NNetEarlyStoppingCV: Neral Network algorithm using cross validation

In SixianZhang/CS499-Coding-Project-3: Neural network for regression and binary classification

Description

This neral network algorithm has one output and one hidden layer, and uses cross validation to find the best step size corresponding to the max.iterations.

Usage

NNetEarlyStoppingCV(X.mat, y.vec, fold.vec = sample(rep(1:n.folds, l =
  length(y.vec))), max.iterations, step.size, n.hidden.units,
  n.folds = 4L)

Arguments

X.mat	numeric feature matrix of size [n_observations x n_features].
y.vec	numeric label vector of length n_observations.
fold.vec	numeric fold vector of length n_observations.
max.iterations	integer scalar greater than 1.
step.size	numeric positive scalar.
n.hidden.units	number of hidden units, greater than or equal to 1.
n.folds	positive integer scalar, numbers of folds, default is 4

Value

result.list with named elements: pred.mat, n_observations x max.iterations matrix of predicted values. V.mat final weight matrix (n_features+1 x n.hidden.units). w.vec final weight vector (n.hidden.units+1). mean.validation.loss.vec mean loss for all validation sets. mean.train.loss.vec mean loss for all training sets. selected steps best step size selected corresponding to the minimum mean validation loss. predict(testX.mat) a function that takes a test features matrix and returns a vector of predictions.

Examples

#Binary Classification:
library(NeuralNetwork)
data(spam, package = "ElemStatLearn")
X.mat = as.matrix(spam[, 1:57])
y.vec  = ifelse(spam$spam == "spam", 1, -1)
result.list <- NNetEarlyStoppingCV(X.mat, y.vec, max.iterations = 30L, step.size = 0.02, 
                                   n.hidden.units = 100L, n.folds = 5L)
y.test <- ifelse(result.list$predict(X.mat[1:3,]) > 0.5, 1, -1)

#Linear Regression

library(NeuralNetwork)
data(ozone, package = "ElemStatLearn")
X.mat <- as.matrix(ozone[, -1])
y.vec <- as.vector(ozone[, 1])
result.list <- NNetEarlyStoppingCV(X.mat, y.vec, max.iterations = 30L, step.size = 0.02, 
                                   n.hidden.units = 100L, n.folds = 5L)
y.test <- result.list$predict(X.mat[1:3,])

SixianZhang/CS499-Coding-Project-3 documentation built on May 21, 2019, 1:42 p.m.