R/blockchain-LA.R

In bquast/blockchain: implements blockchain functionality in R

# basic structure linear algebra

sigmoid <- function(x)
  1 / (1 + exp(-x))
sig_to_der <- function(x)
  x * (1 - x)

# generate
x1 <- rbinom(50000, 1, 0.5)
x2 <- rbinom(50000, 1, 0.5)
x3 <- rbinom(50000, 1, 0.5)

# define Y as being equal to x1
# and write Y to the Global Environment
Y <- ifelse(x1 == x2, 0, 1)

X <- cbind(x1, x2, x3)

# print the top of the data
head( cbind(Y,X) )

n = dim(X)[1] # the number of rows or observations in X
input_dim = dim(X)[2]
output_dim = 1
# choose a hidden_dim
hidden_dim = 4

library(digest)

chain <- vector("list", n+1)

# initialize weights randomly between -1 and 1, with mean 0
weights_0 = matrix(runif(n = input_dim * output_dim,
                         min = -1,
                         max = 1
                         ),
                   nrow = input_dim,
                   ncol = hidden_dim)
weights_1 = matrix(runif(n = hidden_dim * output_dim,
                         min = -1,
                         max = 1),
                   nrow = hidden_dim,
                   ncol = output_dim)

# initiate chain
chain[[1]] <- list(prevHash = digest(0,algo="sha256"),
                   index = 1,
                   time=Sys.time(),
                   weights_0 = weights_0,
                   weights_1 = weights_1,
                   Y = NULL)

for (j in 1:n) {
  # Feed forward through layers 0, 1, and 2
  layer_0 = X[j, , drop = FALSE]
  layer_1 = sigmoid( layer_0 %*% chain[[j]][[4]] )
  layer_2 = sigmoid( layer_1 %*% chain[[j]][[5]] )
  # how much did we miss the target value?
  layer_2_error = Y[j] - layer_2
  if (j %% 10000 == 0)
    print(paste("Error:", mean(abs(layer_2_error))))
  # in what direction is the target value?
  # were we really sure? if so, don't change too much.
  layer_2_delta = layer_2_error * sig_to_der(layer_2)
  # how much did each layer_1 value contribute to
  # the layer_2 error (according to the weights)?
  layer_1_error = layer_2_delta %*% t(weights_1)
  # in what direction is the target layer_1?
  # were we really sure? if so, don't change too much.
  layer_1_delta = layer_1_error * sig_to_der(layer_1)
  # how much did layer_1 value contribute
  # to the error (according to the weights)?
  weights_1 = weights_1 + t(layer_1) %*% layer_2_delta
  weights_0 = weights_0 + t(layer_0) %*% layer_1_delta

  # add to chain
  chain[[j+1]] <- list(prevHash = digest(chain[[j]],algo="sha256"),
                       index = j+1,
                       time = Sys.time(),
                       weights_0 = weights_0,
                       weights_1 = weights_1,
                       Y[j])
}