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Good morning, I'm trying to perform a 2D FFT as 2 1-Dimensional FFT.
The problem setup is the following:
There's a matrix of complex numbers generated by an inverse FFT on an array of real numbers, lets call it arr[-nx..+nx][-nz..+nz].
Now, since the original array was made up of real numbers, I exploit the symmetry and reduce my array to be arr[0..nx][-nz..+nz].
My problem starts here, with arr[0..nx][-nz..nz] provided.
Now I should come back in the domain of real numbers.
The question is what kind of transformation I should use in the 2 directions?
In x I use the fftw_plan_r2r_1d( .., .., .., FFTW_HC2R, ..), called Half complex to Real transformation because in that direction I've exploited the symmetry, and that's ok I think.
But in z direction I can't figure out if I should use the same transformation or, the Complex to complex (C2C) transformation?
What is the correct once and why?
In case of needing here, at page 11, the HC2R transformation is briefly described
Thank you
"To easily retrieve a result comparable to that of fftw_plan_dft_r2c_2d(), you can chain a call to fftw_plan_dft_r2c_1d() and a call to the complex-to-complex dft fftw_plan_many_dft(). The arguments howmany and istride can easily be tuned to match the pattern of the output of fftw_plan_dft_r2c_1d(). Contrary to fftw_plan_dft_r2c_1d(), the r2r_1d(...FFTW_HR2C...) separates the real and complex component of each frequency. A second FFTW_HR2C can be applied and would be comparable to fftw_plan_dft_r2c_2d() but not exactly similar.
As quoted on the page 11 of the documentation that you judiciously linked,
'Half of these column transforms, however, are of imaginary parts, and should therefore be multiplied by I and combined with the r2hc transforms of the real columns to produce the 2d DFT amplitudes; ... Thus, ... we recommend using the ordinary r2c/c2r interface.'
Since you have an array of complex numbers, you can either use c2r transforms or unfold real/imaginary parts and try to use HC2R transforms. The former option seems the most practical.Which one might solve your issue?"
-#Francis
i'm implementing assignment that i have ECG signal as one dimensional array file input, do some processing in order to detect heart rate.
first step is too differentiate values using 5 point difference equation to get rid of low frequency values, I've searched about differentiation in octave but all I found is about polynomials. so how do I implement this in octave/mat-lab commands?
thanks
According to my experience, maybe you want to compute the slope (an approximation of the derivative) of your signal using 5 points, this can be easly achived using for example:
load ecg;
n=5
for i=n+1:length(ecg)
Y(i-n) = (ecg(i) - ecg(i-n))/n;
end
subplot(2,1,1); plot(ecg)
subplot(2,1,2); plot(Y)
Is this the result you expect?
You can use Pan-Tompkins method on R-peak detection,
ecgSig being your ECG signal with sampling frequency Fs,
t=(0:size(ecgSig,2)-1)/Fs;
ecgSig = circshift(ecgSig,[0 5]) - ecgSig;
subplot(211)
plot(t,ecgSig);
subplot(212)
plot(t,ecgSig);
I am currently learning pattern recognition. I have a 7 year background in programming, so, I think like a programmer.
The documentation on ANN's tell me nothing about what order everything is processed, or at least does not make it very clear. This is annoying as I don't know how to code the formulas.
I found a nice gif which I hope is correct. Can someone please give me a step by step process of a artificial neural network back propagation with for example 2 inputs, 1 hidden layer with 3 nodes, 2 outputs using the sigmoid.
Here is the gif.
As Emile said you go layer by layer from input to output and then you propagate error backwards again layer by layer.
From what you have said I expect that you are trying to make "object oriented" implementation where every neuron is object. But that is not exactly the fastest nor easiest way. The most usual implementation is done by Matrix operations where
every layer is described by single Matrix (every row contains weights of one neuron plus threshold)
this is matlab code should do the trick:
output_hidden = logsig( hidden_layer * [inputs ; 1] );
inputs is column vector of inputs to layer
hidden_layer is matrix of weights plus one row which describes thresholds in hidden layer
output_hidden is again column vector of outputs of all neurons in layer which can be used as input into next layer
logsig is function which do sigmoid transform on all members of vector one by one
[inputs ; 1] creates new vector with 1 at the end of column vector inputs it is here because you need "virtual input" for thresholds to be multiplied with.
if you will think about it you will see that matrix multiplication will do exactly summation over all inputs multiplied by weight to output, you will also see that it doesn't matter in what order you do all the things. in order to implement it in any other language just find yourself good linear-algebra library. Implementing back-propagation is a bit trickier and you will need to tho some matrix transpositions (e.g. flipping matrix by diagonal)
As you can see in the gif, processing is per layer. As there are no connections within a layer, the processing order within a layer does not matter. Using the ANN (classifying) is done from input layer through hidden layers to the output layer. Training (using backpropagation) is done from output layer back to input layer.
