chore: import upstream snapshot with attribution
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# Python Machine Learning by Sebastian Raschka, Packt Publishing Ltd. 2015
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# Code Repository: https://github.com/rasbt/python-machine-learning-book
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# Code License: MIT License
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import numpy as np
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import sys
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class NeuralNetMLP(object):
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""" Feedforward neural network / Multi-layer perceptron classifier.
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Parameters
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------------
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n_hidden : int (default: 30)
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Number of hidden units.
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l2 : float (default: 0.)
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Lambda value for L2-regularization.
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No regularization if l2=0. (default)
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epochs : int (default: 100)
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Number of passes over the training set.
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eta : float (default: 0.001)
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Learning rate.
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shuffle : bool (default: True)
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Shuffles training data every epoch if True to prevent circles.
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minibatche_size : int (default: 1)
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Number of training samples per minibatch.
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seed : int (default: None)
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Random seed for initializing weights and shuffling.
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Attributes
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-----------
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eval_ : dict
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Dictionary collecting the cost, training accuracy,
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and validation accuracy for each epoch during training.
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"""
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def __init__(self, n_hidden=30,
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l2=0., epochs=100, eta=0.001,
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shuffle=True, minibatch_size=1, seed=None):
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self.random = np.random.RandomState(seed)
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self.n_hidden = n_hidden
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self.l2 = l2
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self.epochs = epochs
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self.eta = eta
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self.shuffle = shuffle
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self.minibatch_size = minibatch_size
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def _onehot(self, y, n_classes):
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"""Encode labels into one-hot representation
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Parameters
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------------
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y : array, shape = [n_samples]
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Target values.
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Returns
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-----------
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onehot : array, shape = (n_samples, n_labels)
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"""
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onehot = np.zeros((n_classes, y.shape[0].astype(int)))
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for idx, val in enumerate(y):
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onehot[val, idx] = 1.
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return onehot.T
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def _sigmoid(self, z):
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"""Compute logistic function (sigmoid)"""
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return 1. / (1. + np.exp(-np.clip(z, -250, 250)))
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def _forward(self, X):
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"""Compute forward propagation step"""
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# step 1: net input of hidden layer
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# [n_samples, n_features] dot [n_features, n_hidden]
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# -> [n_samples, n_hidden]
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z_h = np.dot(X, self.w_h) + self.b_h
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# step 2: activation of hidden layer
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a_h = self._sigmoid(z_h)
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# step 3: net input of output layer
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# [n_samples, n_hidden] dot [n_hidden, n_classlabels]
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# -> [n_samples, n_classlabels]
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z_out = np.dot(a_h, self.w_out) + self.b_out
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# step 4: activation output layer
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a_out = self._sigmoid(z_out)
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return z_h, a_h, z_out, a_out
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def _compute_cost(self, y_enc, output):
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"""Compute cost function.
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Parameters
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----------
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y_enc : array, shape = (n_samples, n_labels)
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one-hot encoded class labels.
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output : array, shape = [n_samples, n_output_units]
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Activation of the output layer (forward propagation)
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Returns
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---------
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cost : float
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Regularized cost
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"""
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L2_term = (self.l2 *
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(np.sum(self.w_h ** 2.) +
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np.sum(self.w_out ** 2.)))
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term1 = -y_enc * (np.log(output))
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term2 = (1. - y_enc) * np.log(1. - output)
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cost = np.sum(term1 - term2) + L2_term
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return cost
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def predict(self, X):
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"""Predict class labels
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Parameters
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-----------
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X : array, shape = [n_samples, n_features]
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Input layer with original features.
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Returns:
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----------
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y_pred : array, shape = [n_samples]
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Predicted class labels.
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"""
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z_h, a_h, z_out, a_out = self._forward(X)
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y_pred = np.argmax(z_out, axis=1)
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return y_pred
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def fit(self, X_train, y_train, X_valid, y_valid):
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""" Learn weights from training data.
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Parameters
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-----------
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X_train : array, shape = [n_samples, n_features]
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Input layer with original features.
