Mercurial > ift6266
annotate baseline/log_reg/log_reg.py @ 596:f6a3b28b002c
nips2010_submission.pdf
author | Yoshua Bengio <bengioy@iro.umontreal.ca> |
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date | Thu, 14 Oct 2010 15:52:02 -0400 |
parents | a92ec9939e4f |
children | 5541056d3fb0 |
rev | line source |
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1 """ |
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2 This tutorial introduces logistic regression using Theano and stochastic |
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3 gradient descent. |
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4 |
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5 Logistic regression is a probabilistic, linear classifier. It is parametrized |
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6 by a weight matrix :math:`W` and a bias vector :math:`b`. Classification is |
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7 done by projecting data points onto a set of hyperplanes, the distance to |
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8 which is used to determine a class membership probability. |
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9 |
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10 Mathematically, this can be written as: |
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11 |
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12 .. math:: |
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13 P(Y=i|x, W,b) &= softmax_i(W x + b) \\ |
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14 &= \frac {e^{W_i x + b_i}} {\sum_j e^{W_j x + b_j}} |
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15 |
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16 |
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17 The output of the model or prediction is then done by taking the argmax of |
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18 the vector whose i'th element is P(Y=i|x). |
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19 |
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20 .. math:: |
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21 |
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22 y_{pred} = argmax_i P(Y=i|x,W,b) |
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23 |
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24 |
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25 This tutorial presents a stochastic gradient descent optimization method |
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26 suitable for large datasets, and a conjugate gradient optimization method |
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27 that is suitable for smaller datasets. |
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28 |
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29 |
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30 References: |
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31 |
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32 - textbooks: "Pattern Recognition and Machine Learning" - |
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33 Christopher M. Bishop, section 4.3.2 |
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34 |
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35 """ |
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36 __docformat__ = 'restructedtext en' |
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37 |
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38 import numpy, time |
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39 |
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40 import theano |
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41 import theano.tensor as T |
198
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42 from ift6266 import datasets |
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43 |
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44 class LogisticRegression(object): |
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45 """Multi-class Logistic Regression Class |
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46 |
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47 The logistic regression is fully described by a weight matrix :math:`W` |
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48 and bias vector :math:`b`. Classification is done by projecting data |
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49 points onto a set of hyperplanes, the distance to which is used to |
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50 determine a class membership probability. |
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51 """ |
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52 |
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53 |
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54 def __init__( self, input, n_in, n_out ): |
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55 """ Initialize the parameters of the logistic regression |
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56 |
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57 :type input: theano.tensor.TensorType |
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58 :param input: symbolic variable that describes the input of the |
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59 architecture (one minibatch) |
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60 |
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61 :type n_in: int |
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62 :param n_in: number of input units, the dimension of the space in |
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63 which the datapoints lie |
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64 |
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65 :type n_out: int |
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66 :param n_out: number of output units, the dimension of the space in |
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67 which the labels lie |
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68 |
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69 """ |
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70 |
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71 # initialize with 0 the weights W as a matrix of shape (n_in, n_out) |
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72 self.W = theano.shared( value = numpy.zeros(( n_in, n_out ), dtype = theano.config.floatX ), |
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73 name =' W') |
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74 # initialize the baises b as a vector of n_out 0s |
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75 self.b = theano.shared( value = numpy.zeros(( n_out, ), dtype = theano.config.floatX ), |
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76 name = 'b') |
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77 |
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78 |
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79 # compute vector of class-membership probabilities in symbolic form |
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80 self.p_y_given_x = T.nnet.softmax( T.dot( input, self.W ) + self.b ) |
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81 |
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82 # compute prediction as class whose probability is maximal in |
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83 # symbolic form |
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84 self.y_pred=T.argmax( self.p_y_given_x, axis =1 ) |
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85 |
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86 # parameters of the model |
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87 self.params = [ self.W, self.b ] |
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88 |
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89 |
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90 def negative_log_likelihood( self, y ): |
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91 """Return the mean of the negative log-likelihood of the prediction |
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92 of this model under a given target distribution. |
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93 |
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94 .. math:: |
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95 |
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96 \frac{1}{|\mathcal{D}|} \mathcal{L} (\theta=\{W,b\}, \mathcal{D}) = |
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97 \frac{1}{|\mathcal{D}|} \sum_{i=0}^{|\mathcal{D}|} \log(P(Y=y^{(i)}|x^{(i)}, W,b)) \\ |
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98 \ell (\theta=\{W,b\}, \mathcal{D}) |
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99 |
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100 :type y: theano.tensor.TensorType |
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101 :param y: corresponds to a vector that gives for each example the |
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102 correct label |
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103 |
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104 Note: we use the mean instead of the sum so that |
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105 the learning rate is less dependent on the batch size |
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106 """ |
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107 # y.shape[0] is (symbolically) the number of rows in y, i.e., number of examples (call it n) in the minibatch |
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108 # T.arange(y.shape[0]) is a symbolic vector which will contain [0,1,2,... n-1] |
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109 # 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 |
