add polynomial features layer

This commit is contained in:
Connor Olding 2019-02-05 04:13:56 +01:00
parent 54ea41711b
commit bd07d983be

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@ -260,3 +260,47 @@ class HardClip(Activation): # aka HardTanh when at default settings
def backward(self, dY):
return dY * ((self.X >= self.lower) & (self.X <= self.upper))
class PolyFeat(Layer):
# i haven't yet decided if this counts as an Activation subclass
# due to the increased output size, so i'm opting not to inherit it.
# an incomplete re-implementation of the following, but with gradients:
# http://scikit-learn.org/stable/modules/generated/sklearn.preprocessing.PolynomialFeatures.html
# i would not recommend using it with input sizes greater than 50.
def __init__(self, ones_term=True):
super().__init__()
self.ones_term = bool(ones_term)
def make_shape(self, parent):
shape = parent.output_shape
assert len(shape) == 1, shape
self.input_shape = shape
self.dim = shape[0] + shape[0] * (shape[0] + 1) // 2
if self.ones_term:
self.dim += 1
self.output_shape = (self.dim,)
def forward(self, X):
self.X = X
ones = [np.ones((X.shape[0], 1))] if self.ones_term else []
return np.concatenate(ones + [X] + [X[:, i][:, None] * X[:, i:]
for i in range(X.shape[1])], axis=1)
def backward(self, dY):
bp = self.input_shape[0]
if self.ones_term:
dY = dY[:, 1:]
dX = dY[:, :bp].copy()
rem = dY[:, bp:]
# TODO: optimize.
temp = np.zeros((dY.shape[0], bp, bp))
for i in range(bp):
temp[:, i, i:] = rem[:, :bp - i]
rem = rem[:, bp - i:]
dX += ((temp + temp.transpose(0, 2, 1)) * self.X[:, :, None]).sum(1)
return dX