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author | fsavard |
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date | Tue, 16 Mar 2010 12:01:31 -0400 |
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""" This tutorial introduces denoising auto-encoders (dA) using Theano. Denoising autoencoders are the building blocks for SdA. They are based on auto-encoders as the ones used in Bengio et al. 2007. An autoencoder takes an input x and first maps it to a hidden representation y = f_{\theta}(x) = s(Wx+b), parameterized by \theta={W,b}. The resulting latent representation y is then mapped back to a "reconstructed" vector z \in [0,1]^d in input space z = g_{\theta'}(y) = s(W'y + b'). The weight matrix W' can optionally be constrained such that W' = W^T, in which case the autoencoder is said to have tied weights. The network is trained such that to minimize the reconstruction error (the error between x and z). For the denosing autoencoder, during training, first x is corrupted into \tilde{x}, where \tilde{x} is a partially destroyed version of x by means of a stochastic mapping. Afterwards y is computed as before (using \tilde{x}), y = s(W\tilde{x} + b) and z as s(W'y + b'). The reconstruction error is now measured between z and the uncorrupted input x, which is computed as the cross-entropy : - \sum_{k=1}^d[ x_k \log z_k + (1-x_k) \log( 1-z_k)] References : - P. Vincent, H. Larochelle, Y. Bengio, P.A. Manzagol: Extracting and Composing Robust Features with Denoising Autoencoders, ICML'08, 1096-1103, 2008 - Y. Bengio, P. Lamblin, D. Popovici, H. Larochelle: Greedy Layer-Wise Training of Deep Networks, Advances in Neural Information Processing Systems 19, 2007 """ import numpy, time, cPickle, gzip import theano import theano.tensor as T from theano.tensor.shared_randomstreams import RandomStreams from logistic_sgd import load_data from utils import tile_raster_images import PIL.Image class dA(object): """Denoising Auto-Encoder class (dA) A denoising autoencoders tries to reconstruct the input from a corrupted version of it by projecting it first in a latent space and reprojecting it afterwards back in the input space. Please refer to Vincent et al.,2008 for more details. If x is the input then equation (1) computes a partially destroyed version of x by means of a stochastic mapping q_D. Equation (2) computes the projection of the input into the latent space. Equation (3) computes the reconstruction of the input, while equation (4) computes the reconstruction error. .. math:: \tilde{x} ~ q_D(\tilde{x}|x) (1) y = s(W \tilde{x} + b) (2) x = s(W' y + b') (3) L(x,z) = -sum_{k=1}^d [x_k \log z_k + (1-x_k) \log( 1-z_k)] (4) """ def __init__(self, numpy_rng, theano_rng = None, input = None, n_visible= 784, n_hidden= 500, W = None, bhid = None, bvis = None): """ Initialize the dA class by specifying the number of visible units (the dimension d of the input ), the number of hidden units ( the dimension d' of the latent or hidden space ) and the corruption level. The constructor also receives symbolic variables for the input, weights and bias. Such a symbolic variables are useful when, for example the input is the result of some computations, or when weights are shared between the dA and an MLP layer. When dealing with SdAs this always happens, the dA on layer 2 gets as input the output of the dA on layer 1, and the weights of the dA are used in the second stage of training to construct an MLP. :type numpy_rng: numpy.random.RandomState :param numpy_rng: number random generator used to generate weights :type theano_rng: theano.tensor.shared_randomstreams.RandomStreams :param theano_rng: Theano random generator; if None is given one is generated based on a seed drawn from `rng` :type input: theano.tensor.TensorType :paran input: a symbolic description of the input or None for standalone dA :type n_visible: int :param n_visible: number of visible units :type n_hidden: int :param n_hidden: number of hidden units :type W: theano.tensor.TensorType :param W: Theano variable pointing to a set of weights that should be shared belong the dA and another architecture; if dA should be standalone set this to None :type bhid: theano.tensor.TensorType :param bhid: Theano variable pointing to a set of biases values (for hidden units) that should be shared belong dA and another architecture; if dA should be standalone set this to None :type bvis: theano.tensor.TensorType :param bvis: Theano variable pointing to a set of biases values (for visible units) that should be shared belong dA and another architecture; if dA should be standalone set this to None """ self.n_visible = n_visible self.n_hidden = n_hidden # create a Theano random generator that gives symbolic random values if not theano_rng : theano_rng = RandomStreams(rng.randint(2**30)) # note : W' was written as `W_prime` and b' as `b_prime` if not W: # W is initialized with `initial_W` which is uniformely sampled # from -6./sqrt(n_visible+n_hidden) and 6./sqrt(n_hidden+n_visible) # the output of uniform if converted using asarray to dtype # theano.config.floatX so that the code is runable on GPU initial_W = numpy.asarray( numpy_rng.uniform( low = -numpy.sqrt(6./(n_hidden+n_visible)), high = numpy.sqrt(6./(n_hidden+n_visible)), size = (n_visible, n_hidden)), dtype = theano.config.floatX) W = theano.shared(value = initial_W, name ='W') if not bvis: bvis = theano.shared(value = numpy.zeros(n_visible, dtype = theano.config.floatX)) if not bhid: bhid = theano.shared(value = numpy.zeros(n_hidden, dtype = theano.config.floatX)) self.W = W # b corresponds to the bias of the hidden self.b = bhid # b_prime corresponds to the bias of the visible self.b_prime = bvis # tied weights, therefore W_prime is W transpose self.W_prime = self.W.T self.theano_rng = theano_rng # if no input is given, generate a variable representing the input if input == None : # we use a matrix because we expect a minibatch of several examples, # each example being a row self.x = T.dmatrix(name = 'input') else: self.x = input self.params = [self.W, self.b, self.b_prime] def get_corrupted_input(self, input, corruption_level): """ This function keeps ``1-corruption_level`` entries of the inputs the same and zero-out randomly selected subset of size ``coruption_level`` Note : first argument of theano.rng.binomial is the shape(size) of random numbers that it should produce second argument is the number of trials third argument is the probability of success of any trial this will produce an array of 0s and 1s where 1 has a probability of 1 - ``corruption_level`` and 0 with ``corruption_level`` """ return self.theano_rng.binomial( size = input.shape, n = 1, prob = 1 - corruption_level) * input def get_hidden_values(self, input): """ Computes the values of the hidden layer """ return T.nnet.sigmoid(T.dot(input, self.W) + self.b) def get_reconstructed_input(self, hidden ): """ Computes the reconstructed input given the values of the hidden layer """ return T.nnet.sigmoid(T.dot(hidden, self.W_prime) + self.b_prime) def get_cost_updates(self, corruption_level, learning_rate): """ This function computes the cost and the updates for one trainng step of the dA """ tilde_x = self.get_corrupted_input(self.x, corruption_level) y = self.get_hidden_values( tilde_x) z = self.get_reconstructed_input(y) # note : we sum over the size of a datapoint; if we are using minibatches, # L will be a vector, with one entry per example in minibatch L = - T.sum( self.x*T.log(z) + (1-self.x)*T.log(1-z), axis=1 ) # note : L is now a vector, where each element is the cross-entropy cost # of the reconstruction of the corresponding example of the # minibatch. We need to compute the average of all these to get # the cost of the minibatch cost = T.mean(L) # compute the gradients of the cost of the `dA` with respect # to its parameters gparams = T.grad(cost, self.params) # generate the list of updates updates = {} for param, gparam in zip(self.params, gparams): updates[param] = param - learning_rate*gparam return (cost, updates) def test_dA( learning_rate = 0.1, training_epochs = 15, dataset ='mnist.pkl.gz' ): """ This demo is tested on MNIST :type learning_rate: float :param learning_rate: learning rate used for training the DeNosing AutoEncoder :type training_epochs: int :param training_epochs: number of epochs used for training :type dataset: string :param dataset: path to the picked dataset """ datasets = load_data(dataset) train_set_x, train_set_y = datasets[0] batch_size = 20 # size of the minibatch # compute number of minibatches for training, validation and testing n_train_batches = train_set_x.value.shape[0] / batch_size # allocate symbolic variables for the data index = T.lscalar() # index to a [mini]batch x = T.matrix('x') # the data is presented as rasterized images #################################### # BUILDING THE MODEL NO CORRUPTION # #################################### rng = numpy.random.RandomState(123) theano_rng = RandomStreams( rng.randint(2**30)) da = dA(numpy_rng = rng, theano_rng = theano_rng, input = x, n_visible = 28*28, n_hidden = 500) cost, updates = da.get_cost_updates(corruption_level = 0., learning_rate = learning_rate) train_da = theano.function([index], cost, updates = updates, givens = {x:train_set_x[index*batch_size:(index+1)*batch_size]}) start_time = time.clock() ############ # TRAINING # ############ # go through training epochs for epoch in xrange(training_epochs): # go through trainng set c = [] for batch_index in xrange(n_train_batches): c.append(train_da(batch_index)) print 'Training epoch %d, cost '%epoch, numpy.mean(c) end_time = time.clock() training_time = (end_time - start_time) print ('Training took %f minutes' %(training_time/60.)) image = PIL.Image.fromarray(tile_raster_images( X = da.W.value.T, img_shape = (28,28),tile_shape = (10,10), tile_spacing=(1,1))) image.save('filters_corruption_0.png') ##################################### # BUILDING THE MODEL CORRUPTION 30% # ##################################### rng = numpy.random.RandomState(123) theano_rng = RandomStreams( rng.randint(2**30)) da = dA(numpy_rng = rng, theano_rng = theano_rng, input = x, n_visible = 28*28, n_hidden = 500) cost, updates = da.get_cost_updates(corruption_level = 0.3, learning_rate = learning_rate) train_da = theano.function([index], cost, updates = updates, givens = {x:train_set_x[index*batch_size:(index+1)*batch_size]}) start_time = time.clock() ############ # TRAINING # ############ # go through training epochs for epoch in xrange(training_epochs): # go through trainng set c = [] for batch_index in xrange(n_train_batches): c.append(train_da(batch_index)) print 'Training epoch %d, cost '%epoch, numpy.mean(c) end_time = time.clock() training_time = (end_time - start_time) print ('Training took %f minutes' %(training_time/60.)) image = PIL.Image.fromarray(tile_raster_images( X = da.W.value.T, img_shape = (28,28),tile_shape = (10,10), tile_spacing=(1,1))) image.save('filters_corruption_30.png') if __name__ == '__main__': test_dA()