Mercurial > pylearn
annotate pylearn/algorithms/mcRBM.py @ 992:30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
author | James Bergstra <bergstrj@iro.umontreal.ca> |
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date | Tue, 24 Aug 2010 14:52:09 -0400 |
parents | d68828c98c38 |
children | 88107ec01ce8 |
rev | line source |
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1 """ |
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2 This file implements the Mean & Covariance RBM discussed in |
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3 |
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4 Ranzato, M. and Hinton, G. E. (2010) |
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5 Modeling pixel means and covariances using factored third-order Boltzmann machines. |
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6 IEEE Conference on Computer Vision and Pattern Recognition. |
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7 |
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8 and performs one of the experiments on CIFAR-10 discussed in that paper. There are some minor |
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9 discrepancies between the paper and the accompanying code (train_mcRBM.py), and the |
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10 accompanying code has been taken to be correct in those cases because I couldn't get things to |
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11 work otherwise. |
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12 |
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13 |
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14 Math |
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15 ==== |
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16 |
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17 Energy of "covariance RBM" |
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18 |
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19 E = -0.5 \sum_f \sum_k P_{fk} h_k ( \sum_i C_{if} v_i )^2 |
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20 = -0.5 \sum_f (\sum_k P_{fk} h_k) ( \sum_i C_{if} v_i )^2 |
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21 "vector element f" "vector element f" |
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22 |
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23 In some parts of the paper, the P matrix is chosen to be a diagonal matrix with non-positive |
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24 diagonal entries, so it is helpful to see this as a simpler equation: |
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25 |
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26 E = \sum_f h_f ( \sum_i C_{if} v_i )^2 |
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27 |
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28 |
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29 |
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30 Version in paper |
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31 ---------------- |
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32 |
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33 Full Energy of the Mean and Covariance RBM, with |
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34 :math:`h_k = h_k^{(c)}`, |
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35 :math:`g_j = h_j^{(m)}`, |
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36 :math:`b_k = b_k^{(c)}`, |
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37 :math:`c_j = b_j^{(m)}`, |
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38 :math:`U_{if} = C_{if}`, |
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39 |
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40 E (v, h, g) = |
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41 - 0.5 \sum_f \sum_k P_{fk} h_k ( \sum_i (U_{if} v_i) / |U_{.f}|*|v| )^2 |
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42 - \sum_k b_k h_k |
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43 + 0.5 \sum_i v_i^2 |
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44 - \sum_j \sum_i W_{ij} g_j v_i |
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45 - \sum_j c_j g_j |
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46 |
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47 For the energy function to correspond to a probability distribution, P must be non-positive. P |
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48 is initialized to be a diagonal, and in our experience it can be left as such because even in |
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49 the paper it has a very low learning rate, and is only allowed to be updated after the filters |
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50 in U are learned (in effect). |
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51 |
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52 Version in published train_mcRBM code |
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53 ------------------------------------- |
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54 |
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55 The train_mcRBM file implements learning in a similar but technically different Energy function: |
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56 |
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57 E (v, h, g) = |
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58 - 0.5 \sum_f \sum_k P_{fk} h_k (\sum_i U_{if} v_i / sqrt(\sum_i v_i^2/I + 0.5))^2 |
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59 - \sum_k b_k h_k |
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60 + 0.5 \sum_i v_i^2 |
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61 - \sum_j \sum_i W_{ij} g_j v_i |
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62 - \sum_j c_j g_j |
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63 |
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64 There are two differences with respect to the paper: |
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65 |
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66 - 'v' is not normalized by its length, but rather it is normalized to have length close to |
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67 the square root of the number of its components. The variable called 'small' that |
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68 "avoids division by zero" is orders larger than machine precision, and is on the order of |
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69 the normalized sum-of-squares, so I've included it in the Energy function. |
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70 |
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71 - 'U' is also not normalized by its length. U is initialized to have columns that are |
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72 shorter than unit-length (approximately 0.2 with the 105 principle components in the |
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73 train_mcRBM data). During training, the columns of U are constrained manually to have |
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74 equal lengths (see the use of normVF), but Euclidean norm is allowed to change. During |
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75 learning it quickly converges towards 1 and then exceeds 1. It does not seem like this |
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76 column-wise normalization of U is justified by maximum-likelihood, I have no intuition |
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77 for why it is used. |
