view code_tutoriel/DBN.py @ 400:8973abe35a9d

Adding comments and fixing out of bounds index
author humel
date Wed, 28 Apr 2010 00:49:41 -0400
parents 4bc5eeec6394
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"""
"""
import os

import numpy, time, cPickle, gzip 

import theano
import theano.tensor as T
from theano.tensor.shared_randomstreams import RandomStreams

from logistic_sgd import LogisticRegression, load_data
from mlp import HiddenLayer
from rbm import RBM



class DBN(object):
    """
    """

    def __init__(self, numpy_rng, theano_rng = None, n_ins = 784, 
                 hidden_layers_sizes = [500,500], n_outs = 10):
        """This class is made to support a variable number of layers. 

        :type numpy_rng: numpy.random.RandomState
        :param numpy_rng: numpy random number generator used to draw initial 
                    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 n_ins: int
        :param n_ins: dimension of the input to the DBN

        :type n_layers_sizes: list of ints
        :param n_layers_sizes: intermidiate layers size, must contain 
                               at least one value

        :type n_outs: int
        :param n_outs: dimension of the output of the network
        """
        
        self.sigmoid_layers = []
        self.rbm_layers     = []
        self.params         = []
        self.n_layers       = len(hidden_layers_sizes)

        assert self.n_layers > 0

        if not theano_rng:
            theano_rng = RandomStreams(numpy_rng.randint(2**30))

        # allocate symbolic variables for the data
        self.x  = T.matrix('x')  # the data is presented as rasterized images
        self.y  = T.ivector('y') # the labels are presented as 1D vector of 
                                 # [int] labels

        # The DBN is an MLP, for which all weights of intermidiate layers are shared with a
        # different RBM.  We will first construct the DBN as a deep multilayer perceptron, and
        # when constructing each sigmoidal layer we also construct an RBM that shares weights
        # with that layer. During pretraining we will train these RBMs (which will lead
        # to chainging the weights of the MLP as well) During finetuning we will finish
        # training the DBN by doing stochastic gradient descent on the MLP.

        for i in xrange( self.n_layers ):
            # construct the sigmoidal layer

            # the size of the input is either the number of hidden units of the layer below or
            # the input size if we are on the first layer
            if i == 0 :
                input_size = n_ins
            else:
                input_size = hidden_layers_sizes[i-1]

            # the input to this layer is either the activation of the hidden layer below or the
            # input of the DBN if you are on the first layer
            if i == 0 : 
                layer_input = self.x
            else:
                layer_input = self.sigmoid_layers[-1].output

            sigmoid_layer = HiddenLayer(rng   = numpy_rng, 
                                           input = layer_input, 
                                           n_in  = input_size, 
                                           n_out = hidden_layers_sizes[i],
                                           activation = T.nnet.sigmoid)
            
            # add the layer to our list of layers 
            self.sigmoid_layers.append(sigmoid_layer)

            # its arguably a philosophical question...  but we are going to only declare that
            # the parameters of the sigmoid_layers are parameters of the DBN. The visible
            # biases in the RBM are parameters of those RBMs, but not of the DBN.
            self.params.extend(sigmoid_layer.params)
        
            # Construct an RBM that shared weights with this layer
            rbm_layer = RBM(numpy_rng = numpy_rng, theano_rng = theano_rng, 
                          input = layer_input, 
                          n_visible = input_size, 
                          n_hidden  = hidden_layers_sizes[i],  
                          W = sigmoid_layer.W, 
                          hbias = sigmoid_layer.b)
            self.rbm_layers.append(rbm_layer)        

        
        # We now need to add a logistic layer on top of the MLP
        self.logLayer = LogisticRegression(\
                         input = self.sigmoid_layers[-1].output,\
                         n_in = hidden_layers_sizes[-1], n_out = n_outs)
        self.params.extend(self.logLayer.params)

        # construct a function that implements one step of fine-tuning compute the cost for
        # second phase of training, defined as the negative log likelihood 
        self.finetune_cost = self.logLayer.negative_log_likelihood(self.y)

        # compute the gradients with respect to the model parameters
        # symbolic variable that points to the number of errors made on the
        # minibatch given by self.x and self.y
        self.errors = self.logLayer.errors(self.y)

    def pretraining_functions(self, train_set_x, batch_size):
        ''' Generates a list of functions, for performing one step of gradient descent at a
        given layer. The function will require as input the minibatch index, and to train an
        RBM you just need to iterate, calling the corresponding function on all minibatch
        indexes.

