# HG changeset patch
# User Owner <salahmeister@gmail.com>
# Date 1266795038 21600
# Node ID 128507ac4edf70d451cf0bdb690b27933da5635f
# Parent  728e232eaf45ea56717929d2bc5f0a66793eaf2a
Initial commit for the stacked convolutional denoising autoencoders

diff -r 728e232eaf45 -r 128507ac4edf scripts/stacked_dae/stacked_convolutional_dae.py
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/stacked_dae/stacked_convolutional_dae.py	Sun Feb 21 17:30:38 2010 -0600
@@ -0,0 +1,415 @@
+import numpy
+import theano
+import time
+import theano.tensor as T
+from theano.tensor.shared_randomstreams import RandomStreams
+import theano.sandbox.softsign
+
+from theano.tensor.signal import downsample
+from theano.tensor.nnet import conv 
+import gzip
+import cPickle
+ 
+ 
+class LogisticRegression(object):
+ 
+    def __init__(self, input, n_in, n_out):
+ 
+        self.W = theano.shared( value=numpy.zeros((n_in,n_out),
+                                            dtype = theano.config.floatX) )
+
+        self.b = theano.shared( value=numpy.zeros((n_out,),
+                                            dtype = theano.config.floatX) )
+
+        self.p_y_given_x = T.nnet.softmax(T.dot(input, self.W)+self.b)
+        
+
+        self.y_pred=T.argmax(self.p_y_given_x, axis=1)
+ 
+        self.params = [self.W, self.b]
+ 
+    def negative_log_likelihood(self, y):
+        return -T.mean(T.log(self.p_y_given_x)[T.arange(y.shape[0]),y])
+ 
+    def MSE(self, y):
+        return -T.mean(abs((self.p_y_given_x)[T.arange(y.shape[0]),y]-y)**2)
+
+    def errors(self, y):
+        if y.ndim != self.y_pred.ndim:
+            raise TypeError('y should have the same shape as self.y_pred',
+                ('y', target.type, 'y_pred', self.y_pred.type))
+ 
+
+        if y.dtype.startswith('int'):
+            return T.mean(T.neq(self.y_pred, y))
+        else:
+            raise NotImplementedError()
+ 
+ 
+class SigmoidalLayer(object):
+    def __init__(self, rng, input, n_in, n_out):
+
+        self.input = input
+ 
+        W_values = numpy.asarray( rng.uniform( \
+              low = -numpy.sqrt(6./(n_in+n_out)), \
+              high = numpy.sqrt(6./(n_in+n_out)), \
+              size = (n_in, n_out)), dtype = theano.config.floatX)
+        self.W = theano.shared(value = W_values)
+ 
+        b_values = numpy.zeros((n_out,), dtype= theano.config.floatX)
+        self.b = theano.shared(value= b_values)
+ 
+        self.output = T.tanh(T.dot(input, self.W) + self.b)
+        self.params = [self.W, self.b]
+ 
+class dA_conv(object):
+ 
+  def __init__(self, corruption_level = 0.1, input = None, shared_W = None,\
+                   shared_b = None, filter_shape = None, image_shape = None, poolsize = (2,2)):
+
+    theano_rng = RandomStreams()
+    
+    fan_in = numpy.prod(filter_shape[1:])
+    fan_out = filter_shape[0] * numpy.prod(filter_shape[2:])
+
+    center = theano.shared(value = 1, name="center")
+    scale = theano.shared(value = 2, name="scale")
+
+    if shared_W != None and shared_b != None :
+        self.W = shared_W
+        self.b = shared_b
+    else:
+        initial_W = numpy.asarray( numpy.random.uniform( \
+              low = -numpy.sqrt(6./(fan_in+fan_out)), \
+              high = numpy.sqrt(6./(fan_in+fan_out)), \
+              size = filter_shape), dtype = theano.config.floatX)
+        initial_b = numpy.zeros((filter_shape[0],), dtype= theano.config.floatX)
+    
+    
+        self.W = theano.shared(value = initial_W, name = "W")
+        self.b = theano.shared(value = initial_b, name = "b")
+    
+ 
+    initial_b_prime= numpy.zeros((filter_shape[1],))
+        
+    self.W_prime=T.dtensor4('W_prime')
+
+    self.b_prime = theano.shared(value = initial_b_prime, name = "b_prime")
+ 
+    self.x = input
+
+    self.tilde_x = theano_rng.binomial( self.x.shape, 1, 1 - corruption_level) * self.x
+
+    conv1_out = conv.conv2d(self.tilde_x, self.W, \
+                             filter_shape=filter_shape, \
+                                image_shape=image_shape, border_mode='valid')
+
+    
+    self.y = T.tanh(conv1_out + self.b.dimshuffle('x', 0, 'x', 'x'))
+
+    
+    da_filter_shape = [ filter_shape[1], filter_shape[0], filter_shape[2],\
+                       filter_shape[3] ]
+    da_image_shape = [ image_shape[0],filter_shape[0],image_shape[2]-filter_shape[2]+1, \
+                         image_shape[3]-filter_shape[3]+1 ]
+    initial_W_prime =  numpy.asarray( numpy.random.uniform( \
+              low = -numpy.sqrt(6./(fan_in+fan_out)), \
+              high = numpy.sqrt(6./(fan_in+fan_out)), \
+              size = da_filter_shape), dtype = theano.config.floatX)