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78 |
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79 |
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80 Version in this code |
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81 -------------------- |
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82 |
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83 This file implements the same algorithm as the train_mcRBM code, except that the P matrix is |
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84 omitted for clarity, and replaced analytically with a negative identity matrix. |
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85 |
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86 E (v, h, g) = |
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87 + 0.5 \sum_k h_k (\sum_i U_{ik} v_i / sqrt(\sum_i v_i^2/I + 0.5))^2 |
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88 - \sum_k b_k h_k |
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89 + 0.5 \sum_i v_i^2 |
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90 - \sum_j \sum_i W_{ij} g_j v_i |
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91 - \sum_j c_j g_j |
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92 |
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93 |
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94 |
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95 Conventions in this file |
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96 ======================== |
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97 |
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98 This file contains some global functions, as well as a class (MeanCovRBM) that makes using them a little |
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99 more convenient. |
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100 |
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101 |
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102 Global functions like `free_energy` work on an mcRBM as parametrized in a particular way. |
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103 Suppose we have |
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104 I input dimensions, |
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105 F squared filters, |
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106 J mean variables, and |
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107 K covariance variables. |
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108 The mcRBM is parametrized by 5 variables: |
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109 |
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110 - `U`, a matrix whose rows are visible covariance directions (I x F) |
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111 - `W`, a matrix whose rows are visible mean directions (I x J) |
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112 - `b`, a vector of hidden covariance biases (K) |
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113 - `c`, a vector of hidden mean biases (J) |
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114 |
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115 Matrices are generally layed out and accessed according to a C-order convention. |
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116 |
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117 """ |
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118 |
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119 # |
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120 # WORKING NOTES |
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121 # THIS DERIVATION IS BASED ON THE ** PAPER ** ENERGY FUNCTION |
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122 # NOT THE ENERGY FUNCTION IN THE CODE!!! |
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123 # |
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124 # Free energy is the marginal energy of visible units |
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125 # Recall: |
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126 # Q(x) = exp(-E(x))/Z ==> -log(Q(x)) - log(Z) = E(x) |
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127 # |
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128 # |
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129 # E (v, h, g) = |
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130 # - 0.5 \sum_f \sum_k P_{fk} h_k ( \sum_i U_{if} v_i )^2 / |U_{*f}|^2 |v|^2 |
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131 # - \sum_k b_k h_k |
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132 # + 0.5 \sum_i v_i^2 |
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133 # - \sum_j \sum_i W_{ij} g_j v_i |
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134 # - \sum_j c_j g_j |
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135 # - \sum_i a_i v_i |
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136 # |
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137 # |
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138 # Derivation, in which partition functions are ignored. |
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139 # |
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140 # E(v) = -\log(Q(v)) |
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141 # = -\log( \sum_{h,g} Q(v,h,g)) |
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142 # = -\log( \sum_{h,g} exp(-E(v,h,g))) |
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143 # = -\log( \sum_{h,g} exp(- |
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144 # - 0.5 \sum_f \sum_k P_{fk} h_k ( \sum_i U_{if} v_i )^2 / (|U_{*f}| * |v|) |
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145 # - \sum_k b_k h_k |
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146 # + 0.5 \sum_i v_i^2 |
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147 # - \sum_j \sum_i W_{ij} g_j v_i |
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148 # - \sum_j c_j g_j |
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149 # - \sum_i a_i v_i )) |
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150 # |
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151 # Get rid of double negs in exp |
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152 # = -\log( \sum_{h} exp( |
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153 # + 0.5 \sum_f \sum_k P_{fk} h_k ( \sum_i U_{if} v_i )^2 / (|U_{*f}| * |v|) |
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154 # + \sum_k b_k h_k |
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155 # - 0.5 \sum_i v_i^2 |
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156 # ) * \sum_{g} exp( |
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157 # + \sum_j \sum_i W_{ij} g_j v_i |
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158 # + \sum_j c_j g_j)) |
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159 # - \sum_i a_i v_i |
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160 # |
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161 # Break up log |
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162 # = -\log( \sum_{h} exp( |
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163 # + 0.5 \sum_f \sum_k P_{fk} h_k ( \sum_i U_{if} v_i )^2 / (|U_{*f}|*|v|) |
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164 # + \sum_k b_k h_k |
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165 # )) |
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166 # -\log( \sum_{g} exp( |
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167 # + \sum_j \sum_i W_{ij} g_j v_i |
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168 # + \sum_j c_j g_j ))) |
