ConcatenatedModel.h

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//===========================================================================
/*!
 * 
 *
 * \brief       concatenation of two models, with type erasure
 * 
 * 
 *
 * \author      O. Krause
 * \date        2010-2011
 *
 *
 * \par Copyright 1995-2017 Shark Development Team
 * 
 * <BR><HR>
 * This file is part of Shark.
 * <http://shark-ml.org/>
 * 
 * Shark is free software: you can redistribute it and/or modify
 * it under the terms of the GNU Lesser General Public License as published 
 * by the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 * 
 * Shark is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU Lesser General Public License for more details.
 * 
 * You should have received a copy of the GNU Lesser General Public License
 * along with Shark.  If not, see <http://www.gnu.org/licenses/>.
 *
 */
//===========================================================================

#ifndef SHARK_MODEL_CONCATENATEDMODEL_H
#define SHARK_MODEL_CONCATENATEDMODEL_H

#include <shark/Models/AbstractModel.h>
#include <boost/scoped_ptr.hpp>
#include <boost/serialization/scoped_ptr.hpp>

namespace shark {

///\brief ConcatenatedModel concatenates two models such that the output of the first model is input to the second.
///
///Sometimes a series of models is needed to generate the desired output. For example when input data needs to be 
///normalized before it can be put into the trained model. In this case, the ConcatenatedModel can be used to 
///represent this series as one model. 
///The easiest way to do is is using the operator >> of AbstractModel:
///ConcatenatedModel<InputType,OutputType> model = model1>>model2;
///InputType must be the type of input model1 receives and model2 the output of model2. The output of model1 and input
///of model2 must match. Another way of construction is calling the constructor of ConcatenatedModel using the constructor:
/// ConcatenatedModel<InputType,OutputType> model (&modell,&model2);
///warning: model1 and model2 must outlive model. When they are destroyed first, behavior is undefined.
template<class VectorType>
class ConcatenatedModel: public AbstractModel<VectorType, VectorType, VectorType> {
private:
    typedef AbstractModel<VectorType, VectorType, VectorType> base_type;
public:
    typedef typename base_type::BatchInputType BatchInputType;
    typedef typename base_type::BatchOutputType BatchOutputType;
    typedef typename base_type::ParameterVectorType ParameterVectorType;

    /// \brief From INameable: return the class name.
    std::string name() const
    { return "ConcatenatedModel"; }
    
    
    ///\brief Returns the expected shape of the input
    Shape inputShape() const{
        return m_layers.front().model->inputShape();
    }
    ///\brief Returns the shape of the output
    Shape outputShape() const{
        return m_layers.back().model->outputShape();
    }


    void add(AbstractModel<VectorType, VectorType>* layer, bool optimize){
        m_layers.push_back({layer,optimize});
        enableModelOptimization(m_layers.size()-1, optimize);//recompute capabilities
    }
    
    ///\brief sets whether the parameters of the index-th model should be optimized
    ///
    /// If the model has non-differentiable submodels disabling those will make
    /// the whole model differentiable.
    /// Note that the models are ordered as model0 >> model1>> model2>>...
    void enableModelOptimization(std::size_t index, bool opt){
        SIZE_CHECK(index < m_layers.size());
        m_layers[index].optimize = opt;
        this->m_features.reset();
        bool inputDerivative = true;
        bool parameterDerivative = true;
        for(std::size_t k = 0; k != m_layers.size(); ++k){
            auto const& layer = m_layers[m_layers.size() - k -1];//we iterate backwards through the layers
            if( layer.optimize && (!layer.model->hasFirstParameterDerivative() || !inputDerivative)){
                parameterDerivative = false;
            }
            if( !layer.model->hasFirstInputDerivative()){
                inputDerivative = false;
            }
        }

        if (parameterDerivative){ 
            this->m_features |= base_type::HAS_FIRST_PARAMETER_DERIVATIVE;
        }
        
        if (inputDerivative){ 
            this->m_features |= base_type::HAS_FIRST_INPUT_DERIVATIVE;
        }
    
