ift6266: code_tutoriel/logistic

annotate code_tutoriel/logistic_sgd.py @ 592:0cf2c4f9ed79

added springer latex stuff

author	fsavard
date	Thu, 30 Sep 2010 18:00:37 -0400
parents	4bc5eeec6394
children

rev	line source
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	1 """
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	2 This tutorial introduces logistic regression using Theano and stochastic
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	3 gradient descent.
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	4
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	5 Logistic regression is a probabilistic, linear classifier. It is parametrized
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	6 by a weight matrix :math:`W` and a bias vector :math:`b`. Classification is
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	7 done by projecting data points onto a set of hyperplanes, the distance to
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	8 which is used to determine a class membership probability.
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	9
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	10 Mathematically, this can be written as:
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	11
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	12 .. math::
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	13 P(Y=i\|x, W,b) &= softmax_i(W x + b) \\
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	14 &= \frac {e^{W_i x + b_i}} {\sum_j e^{W_j x + b_j}}
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	15
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	16
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	17 The output of the model or prediction is then done by taking the argmax of
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	18 the vector whose i'th element is P(Y=i\|x).
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	19
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	20 .. math::
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	21
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	22 y_{pred} = argmax_i P(Y=i\|x,W,b)
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	23
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	24
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	25 This tutorial presents a stochastic gradient descent optimization method
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	26 suitable for large datasets, and a conjugate gradient optimization method
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	27 that is suitable for smaller datasets.
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	28
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	29
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	30 References:
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	31
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	32 - textbooks: "Pattern Recognition and Machine Learning" -
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	33 Christopher M. Bishop, section 4.3.2
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	34
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	35 """
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	36 __docformat__ = 'restructedtext en'
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	37
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	38 import numpy, time, cPickle, gzip
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	39
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	40 import theano
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	41 import theano.tensor as T
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	42
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	43
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	44 class LogisticRegression(object):
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	45 """Multi-class Logistic Regression Class
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	46
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	47 The logistic regression is fully described by a weight matrix :math:`W`
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	48 and bias vector :math:`b`. Classification is done by projecting data
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	49 points onto a set of hyperplanes, the distance to which is used to
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	50 determine a class membership probability.
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	51 """
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	52
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	53
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	54
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	55
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	56 def __init__(self, input, n_in, n_out):
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	57 """ Initialize the parameters of the logistic regression
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	58
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	59 :type input: theano.tensor.TensorType
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	60 :param input: symbolic variable that describes the input of the
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	61 architecture (one minibatch)
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	62
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	63 :type n_in: int
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	64 :param n_in: number of input units, the dimension of the space in
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	65 which the datapoints lie
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	66
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	67 :type n_out: int
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	68 :param n_out: number of output units, the dimension of the space in
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	69 which the labels lie
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	70
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	71 """
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	72
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	73 # initialize with 0 the weights W as a matrix of shape (n_in, n_out)
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	74 self.W = theano.shared(value=numpy.zeros((n_in,n_out), dtype = theano.config.floatX),
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	75 name='W')
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	76 # initialize the baises b as a vector of n_out 0s
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	77 self.b = theano.shared(value=numpy.zeros((n_out,), dtype = theano.config.floatX),
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	78 name='b')
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	79
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	80
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	81 # compute vector of class-membership probabilities in symbolic form
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	82 self.p_y_given_x = T.nnet.softmax(T.dot(input, self.W)+self.b)
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	83
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	84 # compute prediction as class whose probability is maximal in
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	85 # symbolic form
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	86 self.y_pred=T.argmax(self.p_y_given_x, axis=1)
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	87
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	88 # parameters of the model
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	89 self.params = [self.W, self.b]
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	90
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	91
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	92
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	93
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	94
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	95 def negative_log_likelihood(self, y):
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	96 """Return the mean of the negative log-likelihood of the prediction
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	97 of this model under a given target distribution.
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	98
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	99 .. math::
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	100
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	101 \frac{1}{\|\mathcal{D}\|} \mathcal{L} (\theta=\{W,b\}, \mathcal{D}) =
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	102 \frac{1}{\|\mathcal{D}\|} \sum_{i=0}^{\|\mathcal{D}\|} \log(P(Y=y^{(i)}\|x^{(i)}, W,b)) \\
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	103 \ell (\theta=\{W,b\}, \mathcal{D})
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	104
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	105 :type y: theano.tensor.TensorType
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	106 :param y: corresponds to a vector that gives for each example the
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	107 correct label
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	108
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	109 Note: we use the mean instead of the sum so that
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	110 the learning rate is less dependent on the batch size
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	111 """
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	112 # y.shape[0] is (symbolically) the number of rows in y, i.e., number of examples (call it n) in the minibatch
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	113 # T.arange(y.shape[0]) is a symbolic vector which will contain [0,1,2,... n-1]
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	114 # T.log(self.p_y_given_x) is a matrix of Log-Probabilities (call it LP) with one row per example and one column per class
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	115 # LP[T.arange(y.shape[0]),y] is a vector v containing [LP[0,y[0]], LP[1,y[1]], LP[2,y[2]], ..., LP[n-1,y[n-1]]]
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	116 # and T.mean(LP[T.arange(y.shape[0]),y]) is the mean (across minibatch examples) of the elements in v,
