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view deep/autoencoder/DA_training.py @ 406:a11274742088
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author | Arnaud Bergeron <abergeron@gmail.com> |
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date | Wed, 28 Apr 2010 14:28:32 -0400 |
parents | e12702b88a2d |
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""" This tutorial introduces stacked denoising auto-encoders (SdA) using Theano. Denoising autoencoders are the building blocks for SDAE. 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)] For X iteration of the main program loop it takes *** minutes on an Intel Core i7 and *** minutes on GPU (NVIDIA GTX 285 graphics processor). 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 import theano import time import theano.tensor as T from theano.tensor.shared_randomstreams import RandomStreams import gzip import cPickle from pylearn.io import filetensor as ft class dA(): """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) z = 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, n_visible= 784, n_hidden= 500, complexity = 0.1, input= None): """ Initialize the DAE 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 by giving a symbolic variable for the input. Such a symbolic variable is useful when the input is the result of some computations. For example when dealing with SDAEs, the dA on layer 2 gets as input the output of the DAE on layer 1. This output can be written as a function of the input to the entire model, and as such can be computed by theano whenever needed. :param n_visible: number of visible units :param n_hidden: number of hidden units :param input: a symbolic description of the input or None """ self.n_visible = n_visible self.n_hidden = n_hidden # create a Theano random generator that gives symbolic random values theano_rng = RandomStreams() # create a numpy random generator numpy_rng = numpy.random.RandomState() # print the parameter of the DA if True : print 'input size = %d' %n_visible print 'hidden size = %d' %n_hidden print 'complexity = %2.2f' %complexity # initial values for weights and biases # note : W' was written as `W_prime` and b' as `b_prime` # 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.random.uniform( \ low = -numpy.sqrt(6./(n_visible+n_hidden)), \ high = numpy.sqrt(6./(n_visible+n_hidden)), \ size = (n_visible, n_hidden)), dtype = theano.config.floatX) initial_b = numpy.zeros(n_hidden) # W' is initialized with `initial_W_prime` 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_b_prime= numpy.zeros(n_visible) # theano shared variables for weights and biases self.W = theano.shared(value = initial_W, name = "W") self.b = theano.shared(value = initial_b, name = "b") # tied weights, therefore W_prime is W transpose self.W_prime = self.W.T self.b_prime = theano.shared(value = initial_b_prime, name = "b'") # 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 x = T.dmatrix(name = 'input') else: x = input # Equation (1) # 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 0.9 and 0 of 0.1 tilde_x = theano_rng.binomial( x.shape, 1, 1-complexity) * x # Equation (2) # note : y is stored as an attribute of the class so that it can be # used later when stacking dAs. self.y = T.nnet.sigmoid(T.dot(tilde_x, self.W ) + self.b) # Equation (3) z = T.nnet.sigmoid(T.dot(self.y, self.W_prime) + self.b_prime) # Equation (4) self.L = - T.sum( x*T.log(z) + (1-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 self.cost = T.mean(self.L) # note : y is computed from the corrupted `tilde_x`. Later on, # we will need the hidden layer obtained from the uncorrupted # input when for example we will pass this as input to the layer # above self.hidden_values = T.nnet.sigmoid( T.dot(x, self.W) + self.b) def sgd_optimization_nist( learning_rate=0.01, \ n_iter = 300, n_code_layer = 400, \ complexity = 0.1): """ Demonstrate stochastic gradient descent optimization for a denoising autoencoder This is demonstrated on MNIST. :param learning_rate: learning rate used (factor for the stochastic gradient :param pretraining_epochs: number of epoch to do pretraining :param pretrain_lr: learning rate to be used during pre-training :param n_iter: maximal number of iterations ot run the optimizer """ #open file to save the validation and test curve filename = 'lr_' + str(learning_rate) + 'ni_' + str(n_iter) + 'nc_' + str(n_code_layer) + \ 'c_' + str(complexity) + '.txt' result_file = open(filename, 'w') data_path = '/data/lisa/data/nist/by_class/' f = open(data_path+'all/all_train_data.ft') g = open(data_path+'all/all_train_labels.ft') h = open(data_path+'all/all_test_data.ft') i = open(data_path+'all/all_test_labels.ft') train_set_x = ft.read(f) train_set_y = ft.read(g) test_set_x = ft.read(h) test_set_y = ft.read(i) f.close() g.close() i.close() h.close() # make minibatches of size 20 batch_size = 20 # sized of the minibatch #create a validation set the same size as the test size #use the end of the training array for this purpose #discard the last remaining so we get a %batch_size number