    }
    ParameterVectorType parameterVector() const {
        ParameterVectorType params(numberOfParameters());
        std::size_t pos = 0;
        for(auto layer: m_layers){
            if(!layer.optimize) continue;
            ParameterVectorType layerParams = layer.model->parameterVector();
            noalias(subrange(params,pos,pos+layerParams.size())) = layerParams;
            pos += layerParams.size();
        }
        return params;
    }

    void setParameterVector(ParameterVectorType const& newParameters) {
        std::size_t pos = 0;
        for(auto layer: m_layers){
            if(!layer.optimize) continue;
            ParameterVectorType layerParams = subrange(newParameters,pos,pos+layer.model->numberOfParameters());
            layer.model->setParameterVector(layerParams);
            pos += layerParams.size();
        }
    }

    std::size_t numberOfParameters() const{
        std::size_t numParams = 0;
        for(auto layer: m_layers){
            if(!layer.optimize) continue;
            numParams += layer.model->numberOfParameters();
        }
        return numParams;
    }
    
    boost::shared_ptr<State> createState()const{
        InternalState* state = new InternalState;
        for(std::size_t i = 0; i != m_layers.size(); ++i){
            state->state.push_back(m_layers[i].model->createState());
            state->intermediates.push_back(BatchOutputType());
        }
        return boost::shared_ptr<State>(state);
    }
    
    BatchOutputType const& hiddenResponses(State const& state, std::size_t index)const{
        InternalState const& s = state.toState<InternalState>();
        return s.intermediates[index];
    }
    
    State const& hiddenState(State const& state, std::size_t index)const{
        InternalState const& s = state.toState<InternalState>();
        return *s.state[index];
    }

    using base_type::eval;
    void eval(BatchInputType const& patterns, BatchOutputType& outputs)const {
        BatchOutputType intermediates;
        outputs = patterns;
        for(auto layer: m_layers){
            swap(intermediates,outputs);
            layer.model->eval(intermediates,outputs);
        }
    }
    void eval(BatchInputType const& patterns, BatchOutputType& outputs, State& state)const{
        InternalState& s = state.toState<InternalState>();
        outputs = patterns;
        for(std::size_t i = 0; i != m_layers.size(); ++i){
            if(i == 0)
                m_layers[i].model->eval(patterns,s.intermediates[i], *s.state[i]);
            else
                m_layers[i].model->eval(s.intermediates[i-1],s.intermediates[i], *s.state[i]);
        }
        outputs = s.intermediates.back();
    }
    
    void weightedParameterDerivative(
        BatchInputType const& patterns,
        BatchOutputType const & outputs,
        BatchOutputType const& coefficients,
        State const& state,
        RealVector& gradient
    )const{
        InternalState const& s = state.toState<InternalState>();
        BatchOutputType inputDerivativeLast;
        BatchOutputType inputDerivative = coefficients;
        gradient.resize(numberOfParameters());
        std::size_t paramEnd = gradient.size();
        for(std::size_t k = 0; k != m_layers.size(); ++k){
            std::size_t i = m_layers.size() - k -1;//we iterate backwards through the layers
            BatchInputType const* pInput = &patterns;
            if(i != 0)
                pInput = &s.intermediates[i-1];
            
            swap(inputDerivativeLast,inputDerivative);
            //if the current layer does not need to be optimized, we just check whether we have to compute the chain rule
            if(!m_layers[i].optimize || m_layers[i].model->numberOfParameters() == 0){
                if(i != 0) //check, if we are done, the input layer does not need to compute anything
                    m_layers[i].model->weightedInputDerivative(*pInput,s.intermediates[i], inputDerivativeLast, *s.state[i], inputDerivative);
            }else{
                RealVector paramDerivative;
                if(i != 0){//if we are in an intermediates layer, compute chain rule
                    m_layers[i].model->weightedDerivatives(*pInput,s.intermediates[i], inputDerivativeLast, *s.state[i], paramDerivative,inputDerivative);                  
                }
                else{//lowest layer only needs to compute parameter derivative
                    m_layers[i].model->weightedParameterDerivative(*pInput,s.intermediates[i], inputDerivativeLast, *s.state[i], paramDerivative);
                }
                noalias(subrange(gradient,paramEnd - paramDerivative.size(),paramEnd)) = paramDerivative;
                paramEnd -= paramDerivative.size();
            }
        }
    }