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y_train : array, shape = [n_samples]
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Target class labels.
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X_valid : array, shape = [n_samples, n_features]
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Sample features for validation during training
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y_valid : array, shape = [n_samples]
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Sample labels for validation during training
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Returns:
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----------
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self
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"""
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n_output = np.unique(y_train).shape[0] # number of class labels
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n_features = X_train.shape[1]
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########################
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# Weight initialization
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########################
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# weights for input -> hidden
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self.b_h = np.zeros(self.n_hidden)
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self.w_h = self.random.normal(loc=0.0, scale=0.1,
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size=(n_features, self.n_hidden))
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# weights for hidden -> output
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self.b_out = np.zeros(n_output)
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self.w_out = self.random.normal(loc=0.0, scale=0.1,
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size=(self.n_hidden, n_output))
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epoch_strlen = len(str(self.epochs)) # for progress formatting
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self.eval_ = {'cost': [], 'train_acc': [], 'valid_acc': []}
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y_train_enc = self._onehot(y_train, n_output)
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# iterate over training epochs
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for i in range(self.epochs):
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# iterate over minibatches
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indices = np.arange(X_train.shape[0])
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if self.shuffle:
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self.random.shuffle(indices)
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for start_idx in range(0, indices.shape[0] - self.minibatch_size +
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1, self.minibatch_size):
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batch_idx = indices[start_idx:start_idx + self.minibatch_size]
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# forward propagation
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z_h, a_h, z_out, a_out = self._forward(X_train[batch_idx])
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##################
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# Backpropagation
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##################
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# [n_samples, n_classlabels]
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sigma_out = a_out - y_train_enc[batch_idx]
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# [n_samples, n_hidden]
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sigmoid_derivative_h = a_h * (1. - a_h)
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# [n_samples, n_classlabels] dot [n_classlabels, n_hidden]
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# -> [n_samples, n_hidden]
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sigma_h = (np.dot(sigma_out, self.w_out.T) *
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sigmoid_derivative_h)
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# [n_features, n_samples] dot [n_samples, n_hidden]
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# -> [n_features, n_hidden]
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grad_w_h = np.dot(X_train[batch_idx].T, sigma_h)
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grad_b_h = np.sum(sigma_h, axis=0)
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# [n_hidden, n_samples] dot [n_samples, n_classlabels]
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# -> [n_hidden, n_classlabels]
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grad_w_out = np.dot(a_h.T, sigma_out)
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grad_b_out = np.sum(sigma_out, axis=0)
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# Regularization and weight updates
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delta_w_h = (grad_w_h + self.l2*self.w_h)
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delta_b_h = grad_b_h # bias is not regularized
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self.w_h -= self.eta * delta_w_h
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self.b_h -= self.eta * delta_b_h
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delta_w_out = (grad_w_out + self.l2*self.w_out)
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delta_b_out = grad_b_out # bias is not regularized
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self.w_out -= self.eta * delta_w_out
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self.b_out -= self.eta * delta_b_out
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#############
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# Evaluation
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#############
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# Evaluation after each epoch during training
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z_h, a_h, z_out, a_out = self._forward(X_train)
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cost = self._compute_cost(y_enc=y_train_enc,
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output=a_out)
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y_train_pred = self.predict(X_train)
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y_valid_pred = self.predict(X_valid)
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train_acc = ((np.sum(y_train == y_train_pred)).astype(np.float) /
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X_train.shape[0])
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valid_acc = ((np.sum(y_valid == y_valid_pred)).astype(np.float) /
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X_valid.shape[0])
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sys.stderr.write('\r%0*d/%d | Cost: %.2f '
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'| Train/Valid Acc.: %.2f%%/%.2f%% ' %
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(epoch_strlen, i+1, self.epochs, cost,
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train_acc*100, valid_acc*100))
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sys.stderr.flush()
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self.eval_['cost'].append(cost)
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self.eval_['train_acc'].append(train_acc)
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self.eval_['valid_acc'].append(valid_acc)
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return self
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