#include "dynmlp.h" #include static void xavier_init(double *w, int fan_in, int fan_out, RNG *r) { double limit = sqrt(6.0 / (fan_in + fan_out)); int n = fan_in * fan_out; for (int i = 0; i < n; i++) w[i] = (2.0 * rng_uniform(r) - 1.0) * limit; } int dynmlp_nparams(int D, int H) { return (D + 1) * H + H + H * D + D; } void dynmlp_init(DynMLP *net, int D, int H, double *theta, RNG *r) { net->D = D; net->H = H; net->nparams = dynmlp_nparams(D, H); xavier_init(theta + DYNMLP_W1(D, H), D + 1, H, r); vec_zero(theta + DYNMLP_b1(D, H), H); xavier_init(theta + DYNMLP_W2(D, H), H, D, r); vec_zero(theta + DYNMLP_b2(D, H), D); } void dynmlp_forward(const DynMLP *net, const double *theta, const double *z, double t, double *out, Workspace *ws) { int D = net->D, H = net->H; const double *W1 = theta + DYNMLP_W1(D, H); const double *b1 = theta + DYNMLP_b1(D, H); const double *W2 = theta + DYNMLP_W2(D, H); const double *b2 = theta + DYNMLP_b2(D, H); double *x = ws->x; double *h_pre = ws->h_pre; double *h = ws->h; vec_copy(z, x, D); x[D] = t; mat_vec(W1, x, h_pre, H, D + 1); vec_add_scaled(h_pre, 1.0, b1, H); for (int i = 0; i < H; i++) h[i] = tanh(h_pre[i]); mat_vec(W2, h, out, D, H); vec_add_scaled(out, 1.0, b2, D); } void dynmlp_vjp(const DynMLP *net, const double *theta, const double *z, double t, const double *v, double *vjp_z, double *vjp_theta, Workspace *ws) { int D = net->D; int H = net->H; const double *W1 = theta + DYNMLP_W1(D, H); const double *b1 = theta + DYNMLP_b1(D, H); const double *W2 = theta + DYNMLP_W2(D, H); double *dW1 = vjp_theta + DYNMLP_W1(D, H); double *db1 = vjp_theta + DYNMLP_b1(D, H); double *dW2 = vjp_theta + DYNMLP_W2(D, H); double *db2 = vjp_theta + DYNMLP_b2(D, H); double *x = ws->x; double *h_pre = ws->h_pre; double *h = ws->h; vec_copy(z, x, D); x[D] = t; mat_vec(W1, x, h_pre, H, D + 1); vec_add_scaled(h_pre, 1.0, b1, H); for (int i = 0; i < H; i++) h[i] = tanh(h_pre[i]); double *dh = ws->dh; double *dh_pre = ws->dh_pre; double *dx = ws->dx; vec_zero(dh, H); vec_zero(dx, D + 1); mat_vec_T(W2, v, dh, D, H); mat_outer_add(dW2, 1.0, v, h, D, H); vec_add_scaled(db2, 1.0, v, D); for (int i = 0; i < H; i++) dh_pre[i] = (1.0 - h[i] * h[i]) * dh[i]; mat_vec_T(W1, dh_pre, dx, H, D + 1); mat_outer_add(dW1, 1.0, dh_pre, x, H, D + 1); vec_add_scaled(db1, 1.0, dh_pre, H); vec_copy(dx, vjp_z, D); }