ift6266: code_tutoriel/logistic

annotate code_tutoriel/logistic_cg.py @ 424:6e5f0f50ddab

Fix latex syntax in 2.12 (would not compile otherwise).

author	Arnaud Bergeron <abergeron@gmail.com>
date	Fri, 30 Apr 2010 16:28:13 -0400
parents	4bc5eeec6394
children

rev	line source
165 4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	1 """
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	2 This tutorial introduces logistic regression using Theano and conjugate
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	3 gradient descent.
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	4
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	5 Logistic regression is a probabilistic, linear classifier. It is parametrized
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	6 by a weight matrix :math:`W` and a bias vector :math:`b`. Classification is
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	7 done by projecting data points onto a set of hyperplanes, the distance to
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	8 which is used to determine a class membership probability.
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	9
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	10 Mathematically, this can be written as:
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	11
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	12 .. math::
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	13 P(Y=i\|x, W,b) &= softmax_i(W x + b) \\
4bc5eeec6394 Updating the tutorial code to the latest revisions. 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}}
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	15
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	16
4bc5eeec6394 Updating the tutorial code to the latest revisions. 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
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	18 the vector whose i'th element is P(Y=i\|x).
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	19
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	20 .. math::
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	21
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	22 y_{pred} = argmax_i P(Y=i\|x,W,b)
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	23
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	24
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	25 This tutorial presents a stochastic gradient descent optimization method
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	26 suitable for large datasets, and a conjugate gradient optimization method
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	27 that is suitable for smaller datasets.
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	28
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	29
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	30 References:
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	31
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	32 - textbooks: "Pattern Recognition and Machine Learning" -
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	33 Christopher M. Bishop, section 4.3.2
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	34
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	35
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	36 """
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	37 __docformat__ = 'restructedtext en'
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	38
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	39
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	40 import numpy, time, cPickle, gzip
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	41
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	42 import theano
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	43 import theano.tensor as T
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	44
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	45
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	46 class LogisticRegression(object):
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	47 """Multi-class Logistic Regression Class
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	48
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	49 The logistic regression is fully described by a weight matrix :math:`W`
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	50 and bias vector :math:`b`. Classification is done by projecting data
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	51 points onto a set of hyperplanes, the distance to which is used to
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	52 determine a class membership probability.
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	53 """
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	54
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	55
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	56
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	57
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	58 def __init__(self, input, n_in, n_out):
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	59 """ Initialize the parameters of the logistic regression
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	60
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	61 :type input: theano.tensor.TensorType
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	62 :param input: symbolic variable that describes the input of the
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	63 architecture ( one minibatch)
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	64
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	65 :type n_in: int
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	66 :param n_in: number of input units, the dimension of the space in
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	67 which the datapoint lies
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	68
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	69 :type n_out: int
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	70 :param n_out: number of output units, the dimension of the space in
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	71 which the target lies
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	72
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	73 """
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	74
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	75 # initialize theta = (W,b) with 0s; W gets the shape (n_in, n_out),
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	76 # while b is a vector of n_out elements, making theta a vector of
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	77 # n_in*n_out + n_out elements
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	78 self.theta = theano.shared( value = numpy.zeros(n_in*n_out+n_out, dtype = theano.config.floatX) )
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	79 # W is represented by the fisr n_in*n_out elements of theta
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	80 self.W = self.theta[0:n_in*n_out].reshape((n_in,n_out))
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	81 # b is the rest (last n_out elements)
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	82 self.b = self.theta[n_inn_out:n_inn_out+n_out]
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	83
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	84
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	85 # compute vector of class-membership probabilities in symbolic form
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	86 self.p_y_given_x = T.nnet.softmax(T.dot(input, self.W)+self.b)
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	87
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	88 # compute prediction as class whose probability is maximal in
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	89 # symbolic form
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	90 self.y_pred=T.argmax(self.p_y_given_x, axis=1)
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	91
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	92
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	93
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	94
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	95
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	96 def negative_log_likelihood(self, y):
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	97 """Return the negative log-likelihood of the prediction of this model
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	98 under a given target distribution.
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	99
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	100 .. math::
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	101
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	102 \frac{1}{\|\mathcal{D}\|}\mathcal{L} (\theta=\{W,b\}, \mathcal{D}) =
