comparison scripts/stacked_dae.py @ 114:0b4080394f2c

Added stacked DAE code for my experiments, based on tutorial code. Quite unfinished.
author fsavard
date Wed, 17 Feb 2010 09:29:19 -0500
parents
children 4f37755d301b
comparison
equal deleted inserted replaced
113:291d749452df 114:0b4080394f2c
1 #!/usr/bin/python
2 # coding: utf-8
3
4 # Code for stacked denoising autoencoder
5 # Tests with MNIST
6 # TODO: adapt for NIST
7 # Based almost entirely on deeplearning.net tutorial, modifications by
8 # François Savard
9
10 # Base LogisticRegression, SigmoidalLayer, dA, SdA code taken
11 # from the deeplearning.net tutorial. Refactored a bit.
12 # Changes (mainly):
13 # - splitted initialization in smaller methods
14 # - removed the "givens" thing involving an index in the whole dataset
15 # (to allow flexibility in how data is inputted... not necessarily one big tensor)
16 # - changed the "driver" a lot, altough for the moment the same logic is used
17
18 import time
19 import theano
20 import theano.tensor as T
21 import theano.tensor.nnet
22 from theano.tensor.shared_randomstreams import RandomStreams
23 import numpy, numpy.random
24
25 from pylearn.datasets import MNIST
26
27
28 # from pylearn codebase
29 def update_locals(obj, dct):
30 if 'self' in dct:
31 del dct['self']
32 obj.__dict__.update(dct)
33
34
35 class LogisticRegression(object):
36 def __init__(self, input, n_in, n_out):
37 # initialize with 0 the weights W as a matrix of shape (n_in, n_out)
38 self.W = theano.shared(value=numpy.zeros((n_in,n_out), dtype = theano.config.floatX),
39 name='W')
40 # initialize the baises b as a vector of n_out 0s
41 self.b = theano.shared(value=numpy.zeros((n_out,), dtype = theano.config.floatX),
42 name='b')
43
44 # compute vector of class-membership probabilities in symbolic form
45 self.p_y_given_x = T.nnet.softmax(T.dot(input, self.W)+self.b)
46
47 # compute prediction as class whose probability is maximal in
48 # symbolic form
49 self.y_pred=T.argmax(self.p_y_given_x, axis=1)
50
51 self.params = [self.W, self.b]
52
53 def negative_log_likelihood(self, y):
54 return -T.mean(T.log(self.p_y_given_x)[T.arange(y.shape[0]),y])
55
56 def errors(self, y):
57 # check if y has same dimension of y_pred
58 if y.ndim != self.y_pred.ndim:
59 raise TypeError('y should have the same shape as self.y_pred',
60 ('y', target.type, 'y_pred', self.y_pred.type))
61 # check if y is of the correct datatype
62 if y.dtype.startswith('int'):
63 # the T.neq operator returns a vector of 0s and 1s, where 1
64 # represents a mistake in prediction
65 return T.mean(T.neq(self.y_pred, y))
66 else:
67 raise NotImplementedError()
68
69
70 class SigmoidalLayer(object):
71 def __init__(self, rng, input, n_in, n_out):
72 self.input = input
73
74 W_values = numpy.asarray( rng.uniform( \
75 low = -numpy.sqrt(6./(n_in+n_out)), \
76 high = numpy.sqrt(6./(n_in+n_out)), \
77 size = (n_in, n_out)), dtype = theano.config.floatX)
78 self.W = theano.shared(value = W_values)
79
80 b_values = numpy.zeros((n_out,), dtype= theano.config.floatX)
81 self.b = theano.shared(value= b_values)
82
83 self.output = T.nnet.sigmoid(T.dot(input, self.W) + self.b)
84 self.params = [self.W, self.b]
85
86
87 class dA(object):
88 def __init__(self, n_visible= 784, n_hidden= 500, \
89 corruption_level = 0.1, input = None, \
90 shared_W = None, shared_b = None):
91 update_locals(self, locals())
92
93 self.init_randomizer()
94 self.init_params()
95 self.init_functions()
96
97 def init_randomizer(self):
98 # create a Theano random generator that gives symbolic random values
99 self.theano_rng = RandomStreams()
100 # create a numpy random generator