        :type train_set_x: theano.tensor.TensorType
        :param train_set_x: Shared var. that contains all datapoints used for training the RBM
        :type batch_size: int
        :param batch_size: size of a [mini]batch
        '''

        # index to a [mini]batch
        index            = T.lscalar('index')   # index to a minibatch
        learning_rate    = T.scalar('lr')    # learning rate to use

        # number of batches
        n_batches = train_set_x.value.shape[0] / batch_size
        # begining of a batch, given `index`
        batch_begin = index * batch_size
        # ending of a batch given `index`
        batch_end = batch_begin+batch_size

        pretrain_fns = []
        for rbm in self.rbm_layers:

            # get the cost and the updates list
            # TODO: change cost function to reconstruction error
            cost,updates = rbm.cd(learning_rate, persistent=None)

            # compile the theano function    
            fn = theano.function(inputs = [index, 
                              theano.Param(learning_rate, default = 0.1)], 
                    outputs = cost, 
                    updates = updates,
                    givens  = {self.x :train_set_x[batch_begin:batch_end]})
            # append `fn` to the list of functions
            pretrain_fns.append(fn)

        return pretrain_fns
 

    def build_finetune_functions(self, datasets, batch_size, learning_rate):
        '''Generates a function `train` that implements one step of finetuning, a function
        `validate` that computes the error on a batch from the validation set, and a function
        `test` that computes the error on a batch from the testing set

        :type datasets: list of pairs of theano.tensor.TensorType
        :param datasets: It is a list that contain all the datasets;  the has to contain three
        pairs, `train`, `valid`, `test` in this order, where each pair is formed of two Theano
        variables, one for the datapoints, the other for the labels
        :type batch_size: int
        :param batch_size: size of a minibatch
        :type learning_rate: float
        :param learning_rate: learning rate used during finetune stage
        '''

        (train_set_x, train_set_y) = datasets[0]
        (valid_set_x, valid_set_y) = datasets[1]
        (test_set_x , test_set_y ) = datasets[2]

        # compute number of minibatches for training, validation and testing
        n_valid_batches = valid_set_x.value.shape[0] / batch_size
        n_test_batches  = test_set_x.value.shape[0]  / batch_size

        index   = T.lscalar('index')    # index to a [mini]batch 

        # compute the gradients with respect to the model parameters
        gparams = T.grad(self.finetune_cost, self.params)

        # compute list of fine-tuning updates
        updates = {}
        for param, gparam in zip(self.params, gparams):
            updates[param] = param - gparam*learning_rate

        train_fn = theano.function(inputs = [index], 
              outputs =   self.finetune_cost, 
              updates = updates,
              givens  = {
                self.x : train_set_x[index*batch_size:(index+1)*batch_size],
                self.y : train_set_y[index*batch_size:(index+1)*batch_size]})

        test_score_i = theano.function([index], self.errors,
                 givens = {
                   self.x: test_set_x[index*batch_size:(index+1)*batch_size],
                   self.y: test_set_y[index*batch_size:(index+1)*batch_size]})

        valid_score_i = theano.function([index], self.errors,
              givens = {
                 self.x: valid_set_x[index*batch_size:(index+1)*batch_size],
                 self.y: valid_set_y[index*batch_size:(index+1)*batch_size]})

        # Create a function that scans the entire validation set
        def valid_score():
            return [valid_score_i(i) for i in xrange(n_valid_batches)]

        # Create a function that scans the entire test set
        def test_score():
            return [test_score_i(i) for i in xrange(n_test_batches)]

        return train_fn, valid_score, test_score






def test_DBN( finetune_lr = 0.1, pretraining_epochs = 10, \
              pretrain_lr = 0.1, training_epochs = 1000, \
              dataset='mnist.pkl.gz'):
    """
    Demonstrates how to train and test a Deep Belief Network.

    This is demonstrated on MNIST.