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169 # + 0.5 \sum_i v_i^2 |
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170 # - \sum_i a_i v_i |
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171 # |
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172 # Use domain h is binary to turn log(sum(exp(sum...))) into sum(log(.. |
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173 # = -\log(\sum_{h} exp( |
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174 # + 0.5 \sum_f \sum_k P_{fk} h_k ( \sum_i U_{if} v_i )^2 / (|U_{*f}|* |v|) |
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175 # + \sum_k b_k h_k |
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176 # )) |
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177 # - \sum_{j} \log(1 + exp(\sum_i W_{ij} v_i + c_j )) |
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178 # + 0.5 \sum_i v_i^2 |
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179 # - \sum_i a_i v_i |
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180 # |
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181 # = - \sum_{k} \log(1 + exp(b_k + 0.5 \sum_f P_{fk}( \sum_i U_{if} v_i )^2 / (|U_{*f}|*|v|))) |
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182 # - \sum_{j} \log(1 + exp(\sum_i W_{ij} v_i + c_j )) |
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183 # + 0.5 \sum_i v_i^2 |
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184 # - \sum_i a_i v_i |
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185 # |
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186 # For negative-one-diagonal P this gives: |
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187 # |
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188 # = - \sum_{k} \log(1 + exp(b_k - 0.5 \sum_i (U_{ik} v_i )^2 / (|U_{*k}|*|v|))) |
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189 # - \sum_{j} \log(1 + exp(\sum_i W_{ij} v_i + c_j )) |
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190 # + 0.5 \sum_i v_i^2 |
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191 # - \sum_i a_i v_i |
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192 |
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193 import sys |
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194 import logging |
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195 import numpy as np |
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196 import numpy |
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197 |
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198 import theano |
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199 from theano import function, shared, dot |
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200 from theano import tensor as TT |
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201 floatX = theano.config.floatX |
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202 |
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203 import pylearn |
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204 from pylearn.sampling.hmc import HMC_sampler |
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205 from pylearn.io import image_tiling |
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206 |
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207 #TODO: This should be in the datasets folder |
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208 import pylearn.datasets.config |
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209 from pylearn.dataset_ops.protocol import TensorFnDataset |
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210 from pylearn.dataset_ops.memo import memo |
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211 import pylearn |
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212 import scipy.io |
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213 import os |
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214 |
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215 |
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216 #TODO: This should be in the nnet part of the library |
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217 def sgd_updates(params, grads, lr): |
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218 try: |
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219 float(lr) |
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220 lr = [lr for p in params] |
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221 except TypeError: |
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222 pass |
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223 updates = [(p, p - plr * gp) for (plr, p, gp) in zip(lr, params, grads)] |
967
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224 return updates |
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225 |
988
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226 @memo |
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227 def load_mcRBM_demo_patches(): |
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228 d = scipy.io.loadmat(os.path.join(pylearn.datasets.config.data_root(),'image_patches', 'mcRBM', 'training_colorpatches_16x16_demo.mat')) |
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229 totnumcases = d["whitendata"].shape[0] |
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230 #d = d["whitendata"][0:np.floor(totnumcases/batch_size)*batch_size,:].copy() |
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231 d = d["whitendata"].copy() |
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232 return d |
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233 |
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234 |
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235 |
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236 |
987
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237 # this is a little hack, probably should be removed |
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238 # The logic about casting things to shared vars is busted anyway (wrt pickling) |
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239 def as_shared(x, name=None, dtype=floatX): |
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240 if hasattr(x, 'type'): |
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241 return x |
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242 else: |
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243 if 'float' in str(x.dtype): |
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244 return shared(x.astype(floatX), name=name) |
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245 else: |
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246 return shared(x, name=name) |
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247 |
989
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248 def hidden_cov_units_preactivation_given_v(rbm, v, small=0.5): |
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249 """Return argument to the sigmoid that would give mean of covariance hid units |
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250 |
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251 See the math at the top of this file for what 'adjusted' means. |
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252 |
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253 return b - 0.5 * dot(adjusted(v), U)**2 |
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254 """ |
967
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255 (U,W,a,b,c) = rbm |
989
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256 unit_v = v / (TT.sqrt(TT.mean(v**2, axis=1)+small)).dimshuffle(0,'x') # adjust row norm |
