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feature_addition : Added a mean squared loss layer to DNN
Added mean squared loss layer "loss_mean_squared" to DNN as requested in https://github.com/davisking/dlib/issues/152 Also added test case of a simple linear regression with one variable that uses this layer.
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dlib/dnn/loss.h
107
dlib/dnn/loss.h
@ -1292,6 +1292,113 @@ namespace dlib
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template <typename SUBNET>
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using loss_metric_hardish = add_loss_layer<loss_metric_hardish_, SUBNET>;
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// ----------------------------------------------------------------------------------------
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class loss_mean_squared_
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{
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public:
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typedef float training_label_type;
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typedef float output_label_type;
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template <
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typename SUB_TYPE,
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typename label_iterator
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>
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void to_label (
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const tensor& input_tensor,
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const SUB_TYPE& sub,
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label_iterator iter
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) const
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{
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DLIB_CASSERT(sub.sample_expansion_factor() == 1);
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const tensor& output_tensor = sub.get_output();
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DLIB_CASSERT(output_tensor.nr() == 1 &&
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output_tensor.nc() == 1 &&
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output_tensor.k() == 1);
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DLIB_CASSERT(input_tensor.num_samples() == output_tensor.num_samples());
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const float* out_data = output_tensor.host();
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for (long i = 0; i < output_tensor.num_samples(); ++i)
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{
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*iter++ = out_data[i];
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}
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}
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template <
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typename const_label_iterator,
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typename SUBNET
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>
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double compute_loss_value_and_gradient (
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const tensor& input_tensor,
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const_label_iterator truth,
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SUBNET& sub
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) const
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{
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const tensor& output_tensor = sub.get_output();
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tensor& grad = sub.get_gradient_input();
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DLIB_CASSERT(sub.sample_expansion_factor() == 1);
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DLIB_CASSERT(input_tensor.num_samples() != 0);
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DLIB_CASSERT(input_tensor.num_samples()%sub.sample_expansion_factor() == 0);
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DLIB_CASSERT(input_tensor.num_samples() == grad.num_samples());
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DLIB_CASSERT(input_tensor.num_samples() == output_tensor.num_samples());
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DLIB_CASSERT(output_tensor.nr() == 1 &&
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output_tensor.nc() == 1 &&
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output_tensor.k() == 1);
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DLIB_CASSERT(grad.nr() == 1 &&
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grad.nc() == 1 &&
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grad.k() == 1);
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// The loss we output is the average loss over the mini-batch.
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const double scale = 1.0/output_tensor.num_samples();
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double loss = 0;
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float* g = grad.host_write_only();
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const float* out_data = output_tensor.host();
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for (long i = 0; i < output_tensor.num_samples(); ++i)
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{
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const float y = *truth++;
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const float temp1 = y - out_data[i];
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const float temp2 = scale*temp1;
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loss += 0.5*temp2*temp1;
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g[i] = -temp2;
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}
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return loss;
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}
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friend void serialize(const loss_mean_squared_& , std::ostream& out)
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{
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serialize("loss_mean_squared_", out);
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}
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friend void deserialize(loss_mean_squared_& , std::istream& in)
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{
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std::string version;
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deserialize(version, in);
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if (version != "loss_mean_squared_")
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throw serialization_error("Unexpected version found while deserializing dlib::loss_mean_squared_.");
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}
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friend std::ostream& operator<<(std::ostream& out, const loss_mean_squared_& )
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{
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out << "loss_mean_squared";
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return out;
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}
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friend void to_xml(const loss_mean_squared_& /*item*/, std::ostream& out)
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{
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out << "<loss_mean_squared/>";
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}
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};
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template <typename SUBNET>
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using loss_mean_squared = add_loss_layer<loss_mean_squared_, SUBNET>;
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// ----------------------------------------------------------------------------------------
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}
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@ -527,6 +527,64 @@ namespace dlib
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// ----------------------------------------------------------------------------------------
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class loss_mean_squared_
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{
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/*!
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WHAT THIS OBJECT REPRESENTS
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This object implements the loss layer interface defined above by
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EXAMPLE_LOSS_LAYER_. In particular, it implements the mean squared loss, which is
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appropriate for regression problems.