I would like to get familiar with quantum computing basics.
A good way to get familiar with it would be writing very basic virtual quantum computer machines.
From what I can understand of it, the, effort of implementing a single qubit cannot simply be duplicated to implement a two qubit system. But I don't know how I would implement a single qubit either.
How do I implement a qubit?
How do I implement a set of qubits?
Example Code
If you want to start from something simple but working, you can play around with this basic quantum circuit simulator on jsfiddle (about ~2k lines, but most of that is UI stuff [drawing and clicking] and maths stuff [defining complex numbers and matrices]).
State
The state of a quantum computer is a set of complex weights, called amplitudes. There's one amplitude for each possible classical state. In the case of qubits, the classical states are just the various states a normal bit can be in.
For example, if you have three bits, then you need a complex weight for the 000, 001, 010, 011, 100, 101, 110, and 111 states.
var threeQubitState = new Complex[8];
The amplitudes must satisfy a constraint: if you add up their squared magnitudes, the result is 1. Classical states correspond to one amplitude having magnitude 1 while the others are all 0:
threeQubitState[3] = 1; // the system is 100% in the 011 state
Operations
Operations on quantum states let you redistribute the amplitude by flowing it between the classical states, but the flows you choose must preserve the squared-magnitudes-add-up-to-1 property in all cases. More technically, the operation must correspond to some unitary matrix.
var myOperation = state => new[] {
(state[1] + state[0])/sqrt(2),
(state[1] - state[0])/sqrt(2),
state[2],
state[3],
state[4],
state[5],
state[6],
state[7]
};
var myNewState = myOperation(threeQubitState);
... and those are the basics. The state is a list of complex numbers with unit 2-norm, the operations are unitary matrices, and the probability of measuring a state is just its squared amplitude.
Etc
Other things you probably need to consider:
What kinds of operations do you want to include?
A 1-qubit operation is a 2x2 matrix and a 3-qubit operation is an 8x8 matrix. How do you convert a 1-qubit operation into an 8x8 matrix when applying it to a single qubit in a 3-qubit state? (Use the Kronecker Product.)
What kinds of tricks can you use to speed up the simulation? For example, if only a few states are non-zero, or if the qubits are not entangled, there's no need to do a full matrix multiplication.
How does the user tell the simulation what to do? How can you represent what's going on for the user? There's an awful lot of numbers flowing around...
I don't actually know the answer, but an interesting place to start reading about qubits is this article. It doesn't describe in detail how entangled qubits work, but it hints at the complexity involved:
If this is how complicated things can get with only two qubits, how
complicated will it get for 3 or 4, or 100? It turns out that the
state of an N-qubit quantum computer can only be completely defined
when plotted as a point in a space with (4^N-1) dimensions. That means
we need 4^N good old fashion classical numbers to simulate it.
Note that this is the maximum space complexity, which for example is about 1 billion numbers (2^30=4^15) for 15 qubits. It says nothing about the time complexity of a simulation.
The article that #Qwertie cites is a very good introduction. If you want to implement these on your computer, you can play with the libquantum simulator, which implements sophisticated quantum operations in a C library. You can look at this example to see what using the code is like.
The information is actually stored in the interaction between different Qbits, so no implementing 1 Qbit will not translate to using multiple. I'd think another way you could play around is to use existing languages like QCL or google QCP http://qcplayground.withgoogle.com/#/home to play around
I've read about neural network a little while ago and I understand how an ANN (especially a multilayer perceptron that learns via backpropagation) can learn to classify an event as true or false.
I think there are two ways :
1) You get one output neuron. It it's value is > 0.5 the events is likely true, if it's value is <=0.5 the event is likely to be false.
2) You get two output neurons, if the value of the first is > than the value of the second the event is likely true and vice versa.