test_size=len(test_set_y) test_size = int(test_size/batch_size) test_size*=batch_size train_size = len(train_set_x) train_size = int(train_size/batch_size) train_size*=batch_size validation_size =test_size offset = train_size-test_size if True: print 'train size = %d' %train_size print 'test size = %d' %test_size print 'valid size = %d' %validation_size print 'offset = %d' %offset #train_set = (train_set_x,train_set_y) train_batches = [] for i in xrange(0, train_size-test_size, batch_size): train_batches = train_batches + \ [(train_set_x[i:i+batch_size], train_set_y[i:i+batch_size])] test_batches = [] for i in xrange(0, test_size, batch_size): test_batches = test_batches + \ [(test_set_x[i:i+batch_size], test_set_y[i:i+batch_size])] valid_batches = [] for i in xrange(0, test_size, batch_size): valid_batches = valid_batches + \ [(train_set_x[offset+i:offset+i+batch_size], \ train_set_y[offset+i:offset+i+batch_size])] ishape = (32,32) # this is the size of NIST images # allocate symbolic variables for the data x = T.fmatrix() # the data is presented as rasterized images y = T.lvector() # the labels are presented as 1D vector of # [long int] labels # construct the denoising autoencoder class n_ins = 32*32 encoder = dA(n_ins, n_code_layer, complexity, input = x.reshape((batch_size,n_ins))) # Train autoencoder # compute gradients of the layer parameters gW = T.grad(encoder.cost, encoder.W) gb = T.grad(encoder.cost, encoder.b) gb_prime = T.grad(encoder.cost, encoder.b_prime) # compute the updated value of the parameters after one step updated_W = encoder.W - gW * learning_rate updated_b = encoder.b - gb * learning_rate updated_b_prime = encoder.b_prime - gb_prime * learning_rate # defining the function that evaluate the symbolic description of # one update step train_model = theano.function([x], encoder.cost, updates=\ { encoder.W : updated_W, \ encoder.b : updated_b, \ encoder.b_prime : updated_b_prime } ) # compiling a theano function that computes the mistakes that are made # by the model on a minibatch test_model = theano.function([x], encoder.cost) normalize = numpy.asarray(255, dtype=theano.config.floatX) n_minibatches = len(train_batches) # early-stopping parameters patience = 10000000 / batch_size # 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 = n_minibatches # 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') best_iter = 0 test_score = 0. start_time = time.clock() # have a maximum of `n_iter` iterations through the entire dataset for iter in xrange(n_iter* n_minibatches): # get epoch and minibatch index epoch = iter / n_minibatches minibatch_index = iter % n_minibatches # get the minibatches corresponding to `iter` modulo # `len(train_batches)` x,y = train_batches[ minibatch_index ] ''' if iter == 0: b = numpy.asarray(255, dtype=theano.config.floatX) x = x / b print x print y print x.__class__ print x.shape print x.dtype.name print y.dtype.name print x.min(), x.max() ''' cost_ij = train_model(x/normalize) if (iter+1) % validation_frequency == 0: # compute zero-one loss on validation set this_validation_loss = 0. for x,y in valid_batches: # sum up the errors for each minibatch this_validation_loss += test_model(x/normalize) # get the average by dividing with the number of minibatches this_validation_loss /= len(valid_batches) print('epoch %i, minibatch %i/%i, validation error %f ' % \ (epoch, minibatch_index+1, n_minibatches, \ this_validation_loss)) # save value in file result_file.write(str(epoch) + ' ' + str(this_validation_loss)+ '\n') # 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) best_validation_loss = this_validation_loss best_iter = iter # test it on the test set test_score = 0. for x,y in test_batches: test_score += test_model(x/normalize) test_score /= len(test_batches) print((' epoch %i, minibatch %i/%i, test error of best ' 'model %f ') % (epoch, minibatch_index+1, n_minibatches, test_score)) if patience <= iter : print('iter (%i) is superior than patience(%i). break', (iter, patience)) break end_time = time.clock() print(('Optimization complete with best validation score of %f ,' 'with test performance %f ') % (best_validation_loss, test_score)) print ('The code ran for %f minutes' % ((end_time-start_time)/60.)) result_file.close() return (best_validation_loss, test_score, (end_time-start_time)/60, best_iter) def sgd_optimization_mnist( learning_rate=0.01, \ n_iter = 1, n_code_layer = 400, \ complexity = 0.1): """ Demonstrate stochastic gradient descent optimization for a denoising autoencoder This is demonstrated on MNIST. :param learning_rate: learning rate used (factor for the stochastic gradient :param pretraining_epochs: number of epoch to do pretraining :param pretrain_lr: learning rate to be used during pre-training :param n_iter: maximal number of iterations ot run the optimizer """ #open file to save the validation and test curve filename = 'lr_' + str(learning_rate) + 'ni_' + str(n_iter) + 'nc_' + str(n_code_layer) + \ 'c_' + str(complexity) + '.txt' result_file = open(filename, 'w') # Load the dataset f = gzip.open('/u/lisa/HTML/deep/data/mnist/mnist.pkl.gz','rb') train_set, valid_set, test_set = cPickle.load(f) f.close() # make minibatches of size 20 batch_size = 20 # sized of the minibatch # Dealing with the training set # get the list of training images (x) and their labels (y) (train_set_x, train_set_y) = train_set # initialize the list of training minibatches with empty list train_batches = [] for i in xrange(0, len(train_set_x), batch_size): # add to the list of minibatches the minibatch starting at # position i, ending at position i+batch_size # a minibatch is a pair ; the first element of the pair is a list # of datapoints, the second element is the list of corresponding # labels train_batches = train_batches + \ [(train_set_x[i:i+batch_size], train_set_y[i:i+batch_size])] # Dealing with the validation set (valid_set_x, valid_set_y) = valid_set # initialize the list of validation minibatches valid_batches = [] for i in xrange(0, len(valid_set_x), batch_size): valid_batches = valid_batches + \ [(valid_set_x[i:i+batch_size], valid_set_y[i:i+batch_size])] # Dealing with the testing set (test_set_x, test_set_y) = test_set # initialize the list of testing minibatches test_batches = [] for i in xrange(0, len(test_set_x), batch_size): test_batches = test_batches + \ [(test_set_x[i:i+batch_size], test_set_y[i:i+batch_size])] ishape = (28,28) # this is the size of MNIST images # allocate symbolic variables for the data x = T.fmatrix() # the data is presented as rasterized images y = T.lvector() # the labels are presented as 1D vector of # [long int] labels # construct the denoising autoencoder class n_ins = 28*28 encoder = dA(n_ins, n_code_layer, complexity, input = x.reshape((batch_size,n_ins))) # Train autoencoder # compute gradients of the layer parameters gW = T.grad(encoder.cost, encoder.W) gb = T.grad(encoder.cost, encoder.b) gb_prime = T.grad(encoder.cost, encoder.b_prime) # compute the updated value of the parameters after one step updated_W = encoder.W - gW * learning_rate updated_b = encoder.b - gb * learning_rate updated_b_prime = encoder.b_prime - gb_prime * learning_rate # defining the function that evaluate the symbolic description of # one update step train_model = theano.function([x], encoder.cost, updates=\ { encoder.W : updated_W, \ encoder.b : updated_b, \ encoder.b_prime : updated_b_prime } ) # compiling a theano function that computes the mistakes that are made # by the model on a minibatch test_model = theano.function([x], encoder.cost) n_minibatches = len(train_batches) # 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 = n_minibatches # 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') best_iter = 0 test_score = 0. start_time = time.clock() # have a maximum of `n_iter` iterations through the entire dataset for iter in xrange(n_iter* n_minibatches): # get epoch and minibatch index epoch = iter / n_minibatches minibatch_index = iter % n_minibatches # get the minibatches corresponding to `iter` modulo # `len(train_batches)` x,y = train_batches[ minibatch_index ] cost_ij = train_model(x) if (iter+1) % validation_frequency == 0: # compute zero-one loss on validation set this_validation_loss = 0. for x,y in valid_batches: # sum up the errors for each minibatch this_validation_loss += test_model(x) # get the average by dividing with the number of minibatches this_validation_loss /= len(valid_batches) print('epoch %i, minibatch %i/%i, validation error %f ' % \ (epoch, minibatch_index+1, n_minibatches, \ this_validation_loss)) # save value in file result_file.write(str(epoch) + ' ' + str(this_validation_loss)+ '\n') # 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) best_validation_loss = this_validation_loss best_iter = iter # test it on the test set test_score = 0. for x,y in test_batches: test_score += test_model(x) test_score /= len(test_batches) print((' epoch %i, minibatch %i/%i, test error of best ' 'model %f ') % (epoch, minibatch_index+1, n_minibatches, test_score)) if patience <= iter : print('iter (%i) is superior than patience(%i). break', iter, patience) break end_time = time.clock() print(('Optimization complete with best validation score of %f ,' 'with test performance %f ') % (best_validation_loss, test_score)) print ('The code ran for %f minutes' % ((end_time-start_time)/60.)) result_file.close() return (best_validation_loss, test_score, (end_time-start_time)/60, best_iter) def experiment(state,channel): (best_validation_loss, test_score, minutes_trained, iter) = \ sgd_optimization_mnist(state.learning_rate, state.n_iter, state.n_code_layer, state.complexity) state.best_validation_loss = best_validation_loss state.test_score = test_score state.minutes_trained = minutes_trained state.iter = iter return channel.COMPLETE def experiment_nist(state,channel): (best_validation_loss, test_score, minutes_trained, iter) = \ sgd_optimization_nist(state.learning_rate, state.n_iter, state.n_code_layer, state.complexity) state.best_validation_loss = best_validation_loss state.test_score = test_score state.minutes_trained = minutes_trained state.iter = iter return channel.COMPLETE if __name__ == '__main__': sgd_optimization_nist()