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257 return b - 0.5 * dot(unit_v, U)**2 |
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258 |
992
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259 def free_energy_terms_given_v(rbm, v): |
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260 """Returns theano expression for the terms that are added to form the free energy of |
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261 visible vector `v` in an mcRBM. |
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262 |
992
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263 1. Free energy related to covariance hiddens |
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264 2. Free energy related to mean hiddens |
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265 3. Free energy related to L2-Norm of `v` |
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266 4. Free energy related to projection of `v` onto biases `a` |
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267 """ |
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268 U, W, a, b, c = rbm |
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269 t0 = -TT.sum(TT.nnet.softplus(hidden_cov_units_preactivation_given_v(rbm, v)),axis=1) |
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270 t1 = -TT.sum(TT.nnet.softplus(c + dot(v,W)), axis=1) |
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271 t2 = 0.5 * TT.sum(v**2, axis=1) |
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272 t3 = -TT.dot(v, a) |
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273 return [t0, t1, t2, t3] |
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274 |
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275 def free_energy_given_v(rbm, v): |
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276 """Returns theano expression for free energy of visible vector `v` in an mcRBM |
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277 """ |
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278 return sum(free_energy_terms_given_v(rbm,v)) |
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279 |
990
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280 def contrastive_gradient(rbm, pos_v, neg_v, U_l1_penalty=0, W_l1_penalty=0): |
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281 """Return a list of gradient expressions for the rbm parameters |
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282 |
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283 :param pos_v: positive-phase sample of visible units |
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284 :param neg_v: negative-phase sample of visible units |
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285 :param U_l1_penalty: a scalar-valued multiplier on the L1 penalty on U |
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286 :param W_l1_penalty: a scalar-valued multiplier on the L1 penalty on W |
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287 """ |
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288 U, W, a, b, c = rbm |
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289 pos_FE = free_energy_given_v(rbm, pos_v) |
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290 neg_FE = free_energy_given_v(rbm, neg_v) |
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291 c0 = (pos_FE - neg_FE).sum() |
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292 c1 = abs(U).sum()*U_l1_penalty |
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293 c2 = abs(W).sum()*W_l1_penalty |
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294 cost = c0 + c1 + c2 |
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295 rval = theano.tensor.grad(cost, list(rbm)) |
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296 return rval |
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297 |
991
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298 def expected_h_g_given_v(rbm, v): |
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299 """Returns tuple (`h`, `g`) of theano expression conditional expectations in an mcRBM. |
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300 |
991
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301 `h` is the conditional on the covariance units. |
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302 `g` is the conditional on the mean units. |
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303 |
967
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304 """ |
991
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305 (U, W, a, b, c) = rbm |
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306 h = TT.nnet.sigmoid(hidden_cov_units_preactivation_given_v(rbm, v)) |
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307 g = nnet.sigmoid(c + dot(v,W)) |
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308 return (h, g) |
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309 |
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310 class MeanCovRBM(object): |
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311 """Container for mcRBM parameters that gives more convenient access to mcRBM methods. |
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312 """ |
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313 |
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314 params = property(lambda s: [s.U, s.W, s.a, s.b, s.c]) |
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315 |
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316 n_visible = property(lambda s: s.W.value.shape[0]) |
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317 |
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318 def __init__(self, U, W, a, b, c): |
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319 self.U = as_shared(U, 'U') |
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320 self.W = as_shared(W, 'W') |
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321 self.a = as_shared(a, 'a') |
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322 self.b = as_shared(b, 'b') |
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323 self.c = as_shared(c, 'c') |
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324 |
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325 assert self.b.type.dtype == 'float32' |
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326 |
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327 @classmethod |
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328 def new_from_dims(cls, |
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329 n_I, # input dimensionality |
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330 n_K, # number of covariance hidden units |
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331 n_F, # number of covariance filters (squared) |
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332 n_J, # number of mean filters (linear) |
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333 seed = 8923402190, |
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334 ): |
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335 """ |
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336 Return a MeanCovRBM instance with randomly-initialized parameters. |
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337 """ |
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338 rng = np.random.RandomState(seed) |
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339 |
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340 # initialization taken from Marc'Aurelio |
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341 |
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342 return cls( |
