annotate code_tutoriel/DBN.py @ 373:39a3917db946

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author Xavier Glorot <glorotxa@iro.umontreal.ca>
date Sun, 25 Apr 2010 13:54:57 -0400
parents 4bc5eeec6394
children
rev   line source
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1 """
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2 """
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3 import os
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4
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5 import numpy, time, cPickle, gzip
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6
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7 import theano
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8 import theano.tensor as T
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9 from theano.tensor.shared_randomstreams import RandomStreams
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10
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11 from logistic_sgd import LogisticRegression, load_data
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12 from mlp import HiddenLayer
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13 from rbm import RBM
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16
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17 class DBN(object):
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18 """
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19 """
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20
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21 def __init__(self, numpy_rng, theano_rng = None, n_ins = 784,
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22 hidden_layers_sizes = [500,500], n_outs = 10):
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23 """This class is made to support a variable number of layers.
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24
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25 :type numpy_rng: numpy.random.RandomState
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26 :param numpy_rng: numpy random number generator used to draw initial
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27 weights
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28
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29 :type theano_rng: theano.tensor.shared_randomstreams.RandomStreams
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30 :param theano_rng: Theano random generator; if None is given one is
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31 generated based on a seed drawn from `rng`
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32
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33 :type n_ins: int
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34 :param n_ins: dimension of the input to the DBN
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35
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36 :type n_layers_sizes: list of ints
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37 :param n_layers_sizes: intermidiate layers size, must contain
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38 at least one value
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39
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40 :type n_outs: int
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41 :param n_outs: dimension of the output of the network
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42 """
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43
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44 self.sigmoid_layers = []
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45 self.rbm_layers = []
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46 self.params = []
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47 self.n_layers = len(hidden_layers_sizes)
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48
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49 assert self.n_layers > 0
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50
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51 if not theano_rng:
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52 theano_rng = RandomStreams(numpy_rng.randint(2**30))
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53
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54 # allocate symbolic variables for the data
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55 self.x = T.matrix('x') # the data is presented as rasterized images
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56 self.y = T.ivector('y') # the labels are presented as 1D vector of
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57 # [int] labels
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58
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59 # The DBN is an MLP, for which all weights of intermidiate layers are shared with a
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60 # different RBM. We will first construct the DBN as a deep multilayer perceptron, and
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61 # when constructing each sigmoidal layer we also construct an RBM that shares weights
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62 # with that layer. During pretraining we will train these RBMs (which will lead
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63 # to chainging the weights of the MLP as well) During finetuning we will finish
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64 # training the DBN by doing stochastic gradient descent on the MLP.
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65
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66 for i in xrange( self.n_layers ):
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67 # construct the sigmoidal layer
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68
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69 # the size of the input is either the number of hidden units of the layer below or
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70 # the input size if we are on the first layer
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71 if i == 0 :
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72 input_size = n_ins
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73 else:
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74 input_size = hidden_layers_sizes[i-1]
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75
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76 # the input to this layer is either the activation of the hidden layer below or the
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77 # input of the DBN if you are on the first layer
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78 if i == 0 :
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79 layer_input = self.x
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80 else:
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81 layer_input = self.sigmoid_layers[-1].output
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82
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83 sigmoid_layer = HiddenLayer(rng = numpy_rng,
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84 input = layer_input,
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85 n_in = input_size,
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86 n_out = hidden_layers_sizes[i],
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87 activation = T.nnet.sigmoid)
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88
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89 # add the layer to our list of layers
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90 self.sigmoid_layers.append(sigmoid_layer)
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91
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92 # its arguably a philosophical question... but we are going to only declare that
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93 # the parameters of the sigmoid_layers are parameters of the DBN. The visible
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94 # biases in the RBM are parameters of those RBMs, but not of the DBN.
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95 self.params.extend(sigmoid_layer.params)
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96
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97 # Construct an RBM that shared weights with this layer
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98 rbm_layer = RBM(numpy_rng = numpy_rng, theano_rng = theano_rng,
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99 input = layer_input,
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100 n_visible = input_size,
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101 n_hidden = hidden_layers_sizes[i],
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102 W = sigmoid_layer.W,
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103 hbias = sigmoid_layer.b)
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104 self.rbm_layers.append(rbm_layer)
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105
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106
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107 # We now need to add a logistic layer on top of the MLP
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108 self.logLayer = LogisticRegression(\
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109 input = self.sigmoid_layers[-1].output,\
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110 n_in = hidden_layers_sizes[-1], n_out = n_outs)
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111 self.params.extend(self.logLayer.params)
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112
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113 # construct a function that implements one step of fine-tuning compute the cost for
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114 # second phase of training, defined as the negative log likelihood
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115 self.finetune_cost = self.logLayer.negative_log_likelihood(self.y)
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116
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117 # compute the gradients with respect to the model parameters
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118 # symbolic variable that points to the number of errors made on the
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119 # minibatch given by self.x and self.y
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120 self.errors = self.logLayer.errors(self.y)
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121
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122 def pretraining_functions(self, train_set_x, batch_size):
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123 ''' Generates a list of functions, for performing one step of gradient descent at a
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124 given layer. The function will require as input the minibatch index, and to train an
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125 RBM you just need to iterate, calling the corresponding function on all minibatch
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126 indexes.
