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MLP Regressor#

A multilayer feed forward neural network with a continuous output layer suitable for regression problems. Like the Multilayer Perceptron classifier, the MLP Regressor is able to handle complex non-linear regression problems by forming higher-order representations of the input features using intermediate hidden layers.

Interfaces: Estimator, Learner, Online, Verbose, Persistable

Data Type Compatibility: Continuous

Parameters#

#	Param	Default	Type	Description
1	hidden		array	An array composing the user-specified hidden layers of the network in order.
2	batch size	100	int	The number of training samples to process at a time.
3	optimizer	Adam	Optimizer	The gradient descent optimizer used to update the network parameters.
4	alpha	1e-4	float	The amount of L2 regularization to apply to the parameters of the network.
5	epochs	1000	int	The maximum number of training epochs. i.e. the number of times to iterate over the entire training set before terminating.
6	min change	1e-4	float	The minimum change in the training loss necessary to continue training.
7	window	3	int	The number of epochs without improvement in the validation score to wait before considering an early stop.
8	holdout	0.1	float	The proportion of training samples to use for validation and progress monitoring.
9	cost fn	LeastSquares	RegressionLoss	The function that computes the loss associated with an erroneous activation during training.
10	metric	RSquared	Metric	The metric used to score the generalization performance of the model during training.

Additional Methods#

Return the training loss at each epoch:

public steps() : array

Return the validation scores at each epoch:

public scores() : array

Returns the underlying neural network instance or null if untrained:

public network() : Network|null

Example#

use Rubix\ML\Regressors\MLPRegressor;
use Rubix\ML\NeuralNet\Layers\Dense;
use Rubix\ML\NeuralNet\Layers\Activation;
use Rubix\ML\NeuralNet\ActivationFunctions\ReLU;
use Rubix\ML\NeuralNet\Optimizers\RMSProp;
use Rubix\ML\CrossValidation\Metrics\RSquared;

$estimator = new MLPRegressor([
    new Dense(100),
    new Activation(new ReLU()),
    new Dense(100),
    new Activation(new ReLU(),
    new Dense(50),
    new Activation(new ReLU()),
    new Dense(50),
    new Activation(new ReLU()),
], 256, new RMSProp(0.001), 1e-3, 100, 1e-5, 3, 0.1, new LeastSquares(), new RSquared());

References#

• G. E. Hinton. (1989). Connectionist learning procedures.
• L. Prechelt. (1997). Early Stopping - but when?