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	103 \frac{1}{\|\mathcal{D}\|}\sum_{i=0}^{\|\mathcal{D}\|} \log(P(Y=y^{(i)}\|x^{(i)}, W,b)) \\
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	104 \ell (\theta=\{W,b\}, \mathcal{D})
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	105
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	106 :type y: theano.tensor.TensorType
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	107 :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: diff changeset	108 correct label
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	109 """
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	110 return -T.mean(T.log(self.p_y_given_x)[T.arange(y.shape[0]),y])
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	111
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	112
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	113
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	114
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	115
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	116 def errors(self, y):
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	117 """Return a float representing the number of errors in the minibatch
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	118 over the total number of examples of the minibatch
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	119
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	120 :type y: theano.tensor.TensorType
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	121 :param y: corresponds to a vector that gives for each example
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	122 the correct label
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	123 """
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	124
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	125 # check if y has same dimension of y_pred
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	126 if y.ndim != self.y_pred.ndim:
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	127 raise TypeError('y should have the same shape as self.y_pred',
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	128 ('y', target.type, 'y_pred', self.y_pred.type))
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	129 # check if y is of the correct datatype
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	130 if y.dtype.startswith('int'):
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	131 # the T.neq operator returns a vector of 0s and 1s, where 1
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	132 # represents a mistake in prediction
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	133 return T.mean(T.neq(self.y_pred, y))
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	134 else:
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	135 raise NotImplementedError()
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	136
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	137
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	138
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	139
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	140
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	141
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	142
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	143 def cg_optimization_mnist( n_epochs=50, mnist_pkl_gz='mnist.pkl.gz' ):
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	144 """Demonstrate conjugate gradient optimization of a log-linear model
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	145
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	146 This is demonstrated on MNIST.
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	147
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	148 :type n_epochs: int
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	149 :param n_epochs: number of epochs to run the optimizer
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	150
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	151 :type mnist_pkl_gz: string
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	152 :param mnist_pkl_gz: the path of the mnist training file from
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	153 http://www.iro.umontreal.ca/~lisa/deep/data/mnist/mnist.pkl.gz
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	154
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	155 """
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	156 #############
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	157 # LOAD DATA #
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	158 #############
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	159 print '... loading data'
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	160
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	161 # Load the dataset
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	162 f = gzip.open(mnist_pkl_gz,'rb')
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	163 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: diff changeset	164 f.close()
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	165
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	166 def shared_dataset(data_xy):
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	167 """ Function that loads the dataset into shared variables
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	168
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	169 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: diff changeset	170 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: diff changeset	171 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: diff changeset	172 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: diff changeset	173 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: diff changeset	174 """
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	175 data_x, data_y = data_xy
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	176 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: diff changeset	177 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: diff changeset	178 # 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: diff changeset	179 # 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: diff changeset	180 # (``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: diff changeset	181 # 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: diff changeset	182 # 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: diff changeset	183 # ``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: diff changeset	184 # lets ous get around this issue
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	185 return shared_x, T.cast(shared_y, 'int32')
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	186
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	187
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	188 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: diff changeset	189 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: diff changeset	190 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: diff changeset	191
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	192 batch_size = 600 # size of the minibatch
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	193
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	194 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: diff changeset	195 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: diff changeset	196 n_test_batches = test_set_x.value.shape[0] / batch_size
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	197
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	198
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	199 ishape = (28,28) # this is the size of MNIST images
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	200 n_in = 28*28 # number of input units
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	201 n_out = 10 # number of output units
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	202
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	203
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	204 ######################
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	205 # BUILD ACTUAL MODEL #
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	206 ######################
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	207 print '... building the model'
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	208
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	209 # allocate symbolic variables for the data
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	210 minibatch_offset = T.lscalar() # offset to the start of a [mini]batch
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	211 x = T.matrix() # the data is presented as rasterized images
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	212 y = T.ivector() # the labels are presented as 1D vector of
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	213 # [int] labels
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	214