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127
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128 :type train_set_x: theano.tensor.TensorType
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129 :param train_set_x: Shared var. that contains all datapoints used for training the RBM
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130 :type batch_size: int
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131 :param batch_size: size of a [mini]batch
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132 '''
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133
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134 # index to a [mini]batch
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135 index = T.lscalar('index') # index to a minibatch
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136 learning_rate = T.scalar('lr') # learning rate to use
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137
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138 # number of batches
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139 n_batches = train_set_x.value.shape[0] / batch_size
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140 # begining of a batch, given `index`
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141 batch_begin = index * batch_size
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142 # ending of a batch given `index`
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143 batch_end = batch_begin+batch_size
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144
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145 pretrain_fns = []
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146 for rbm in self.rbm_layers:
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147
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148 # get the cost and the updates list
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149 # TODO: change cost function to reconstruction error
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150 cost,updates = rbm.cd(learning_rate, persistent=None)
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151
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152 # compile the theano function
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153 fn = theano.function(inputs = [index,
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154 theano.Param(learning_rate, default = 0.1)],
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155 outputs = cost,
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156 updates = updates,
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157 givens = {self.x :train_set_x[batch_begin:batch_end]})
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158 # append `fn` to the list of functions
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159 pretrain_fns.append(fn)
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160
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161 return pretrain_fns
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162
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163
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164 def build_finetune_functions(self, datasets, batch_size, learning_rate):
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165 '''Generates a function `train` that implements one step of finetuning, a function
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166 `validate` that computes the error on a batch from the validation set, and a function
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167 `test` that computes the error on a batch from the testing set
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168
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169 :type datasets: list of pairs of theano.tensor.TensorType
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170 :param datasets: It is a list that contain all the datasets; the has to contain three
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171 pairs, `train`, `valid`, `test` in this order, where each pair is formed of two Theano
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172 variables, one for the datapoints, the other for the labels
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173 :type batch_size: int
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174 :param batch_size: size of a minibatch
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175 :type learning_rate: float
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176 :param learning_rate: learning rate used during finetune stage
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177 '''
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178
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179 (train_set_x, train_set_y) = datasets[0]
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180 (valid_set_x, valid_set_y) = datasets[1]
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181 (test_set_x , test_set_y ) = datasets[2]
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182
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183 # compute number of minibatches for training, validation and testing
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184 n_valid_batches = valid_set_x.value.shape[0] / batch_size
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185 n_test_batches = test_set_x.value.shape[0] / batch_size
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186
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187 index = T.lscalar('index') # index to a [mini]batch
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188
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189 # compute the gradients with respect to the model parameters
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190 gparams = T.grad(self.finetune_cost, self.params)
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191
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192 # compute list of fine-tuning updates
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193 updates = {}
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194 for param, gparam in zip(self.params, gparams):
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195 updates[param] = param - gparam*learning_rate
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196
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197 train_fn = theano.function(inputs = [index],
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198 outputs = self.finetune_cost,
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199 updates = updates,
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200 givens = {
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201 self.x : train_set_x[index*batch_size:(index+1)*batch_size],
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202 self.y : train_set_y[index*batch_size:(index+1)*batch_size]})
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203
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204 test_score_i = theano.function([index], self.errors,
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205 givens = {
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206 self.x: test_set_x[index*batch_size:(index+1)*batch_size],
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207 self.y: test_set_y[index*batch_size:(index+1)*batch_size]})
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208
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209 valid_score_i = theano.function([index], self.errors,
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210 givens = {
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211 self.x: valid_set_x[index*batch_size:(index+1)*batch_size],
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212 self.y: valid_set_y[index*batch_size:(index+1)*batch_size]})
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213
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214 # Create a function that scans the entire validation set
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215 def valid_score():
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216 return [valid_score_i(i) for i in xrange(n_valid_batches)]
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217
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218 # Create a function that scans the entire test set
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219 def test_score():
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220 return [test_score_i(i) for i in xrange(n_test_batches)]
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221
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222 return train_fn, valid_score, test_score
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223
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224
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225
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226
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227
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228
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229 def test_DBN( finetune_lr = 0.1, pretraining_epochs = 10, \
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230 pretrain_lr = 0.1, training_epochs = 1000, \
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231 dataset='mnist.pkl.gz'):
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232 """
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233 Demonstrates how to train and test a Deep Belief Network.
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234
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235 This is demonstrated on MNIST.