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110 # 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]]] |
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111 # and T.mean(LP[T.arange(y.shape[0]),y]) is the mean (across minibatch examples) of the elements in v, |
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112 # i.e., the mean log-likelihood across the minibatch. |
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113 return -T.mean( T.log( self.p_y_given_x )[ T.arange( y.shape[0] ), y ] ) |
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114 |
199
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115 def MSE(self, y): |
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116 return -T.mean(abs((self.p_t_given_x)[T.arange(y.shape[0]), y]-y)**2) |
158
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117 |
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118 def errors( self, y ): |
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119 """Return a float representing the number of errors in the minibatch |
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120 over the total number of examples of the minibatch ; zero one |
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121 loss over the size of the minibatch |
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122 |
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123 :type y: theano.tensor.TensorType |
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124 :param y: corresponds to a vector that gives for each example the |
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125 correct label |
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126 """ |
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127 |
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128 # check if y has same dimension of y_pred |
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129 if y.ndim != self.y_pred.ndim: |
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130 raise TypeError( 'y should have the same shape as self.y_pred', |
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131 ( 'y', target.type, 'y_pred', self.y_pred.type ) ) |
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132 # check if y is of the correct datatype |
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133 if y.dtype.startswith('int'): |
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134 # the T.neq operator returns a vector of 0s and 1s, where 1 |
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135 # represents a mistake in prediction |
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136 return T.mean( T.neq( self.y_pred, y ) ) |
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137 else: |
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138 raise NotImplementedError() |
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139 |
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140 #-------------------------------------------------------------------------------------------------------------------- |
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141 # MAIN |
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142 #-------------------------------------------------------------------------------------------------------------------- |
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143 |
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144 def log_reg( learning_rate = 0.13, nb_max_examples =1000000, batch_size = 50, \ |
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145 dataset=datasets.nist_digits(), image_size = 32 * 32, nb_class = 10, \ |
158
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146 patience = 5000, patience_increase = 2, improvement_threshold = 0.995): |
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147 |
236
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148 #28 * 28 = 784 |
158
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149 """ |
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150 Demonstrate stochastic gradient descent optimization of a log-linear |
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151 model |
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152 |
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153 This is demonstrated on MNIST. |
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154 |
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155 :type learning_rate: float |
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156 :param learning_rate: learning rate used (factor for the stochastic |
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157 gradient) |
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158 |
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159 :type nb_max_examples: int |
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160 :param nb_max_examples: maximal number of epochs to run the optimizer |
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161 |
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162 :type batch_size: int |
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163 :param batch_size: size of the minibatch |
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164 |
198
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165 :type dataset: dataset |
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166 :param dataset: a dataset instance from ift6266.datasets |
158
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167 |
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168 :type image_size: int |
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169 :param image_size: size of the input image in pixels (width * height) |
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170 |
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171 :type nb_class: int |
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172 :param nb_class: number of classes |
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173 |
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174 :type patience: int |
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175 :param patience: look as this many examples regardless |
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176 |
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177 :type patience_increase: int |
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178 :param patience_increase: wait this much longer when a new best is found |
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179 |
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180 :type improvement_threshold: float |
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181 :param improvement_threshold: a relative improvement of this much is considered significant |
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182 |
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183 |
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184 """ |
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185 #-------------------------------------------------------------------------------------------------------------------- |
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186 # Build actual model |
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187 #-------------------------------------------------------------------------------------------------------------------- |
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188 |
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189 print '... building the model' |
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190 |
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191 # allocate symbolic variables for the data |
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192 index = T.lscalar( ) # index to a [mini]batch |
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193 x = T.matrix('x') # the data is presented as rasterized images |
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194 y = T.ivector('y') # the labels are presented as 1D vector of |
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195 # [int] labels |
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196 |
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197 # construct the logistic regression class |
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198 |
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199 classifier = LogisticRegression( input = x, n_in = image_size, n_out = nb_class ) |
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200 |
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201 # the cost we minimize during training is the negative log likelihood of |
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202 # the model in symbolic format |
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203 cost = classifier.negative_log_likelihood( y ) |
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204 |
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205 # compiling a Theano function that computes the mistakes that are made by |
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206 # the model on a minibatch |
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207 test_model = theano.function( inputs = [ x, y ], |
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208 outputs = classifier.errors( y )) |
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209 |
198
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210 validate_model = theano.function( inputs = [ x, y ], |
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211 outputs = classifier.errors( y )) |
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212 |
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213 # compute the gradient of cost with respect to theta = ( W, b ) |
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214 g_W = T.grad( cost = cost, wrt = classifier.W ) |
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215 g_b = T.grad( cost = cost, wrt = classifier.b ) |
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216 |
