annotate sandbox/rbm/model.py @ 449:2bb67e978c28

updated doc
author Joseph Turian <turian@gmail.com>
date Wed, 03 Sep 2008 17:14:49 -0400
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1 """
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2 The model for an autoassociator for sparse inputs, using Ronan Collobert + Jason
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3 Weston's sampling trick (2008).
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4 """
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5
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6 import parameters
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7
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8 import numpy
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9 from numpy import dot
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10 import random
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11
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12 import pylearn.nnet_ops
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13 import pylearn.sparse_instance
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14
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15 def sigmoid(v):
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16 """
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17 @todo: Move to pylearn.more_numpy
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18 @todo: Fix to avoid floating point overflow.
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19 """
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20 # if x < -30.0: return 0.0
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21 # if x > 30.0: return 1.0
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22 return 1.0 / (1.0 + numpy.exp(-v))
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23
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24 def sample(v):
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25 """
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26 @todo: Move to pylearn.more_numpy
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27 """
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28 assert len(v.shape) == 2
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29 x = numpy.zeros(v.shape)
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30 for j in range(v.shape[0]):
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31 for i in range(v.shape[1]):
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32 assert v[j][i] >= 0 and v[j][i] <= 1
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33 if random.random() < v[j][i]: x[j][i] = 1
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34 else: x[j][i] = 0
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35 return x
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36
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37 def crossentropy(output, target):
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38 """
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39 Compute the crossentropy of binary output wrt binary target.
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40 @note: We do not sum, crossentropy is computed by component.
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41 @todo: Rewrite as a scalar, and then broadcast to tensor.
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42 @todo: Move to pylearn.more_numpy
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43 @todo: Fix to avoid floating point overflow.
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44 """
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45 return -(target * numpy.log(output) + (1 - target) * numpy.log(1 - output))
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46
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47
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48 class Model:
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49 """
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50 @todo: input dimensions should be stored here! not as a global.
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51 """
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52 def __init__(self, input_dimension, hidden_dimension, learning_rate = 0.1, momentum = 0.9, weight_decay = 0.0002, random_seed = 666):
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53 self.input_dimension = input_dimension
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54 self.hidden_dimension = hidden_dimension
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55 self.learning_rate = learning_rate
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56 self.momentum = momentum
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57 self.weight_decay = weight_decay
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58 self.random_seed = random_seed
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59
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60 random.seed(random_seed)
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61
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62 self.parameters = parameters.Parameters(input_dimension=self.input_dimension, hidden_dimension=self.hidden_dimension, randomly_initialize=True, random_seed=self.random_seed)
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63 self.prev_dw = 0
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64 self.prev_db = 0
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65 self.prev_dc = 0
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66
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67 def deterministic_reconstruction(self, v0):
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68 """
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69 One up-down cycle, but a mean-field approximation (no sampling).
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70 """
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71 q = sigmoid(self.parameters.b + dot(v0, self.parameters.w))
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72 p = sigmoid(self.parameters.c + dot(q, self.parameters.w.T))
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73 return p
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74
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75 def deterministic_reconstruction_error(self, v0):
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76 """
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77 @note: According to Yoshua, -log P(V1 = v0 | tilde(h)(v0)).
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78 """
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79 return crossentropy(self.deterministic_reconstruction(v0), v0)
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80
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81 def update(self, instances):
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82 """
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83 Update the L{Model} using one training instance.
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84 @param instance: A dict from feature index to (non-zero) value.
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85 @todo: Should assert that nonzero_indices and zero_indices
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86 are correct (i.e. are truly nonzero/zero).
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87 @todo: Multiply L{self.weight_decay} by L{self.learning_rate}, as done in Semantic Hashing?
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88 @todo: Decay the biases too?
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89 """
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90 minibatch = len(instances)
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91 v0 = pylearn.sparse_instance.to_vector(instances, self.input_dimension)
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92 print "old XENT per instance:", numpy.sum(self.deterministic_reconstruction_error(v0))/minibatch
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93 q0 = sigmoid(self.parameters.b + dot(v0, self.parameters.w))
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94 h0 = sample(q0)
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95 p0 = sigmoid(self.parameters.c + dot(h0, self.parameters.w.T))
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96 v1 = sample(p0)
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97 q1 = sigmoid(self.parameters.b + dot(v1, self.parameters.w))
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98
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99 dw = self.learning_rate * (dot(v0.T, h0) - dot(v1.T, q1)) / minibatch + self.momentum * self.prev_dw
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100 db = self.learning_rate * numpy.sum(h0 - q1, axis=0) / minibatch + self.momentum * self.prev_db
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101 dc = self.learning_rate * numpy.sum(v0 - v1, axis=0) / minibatch + self.momentum * self.prev_dc
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102
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103 self.parameters.w *= (1 - self.weight_decay)
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104
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105 self.parameters.w += dw
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106 self.parameters.b += db
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107 self.parameters.c += dc
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108
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109 self.last_dw = dw
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110 self.last_db = db
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111 self.last_dc = dc
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112
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113 print "new XENT per instance:", numpy.sum(self.deterministic_reconstruction_error(v0))/minibatch
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114
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115 # print
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116 # print "v[0]:", v0
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117 # print "Q(h[0][i] = 1 | v[0]):", q0
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118 # print "h[0]:", h0
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119 # print "P(v[1][j] = 1 | h[0]):", p0
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120 # print "XENT(P(v[1][j] = 1 | h[0]) | v0):", numpy.sum(crossentropy(p0, v0))
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121 # print "v[1]:", v1
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122 # print "Q(h[1][i] = 1 | v[1]):", q1
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123 #
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124 # print
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125 # print v0.T.shape
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126 # print h0.shape
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127 # print dot(v0.T, h0).shape
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128 # print self.parameters.w.shape
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129 # self.parameters.w += self.learning_rate * (dot(v0.T, h0) - dot(v1.T, q1)) / minibatch
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130 # print
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131 # print h0.shape
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132 # print q1.shape
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133 # print self.parameters.b.shape
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134 # self.parameters.b += self.learning_rate * numpy.sum(h0 - q1, axis=0) / minibatch
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135 # print v0.shape, v1.shape
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136 # print
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137 # print self.parameters.c.shape
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138 # self.parameters.c += self.learning_rate * numpy.sum(v0 - v1, axis=0) / minibatch
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139 # print self.parameters