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343 U = 0.02 * rng.randn(n_I, n_F), |
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344 W = 0.05 * rng.randn(n_I, n_J), |
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345 #W = rng.randn(n_I, n_J)/np.sqrt((n_I+n_J)/2), |
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346 a = np.ones(n_I)*(0), |
967
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347 b = np.ones(n_K)*2, |
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348 c = np.ones(n_J)*(-2),) |
967
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349 |
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350 def __getstate__(self): |
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351 # unpack shared containers, which may have references to Theano stuff |
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352 # and are not a long-term stable data type. |
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353 return dict( |
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354 U = self.U.value, |
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355 W = self.W.value, |
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356 b = self.b.value, |
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357 c = self.c.value) |
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358 |
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359 def __setstate__(self, dct): |
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360 self.__init__(**dct) # calls as_shared on pickled arrays |
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361 |
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362 def hmc_sampler(self, n_particles=100, seed=7823748): |
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363 return HMC_sampler( |
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364 positions = [as_shared( |
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365 np.random.RandomState(seed^20893).randn( |
967
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366 n_particles, |
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367 self.n_visible ))], |
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368 energy_fn = lambda p : free_energy_given_v(self.params, p[0]), |
967
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369 seed=seed) |
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370 |
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371 def free_energy_given_v(self, v, extra=False): |
992
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372 assert 0 |
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373 rval = free_energy_given_v(self.params, v) |
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374 if extra: |
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375 return rval |
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376 else: |
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377 return rval[0] |
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378 |
992
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379 def contrastive_gradient(self, *args, **kwargs): |
967
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380 """Return a list of gradient expressions for self.params |
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381 |
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382 :param pos_v: positive-phase sample of visible units |
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383 :param neg_v: negative-phase sample of visible units |
967
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384 """ |
990
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parents:
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diff
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385 return contrastive_gradient(self.params, *args, **kwargs) |
974
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parents:
973
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386 |
967
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|
387 |
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388 if __name__ == '__main__': |
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389 |
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390 print >> sys.stderr, "TODO: use P matrix (aka FH matrix)" |
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391 |
979
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392 dataset='MAR' |
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393 if dataset == 'MAR': |
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394 R,C= 21,5 |
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395 n_patches=10240 |
988
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396 demodata = scipy.io.loadmat(os.path.join(pylearn.datasets.config.data_root(),'image_patches', 'mcRBM', 'training_colorpatches_16x16_demo.mat')) |
979
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397 else: |
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|
398 R,C= 16,16 # the size of image patches |
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399 n_patches=100000 |
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diff
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|
400 |
992
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parents:
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diff
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|
401 n_train_iters=5000 |
979
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402 |
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diff
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403 n_burnin_steps=10000 |
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parents:
978
diff
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|
404 |
967
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405 l1_penalty=1e-3 |
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|
406 no_l1_epochs = 10 |
979
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diff
changeset
|
407 effective_l1_penalty=0.0 |
967
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parents:
diff
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|
408 |
992
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parents:
991
diff
changeset
|
409 epoch_size=n_patches |
967
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diff
changeset
|
410 batchsize = 128 |
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parents:
diff
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|
411 lr = 0.075 / batchsize |
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diff
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|
412 s_lr = TT.scalar() |
979
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diff
changeset
|
413 s_l1_penalty=TT.scalar() |
967
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parents:
diff
changeset
|
414 n_K=256 |
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parents:
diff
changeset
|
415 n_F=256 |
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parents:
diff
changeset
|
416 n_J=100 |
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parents:
diff
changeset
|
417 |
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diff
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|
418 rbm = MeanCovRBM.new_from_dims(n_I=R*C, |
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parents:
diff
changeset
|
419 n_K=n_K, |
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parents:
diff
changeset
|
420 n_J=n_J, |
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parents:
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changeset
|
421 n_F=n_F, |
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parents:
diff
changeset