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!*/
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public:
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typedef float training_label_type;
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typedef float output_label_type;
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template <
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typename SUB_TYPE,
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typename label_iterator
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>
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void to_label (
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const tensor& input_tensor,
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const SUB_TYPE& sub,
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label_iterator iter
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) const;
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/*!
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This function has the same interface as EXAMPLE_LOSS_LAYER_::to_label() except
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it has the additional calling requirements that:
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- sub.get_output().nr() == 1
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- sub.get_output().nc() == 1
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- sub.get_output().k() == 1
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- sub.get_output().num_samples() == input_tensor.num_samples()
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- sub.sample_expansion_factor() == 1
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and the output label is the predicted continuous variable.
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!*/
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template <
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typename const_label_iterator,
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typename SUBNET
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>
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double compute_loss_value_and_gradient (
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const tensor& input_tensor,
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const_label_iterator truth,
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SUBNET& sub
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) const;
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/*!
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This function has the same interface as EXAMPLE_LOSS_LAYER_::compute_loss_value_and_gradient()
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except it has the additional calling requirements that:
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- sub.get_output().nr() == 1
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- sub.get_output().nc() == 1
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- sub.get_output().k() == 1
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- sub.get_output().num_samples() == input_tensor.num_samples()
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- sub.sample_expansion_factor() == 1
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!*/
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};
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template <typename SUBNET>
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using loss_mean_squared = add_loss_layer<loss_mean_squared_, SUBNET>;
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}
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#endif // DLIB_DNn_LOSS_ABSTRACT_H_
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@ -7,6 +7,7 @@
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#include <cstdlib>
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#include <ctime>
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#include <vector>
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#include <random>
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#include "../dnn.h"
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#include "tester.h"
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@ -1737,6 +1738,53 @@ namespace
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error = memcmp(g3.host(), b3g.host(), b3g.size());
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DLIB_TEST(error == 0);
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}
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// ----------------------------------------------------------------------------------------
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void test_simple_linear_regression()
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{
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::std::vector<matrix<double>> x(100);
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::std::vector<float> y(100);
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::std::default_random_engine generator(16);
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::std::normal_distribution<float> distribution(0,5);
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const float true_intercept = 50.0;
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const float true_slope = 10.0;
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for ( int ii = 0; ii < 100; ++ii )
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{
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const double val = static_cast<double>(ii);
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matrix<double> tmp(1,1);
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tmp = val;
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x[ii] = tmp;
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y[ii] = (true_intercept + true_slope*static_cast<float>(val) + distribution(generator));
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}
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using net_type = loss_mean_squared<
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fc<
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1, input<matrix<double>>
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>
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>;
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net_type net;
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layer<1>(net).layer_details().set_bias_learning_rate_multiplier(300);
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sgd defsolver;
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dnn_trainer<net_type> trainer(net, defsolver);
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trainer.set_learning_rate(0.00001);
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trainer.set_mini_batch_size(50);
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trainer.set_max_num_epochs(170);
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trainer.train(x, y);
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const float slope = layer<1>(net).layer_details().get_weights().host()[0];
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const float slope_error = abs(true_slope - slope);
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const float intercept = layer<1>(net).layer_details().get_biases().host()[0];
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const float intercept_error = abs(true_intercept - intercept);
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const float eps_slope = 0.5, eps_intercept = 1.0;
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DLIB_TEST_MSG(slope_error <= eps_slope,
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"Expected slope = " << true_slope << " Estimated slope = " << slope << " Error limit = " << eps_slope);
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DLIB_TEST_MSG(intercept_error <= eps_intercept,
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"Expected intercept = " << true_intercept << " Estimated intercept = " << intercept << " Error limit = " << eps_intercept);
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}
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// ----------------------------------------------------------------------------------------
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class dnn_tester : public tester
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@ -1804,6 +1852,7 @@ namespace
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test_visit_funcions();
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test_copy_tensor_cpu();
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test_concat();
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test_simple_linear_regression();
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}
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void perform_test()
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