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217 # specify how to update the parameters of the model as a dictionary |
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218 updates = { classifier.W: classifier.W - learning_rate * g_W,\ |
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219 classifier.b: classifier.b - learning_rate * g_b} |
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220 |
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221 # compiling a Theano function `train_model` that returns the cost, but in |
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222 # the same time updates the parameter of the model based on the rules |
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223 # defined in `updates` |
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224 train_model = theano.function( inputs = [ x, y ], |
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225 outputs = cost, |
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226 updates = updates) |
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227 |
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228 #-------------------------------------------------------------------------------------------------------------------- |
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229 # Train model |
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230 #-------------------------------------------------------------------------------------------------------------------- |
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231 |
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232 print '... training the model' |
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233 # early-stopping parameters |
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234 patience = 5000 # look as this many examples regardless |
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235 patience_increase = 2 # wait this much longer when a new best is |
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236 # found |
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237 improvement_threshold = 0.995 # a relative improvement of this much is |
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238 # considered significant |
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239 validation_frequency = patience * 0.5 |
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240 # go through this many |
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241 # minibatche before checking the network |
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242 # on the validation set; in this case we |
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243 # check every epoch |
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244 |
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245 best_params = None |
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246 best_validation_loss = float('inf') |
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247 test_score = 0. |
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248 start_time = time.clock() |
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249 |
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250 done_looping = False |
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251 n_iters = nb_max_examples / batch_size |
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252 epoch = 0 |
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253 iter = 0 |
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254 |
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255 while ( iter < n_iters ) and ( not done_looping ): |
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256 |
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257 epoch = epoch + 1 |
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258 for x, y in dataset.train(batch_size): |
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259 |
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260 minibatch_avg_cost = train_model( x, y ) |
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261 # iteration number |
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262 iter += 1 |
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263 |
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264 if iter % validation_frequency == 0: |
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265 # compute zero-one loss on validation set |
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266 validation_losses = [ validate_model( xv, yv ) for xv, yv in dataset.valid(batch_size) ] |
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267 this_validation_loss = numpy.mean( validation_losses ) |
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268 |
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269 print('epoch %i, iter %i, validation error %f %%' % \ |
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270 ( epoch, iter, this_validation_loss*100. ) ) |
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271 |
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272 |
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273 # if we got the best validation score until now |
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274 if this_validation_loss < best_validation_loss: |
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275 #improve patience if loss improvement is good enough |
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276 if this_validation_loss < best_validation_loss * \ |
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277 improvement_threshold : |
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278 patience = max( patience, iter * patience_increase ) |
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279 |
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280 best_validation_loss = this_validation_loss |
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281 # test it on the test set |
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282 |
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283 test_losses = [test_model(xt, yt) for xt, yt in dataset.test(batch_size)] |
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284 test_score = numpy.mean(test_losses) |
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285 |
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286 print((' epoch %i, iter %i, test error of best ' |
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287 'model %f %%') % \ |
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288 (epoch, iter, test_score*100.)) |
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289 |
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290 if patience <= iter : |
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291 done_looping = True |
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292 break |
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293 |
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294 end_time = time.clock() |
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295 print(('Optimization complete with best validation score of %f %%,' |
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296 'with test performance %f %%') % |
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297 ( best_validation_loss * 100., test_score * 100.)) |
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298 print ('The code ran for %f minutes' % ((end_time-start_time) / 60.)) |
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299 |
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300 return best_validation_loss, test_score, iter*batch_size, (end_time-start_time) / 60. |
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301 |
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302 if __name__ == '__main__': |
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303 log_reg() |
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304 |
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305 |
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306 def jobman_log_reg(state, channel): |
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307 print state |
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308 (validation_error, test_error, nb_exemples, time) = log_reg( learning_rate = state.learning_rate, \ |
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309 nb_max_examples = state.nb_max_examples, \ |
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310 batch_size = state.batch_size,\ |
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311 image_size = state.image_size, \ |
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312 nb_class = state.nb_class, \ |
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313 patience = state.patience, \ |
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314 patience_increase = state.patience_increase, \ |
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315 improvement_threshold = state.improvement_threshold ) |
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316 |
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317 |
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318 print state |
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319 state.validation_error = validation_error |
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320 state.test_error = test_error |
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321 state.nb_exemples = nb_exemples |
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322 state.time = time |
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323 return channel.COMPLETE |
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324 |
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325 |
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326 |
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327 |
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328 |
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329 |