|
422 ) |
90e11d5d0a41
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parents:
diff
changeset
|
423 |
979
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parents:
978
diff
changeset
|
424 sampler = rbm.hmc_sampler(n_particles=batchsize) |
967
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parents:
diff
changeset
|
425 |
979
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parents:
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diff
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|
426 def l2(X): |
992
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parents:
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diff
changeset
|
427 return numpy.sqrt((X**2).sum()) |
979
2a53384d9742
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parents:
978
diff
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|
428 def tile(X, fname): |
2a53384d9742
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parents:
978
diff
changeset
|
429 if dataset == 'MAR': |
2a53384d9742
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parents:
978
diff
changeset
|
430 X = np.dot(X, demodata['invpcatransf'].T) |
2a53384d9742
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parents:
978
diff
changeset
|
431 R=16 |
2a53384d9742
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parents:
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diff
changeset
|
432 C=16 |
2a53384d9742
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
433 #X = X.reshape((X.shape[0], 3, 16, 16)).transpose([0,2,3,1]).copy() |
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diff
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|
434 X = (X[:,:256], X[:,256:512], X[:,512:], None) |
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diff
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|
435 _img = image_tiling.tile_raster_images(X, |
2a53384d9742
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parents:
978
diff
changeset
|
436 img_shape=(R,C), |
2a53384d9742
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diff
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|
437 min_dynamic_range=1e-2) |
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diff
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|
438 image_tiling.save_tiled_raster_images(_img, fname) |
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diff
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|
439 #print "Burning in..." |
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diff
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440 #for burnin in xrange(n_burnin_steps): |
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|
441 #sampler.simulate() |
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diff
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|
442 |
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443 if 0: |
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diff
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|
444 print "Just SAMPLING..." |
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978
diff
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|
445 for jj in xrange(n_burnin_steps): |
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parents:
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diff
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|
446 if 0 == jj % 100: |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
447 tile(sampler.positions[0].value, "sampler_%06i.png"%jj) |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
448 tile(numpy.random.randn(100, 105), "random_%06i.png"%jj) |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
449 print "burning in... ", jj |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
450 sys.stdout.flush() |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
451 sampler.simulate() |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
452 |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
453 sys.exit() |
967
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
454 |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
455 batch_idx = TT.iscalar() |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
456 |
992
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
457 if dataset == 'MAR': |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
458 op = TensorFnDataset(floatX, |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
459 bcast=(False,), |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
460 fn=load_mcRBM_demo_patches, |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
461 single_shape=(105,)) |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
462 train_batch = op((batch_idx * batchsize + np.arange(batchsize))%n_patches) |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
463 else: |
979
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
464 from pylearn.dataset_ops import image_patches |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
465 train_batch = image_patches.image_patches( |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
466 s_idx = (batch_idx * batchsize + np.arange(batchsize)), |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
467 dims = (n_patches,R,C), |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
468 center=True, |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
469 unitvar=True, |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
470 dtype=floatX, |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
471 rasterized=True) |
967
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
472 |
979
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
473 imgs_fn = function([batch_idx], outputs=train_batch) |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
474 |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
475 grads = rbm.contrastive_gradient( |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
476 pos_v=train_batch, |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
477 neg_v=sampler.positions[0], |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
478 U_l1_penalty=s_l1_penalty, |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
479 W_l1_penalty=s_l1_penalty) |
992
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
480 sgd_ups = sgd_updates( |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
481 rbm.params, |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
482 grads, |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
483 lr=[2*s_lr, .2*s_lr, .02*s_lr, .1*s_lr, .02*s_lr ]) |
979
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
484 |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
485 learn_fn = function([batch_idx, s_lr, s_l1_penalty], |
967
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
486 outputs=[ |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
487 grads[0].norm(2), |
992
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
488 (sgd_ups[0][1] - sgd_ups[0][0]).norm(2), |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
489 (sgd_ups[1][1] - sgd_ups[1][0]).norm(2), |
967
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
490 ], |
992
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
491 updates = sgd_ups) |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
492 #rbm.free_energy_given_v(train_batch).sum(), |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
493 #rbm.free_energy_given_v(train_batch,extra=1)[1][0].sum(), |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
494 #rbm.free_energy_given_v(train_batch,extra=1)[1][1].sum(), |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
495 #rbm.free_energy_given_v(train_batch,extra=1)[1][2].sum(), |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