    :type learning_rate: float
    :param learning_rate: learning rate used in the finetune stage 
    :type pretraining_epochs: int
    :param pretraining_epochs: number of epoch to do pretraining
    :type pretrain_lr: float
    :param pretrain_lr: learning rate to be used during pre-training
    :type n_iter: int
    :param n_iter: maximal number of iterations ot run the optimizer 
    :type dataset: string
    :param dataset: path the the pickled dataset
    """

    print 'finetune_lr = ', finetune_lr
    print 'pretrain_lr = ', pretrain_lr

    datasets = load_data(dataset)

    train_set_x, train_set_y = datasets[0]
    valid_set_x, valid_set_y = datasets[1]
    test_set_x , test_set_y  = datasets[2]


    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

    # numpy random generator
    numpy_rng = numpy.random.RandomState(123)
    print '... building the model'
    # construct the Deep Belief Network
    dbn = DBN(numpy_rng = numpy_rng, n_ins = 28*28, 
              hidden_layers_sizes = [1000,1000,1000],
              n_outs = 10)
    

    #########################
    # PRETRAINING THE MODEL #
    #########################
    print '... getting the pretraining functions'
    pretraining_fns = dbn.pretraining_functions(
            train_set_x   = train_set_x, 
            batch_size    = batch_size ) 

    print '... pre-training the model'
    start_time = time.clock()  
    ## Pre-train layer-wise 
    for i in xrange(dbn.n_layers):
        # go through pretraining epochs 
        for epoch in xrange(pretraining_epochs):
            # go through the training set
            c = []
            for batch_index in xrange(n_train_batches):
                c.append(pretraining_fns[i](index = batch_index, 
                         lr = pretrain_lr ) )
            print 'Pre-training layer %i, epoch %d, cost '%(i,epoch),numpy.mean(c)
 
    end_time = time.clock()

    print ('Pretraining took %f minutes' %((end_time-start_time)/60.))
    
    ########################
    # FINETUNING THE MODEL #
    ########################

    # get the training, validation and testing function for the model
    print '... getting the finetuning functions'
    train_fn, validate_model, test_model = dbn.build_finetune_functions ( 
                datasets = datasets, batch_size = batch_size, 
                learning_rate = finetune_lr) 

    print '... finetunning the model'
    # early-stopping parameters
    patience              = 10000 # look as this many examples regardless
    patience_increase     = 2.    # wait this much longer when a new best is 
                                  # found
    improvement_threshold = 0.995 # a relative improvement of this much is 
                                  # considered significant
    validation_frequency  = min(n_train_batches, patience/2)
                                  # go through this many 
                                  # minibatche before checking the network 
                                  # on the validation set; in this case we 
                                  # check every epoch 


    best_params          = None
    best_validation_loss = float('inf')
    test_score           = 0.
    start_time = time.clock()

    done_looping = False
    epoch = 0

    while (epoch < training_epochs) and (not done_looping):
      epoch = epoch + 1
      for minibatch_index in xrange(n_train_batches):

        minibatch_avg_cost = train_fn(minibatch_index)
        iter    = epoch * n_train_batches + minibatch_index

        if (iter+1) % validation_frequency == 0: 
            
            validation_losses = validate_model()
            this_validation_loss = numpy.mean(validation_losses)
            print('epoch %i, minibatch %i/%i, validation error %f %%' % \
                   (epoch, minibatch_index+1, n_train_batches, \
                    this_validation_loss*100.))


            # if we got the best validation score until now
            if this_validation_loss < best_validation_loss:

                #improve patience if loss improvement is good enough
                if this_validation_loss < best_validation_loss *  \
                       improvement_threshold :
                    patience = max(patience, iter * patience_increase)

                # save best validation score and iteration number
                best_validation_loss = this_validation_loss
                best_iter = iter

                # test it on the test set
                test_losses = test_model()
                test_score = numpy.mean(test_losses)
                print(('     epoch %i, minibatch %i/%i, test error of best '
                      'model %f %%') % 
                             (epoch, minibatch_index+1, n_train_batches,
                              test_score*100.))


        if patience <= iter :
                done_looping = True
                break

    end_time = time.clock()
    print(('Optimization complete with best validation score of %f %%,'
           'with test performance %f %%') %  
                 (best_validation_loss * 100., test_score*100.))
    print ('The code ran for %f minutes' % ((end_time-start_time)/60.))





if __name__ == '__main__':
    pretrain_lr = numpy.float(os.sys.argv[1])
    finetune_lr = numpy.float(os.sys.argv[2])
    test_DBN(pretrain_lr=pretrain_lr, finetune_lr=finetune_lr)