In these case, the ANN tells you if an event is likely true or likely false. It does not tell how likely it is.
Is there a way to convert this value to some odds or to directly get odds out of the ANN. I'd like to get an output like "The event has a 84% probability to be true"
Once a NN has been trained, for eg. using backprogation as mentioned in the question (whereby the backprogation logic has "nudged" the weights in ways that minimize the error function) the weights associated with all individual inputs ("outside" inputs or intra-NN inputs) are fixed. The NN can then be used for classifying purposes.
Whereby the math (and the "options") during the learning phase can get a bit thick, it is relatively simple and straightfoward when operating as a classifier. The main algorithm is to compute an activation value for each neuron, as the sum of the input x weight for that neuron. This value is then fed to an activation function which purpose's is to normalize it and convert it to a boolean (in typical cases, as some networks do not have an all-or-nothing rule for some of their layers). The activation function can be more complex than you indicated, in particular it needn't be linear, but whatever its shape, typically sigmoid, it operate in the same fashion: figuring out where the activation fits on the curve, and if applicable, above or below a threshold. The basic algorithm then processes all neurons at a given layer before proceeding to the next.
With this in mind, the question of using the perceptron's ability to qualify its guess (or indeed guesses - plural) with a percentage value, finds an easy answer: you bet it can, its output(s) is real-valued (if anything in need of normalizing) before we convert it to a discrete value (a boolean or a category ID in the case of several categories), using the activation functions and the threshold/comparison methods described in the question.
So... How and Where do I get "my percentages"?... All depends on the NN implementation, and more importantly, the implementation dictates the type of normalization functions that can be used to bring activation values in the 0-1 range and in a fashion that the sum of all percentages "add up" to 1. In its simplest form, the activation function can be used to normalize the value and the weights of the input to the output layer can be used as factors to ensure the "add up" to 1 question (provided that these weights are indeed so normalized themselves).
Et voilà!
Claritication: (following Mathieu's note)
One doesn't need to change anything in the way the Neural Network itself works; the only thing needed is to somehow "hook into" the logic of output neurons to access the [real-valued] activation value they computed, or, possibly better, to access the real-valued output of the activation function, prior its boolean conversion (which is typically based on a threshold value or on some stochastic function).
In other words, the NN works as previously, neither its training nor recognition logic are altered, the inputs to the NN stay the same, as do the connections between various layers etc. We only get a copy of the real-valued activation of the neurons in the output layer, and we use this to compute a percentage. The actual formula for the percentage calculation depends on the nature of the activation value and its associated function (its scale, its range relative to other neurons' output etc.).
Here are a few simple cases (taken from the question's suggested output rules)
1) If there is a single output neuron: the ratio of the value provided by the activation function relative to the range of that function should do.
2) If there are two (or more output neurons), as with classifiers for example: If all output neurons have the same activation function, the percentage for a given neuron is that of its activation function value divided by the sum of all activation function values. If the activation functions vary, it becomes a case by case situation because the distinct activation functions may be indicative of a purposeful desire to give more weight to some of the neurons, and the percentage should respect this.
What you can do is to use a sigmoid transfer function on the output layer nodes (that accepts data ranges (-inf,inf) and outputs a value in [-1,1]).
Then by using the 1-of-n output encoding (one node for each class), you can map the range [-1,1] to [0,1] and use it as probability for each class value (note that this works naturally for more than just two classes).
The activation value of a single output neuron is a linearly weighted sum, and may be directly interpreted as an approximate probability if the network is trained to give outputs a range from 0 to 1. This would tend to be the case if the transfer function (or output function) in both the preceding stage and providing the final output is in the 0 to 1 range too (typically the sigmoidal logistic function). However, there is no guarantee that it will but repairs are possible. Moreover unless the sigmoids are logistic and the weights are constrained to be positive and sum to 1, it is unlikely. Generally a neural network will train in a more balanced way using the tanh sigmoid and weights and activations that range positive and negative (due to the symmetry of this model). Another factor is the prevalence of the class - if it is 50% then a 0.5 threshold is likely to be effective for logistic and a 0.0 threshold for tanh. The sigmoid is designed to push things towards the centre of the range (on backpropogation) and constrain it from going out of the range (in feedforward). The significance of the performance (with respect to the Bernoulli distribution) can also be interpreted as a probability that the neuron is making real predictions rather than guessing. Ideally the bias of the predictor to positives should match the prevalence of positives in the real world (which may vary at different times and places, e.g. bull vs bear markets, e.g. credit worthiness of people applying for loans vs people who fail to make loan payments) - calibrating to probabilities has the advantage that any desired bias can be set easily.
