I am trying to calculate the derivative of a function from the fourier coefficients of this function with IJulia.
for that, i there is a link between the fourier coefficient of the function and the fourier coefficient of the derivative , being X'[k]=X[k]*2*piik/N, is that right?
i wanted to verify this simple fact by starting from the usual square function x^2, computing its fourier transform and then obtaining the derivative by inverse fourier transform.
here is my code :
theta=-pi:pi/100:pi; # definition of the variable
four=fft(theta.^2); # computing DFFT of the simple square function
fourder=Array{Float64}(length(four)); # creating array for derivative
fourder=complex(fourder); # allowing complex values
for k=1:length(fourder)
fourder[k]=four[k]*2*pi*im*(k-1)/length(four); # formula transformation from function coefficients FFT to its derivative
end
test2=ifft(fourder); # computing inverse fourier transform
But with this algorithm i obtain something really far from what i am supposed to obtain (2x)...
What am I doing wrong? I think it might be a problem of discretization but i dont understand how to do what i want to do in an other way.
Thank you
Most of the trouble is tinkering with the functions until all the constants and shifting come out right. Probably the best way is to look at the function definitions and write-down the equations and get it right. But, the temptation to try quickly is too great, and after a few too many minutes, here is the demo code:
x = -π:π/100:π
y = x.^2 ;
FF(v) = ifft(fft(v))
julia> norm(FF(y).-y)
1.4050706174184112e-14
OK, the norm is small, which means we got the original function back. Now for the derivative:
Dy = 2.*x ;
function DFF(v,Δx)
n = length(v)
scalefactor = (2π*im/(n*Δx)) * (-n÷2:1:(n-1)÷2)
return ifft(ifftshift( fftshift(fft(v)) .* scalefactor ))
end
julia> norm(DFF(y,step(x)).-Dy)
7.925149654506916
Oops, why is this norm big? To discover, I'm using UnicodePlots package, because it lets me stay in the cozy REPL:
using UnicodePlots
begin
show(scatterplot(x,real.(DFF(y,step(x))),ylim=[-4,4],width=120))
show(scatterplot(x,Dy,ylim=[-4,4],width=120))
end
Results in:
┌-------------------------------------------------┐
4 │⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡆⠀⠀⠀⠀⠀⠀⠀⢠⡞⠁⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⣠⠋⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⡴⠁⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⢀⡞⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⣠⠋⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⡼⠁⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⣇⠞⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⣤⡯⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠄│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡴⠁⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⢀⡞⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⣠⠋⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡼⠁⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⢀⠞⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⣠⠋⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
-4 │⠀⠀⠀⠀⠀⠀⠀⠀⠀⢀⡼⠃⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
└-------------------------------------------------┘
-4 4
and
┌-------------------------------------------------┐
4 │⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡆⠀⠀⠀⠀⠀⠀⠀⢀⠞⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⣠⠋⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⡴⠁⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⢀⠞⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⣠⠋⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⡴⠁⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⣇⠞⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⣤⡯⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠤⠄│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡴⠁⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⢀⠞⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⣠⠋⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡴⠁⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⢀⠞⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⣠⠋⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
-4 │⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡴⠁⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
└-------------------------------------------------┘
-4 4
The plots show, the true derivative and the calculated one are indeed close. To find out the problem, let's plot the difference:
julia> scatterplot(x,real.(DFF(y,step(x)).-Dy))
Gives:
┌-------------------------------------------------┐
7 │⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡆⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠁⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⢀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠐⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
│⠀⠀⠀⠀⠐⢄⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⣠⠁⠀⠀⠀⠀│
│⠤⠤⠤⠤⠤⠬⣭⠷⠶⠶⠶⠶⠶⠶⠶⠶⠶⠶⠶⠶⡷⠶⠶⠶⠶⠶⠶⠶⠶⠶⠶⠶⢶⣭⡤⠤⠤⠤⠤⠄│
│⠀⠀⠀⠀⢀⠋⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠑⠄⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠄⠀⠀⠀⠀│
│⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
-3 │⠀⠀⠀⠀⠁⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│
└-------------------------------------------------┘
-4 4
The problem is in the edges. This was expected. Here is a calculation of the median percentage error:
julia> sort(abs.(DFF(y,step(x)).-Dy)./(abs.(Dy).+0.0001),rev=true)[100]
0.030659460560301284
Still quite a bit, but this is the result of aliasing (a known problem with the discrete Fourier transform on non-periodic functions).