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	215
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	216 # construct the logistic regression class
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	217 classifier = LogisticRegression( input=x, n_in=28*28, n_out=10)
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	218
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	219 # the cost we minimize during training is the negative log likelihood of
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	220 # the model in symbolic format
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	221 cost = classifier.negative_log_likelihood(y).mean()
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	222
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	223 # compile a theano function that computes the mistakes that are made by
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	224 # the model on a minibatch
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	225 test_model = theano.function([minibatch_offset], classifier.errors(y),
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	226 givens={
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	227 x:test_set_x[minibatch_offset:minibatch_offset+batch_size],
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	228 y:test_set_y[minibatch_offset:minibatch_offset+batch_size]})
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	229
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	230 validate_model = theano.function([minibatch_offset],classifier.errors(y),
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	231 givens={
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	232 x:valid_set_x[minibatch_offset:minibatch_offset+batch_size],
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	233 y:valid_set_y[minibatch_offset:minibatch_offset+batch_size]})
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	234
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	235 # compile a thenao function that returns the cost of a minibatch
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	236 batch_cost = theano.function([minibatch_offset], cost,
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	237 givens= {
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	238 x : train_set_x[minibatch_offset:minibatch_offset+batch_size],
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	239 y : train_set_y[minibatch_offset:minibatch_offset+batch_size]})
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	240
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	241
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	242
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	243 # compile a theano function that returns the gradient of the minibatch
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	244 # with respect to theta
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	245 batch_grad = theano.function([minibatch_offset], T.grad(cost,classifier.theta),
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	246 givens= {
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	247 x : train_set_x[minibatch_offset:minibatch_offset+batch_size],
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	248 y : train_set_y[minibatch_offset:minibatch_offset+batch_size]})
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	249
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	250
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	251 # creates a function that computes the average cost on the training set
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	252 def train_fn(theta_value):
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	253 classifier.theta.value = theta_value
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	254 train_losses = [batch_cost(i*batch_size) for i in xrange(n_train_batches)]
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	255 return numpy.mean(train_losses)
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	256
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	257 # creates a function that computes the average gradient of cost with
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	258 # respect to theta
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	259 def train_fn_grad(theta_value):
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	260 classifier.theta.value = theta_value
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	261 grad = batch_grad(0)
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	262 for i in xrange(1,n_train_batches):
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	263 grad += batch_grad(i*batch_size)
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	264 return grad/n_train_batches
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	265
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	266
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	267 validation_scores = [float('inf'), 0]
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	268
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	269 # creates the validation function
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	270 def callback(theta_value):
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	271 classifier.theta.value = theta_value
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	272 #compute the validation loss
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	273 validation_losses = [validate_model(i*batch_size) for i in xrange(n_valid_batches)]
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	274 this_validation_loss = numpy.mean(validation_losses)
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	275 print('validation error %f %%' % (this_validation_loss*100.,))
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	276
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	277 # check if it is better then best validation score got until now
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	278 if this_validation_loss < validation_scores[0]:
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	279 # if so, replace the old one, and compute the score on the
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	280 # testing dataset
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	281 validation_scores[0] = this_validation_loss
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	282 test_loses = [test_model(i*batch_size) for i in xrange(n_test_batches)]
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	283 validation_scores[1] = numpy.mean(test_loses)
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	284
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	285 ###############
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	286 # TRAIN MODEL #
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	287 ###############
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	288
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	289 # using scipy conjugate gradient optimizer
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	290 import scipy.optimize
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	291 print ("Optimizing using scipy.optimize.fmin_cg...")
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	292 start_time = time.clock()
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	293 best_w_b = scipy.optimize.fmin_cg(
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	294 f = train_fn,
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	295 x0 = numpy.zeros((n_in+1)*n_out, dtype=x.dtype),
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	296 fprime = train_fn_grad,
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	297 callback = callback,
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	298 disp = 0,
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	299 maxiter = n_epochs)
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	300 end_time = time.clock()
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	301 print(('Optimization complete with best validation score of %f %%, with '
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	302 'test performance %f %%') %
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	303 (validation_scores[0]100., validation_scores[1]100.))
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	304
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	305 print ('The code ran for %f minutes' % ((end_time-start_time)/60.))
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	306
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	307
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	308 if __name__ == '__main__':
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	309 cg_optimization_mnist()
4bc5eeec6394 Updating the tutorial code to the latest revisions. Dumitru Erhan <dumitru.erhan@gmail.com> parents: diff changeset	310

Mercurial > ift6266

annotate code_tutoriel/logistic_cg.py @ 424:6e5f0f50ddab