/* * Encog(tm) Core v2.5 - Java Version * http://www.heatonresearch.com/encog/ * http://code.google.com/p/encog-java/ * Copyright 2008-2010 Heaton Research, Inc. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. * * For more information on Heaton Research copyrights, licenses * and trademarks visit: * http://www.heatonresearch.com/copyright */ package org.encog.neural.networks.training.cross; import org.encog.engine.network.flat.FlatNetwork; import org.encog.neural.data.folded.FoldedDataSet; import org.encog.neural.networks.training.Train; /** * Train using K-Fold cross validation. Each iteration will train a number of * times equal to the number of folds - 1. Each of these sub iterations will * train all of the data minus the fold. The fold is used to validate. * * Therefore, you are seeing an error that reflects data that was not always * used as part of training. This should give you a better error result based on * how the network will perform on non-trained data.(validation). * * The cross validation trainer must be provided with some other sort of * trainer, perhaps RPROP, to actually perform the training. The training data * must be the FoldedDataSet. The folded dataset can wrap most other training * sets. * */ public class CrossValidationKFold extends CrossTraining { /** * The underlying trainer to use. This trainer does the actual training. */ private final Train train; /** * The network folds. */ private final NetworkFold[] networks; /** * The flat network to train. */ private final FlatNetwork flatNetwork; /** * Construct a cross validation trainer. * * @param train * The training * @param k * The number of folds. */ public CrossValidationKFold(final Train train, final int k) { super(train.getNetwork(), (FoldedDataSet) train.getTraining()); this.train = train; getFolded().fold(k); this.flatNetwork = train.getNetwork().getStructure().getFlat(); this.networks = new NetworkFold[k]; for (int i = 0; i < networks.length; i++) { this.networks[i] = new NetworkFold(flatNetwork); } } /** * Perform one iteration. */ @Override public void iteration() { double error = 0; for (int valFold = 0; valFold < getFolded().getNumFolds(); valFold++) { // restore the correct network this.networks[valFold].copyToNetwork(this.flatNetwork); // train with non-validation folds for (int curFold = 0; curFold < getFolded().getNumFolds(); curFold++) { if (curFold != valFold) { getFolded().setCurrentFold(curFold); this.train.iteration(); } } // evaluate with the validation fold getFolded().setCurrentFold(valFold); double e = this.flatNetwork.calculateError(getFolded()); //System.out.println("Fold " + valFold + ", " + e); error += e; this.networks[valFold].copyFromNetwork(this.flatNetwork); } setError(error / getFolded().getNumFolds()); } }