Related
How can I use scipy.interpolate.interp1d when my x array is an N-D array, instead of a 1-D array, without using a loop?
The function f from interp1d then needs to be used with numpy.percentile with one of the arrays as an input.
I think there should be a way to do it with a list comprehension or lambda function, but I am still learning these tools.
(Note that this is different than my recent question here because I mixed up the x and y arrays in the posted question, and this problem was not reproducible.)
Problem statement/example:
# a is y in interp1d docs
a = np.array([97,4809,4762,282,3879,17454,103,2376,40581,])
# b is x in interp1d docs
b = np.array([
[0.14,0.11,0.29,0.11,0.09,0.68,0.09,0.18,0.5,],
[0.32,0.25,0.67,0.25,0.21,1.56,1.60, 0.41,1.15,],]
)
Just trying this, below, fails with ValueError: x and y arrays must be equal in length along interpolation axis. The expected return is array(97, 2376). Using median here, but will need to consider 10th, 90th, etc. percentiles.
f = interpolate.interp1d(b, a, axis=0)
f(np.percentile(b, 50, axis=0))
However this, below, works and prints array(97.)
f = interpolate.interp1d(b[0,:], a, axis=0)
f(np.percentile(b[0,:], 50, axis=0))
A loop works, but I am wondering if there is a solution using list comprehensions, lambda functions, or some other technique.
l = []
for _i in range(b.shape[0]):
_f = interpolate.interp1d(b[_i,:], a, axis=0)
l.append(_f(np.percentile(b[_i,:], 50, axis=0)))
print(out)
# returns
# [array(97.), array(2376.)]
Efforts:
I understand I can loop through the b array with a list comprehension.
[b[i,:] for i in range(b.shape[0])]
# returns
# [array([0.14, 0.11, 0.29, 0.11, 0.09, 0.68, 0.09, 0.18, 0.5 ]),
# array([0.32, 0.25, 0.67, 0.25, 0.21, 1.56, 1.6 , 0.41, 1.15])]
And I also understand that I can use a list comprehension to create the scipy function f for each dimension in b:
[interpolate.interp1d(b[i, :], a, axis=0) for i in range(b.shape[0])]
# returns
# [<scipy.interpolate.interpolate.interp1d at 0x1b72e404360>,
# <scipy.interpolate.interpolate.interp1d at 0x1b72e404900>]
But I don't know how to combine these two list comprehensions to apply the np.percentile function.
Using Python 3.8.3, NumPy 1.18.5, SciPy 1.3.2
If you have large data arrays, you want to stay away from for loops, map, np.vectorize and comprehensions. They will all be slow. Instead, it's always better to use vectorized numpy or scipy operations whenever possible.
In this particular case, you can implement the vectorization pretty trivially yourself. interp1d defaults to a linear interpolation, which is very simple to code by hand. For a general interpolator, the first step would be to sort x and y, which is why scipy can't support multiple x for a given y. If the x rows all have different sort order, what do you do with the y?
Luckily, there are a couple of things you can do to make this much faster than having to build a full interpolator or argsort y multiple times. For example, start by argsorting x:
idx = b.argsort(axis=1)
idx is now an array such that b[np.arange(2)[:, None], idx] gives the sorted version of b along axis 1, and also, a[idx] is the corresponding y-values. Since you are taking the median (50th precentile), and the rows have an odd number of elements, the value of x is just the middle of each row, and y is given by
a[idx[:, len(a) // 2]]
If you had an even number of elements, you would have to average the elements surrounding the middle:
i = len(a) // 2 - 1
a[idx[:, i:i + 2]].mean(axis=1)
You can reduce algorithmic complexity by using np.argpartition instead of a full-blown np.argsort to get the middle element(s).
interp1d and other interpolators from scipy.interpolate only support 1D x arrays. So you'll need to loop over the dimensions of x manually.
I have solved a differential equation with a neural net. I leave code below with an example. I want to be able to compute the first derivative of this neural net with respect to its input "x" and evaluate this derivative for any "x".