    void weightedInputDerivative(
        BatchInputType const& patterns,
        BatchOutputType const & outputs,
        BatchOutputType const& coefficients,
        State const& state, 
        BatchOutputType& derivatives
    )const{
        InternalState const& s = state.toState<InternalState>();
        BatchOutputType derivativeLast;
        derivatives = coefficients;
        for(std::size_t k = 0; k != m_layers.size(); ++k){
            std::size_t i = m_layers.size() - k -1;//we iterate backwards through the layers
            
            BatchInputType const* pInput = &patterns;
            if(i != 0)
                pInput = &s.intermediates[i-1];
            
            swap(derivativeLast,derivatives);
            m_layers[i].model->weightedInputDerivative(*pInput,s.intermediates[i], derivativeLast, *s.state[i], derivatives);
        }
    }

    virtual void weightedDerivatives(
        BatchInputType const & patterns,
        BatchOutputType const & outputs,
        BatchOutputType const & coefficients,
        State const& state,
        RealVector& gradient,
        BatchInputType& inputDerivative
    )const{
        InternalState const& s = state.toState<InternalState>();
        BatchOutputType inputDerivativeLast;
        inputDerivative = coefficients;
        gradient.resize(numberOfParameters());
        std::size_t paramEnd = gradient.size();
        for(std::size_t k = 0; k != m_layers.size(); ++k){
            std::size_t i = m_layers.size() - k -1;//we iterate backwards through the layers
            BatchInputType const* pInput = &patterns;
            if(i != 0)
                pInput = &s.intermediates[i-1];
            
            swap(inputDerivativeLast,inputDerivative);
            //if the current layer does not need to be optimized, we just check whether we have to compute the chain rule
            if(!m_layers[i].optimize || m_layers[i].model->numberOfParameters() == 0){
                m_layers[i].model->weightedInputDerivative(*pInput,s.intermediates[i], inputDerivativeLast, *s.state[i], inputDerivative);
            }else{
                RealVector paramDerivative;
                m_layers[i].model->weightedDerivatives(*pInput,s.intermediates[i], inputDerivativeLast, *s.state[i], paramDerivative,inputDerivative);
                noalias(subrange(gradient,paramEnd - paramDerivative.size(),paramEnd)) = paramDerivative;
                paramEnd -= paramDerivative.size();
            }
        }
    }

    /// From ISerializable
    void read( InArchive & archive ){
        for(auto layer: m_layers){
            archive >> *layer.model;
            archive >> layer.optimize;
        }
    }

    /// From ISerializable
    void write( OutArchive & archive ) const{
        for(auto layer: m_layers){
            archive << *layer.model;
            archive << layer.optimize;
        }
    }
private:
    struct Layer{
        AbstractModel<VectorType, VectorType>* model;
        bool optimize;
    };
    std::vector<Layer> m_layers;
    
    struct InternalState: State{
        std::vector<boost::shared_ptr<State> > state;
        std::vector<BatchOutputType> intermediates;
    };
};



///\brief Connects two AbstractModels so that the output of the first model is the input of the second.
template<class VectorType>
ConcatenatedModel<VectorType>  operator>>(
    AbstractModel<VectorType,VectorType, VectorType>& firstModel,
    AbstractModel<VectorType,VectorType, VectorType>& secondModel
){
    ConcatenatedModel<VectorType> sequence;
    sequence.add(&firstModel, true);
    sequence.add(&secondModel, true);
    return sequence;
}

template<class VectorType>
ConcatenatedModel<VectorType>  operator>>(
    ConcatenatedModel<VectorType> const& firstModel,
    AbstractModel<VectorType,VectorType, VectorType>& secondModel
){
    ConcatenatedModel<VectorType> sequence = firstModel;
    sequence.add(&secondModel, true);
    return sequence;
}


}
#endif