496 #rbm.free_energy_given_v(train_batch,extra=1)[1][3].sum(), |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
497 theano.printing.pydotprint(function([batch_idx, s_l1_penalty], grads[0]), 'grads0.png') |
967
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
498 |
979
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
499 print "Learning..." |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
500 normVF=1 |
992
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
501 last_epoch = -1 |
979
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
502 for jj in xrange(n_train_iters): |
992
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
503 epoch = jj*batchsize / epoch_size |
979
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
504 |
992
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
505 print_jj = epoch != last_epoch |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
506 last_epoch = epoch |
979
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
507 |
992
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
508 if epoch > 10: |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
509 break |
967
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
510 |
979
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
511 if print_jj: |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
512 tile(imgs_fn(jj), "imgs_%06i.png"%jj) |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
513 tile(sampler.positions[0].value, "sample_%06i.png"%jj) |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
514 tile(rbm.U.value.T, "U_%06i.png"%jj) |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
515 tile(rbm.W.value.T, "W_%06i.png"%jj) |
967
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
516 |
992
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
517 print 'saving samples', jj, 'epoch', jj/(epoch_size/batchsize) |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
518 |
979
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
519 print 'l2(U)', l2(rbm.U.value), |
992
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
520 print 'l2(W)', l2(rbm.W.value) |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
521 |
979
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
522 print 'U min max', rbm.U.value.min(), rbm.U.value.max(), |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
523 print 'W min max', rbm.W.value.min(), rbm.W.value.max(), |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
524 print 'a min max', rbm.a.value.min(), rbm.a.value.max(), |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
525 print 'b min max', rbm.b.value.min(), rbm.b.value.max(), |
992
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
526 print 'c min max', rbm.c.value.min(), rbm.c.value.max() |
967
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
527 |
979
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
528 print 'parts min', sampler.positions[0].value.min(), |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
529 print 'max',sampler.positions[0].value.max(), |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
530 print 'HMC step', sampler.stepsize, |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
531 print 'arate', sampler.avg_acceptance_rate |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
532 |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
533 sampler.simulate() |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
534 |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
535 l2_of_Ugrad = learn_fn(jj, |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
536 lr/max(1, jj/(20*epoch_size/batchsize)), |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
537 effective_l1_penalty) |
967
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
538 |
979
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
539 if print_jj: |
992
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
540 print 'l2(U_grad)', float(l2_of_Ugrad[0]), |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
541 print 'l2(U_inc)', float(l2_of_Ugrad[1]), |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
542 print 'l2(W_inc)', float(l2_of_Ugrad[2]), |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
543 #print 'FE+', float(l2_of_Ugrad[2]), |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
544 #print 'FE+[0]', float(l2_of_Ugrad[3]), |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
545 #print 'FE+[1]', float(l2_of_Ugrad[4]), |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
546 #print 'FE+[2]', float(l2_of_Ugrad[5]), |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
547 #print 'FE+[3]', float(l2_of_Ugrad[6]) |
979
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
548 |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
549 if jj == no_l1_epochs * epoch_size/batchsize: |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
550 print "Activating L1 weight decay" |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
551 effective_l1_penalty = 1e-3 |
2a53384d9742
mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
978
diff
changeset
|
552 |
992
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
553 # weird normalization technique... |
30b7c4defb6c
mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
991
diff
changeset
|
554 # It constrains all the columns of the matrix to have the same length |
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555 # But the matrix itself is re-scaled to have an arbitrary abslute size. |
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556 U = rbm.U.value |
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557 U_norms = np.sqrt((U*U).sum(axis=0)) |
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558 assert len(U_norms) == n_F |
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559 normVF = .95 * normVF + .05 * np.mean(U_norms) |
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560 rbm.U.value = rbm.U.value * normVF/U_norms |
967
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561 |
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562 |
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563 # |
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564 # |
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565 # Marc'Aurelio Ranzato's code |
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566 # |
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567 ###################################################################### |
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568 # compute the value of the free energy at a given input |
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569 # F = - sum log(1+exp(- .5 FH (VF data/norm(data))^2 + bias_cov)) +... |
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570 # - sum log(1+exp(w_mean data + bias_mean)) + ... |
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571 # - bias_vis data + 0.5 data^2 |
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572 # NOTE: FH is constrained to be positive |
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573 # (in the paper the sign is negative but the sign in front of it is also flipped) |
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574 def compute_energy_mcRBM(data,normdata,vel,energy,VF,FH,bias_cov,bias_vis,w_mean,bias_mean,t1,t2,t6,feat,featsq,feat_mean,length,lengthsq,normcoeff,small,num_vis): |
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575 # normalize input data vectors |
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576 data.mult(data, target = t6) # DxP (nr input dims x nr samples) |
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577 t6.sum(axis = 0, target = lengthsq) # 1xP |