101 self.numpy_rng = numpy.random.RandomState()
102
103 def init_params(self):
104 if self.shared_W != None and self.shared_b != None :
105 self.W = self.shared_W
106 self.b = self.shared_b
107 else:
108 # initial values for weights and biases
109 # note : W' was written as `W_prime` and b' as `b_prime`
110
111 # W is initialized with `initial_W` which is uniformely sampled
112 # from -6./sqrt(n_visible+n_hidden) and 6./sqrt(n_hidden+n_visible)
113 # the output of uniform if converted using asarray to dtype
114 # theano.config.floatX so that the code is runable on GPU
115 initial_W = numpy.asarray( self.numpy_rng.uniform( \
116 low = -numpy.sqrt(6./(n_hidden+n_visible)), \
117 high = numpy.sqrt(6./(n_hidden+n_visible)), \
118 size = (n_visible, n_hidden)), dtype = theano.config.floatX)
119 initial_b = numpy.zeros(n_hidden)
120
121 # theano shared variables for weights and biases
122 self.W = theano.shared(value = initial_W, name = "W")
123 self.b = theano.shared(value = initial_b, name = "b")
124
125 initial_b_prime= numpy.zeros(self.n_visible)
126 # tied weights, therefore W_prime is W transpose
127 self.W_prime = self.W.T
128 self.b_prime = theano.shared(value = initial_b_prime, name = "b'")
129
130 def init_functions(self):
131 # if no input is given, generate a variable representing the input
132 if self.input == None :
133 # we use a matrix because we expect a minibatch of several examples,
134 # each example being a row
135 self.x = T.dmatrix(name = 'input')
136 else:
137 self.x = self.input
138
139 # keep 90% of the inputs the same and zero-out randomly selected subset of
140 # 10% of the inputs
141 # note : first argument of theano.rng.binomial is the shape(size) of
142 # random numbers that it should produce
143 # second argument is the number of trials
144 # third argument is the probability of success of any trial
145 #
146 # this will produce an array of 0s and 1s where 1 has a
147 # probability of 1 - ``corruption_level`` and 0 with
148 # ``corruption_level``
149 self.tilde_x = self.theano_rng.binomial(self.x.shape, 1, 1-self.corruption_level) * self.x
150 # using tied weights
151 self.y = T.nnet.sigmoid(T.dot(self.tilde_x, self.W) + self.b)
152 self.z = T.nnet.sigmoid(T.dot(self.y, self.W_prime) + self.b_prime)
153 self.L = - T.sum( self.x*T.log(self.z) + (1-self.x)*T.log(1-self.z), axis=1 )
154 # note : L is now a vector, where each element is the cross-entropy cost
155 # of the reconstruction of the corresponding example of the
156 # minibatch. We need to compute the average of all these to get
157 # the cost of the minibatch
158 self.cost = T.mean(self.L)
159
160 self.params = [ self.W, self.b, self.b_prime ]
161
162 class SdA():
163 def __init__(self, batch_size, n_ins,
164 hidden_layers_sizes, n_outs,
165 corruption_levels, rng, pretrain_lr, finetune_lr):
166 update_locals(self, locals())
167
168 self.layers = []
169 self.pretrain_functions = []
170 self.params = []
171 self.n_layers = len(hidden_layers_sizes)
172
173 if len(hidden_layers_sizes) < 1 :
174 raiseException (' You must have at least one hidden layer ')
175
176 # allocate symbolic variables for the data
177 self.x = T.matrix('x') # the data is presented as rasterized images
178 self.y = T.ivector('y') # the labels are presented as 1D vector of
179 # [int] labels
180
181 self.create_layers()
182 self.init_finetuning()
183
184 def create_layers(self):
185 for i in xrange( self.n_layers ):
186 # construct the sigmoidal layer
187
188 # the size of the input is either the number of hidden units of
189 # the layer below or the input size if we are on the first layer
190 if i == 0 :
191 input_size = self.n_ins
