespace train { | ||
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| struct stochastic_multiplex_sample_reader_iterator { | ||
| using difference_type = long; | ||
| using value_type = sample; | ||
| using pointer = const sample*; | ||
| using reference = const sample&; | ||
| using iterator_category = std::input_iterator_tag; | ||
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| using distribution_type = std::discrete_distribution<size_t>; | ||
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| size_t advance_idx_{}; | ||
| size_t total_remaining_{}; | ||
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| std::mt19937 random_number_generator_; | ||
| distribution_type distribution_; | ||
| std::vector<size_t> remaining_; | ||
| std::vector<sample_reader::iterator> reader_begins_; | ||
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| constexpr bool empty() const { return total_remaining_ == 0; } | ||
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| constexpr bool operator==(const stochastic_multiplex_sample_reader_iterator& other) const { return empty() && other.empty(); } | ||
| constexpr bool operator!=(const stochastic_multiplex_sample_reader_iterator& other) const { return !(*this == other); } | ||
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| stochastic_multiplex_sample_reader_iterator& operator++() { | ||
| ++reader_begins_[advance_idx_]; | ||
| --remaining_[advance_idx_]; | ||
| --total_remaining_; | ||
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| if (!empty()){ | ||
| const auto params = distribution_type::param_type(remaining_.begin(), remaining_.end()); | ||
| advance_idx_ = distribution_(random_number_generator_, params); | ||
| } | ||
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| return *this; | ||
| } | ||
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| sample operator*() const { return *reader_begins_[advance_idx_]; } | ||
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| stochastic_multiplex_sample_reader_iterator() {} | ||
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| stochastic_multiplex_sample_reader_iterator( | ||
| const std::vector<size_t>& sizes, | ||
| const std::vector<sample_reader::iterator>& reader_begins | ||
| ) : | ||
| random_number_generator_(), | ||
| distribution_(sizes.begin(), sizes.end()), | ||
| remaining_{sizes}, | ||
| reader_begins_{reader_begins} | ||
| { | ||
| total_remaining_ = std::reduce(remaining_.begin(), remaining_.end()); | ||
| if (!empty()) { advance_idx_ = distribution_(random_number_generator_); } | ||
| } | ||
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| }; | ||
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| struct stochastic_multiplex_sample_reader { | ||
| std::vector<size_t> sizes_; | ||
| std::vector<sample_reader> readers_; | ||
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| stochastic_multiplex_sample_reader_iterator begin() const { | ||
| std::vector<sample_reader::iterator> reader_begins; | ||
| std::transform(readers_.begin(), readers_.end(), std::back_inserter(reader_begins), [](const sample_reader& reader) { return reader.begin(); }); | ||
| return stochastic_multiplex_sample_reader_iterator(sizes_, reader_begins); | ||
| } | ||
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| stochastic_multiplex_sample_reader_iterator end() const { return stochastic_multiplex_sample_reader_iterator(); } | ||
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| stochastic_multiplex_sample_reader(const std::vector<size_t>& sizes, const std::vector<sample_reader>& readers) : | ||
| sizes_{sizes}, readers_{readers} {} | ||
| }; | ||
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| } |
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