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umie sie uczyc

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This commit is contained in:
Kacper Donat 2018-03-11 22:02:38 +01:00
parent 62fbec9b44
commit 3d83bb3f8f
6 changed files with 2209 additions and 44 deletions
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1000
data/sin.dat Normal file
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17
decider.h
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@ -6,6 +6,7 @@
#include <iterator>
#include <iostream>
class decider {
public:
double start_money;
@ -37,6 +38,8 @@ template <int p, int m, int s, int ...layers>
class neural_decider : public decider, macd_decider {
public:
using network_t = network<double, p+m+s+2, layers..., 2>;
using self_t = neural_decider<p, m, s, layers...>;
network_t network;
double start_money;
@ -61,13 +64,23 @@ public:
return abs(buy - sell) <= .5 ? 0 : amount * start_stock / 10;
}
virtual void reset()
virtual void reset() override
{
this->reset();
macd_decider::reset();
}
virtual ~neural_decider() { }
self_t combine(self_t smth, typename network_t::combiner_t combiner = [](const double& a, const double& b) { return .35*a + .65*b; })
{
self_t result;
result.network = network.combine(smth.network, combiner);
result.start_money = start_money;
result.start_stock = start_stock;
return result;
}
private:
typename network_t::input prepare(double money, unsigned stock)
{

11
network.h
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@ -101,7 +101,7 @@ public:
}
self combine(self& rhs, combiner_t weight_combiner, combiner_t bias_combiner) {
self result;
self result(normalizer);
result.template get<0>() = get<0>().combine(rhs.template get<0>(), weight_combiner, bias_combiner);
return result;
@ -159,13 +159,18 @@ public:
}
self combine(self& rhs, typename base::combiner_t weight_combiner, typename base::combiner_t bias_combiner) {
self result;
self result(normalizer);
result.template get<0>() = get<0>().combine(rhs.template get<0>(), weight_combiner, bias_combiner);
result.subnetwork = subnetwork.combine(rhs.subnetwork);
result.subnetwork = subnetwork.combine(rhs.subnetwork, weight_combiner, bias_combiner);
return result;
}
self combine(self& rhs, typename base::combiner_t combiner)
{
return combine(rhs, combiner, combiner);
}
};
#endif

175
trainer.h
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@ -1,7 +1,10 @@
#include <vector>
#include <random>
#include <ctime>
#include <functional>
#include <iostream>
#include <algorithm>
#include <memory>
template<class T>
struct trained {
@ -10,23 +13,35 @@ struct trained {
double monies;
unsigned stock;
double wealth;
void recalculate(double price)
{
wealth = monies + stock*price;
}
double result;
double score;
};
template <class T>
class trainer {
std::vector< trained<T>* > trainees;
std::vector<std::shared_ptr<trained<T>>> trainees;
std::function<T()> factory;
unsigned int id;
std::default_random_engine random_engine;
std::size_t n;
public:
double money;
unsigned stock;
std::function<double(std::shared_ptr<trained<T>> x)> q;
trainer(double money, unsigned stock, std::size_t n, std::function<T()> factory)
: factory(factory), id(0), money(money), stock(stock)
: factory(factory), id(0), money(money), stock(stock), n(n),
q([](std::shared_ptr<trained<T>> x){ return x->wealth; }), random_engine(std::time(0))
{
add(n);
}
@ -34,12 +49,7 @@ public:
void add(std::size_t n, std::function<T()> factory)
{
for(std::size_t i = 0; i < n; i++) {
trained<T> *trainee = new trained<T>();
trainee->id = ++id;
trainee->result = 0.0;
trainee->decider = factory();
trainees.push_back(trainee);
add(factory());
}
}
@ -48,6 +58,37 @@ public:
add(n, factory);
}
void add(const T& decider)
{
auto trainee = std::make_shared<trained<T>>();
trainee->id = ++id;
trainee->decider = decider;
trainees.push_back(trainee);
}
int train(std::shared_ptr<trained<T>> trainee, double price)
{
auto decision = trainee->decider.decide(price, trainee->monies, trainee->stock);
auto current = price*trainee->stock + trainee->monies;
auto max_credit = std::max(current * 0.05, -1e4);
/* std::cout << "D: " << decision << " C: " << current << " P: " << price << " MC: " << max_credit << std::endl; */
if (decision > 0 && trainee->monies - decision*price < -max_credit) {
decision = floor((trainee->monies + max_credit) / price);
}
if (decision < 0 && -decision > trainee->stock) {
decision = -trainee->stock;
}
trainee->stock += decision;
trainee->monies -= price*decision;
trainee->recalculate(price);
return decision;
}
void test(std::istream& input)
{
for (auto trainee : trainees) {
@ -56,6 +97,7 @@ public:
trainee->decider.start_money = money;
trainee->decider.start_stock = stock;
trainee->decider.reset();
}
double price, start;
@ -64,21 +106,7 @@ public:
do {
for (auto trainee : trainees) {
auto decision = trainee->decider.decide(price, trainee->monies, trainee->stock);
auto current = price*trainee->stock + trainee->monies;
auto max_credit = std::max(current * 0.05, -1e4);
/* std::cout << "D: " << decision << " C: " << current << " P: " << price << " MC: " << max_credit << std::endl; */
if (decision > 0 && trainee->monies - decision*price < -max_credit) {
decision = floor((trainee->monies + max_credit) / price);
}
if (decision < 0 && -decision > trainee->stock) {
decision = -trainee->stock;
}
trainee->stock += decision;
trainee->monies -= price*decision;
train(trainee, price);
}
} while (input >> price);
@ -87,13 +115,102 @@ public:
std::cout << "HODL: " << hodl << " START: " << start << std::endl;
std::cout << "-----------------------" << std::endl;
std::sort(trainees.begin(), trainees.end(), [=](trained<T> *a, trained<T> *b){
return (a->monies + a->stock * price) > (b->monies + b->stock * price);
});
normalize();
for (auto trainee : trainees) {
auto earned = trainee->monies + trainee->stock * price;
std::cout << "#" << trainee->id << ": " << earned << " [" << earned - hodl << "] " << trainee->stock << " akcji, " << trainee->monies << " gelda w banku. " << std::endl;
std::cout
<< "#" << trainee->id << ": " << trainee->wealth
<< " [" << trainee->wealth - hodl << "] (" << trainee->score << ") "
<< trainee->stock << " akcji, "
<< trainee->monies << " gelda w banku. " << std::endl;
}
filter();
breed();
}
void normalize()
{
std::sort(trainees.begin(), trainees.end(), [=](std::shared_ptr<trained<T>> a, std::shared_ptr<trained<T>> b){
return q(a) > q(b);
});
auto high = q(*trainees.begin());
auto low = q(*(trainees.end() - 1));
// best = 1, worst = 0
for (auto t : trainees) {
t->score = (q(t) - low) / (high - low);
};
}
void filter()
{
/* static std::exponential_distribution<double> distribution(0.50); */
/* auto random = [=](){ return 1. - std::clamp(0., distribution(random_engine), 2.)/2.1; }; */
/* auto iterator = std::remove_if(trainees.begin(), trainees.end(), [=](std::shared_ptr<trained<T>> t) { */
/* return random() > t->score; */
/* }); */
trainees.erase(trainees.begin() + 49, trainees.end());
std::cout << "Przy życiu pozostają: ";
for (auto trainee : trainees) {
std::cout << "#" << trainee->id << " ";
}
std::cout << std::endl;
}
void breed()
{
std::size_t diff = n - trainees.size();
std::cout << "---------------------------------------" << std::endl;
std::cout << "W populacji brakuje " << diff << " sieci, aktualnie " << trainees.size() << "." << std::endl;
std::vector<double> probability;
for (auto t : trainees) {
probability.push_back(t->score);
}
std::discrete_distribution<unsigned> distribution(probability.begin(), probability.end());
std::exponential_distribution<double> exponential(1.5);
auto combiner = [=](const double& a, const double& b){
auto mutation = (rand() % 2 ? -1 : 1) * exponential(random_engine);
if (exponential(random_engine) < 1) {
return .6 * a + .4 * b + mutation;
}
return (rand() % 2 ? a : b) + mutation;
};
unsigned first, second;
for (int i = 0; i < diff; i++) {
first = distribution(random_engine);
do { second = distribution(random_engine); } while (first == second);
auto combined = trainees[first]->decider.combine(trainees[second]->decider, combiner);
std::cout << "Łączenie #" << trainees[first]->id << " z #" << trainees[second]->id << " dało #" << (id+1) << std::endl;
add(combined);
}
}
void see_best(std::istream& stream)
{
std::shared_ptr<trained<T>> trainee = this->trainees[0];
std::cout << "price,decision" << std::endl;
double price;
trainee->monies = money;
trainee->stock = stock;
trainee->decider.reset();
while (stream >> price) {
int decision = train(trainee, price);
std::cout << price << "," << decision << std::endl;
}
}
};