192 else:
193 input_size = self.hidden_layers_sizes[i-1]
194
195 # the input to this layer is either the activation of the hidden
196 # layer below or the input of the SdA if you are on the first
197 # layer
198 if i == 0 :
199 layer_input = self.x
200 else:
201 layer_input = self.layers[-1].output
202
203 layer = SigmoidalLayer(self.rng, layer_input, input_size,
204 self.hidden_layers_sizes[i] )
205 # add the layer to the
206 self.layers += [layer]
207 self.params += layer.params
208
209 # Construct a denoising autoencoder that shared weights with this
210 # layer
211 dA_layer = dA(input_size, self.hidden_layers_sizes[i], \
212 corruption_level = self.corruption_levels[0],\
213 input = layer_input, \
214 shared_W = layer.W, shared_b = layer.b)
215
216 self.init_updates_for_layer(dA_layer)
217
218 def init_updates_for_layer(self, dA_layer):
219 # Construct a function that trains this dA
220 # compute gradients of layer parameters
221 gparams = T.grad(dA_layer.cost, dA_layer.params)
222 # compute the list of updates
223 updates = {}
224 for param, gparam in zip(dA_layer.params, gparams):
225 updates[param] = param - gparam * self.pretrain_lr
226
227 # create a function that trains the dA
228 update_fn = theano.function([self.x], dA_layer.cost, \
229 updates = updates)
230
231 # collect this function into a list
232 self.pretrain_functions += [update_fn]
233
234 def init_finetuning(self):
235 # We now need to add a logistic layer on top of the MLP
236 self.logLayer = LogisticRegression(\
237 input = self.layers[-1].output,\
238 n_in = self.hidden_layers_sizes[-1], n_out = self.n_outs)
239
240 self.params += self.logLayer.params
241 # construct a function that implements one step of finetunining
242
243 # compute the cost, defined as the negative log likelihood
244 cost = self.logLayer.negative_log_likelihood(self.y)
245 # compute the gradients with respect to the model parameters
246 gparams = T.grad(cost, self.params)
247 # compute list of updates
248 updates = {}
249 for param,gparam in zip(self.params, gparams):
250 updates[param] = param - gparam*self.finetune_lr
251
252 self.finetune = theano.function([self.x, self.y], cost,
253 updates = updates)
254
255 # symbolic variable that points to the number of errors made on the
256 # minibatch given by self.x and self.y
257
258 self.errors = self.logLayer.errors(self.y)
259
260 class MnistIterators:
261 def __init__(self, minibatch_size):
262 self.minibatch_size = minibatch_size
263
264 self.mnist = MNIST.first_1k()
265
266 self.len_train = len(self.mnist.train.x)
267 self.len_valid = len(self.mnist.valid.x)
268 self.len_test = len(self.mnist.test.x)
269
270 def train_x_batches(self):
271 idx = 0
272 while idx < len(self.mnist.train.x):
273 yield self.mnist.train.x[idx:idx+self.minibatch_size]
274 idx += self.minibatch_size
275
276 def train_xy_batches(self):
277 idx = 0
278 while idx < len(self.mnist.train.x):
279 mb_x = self.mnist.train.x[idx:idx+self.minibatch_size]
280 mb_y = self.mnist.train.y[idx:idx+self.minibatch_size]
281 yield mb_x, mb_y
282 idx += self.minibatch_size
283
284 def valid_xy_batches(self):
285 idx = 0
286 while idx < len(self.mnist.valid.x):
287 mb_x = self.mnist.valid.x[idx:idx+self.minibatch_size]
288 mb_y = self.mnist.valid.y[idx:idx+self.minibatch_size]
289 yield mb_x, mb_y
290 idx += self.minibatch_size
291
292
293 class MnistTrainingDriver:
294 def __init__(self, rng=numpy.random):
295 self.rng = rng
296
297 self.init_SdA()
298
299 def init_SdA(self):
300 # Hyperparam
301 hidden_layers_sizes = [1000, 1000, 1000]
302 n_outs = 10
303 corruption_levels = [0.2, 0.2, 0.2]
304 minibatch_size = 10