If you have two neurons for two classes, each can be interpreted independently as above, and the halved difference between them can also be. It is like flipping the negative class neuron and averaging. The differences can also give rise to a probability of significance estimate (using the T-test).
The Brier score and its Murphy decomposition give a more direct estimate of the probability that an average answer is correct, while Informedness gives the probability the classifier is making an informed decision rather than a guess, ROC AUC gives the probability a positive class will be ranked higher than a negative class (by a positive predictor), and Kappa will give a similar number that matches Informedness when prevalence = bias.
What you normally want is both a significance probability for the overall classifier (to ensure that you are playing on a real field, and not in an imaginary framework of guestimates) and a probability estimate for a specific example. There are various ways to calibrate, including doing a regression (linear or nonlinear) versus probability and using its inverse function to remap to a more accurate probability estimate. This can be seen by the Brier score improving, with the calibration component reducing towards 0, but the discrimination component remaining the same, as should ROC AUC and Informedness (Kappa is subject to bias and may worsen).
A simple non-linear way to calibrate to probabilities is to use the ROC curve - as the threshold changes for the output of a single neuron or the difference between two competing neurons, we plot the results true and false positive rates on a ROC curve (the false and true negative rates are naturally the complements, as what isn't really a positive is a negative). Then you scan the ROC curve (polyline) point by point (each time the gradient changes) sample by sample and the proportion of positive samples gives you a probability estimate for positives corresponding to the neural threshold that produced that point. Values between points on the curve can be linearly interpolated between those that are represented in the calibration set - and in fact any bad points in the ROC curve, represented by deconvexities (dents) can be smoothed over by the convex hull - probabilistically interpolating between the endpoints of the hull segment. Flach and Wu propose a technique that actually flips the segment, but this depends on information being used the wrong way round and although it could be used repeatedly for arbitrary improvement on the calibration set, it will be increasingly unlikely to generalize to a test situation.
(I came here looking for papers I'd seen ages ago on these ROC-based approaches - so this is from memory and without these lost references.)
I will be very prudent in interpreting the outputs of a neural networks (in fact any machine learning classifier) as a probability. The machine is trained to discriminate between classes, not to estimate the probability density. In fact, we don't have this information in the data, we have to infer it. For my experience I din't advice anyone to interpret directly the outputs as probabilities.
did you try prof. Hinton's suggestion of training the network with softmax activation function and cross entropy error?
as an example create a three layer network with the following:
linear neurons [ number of features ]
sigmoid neurons [ 3 x number of features ]
linear neurons [ number of classes ]
then train them with cross entropy error softmax transfer with your favourite optimizer stochastic descent/iprop plus/ grad descent. After training the output neurons should be normalized to sum of 1.
Please see http://en.wikipedia.org/wiki/Softmax_activation_function for details. Shark Machine Learning framework does provide Softmax feature through combining two models. And prof. Hinton an excellent online course # http://coursera.com regarding the details.
I can remember I saw an example of Neural network trained with back propagation to approximate the probability of an outcome in the book Introduction to the theory of neural computation (hertz krogh palmer). I think the key to the example was a special learning rule so that you didn't have to convert the output of a unit to probability, but instead you got automatically the probability as output.
If you have the opportunity, try to check that book.
(by the way, "boltzman machines", although less famous, are neural networks designed specifically to learn probability distributions, you may want to check them as well)
When using ANN for 2-class classification and logistic sigmoid activation function is used in the output layer, the output values could be interpreted as probabilities.
So if you choosing between 2 classes, you train using 1-of-C encoding, where 2 ANN outputs will have training values (1,0) and (0,1) for each of classes respectively.
To get probability of first class in percent, just multiply first ANN output to 100. To get probability of other class use the second output.
This could be generalized for multi-class classification using softmax activation function.
You can read more, including proofs of probabilistic interpretation here:
[1] Bishop, Christopher M. Neural networks for pattern recognition. Oxford university press, 1995.