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	117 # i.e., the mean log-likelihood across the minibatch.
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	118 return -T.mean(T.log(self.p_y_given_x)[T.arange(y.shape[0]),y])
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	119
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	120
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	121 def errors(self, y):
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	122 """Return a float representing the number of errors in the minibatch
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	123 over the total number of examples of the minibatch ; zero one
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	124 loss over the size of the minibatch
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	125
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	126 :type y: theano.tensor.TensorType
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	127 :param y: corresponds to a vector that gives for each example the
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	128 correct label
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	129 """
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	130
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	131 # check if y has same dimension of y_pred
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	132 if y.ndim != self.y_pred.ndim:
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	133 raise TypeError('y should have the same shape as self.y_pred',
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	134 ('y', target.type, 'y_pred', self.y_pred.type))
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	135 # check if y is of the correct datatype
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	136 if y.dtype.startswith('int'):
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	137 # the T.neq operator returns a vector of 0s and 1s, where 1
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	138 # represents a mistake in prediction
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	139 return T.mean(T.neq(self.y_pred, y))
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	140 else:
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	141 raise NotImplementedError()
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	142
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	143
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	144 def load_data(dataset):
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	145 ''' Loads the dataset
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	146
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	147 :type dataset: string
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	148 :param dataset: the path to the dataset (here MNIST)
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	149 '''
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	150
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	151 #############
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	152 # LOAD DATA #
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	153 #############
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	154 print '... loading data'
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	155
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	156 # Load the dataset
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	157 f = gzip.open(dataset,'rb')
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	158 train_set, valid_set, test_set = cPickle.load(f)
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	159 f.close()
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	160
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	161
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	162 def shared_dataset(data_xy):
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	163 """ Function that loads the dataset into shared variables
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	164
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	165 The reason we store our dataset in shared variables is to allow
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	166 Theano to copy it into the GPU memory (when code is run on GPU).
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	167 Since copying data into the GPU is slow, copying a minibatch everytime
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	168 is needed (the default behaviour if the data is not in a shared
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	169 variable) would lead to a large decrease in performance.
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	170 """
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	171 data_x, data_y = data_xy
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	172 shared_x = theano.shared(numpy.asarray(data_x, dtype=theano.config.floatX))
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	173 shared_y = theano.shared(numpy.asarray(data_y, dtype=theano.config.floatX))
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	174 # When storing data on the GPU it has to be stored as floats
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	175 # therefore we will store the labels as ``floatX`` as well
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	176 # (``shared_y`` does exactly that). But during our computations
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	177 # we need them as ints (we use labels as index, and if they are
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	178 # floats it doesn't make sense) therefore instead of returning
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	179 # ``shared_y`` we will have to cast it to int. This little hack
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	180 # lets ous get around this issue
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	181 return shared_x, T.cast(shared_y, 'int32')
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	182
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	183 test_set_x, test_set_y = shared_dataset(test_set)
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	184 valid_set_x, valid_set_y = shared_dataset(valid_set)
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	185 train_set_x, train_set_y = shared_dataset(train_set)
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	186
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	187 rval = [(train_set_x, train_set_y), (valid_set_x,valid_set_y), (test_set_x, test_set_y)]
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	188 return rval
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	189
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	190
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	191
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	192
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	193 def sgd_optimization_mnist(learning_rate=0.13, n_epochs=1000, dataset='mnist.pkl.gz'):
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	194 """
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	195 Demonstrate stochastic gradient descent optimization of a log-linear
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	196 model
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	197
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	198 This is demonstrated on MNIST.
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	199
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	200 :type learning_rate: float
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	201 :param learning_rate: learning rate used (factor for the stochastic
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	202 gradient)
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	203
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	204 :type n_epochs: int
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	205 :param n_epochs: maximal number of epochs to run the optimizer
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	206
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	207 :type dataset: string
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	208 :param dataset: the path of the MNIST dataset file from
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	209 http://www.iro.umontreal.ca/~lisa/deep/data/mnist/mnist.pkl.gz
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	210
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	211 """
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	212 datasets = load_data(dataset)
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	213
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	214 train_set_x, train_set_y = datasets[0]
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	215 valid_set_x, valid_set_y = datasets[1]
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	216 test_set_x , test_set_y = datasets[2]
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	217
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	218 batch_size = 600 # size of the minibatch
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	219
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	220 # compute number of minibatches for training, validation and testing
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	221 n_train_batches = train_set_x.value.shape[0] / batch_size
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	222 n_valid_batches = valid_set_x.value.shape[0] / batch_size
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	223 n_test_batches = test_set_x.value.shape[0] / batch_size
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	224
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	225
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	226 ######################
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	227 # BUILD ACTUAL MODEL #
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	228 ######################
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	229 print '... building the model'
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	230
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	231
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	232 # allocate symbolic variables for the data
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	233 index = T.lscalar() # index to a [mini]batch
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	234 x = T.matrix('x') # the data is presented as rasterized images