305 pretrain_lr = 0.001
306 finetune_lr = 0.001
307
308 update_locals(self, locals())
309
310 self.mnist = MnistIterators(minibatch_size)
311
312 # construct the stacked denoising autoencoder class
313 self.classifier = SdA( batch_size = minibatch_size, \
314 n_ins=28*28, \
315 hidden_layers_sizes = hidden_layers_sizes, \
316 n_outs=n_outs, \
317 corruption_levels = corruption_levels,\
318 rng = self.rng,\
319 pretrain_lr = pretrain_lr, \
320 finetune_lr = finetune_lr)
321
322 def compute_validation_error(self):
323 validation_error = 0.0
324
325 count = 0
326 for mb_x, mb_y in self.mnist.valid_xy_batches():
327 validation_error += self.classifier.errors(mb_x, mb_y)
328 count += 1
329
330 return float(validation_error) / count
331
332 def pretrain(self):
333 pretraining_epochs = 20
334
335 for layer_idx, update_fn in enumerate(self.classifier.pretrain_functions):
336 for epoch in xrange(pretraining_epochs):
337 # go through the training set
338 cost_acc = 0.0
339 for i, mb_x in enumerate(self.mnist.train_x_batches()):
340 cost_acc += update_fn(mb_x)
341
342 if i % 100 == 0:
343 print i, "avg err = ", cost_acc / 100.0
344 cost_acc = 0.0
345 print 'Pre-training layer %d, epoch %d' % (layer_idx, epoch)
346
347 def finetune(self):
348 max_training_epochs = 1000
349
350 n_train_batches = self.mnist.len_train / self.minibatch_size
351
352 # early-stopping parameters
353 patience = 10000 # look as this many examples regardless
354 patience_increase = 2. # wait this much longer when a new best is
355 # found
356 improvement_threshold = 0.995 # a relative improvement of this much is
357 # considered significant
358 validation_frequency = min(n_train_batches, patience/2)
359 # go through this many
360 # minibatche before checking the network
361 # on the validation set; in this case we
362 # check every epoch
363
364
365 # TODO: use this
366 best_params = None
367 best_validation_loss = float('inf')
368 test_score = 0.
369 start_time = time.clock()
370
371 done_looping = False
372 epoch = 0
373
374 while (epoch < max_training_epochs) and (not done_looping):
375 epoch = epoch + 1
376 for minibatch_index, (mb_x, mb_y) in enumerate(self.mnist.train_xy_batches()):
377 cost_ij = classifier.finetune(mb_x, mb_y)
378 iter = epoch * n_train_batches + minibatch_index
379
380 if (iter+1) % validation_frequency == 0:
381 this_validation_loss = self.compute_validation_error()
382 print('epoch %i, minibatch %i/%i, validation error %f %%' % \
383 (epoch, minibatch_index+1, n_train_batches, \
384 this_validation_loss*100.))
385
386 # if we got the best validation score until now
387 if this_validation_loss < best_validation_loss:
388
389 #improve patience if loss improvement is good enough
390 if this_validation_loss < best_validation_loss * \
391 improvement_threshold :
392 patience = max(patience, iter * patience_increase)
393 print "Improving patience"
394
395 # save best validation score and iteration number
396 best_validation_loss = this_validation_loss
397 best_iter = iter
398
399 # test it on the test set
400 #test_losses = [test_model(i) for i in xrange(n_test_batches)]
401 #test_score = numpy.mean(test_losses)
402 #print((' epoch %i, minibatch %i/%i, test error of best '
403 # 'model %f %%') %
404 # (epoch, minibatch_index+1, n_train_batches,
405 # test_score*100.))
406
407
408 if patience <= iter :
409 done_looping = True
410 break
411
412 def train():
413 driver = MnistTrainingDriver()
414 start_time = time.clock()
415 driver.pretrain()
416 print "PRETRAINING DONE. STARTING FINETUNING."
417 driver.finetune()
418 end_time = time.clock()
419
420 if __name__ == '__main__':
421 train()
422