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236
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237 :type learning_rate: float
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238 :param learning_rate: learning rate used in the finetune stage
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239 :type pretraining_epochs: int
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240 :param pretraining_epochs: number of epoch to do pretraining
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241 :type pretrain_lr: float
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242 :param pretrain_lr: learning rate to be used during pre-training
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243 :type n_iter: int
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244 :param n_iter: maximal number of iterations ot run the optimizer
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245 :type dataset: string
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246 :param dataset: path the the pickled dataset
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247 """
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248
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249 print 'finetune_lr = ', finetune_lr
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250 print 'pretrain_lr = ', pretrain_lr
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251
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252 datasets = load_data(dataset)
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253
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254 train_set_x, train_set_y = datasets[0]
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255 valid_set_x, valid_set_y = datasets[1]
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256 test_set_x , test_set_y = datasets[2]
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257
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258
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259 batch_size = 20 # size of the minibatch
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260
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261 # compute number of minibatches for training, validation and testing
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262 n_train_batches = train_set_x.value.shape[0] / batch_size
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263
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264 # numpy random generator
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265 numpy_rng = numpy.random.RandomState(123)
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266 print '... building the model'
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267 # construct the Deep Belief Network
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268 dbn = DBN(numpy_rng = numpy_rng, n_ins = 28*28,
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269 hidden_layers_sizes = [1000,1000,1000],
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270 n_outs = 10)
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271
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272
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273 #########################
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274 # PRETRAINING THE MODEL #
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275 #########################
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276 print '... getting the pretraining functions'
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277 pretraining_fns = dbn.pretraining_functions(
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278 train_set_x = train_set_x,
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279 batch_size = batch_size )
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280
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281 print '... pre-training the model'
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282 start_time = time.clock()
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283 ## Pre-train layer-wise
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284 for i in xrange(dbn.n_layers):
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285 # go through pretraining epochs
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286 for epoch in xrange(pretraining_epochs):
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287 # go through the training set
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288 c = []
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289 for batch_index in xrange(n_train_batches):
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290 c.append(pretraining_fns[i](index = batch_index,
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291 lr = pretrain_lr ) )
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292 print 'Pre-training layer %i, epoch %d, cost '%(i,epoch),numpy.mean(c)
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293
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294 end_time = time.clock()
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295
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296 print ('Pretraining took %f minutes' %((end_time-start_time)/60.))
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297
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298 ########################
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299 # FINETUNING THE MODEL #
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300 ########################
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301
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302 # get the training, validation and testing function for the model
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303 print '... getting the finetuning functions'
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304 train_fn, validate_model, test_model = dbn.build_finetune_functions (
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305 datasets = datasets, batch_size = batch_size,
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306 learning_rate = finetune_lr)
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307
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308 print '... finetunning the model'
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309 # early-stopping parameters
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310 patience = 10000 # look as this many examples regardless
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311 patience_increase = 2. # wait this much longer when a new best is
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312 # found
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313 improvement_threshold = 0.995 # a relative improvement of this much is
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314 # considered significant
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315 validation_frequency = min(n_train_batches, patience/2)
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316 # go through this many
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317 # minibatche before checking the network
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318 # on the validation set; in this case we
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319 # check every epoch
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320
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321
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322 best_params = None
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323 best_validation_loss = float('inf')
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324 test_score = 0.
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325 start_time = time.clock()
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326
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327 done_looping = False
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328 epoch = 0
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329
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330 while (epoch < training_epochs) and (not done_looping):
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331 epoch = epoch + 1
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332 for minibatch_index in xrange(n_train_batches):
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333
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334 minibatch_avg_cost = train_fn(minibatch_index)
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335 iter = epoch * n_train_batches + minibatch_index
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336
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337 if (iter+1) % validation_frequency == 0:
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338
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339 validation_losses = validate_model()
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340 this_validation_loss = numpy.mean(validation_losses)
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341 print('epoch %i, minibatch %i/%i, validation error %f %%' % \
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342 (epoch, minibatch_index+1, n_train_batches, \
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343 this_validation_loss*100.))
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344
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345
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346 # if we got the best validation score until now
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347 if this_validation_loss < best_validation_loss:
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348
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349 #improve patience if loss improvement is good enough
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350 if this_validation_loss < best_validation_loss * \
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351 improvement_threshold :
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352 patience = max(patience, iter * patience_increase)
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353
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354 # save best validation score and iteration number
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355 best_validation_loss = this_validation_loss
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356 best_iter = iter
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357
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358 # test it on the test set
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359 test_losses = test_model()
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360 test_score = numpy.mean(test_losses)
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361 print((' epoch %i, minibatch %i/%i, test error of best '
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362 'model %f %%') %
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363 (epoch, minibatch_index+1, n_train_batches,
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364 test_score*100.))
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365
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366
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367 if patience <= iter :
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368 done_looping = True
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369 break
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370
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371 end_time = time.clock()
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372 print(('Optimization complete with best validation score of %f %%,'
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373 'with test performance %f %%') %
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374 (best_validation_loss * 100., test_score*100.))
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375 print ('The code ran for %f minutes' % ((end_time-start_time)/60.))
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376
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377
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378
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379
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380
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381 if __name__ == '__main__':
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382 pretrain_lr = numpy.float(os.sys.argv[1])
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383 finetune_lr = numpy.float(os.sys.argv[2])
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384 test_DBN(pretrain_lr=pretrain_lr, finetune_lr=finetune_lr)