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	235 y = T.ivector('y') # the labels are presented as 1D vector of
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	236 # [int] labels
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	237
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	238 # construct the logistic regression class
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	239 # Each MNIST image has size 28*28
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	240 classifier = LogisticRegression( input=x, n_in=28*28, n_out=10)
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	241
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	242 # the cost we minimize during training is the negative log likelihood of
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	243 # the model in symbolic format
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	244 cost = classifier.negative_log_likelihood(y)
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	245
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	246 # compiling a Theano function that computes the mistakes that are made by
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	247 # the model on a minibatch
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	248 test_model = theano.function(inputs = [index],
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	249 outputs = classifier.errors(y),
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	250 givens={
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	251 x:test_set_x[indexbatch_size:(index+1)batch_size],
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	252 y:test_set_y[indexbatch_size:(index+1)batch_size]})
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	253
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	254 validate_model = theano.function( inputs = [index],
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	255 outputs = classifier.errors(y),
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	256 givens={
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	257 x:valid_set_x[indexbatch_size:(index+1)batch_size],
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	258 y:valid_set_y[indexbatch_size:(index+1)batch_size]})
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	259
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	260 # compute the gradient of cost with respect to theta = (W,b)
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	261 g_W = T.grad(cost = cost, wrt = classifier.W)
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	262 g_b = T.grad(cost = cost, wrt = classifier.b)
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	263
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	264 # specify how to update the parameters of the model as a dictionary
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	265 updates ={classifier.W: classifier.W - learning_rate*g_W,\
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	266 classifier.b: classifier.b - learning_rate*g_b}
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	267
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	268 # compiling a Theano function `train_model` that returns the cost, but in
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	269 # the same time updates the parameter of the model based on the rules
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	270 # defined in `updates`
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	271 train_model = theano.function(inputs = [index],
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	272 outputs = cost,
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	273 updates = updates,
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	274 givens={
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	275 x:train_set_x[indexbatch_size:(index+1)batch_size],
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	276 y:train_set_y[indexbatch_size:(index+1)batch_size]})
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	277
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	278 ###############
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	279 # TRAIN MODEL #
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	280 ###############
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	281 print '... training the model'
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	282 # early-stopping parameters
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	283 patience = 5000 # look as this many examples regardless
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	284 patience_increase = 2 # wait this much longer when a new best is
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	285 # found
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	286 improvement_threshold = 0.995 # a relative improvement of this much is
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	287 # considered significant
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	288 validation_frequency = min(n_train_batches, patience/2)
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	289 # go through this many
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	290 # minibatche before checking the network
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	291 # on the validation set; in this case we
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	292 # check every epoch
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	293
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	294 best_params = None
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	295 best_validation_loss = float('inf')
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	296 test_score = 0.
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	297 start_time = time.clock()
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	298
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	299 done_looping = False
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	300 epoch = 0
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	301 while (epoch < n_epochs) and (not done_looping):
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	302 epoch = epoch + 1
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	303 for minibatch_index in xrange(n_train_batches):
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	304
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	305 minibatch_avg_cost = train_model(minibatch_index)
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	306 # iteration number
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	307 iter = epoch * n_train_batches + minibatch_index
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	308
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	309 if (iter+1) % validation_frequency == 0:
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	310 # compute zero-one loss on validation set
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	311 validation_losses = [validate_model(i) for i in xrange(n_valid_batches)]
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	312 this_validation_loss = numpy.mean(validation_losses)
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	313
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	314 print('epoch %i, minibatch %i/%i, validation error %f %%' % \
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	315 (epoch, minibatch_index+1,n_train_batches, \
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	316 this_validation_loss*100.))
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	317
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	318
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	319 # if we got the best validation score until now
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	320 if this_validation_loss < best_validation_loss:
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	321 #improve patience if loss improvement is good enough
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	322 if this_validation_loss < best_validation_loss * \
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	323 improvement_threshold :
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	324 patience = max(patience, iter * patience_increase)
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	325
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	326 best_validation_loss = this_validation_loss
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	327 # test it on the test set
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	328
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	329 test_losses = [test_model(i) for i in xrange(n_test_batches)]
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	330 test_score = numpy.mean(test_losses)
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	331
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	332 print((' epoch %i, minibatch %i/%i, test error of best '
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	333 'model %f %%') % \
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	334 (epoch, minibatch_index+1, n_train_batches,test_score*100.))
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	335
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	336 if patience <= iter :
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: 2 diff changeset	337 done_looping = True
0 fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	338 break
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	339
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	340 end_time = time.clock()
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	341 print(('Optimization complete with best validation score of %f %%,'
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	342 'with test performance %f %%') %
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	343 (best_validation_loss * 100., test_score*100.))
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	344 print ('The code ran for %f minutes' % ((end_time-start_time)/60.))
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	345
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	346 if __name__ == '__main__':
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	347 sgd_optimization_mnist()
fda5f787baa6 commit initial Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	348

Mercurial > ift6266

annotate code_tutoriel/logistic_sgd.py @ 592:0cf2c4f9ed79