1- Notice that I compute der = discretize.derivative . Is that the derivative of the neural net with respect to "x"? With this expression, if I type [first(der(phi, u, [x], 0.00001, 1, res.minimizer)) for x in xs] I get something that I wonder if it is the derivative but I cannot find a way to extract this in an array, let alone plot this. How can I evaluate this derivative at any point, lets say for all points in the array defined below as "xs"? Below in Update I give a more straightforward approach I took to try to compute the derivative (but still did not succeed).
2- Is there any other way that I could take the derivative with respect to x of the neural net?
I am new to Julia, so I am struggling a bit with how to manipulate the data types. Thanks for any suggestions!
Update: I found a way to see the symbolic expression for the neural net doing the following:
predict(x) = first(phi(x,res.minimizer))
df(x) = gradient(predict, x)[1]
After running the two lines of code type predict(x) or df(x) in the REPL and it will spit out the full neural net with the weights and biases of the solution. However I cannot evaluate the gradient, it spits an error. How can I evaluate the gradient with respect to x of my function predict(x)??
The original code creating the neural net and solving the equation
using NeuralPDE, Flux, ModelingToolkit, GalacticOptim, Optim, DiffEqFlux
import ModelingToolkit: Interval, infimum, supremum
#parameters x
#variables u(..)
Dx = Differential(x)
a = 0.5
eq = Dx(u(x)) ~ -log(x*a)
# Initial and boundary conditions
bcs = [u(0.) ~ 0.01]
# Space and time domains
domains = [x ∈ Interval(0.01,1.0)]
# Neural network
n = 15
chain = FastChain(FastDense(1,n,tanh),FastDense(n,1))
discretization = PhysicsInformedNN(chain, QuasiRandomTraining(100))
#named pde_system = PDESystem(eq,bcs,domains,[x],[u(x)])
prob = discretize(pde_system,discretization)
const losses = []
cb = function (p,l)
push!(losses, l)
if length(losses)%100==0
println("Current loss after $(length(losses)) iterations: $(losses[end])")
end
return false
end
res = GalacticOptim.solve(prob, ADAM(0.01); cb = cb, maxiters=300)
prob = remake(prob,u0=res.minimizer)
res = GalacticOptim.solve(prob,BFGS(); cb = cb, maxiters=1000)
phi = discretization.phi
der = discretization.derivative
using Plots
analytic_sol_func(x) = (1.0+log(1/a))*x-x*log(x)
dx = 0.05
xs = LinRange(0.01,1.0,50)
u_real = [analytic_sol_func(x) for x in xs]
u_predict = [first(phi(x,res.minimizer)) for x in xs]
x_plot = collect(xs)
xconst = analytic_sol_func(1)*ones(size(xs))
plot(x_plot ,u_real,title = "Solution",linewidth=3)
plot!(x_plot ,u_predict,line =:dashdot,linewidth=2)
The solution I found consists in differentiating the approximation with the help of ForwardDiff.
So if the neural network approximation to the unkown function is called "funcres" then we take its derivative with respect to x as shown below.
using ForwardDiff
funcres(x) = first(phi(x,res.minimizer))
dxu = ForwardDiff.derivative.(funcres, Array(x_plot))
display(plot(x_plot,dxu,title = "Derivative",linewidth=3))
julia language deep learning framework,
This is a quick start for Knet.jl,
https://denizyuret.github.io/Knet.jl/latest/tutorial/#Tutorial
ENV ["COLUMNS"] = 72
using Knet, MLDatasets, IterTools
struct Conv; w; b; f; end
(c :: Conv) (x) = c.f. (pool (conv4 (c.w, x). + C.b))
Conv (w1, w2, cx, cy, f = relu) = Conv (param (w1, w2, cx, cy), param0 (1,1, cy, 1), f);
The complex type Conv has three fields, w, b, and f.
The Conv type c (x) function broadcasts the next function with the f function.
The inner product of the w matrix and the x matrix is calculated with conv4 (c.w, x), and the addition with c.b is performed with. +.
I don't know what the pool is looking for in that matrix.
This (pool (conv4 ...)) is passed through the relu activation function.
At the last Conv (w1, w2, cx, cy, f = relu) = Conv (param (w1, w2, cx, cy), param0 (1,1, cy, 1), f);
I don't know what I'm trying to do.
This is the situation of understanding.