50
wtf.cpp
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@ -5,6 +5,7 @@
#include <random>
#include <ctime>
#include <algorithm>
#include <fstream>
#include <vector>
#include "argh.h"
@ -13,40 +14,69 @@
#include "decider.h"
#include "trainer.h"
using current_decider = neural_decider<24, 12, 12, 32, 16>;
int main(int argc, char* argv[])
{
argh::parser args;
args.add_params({"-m", "--money"});
args.add_params({"-s", "--stock"});
args.add_params({"-p", "--population"});
args.add_params({"-n", "--iterations"});
args.parse(argc, argv);
double money;
unsigned stock, population;
unsigned stock, population, iterations;
std::string input_file;
args({ "m", "money" }, 1000.) >> money;
args({ "s", "stock" }, 1000) >> stock;
args({ "p", "population" }, 25) >> population;
args({ "n", "iterations" }, 4) >> iterations;
args(1) >> input_file;
std::uniform_real_distribution<double> distribution(-1.0, 1.0);
std::default_random_engine random_engine;
random_engine.seed(std::time(0));
std::uniform_real_distribution<double> distribution(-2.0, 2.0);
std::uniform_real_distribution<double> bias_distribution(-16.0, 16.0);
std::function<double(const int&, const int&)> randomizer = [&](const int& i, const int& j) -> double {
std::random_device rd;
//
// Engines
//
std::mt19937 random_engine(rd());
std::function<double(const int&, const int&)> randomizer = [&](const int&, const int&) -> double {
return distribution(random_engine);
};
std::function<double(const int&, const int&)> bias_randomizer = [&](const int&, const int&) -> double {
return distribution(random_engine);
};
std::function<double(const double&)> normalizer = [](const double& result) -> double { return erf(result); };
using current_decider = neural_decider<24, 12, 12, 32, 16>;
std::function<current_decider()> factory = [&]() -> current_decider {
std::function<current_decider ()> factory = [&]() -> current_decider {
current_decider decider(normalizer);
decider.network.fill(randomizer);
decider.network.fill(randomizer, bias_randomizer);
return decider;
};
trainer<current_decider> train(money, stock, population, factory);
train.test(std::cin);
std::fstream input;
input.open(input_file);
for (int i = 0; i < iterations; i++) {
input.clear();
input.seekg(0);
train.test(input);
}
input.clear();
input.seekg(0);
train.see_best(input);
}