+    self.W_prime = theano.shared(value = initial_W_prime, name = "W_prime")
+
+    #import pdb;pdb.set_trace()
+
+    conv2_out = conv.conv2d(self.y, self.W_prime, \
+                               filter_shape = da_filter_shape, image_shape = da_image_shape ,\
+                                border_mode='full')
+
+    self.z =  (T.tanh(conv2_out + self.b_prime.dimshuffle('x', 0, 'x', 'x'))+center) / scale
+
+    scaled_x = (self.x + center) / scale
+
+    self.L = - T.sum( scaled_x*T.log(self.z) + (1-scaled_x)*T.log(1-self.z), axis=1 )
+
+    self.cost = T.mean(self.L)
+
+    self.params = [ self.W, self.b, self.b_prime ] 
+ 
+ 
+
+class LeNetConvPoolLayer(object):
+    def __init__(self, rng, input, filter_shape, image_shape, poolsize=(2,2)):
+        assert image_shape[1]==filter_shape[1]
+        self.input = input
+  
+        W_values = numpy.zeros(filter_shape, dtype=theano.config.floatX)
+        self.W = theano.shared(value = W_values)
+ 
+        b_values = numpy.zeros((filter_shape[0],), dtype= theano.config.floatX)
+        self.b = theano.shared(value= b_values)
+ 
+        conv_out = conv.conv2d(input, self.W,
+                filter_shape=filter_shape, image_shape=image_shape)
+ 
+
+        fan_in = numpy.prod(filter_shape[1:])
+        fan_out = filter_shape[0] * numpy.prod(filter_shape[2:]) / numpy.prod(poolsize)
+
+        W_bound = numpy.sqrt(6./(fan_in + fan_out))
+        self.W.value = numpy.asarray(
+                rng.uniform(low=-W_bound, high=W_bound, size=filter_shape),
+                dtype = theano.config.floatX)
+  
+
+        pooled_out = downsample.max_pool2D(conv_out, poolsize, ignore_border=True)
+ 
+        self.output = T.tanh(pooled_out + self.b.dimshuffle('x', 0, 'x', 'x'))
+        self.params = [self.W, self.b]
+ 
+
+class SdA():
+    def __init__(self, input, n_ins_conv, n_ins_mlp, train_set_x, train_set_y, batch_size, \
+                     conv_hidden_layers_sizes, mlp_hidden_layers_sizes, corruption_levels, \
+                     rng, n_out, pretrain_lr, finetune_lr):
+
+        self.layers = []
+        self.pretrain_functions = []
+        self.params = []
+        self.conv_n_layers = len(conv_hidden_layers_sizes)
+        self.mlp_n_layers = len(mlp_hidden_layers_sizes)
+         
+        index = T.lscalar() # index to a [mini]batch
+        self.x = T.dmatrix('x') # the data is presented as rasterized images
+        self.y = T.ivector('y') # the labels are presented as 1D vector of
+        
+ 
+        
+        for i in xrange( self.conv_n_layers ):
+
+            filter_shape=conv_hidden_layers_sizes[i][0]
+            image_shape=conv_hidden_layers_sizes[i][1]
+            max_poolsize=conv_hidden_layers_sizes[i][2]
+                
+            if i == 0 :
+                layer_input=self.x.reshape((batch_size,1,28,28))
+            else:
+                layer_input=self.layers[-1].output
+
+            layer = LeNetConvPoolLayer(rng, input=layer_input, \
+                                image_shape=image_shape, \
+                                filter_shape=filter_shape,poolsize=max_poolsize)
+            print 'Convolutional layer '+str(i+1)+' created'
+                
+            self.layers += [layer]
+            self.params += layer.params
+                
+            da_layer = dA_conv(corruption_level = corruption_levels[0],\
+                                  input = layer_input, \
+                                  shared_W = layer.W, shared_b = layer.b,\
+                                  filter_shape = filter_shape , image_shape = image_shape )
+                
+                
+            gparams = T.grad(da_layer.cost, da_layer.params)
+                
+            updates = {}
+            for param, gparam in zip(da_layer.params, gparams):
+                    updates[param] = param - gparam * pretrain_lr
+                    
+                
+            update_fn = theano.function([index], da_layer.cost, \
+                                        updates = updates,
+                                        givens = {
+                    self.x : train_set_x[index*batch_size:(index+1)*batch_size]} )
+             
+            self.pretrain_functions += [update_fn]
+
+        for i in xrange( self.mlp_n_layers ): 
+            if i == 0 :
+                input_size = n_ins_mlp
+            else:
+                input_size = mlp_hidden_layers_sizes[i-1]
+
+            if i == 0 :
+                if len( self.layers ) == 0 :
+                    layer_input=self.x
+                else :
+                    layer_input = self.layers[-1].output.flatten(2)
+            else:
+                layer_input = self.layers[-1].output
+     
+            layer = SigmoidalLayer(rng, layer_input, input_size,
+                                        mlp_hidden_layers_sizes[i] )
+              
+            self.layers += [layer]
+            self.params += layer.params
+            
+
+            print 'MLP layer '+str(i+1)+' created'
+            
+        self.logLayer = LogisticRegression(input=self.layers[-1].output, \
+                                                     n_in=mlp_hidden_layers_sizes[-1], n_out=n_out)
+        self.params += self.logLayer.params
+
+        cost = self.logLayer.negative_log_likelihood(self.y)
+
+        gparams = T.grad(cost, self.params)
+        updates = {}
+
+        for param,gparam in zip(self.params, gparams):
+            updates[param] = param - gparam*finetune_lr
+            
+        self.finetune = theano.function([index], 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]} )
+ 
+
+        self.errors = self.logLayer.errors(self.y)
+ 
+ 
+ 
+def sgd_optimization_mnist( learning_rate=0.1, pretraining_epochs = 2, \
+                            pretrain_lr = 0.01, training_epochs = 1000, \
+                            dataset='mnist.pkl.gz'):
+
+    f = gzip.open(dataset,'rb')
+    train_set, valid_set, test_set = cPickle.load(f)
+    f.close()
+ 
+ 
+    def shared_dataset(data_xy):
+        data_x, data_y = data_xy
+        shared_x = theano.shared(numpy.asarray(data_x, dtype=theano.config.floatX))
+        shared_y = theano.shared(numpy.asarray(data_y, dtype=theano.config.floatX))
+        return shared_x, T.cast(shared_y, 'int32')
+ 
+
+    test_set_x, test_set_y = shared_dataset(test_set)
+    valid_set_x, valid_set_y = shared_dataset(valid_set)
+    train_set_x, train_set_y = shared_dataset(train_set)
+ 
+    batch_size = 500 # size of the minibatch
+ 
+
+    n_train_batches = train_set_x.value.shape[0] / batch_size
+    n_valid_batches = valid_set_x.value.shape[0] / batch_size
+    n_test_batches = test_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
+    y = T.ivector('y') # the labels are presented as 1d vector of
+                           # [int] labels
+    layer0_input = x.reshape((batch_size,1,28,28))
+    
+
+    # Setup the convolutional layers with their DAs(add as many as you want)
+    corruption_levels = [ 0.2, 0.2, 0.2]
+    rng = numpy.random.RandomState(1234)
+    ker1=2
+    ker2=2
+    conv_layers=[]
+    conv_layers.append([[ker1,1,5,5], [batch_size,1,28,28], [2,2] ])
+    conv_layers.append([[ker2,ker1,5,5], [batch_size,ker1,12,12], [2,2] ])
+
+    # Setup the MLP layers of the network
+    mlp_layers=[500]
+  
+    network = SdA(input = layer0_input, n_ins_conv = 28*28, n_ins_mlp = ker2*4*4, \
+                      train_set_x = train_set_x, train_set_y = train_set_y, batch_size = batch_size,
+                      conv_hidden_layers_sizes = conv_layers,  \
+                      mlp_hidden_layers_sizes = mlp_layers, \
+                      corruption_levels = corruption_levels , n_out = 10, \
+                      rng = rng , pretrain_lr = pretrain_lr , finetune_lr = learning_rate )
+
+    test_model = theano.function([index], network.errors,
+             givens = {
+                network.x: test_set_x[index*batch_size:(index+1)*batch_size],
+                network.y: test_set_y[index*batch_size:(index+1)*batch_size]})
+ 
+    validate_model = theano.function([index], network.errors,
+           givens = {
+                network.x: valid_set_x[index*batch_size:(index+1)*batch_size],
+                network.y: valid_set_y[index*batch_size:(index+1)*batch_size]})
+
+
+
+    start_time = time.clock()
+    for i in xrange(len(network.layers)-len(mlp_layers)):
+        for epoch in xrange(pretraining_epochs):
+            for batch_index in xrange(n_train_batches):
+                c = network.pretrain_functions[i](batch_index)
+            print 'pre-training convolution layer %i, epoch %d, cost '%(i,epoch),c
+
+    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
+
+    validation_frequency = min(n_train_batches, patience/2)
+ 
+ 
+    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):
+ 
+        cost_ij = network.finetune(minibatch_index)
+        iter = epoch * n_train_batches + minibatch_index
+ 
+        if (iter+1) % validation_frequency == 0:
+            
+            validation_losses = [validate_model(i) for i in xrange(n_valid_batches)]
+            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(i) for i in xrange(n_test_batches)]
+                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__':
+    sgd_optimization_mnist()
+