What are you trying to do, especially in the pool?
Why are there two params on the 5th line?
I do not know.
Actually, the layer does a convolution followed by max pooling:
Pooling layers reduce the dimensions of the data by combining the outputs of neuron clusters at one layer into a single neuron in the next layer. Local pooling combines small clusters, typically 2 x 2. Global pooling acts on all the neurons of the convolutional layer. There are two common types of pooling: max and average. Max pooling uses the maximum value of each cluster of neurons at the prior layer, while average pooling instead uses the average value. (source: https://en.wikipedia.org/wiki/Convolutional_neural_network#Pooling_layers)
There are two params on the 5th line, because a convolutional layers has two trainable parameters: the kernel weights w and the bias b. The function param (and param0) initialize them with the correct size and mark them as trainable parameters that will be updated during the optimization.
To learn neural networks, I found these examples: linear regression and a simple feed-forward network (multilayer perceptron) quite useful.
I have used Gnuplot to plot my data, along with a linear regression line. Currently, the 'title' of this line, which has its equation calculated by Gnuplot, is just "f(x)". However, I would like the title to be the equation of the regression line, e.g. "y=mx+c".
I can do this manually by reading off 'm' and 'c' from the plotting info output, then re-plot with the new title. I would like this process to be automated, and was wondering if this can be done, and how to go about doing it.
With a data file Data.csv:
0 0.00000
1 1.00000
2 1.41421
3 1.73205
4 2.00000
5 2.23607
you can do a linear fitting with:
f(x) = a*x + b
fit f(x) 'Data.csv' u 1:2 via a, b
You can use what I think is called a macro in gnuplot to set the title in the legend of you identified function f(x) with
title_f(a,b) = sprintf('f(x) = %.2fx + %.2f', a, b)
Now in order to plot the data with the regression function f(x) simply do:
plot "Data.csv" u 1:2 w l, f(x) t title_f(a,b)
You should end up with this plot:
From Correlation coefficient on gnuplot :
Another, perhaps slightly shorter way than Woltan's of doing the same thing may be:
# This command will analyze your data and set STATS_* variables. See help stats
stats Data.csv
f(x) = STATS_slope * x + STATS_intercept
plot f(x) title sprintf("y=%.2fx+%.2f", STATS_slope, STATS_intercept)
I am having a problem graphing a 3d function - when I enter data, I get a linear graph and the values don't add up if I perform the calculations by hand. I believe the problem is related to using matrices.
INITIAL_VALUE=999999;
INTEREST_RATE=0.1;
MONTHLY_INTEREST_RATE=INTEREST_RATE/12;
# ranges
down_payment=0.2*INITIAL_VALUE:0.1*INITIAL_VALUE:INITIAL_VALUE;
term=180:22.5:360;
[down_paymentn, termn] = meshgrid(down_payment, term);
# functions
principal=INITIAL_VALUE - down_payment;
figure(1);
plot(principal);
grid;
title("Principal (down payment)");
xlabel("down payment $");
ylabel("principal $ (amount borrowed)");
monthly_payment = (MONTHLY_INTEREST_RATE*(INITIAL_VALUE - down_paymentn))/(1 - (1 + MONTHLY_INTEREST_RATE)^-termn);
figure(2);
mesh(down_paymentn, termn, monthly_payment);
title("monthly payment (principal(down payment)) / term months");
xlabel("principal");
ylabel("term (months)");
zlabel("monthly payment");
The 2nd figure like I said doesn't plot like I expect. How can I change my formula for it to render properly?
I tried your script, and got the following error:
error: octave_base_value::array_value(): wrong type argument `complex matrix'
...
Your monthly_payment is a complex matrix (and it shouldn't be).
I guess the problem is the power operator ^. You should be using .^ for element-by-element operations.
From the documentation:
x ^ y
x ** y
Power operator. If x and y are both scalars, this operator returns x raised to the power y. If x is a scalar and y is a square matrix, the result is computed using an eigenvalue expansion. If x is a square matrix. the result is computed by repeated multiplication if y is an integer, and by an eigenvalue expansion if y is not an integer. An error results if both x and y are matrices.
The implementation of this operator needs to be improved.
x .^ y
x .** y
Element by element power operator. If both operands are matrices, the number of rows and columns must both agree.