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578 lengthsq.mult(0.5, target = energy) # energy of quadratic regularization term |
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579 lengthsq.mult(1./num_vis) # normalize by number of components (like std) |
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580 |
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581 lengthsq.add(small) # small prevents division by 0 |
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582 # energy_j = \sum_i 0.5 data_ij ^2 |
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583 # lengthsq_j = 1/ (\sum_i data_ij ^2 + small) |
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584 cmt.sqrt(lengthsq, target = length) |
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585 # length_j = sqrt(lengthsq_j) |
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586 length.reciprocal(target = normcoeff) # 1xP |
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587 # normcoef_j = 1/sqrt(lengthsq_j) |
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588 data.mult_by_row(normcoeff, target = normdata) # normalized data |
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589 # normdata is like data, but cols have unit L2 norm |
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590 |
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591 ## potential |
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592 # covariance contribution |
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593 cmt.dot(VF.T, normdata, target = feat) # HxP (nr factors x nr samples) |
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594 feat.mult(feat, target = featsq) # HxP |
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595 |
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596 # featsq is the squared cosines (VF with data) |
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597 cmt.dot(FH.T,featsq, target = t1) # OxP (nr cov hiddens x nr samples) |
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598 t1.mult(-0.5) |
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599 t1.add_col_vec(bias_cov) # OxP |
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600 cmt.exp(t1) # OxP |
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601 t1.add(1, target = t2) # OxP |
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602 cmt.log(t2) |
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603 t2.mult(-1) |
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604 energy.add_sums(t2, axis=0) |
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605 # mean contribution |
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606 cmt.dot(w_mean.T, data, target = feat_mean) # HxP (nr mean hiddens x nr samples) |
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607 feat_mean.add_col_vec(bias_mean) # HxP |
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608 cmt.exp(feat_mean) |
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609 feat_mean.add(1) |
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610 cmt.log(feat_mean) |
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611 feat_mean.mult(-1) |
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612 energy.add_sums(feat_mean, axis=0) |
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613 # visible bias term |
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614 data.mult_by_col(bias_vis, target = t6) |
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615 t6.mult(-1) # DxP |
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616 energy.add_sums(t6, axis=0) # 1xP |
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617 # kinetic |
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618 vel.mult(vel, target = t6) |
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619 energy.add_sums(t6, axis = 0, mult = .5) |
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620 |
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621 ###################################################### |
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622 # mcRBM trainer: sweeps over the training set. |
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623 # For each batch of samples compute derivatives to update the parameters |
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624 # at the training samples and at the negative samples drawn calling HMC sampler. |
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625 def train_mcRBM(): |
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626 |
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627 config = ConfigParser() |
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628 config.read('input_configuration') |
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629 |
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630 verbose = config.getint('VERBOSITY','verbose') |
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631 |
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632 num_epochs = config.getint('MAIN_PARAMETER_SETTING','num_epochs') |
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633 batch_size = config.getint('MAIN_PARAMETER_SETTING','batch_size') |
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634 startFH = config.getint('MAIN_PARAMETER_SETTING','startFH') |
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635 startwd = config.getint('MAIN_PARAMETER_SETTING','startwd') |
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636 doPCD = config.getint('MAIN_PARAMETER_SETTING','doPCD') |
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637 |
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638 # model parameters |
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639 num_fac = config.getint('MODEL_PARAMETER_SETTING','num_fac') |
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640 num_hid_cov = config.getint('MODEL_PARAMETER_SETTING','num_hid_cov') |
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641 num_hid_mean = config.getint('MODEL_PARAMETER_SETTING','num_hid_mean') |
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642 apply_mask = config.getint('MODEL_PARAMETER_SETTING','apply_mask') |
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643 |
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644 # load data |
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645 data_file_name = config.get('DATA','data_file_name') |
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646 d = loadmat(data_file_name) # input in the format PxD (P vectorized samples with D dimensions) |
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647 totnumcases = d["whitendata"].shape[0] |
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648 d = d["whitendata"][0:floor(totnumcases/batch_size)*batch_size,:].copy() |
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649 totnumcases = d.shape[0] |
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650 num_vis = d.shape[1] |
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651 num_batches = int(totnumcases/batch_size) |
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652 dev_dat = cmt.CUDAMatrix(d.T) # VxP |
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653 |
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654 # training parameters |
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655 epsilon = config.getfloat('OPTIMIZER_PARAMETERS','epsilon') |
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656 epsilonVF = 2*epsilon |
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657 epsilonFH = 0.02*epsilon |
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658 epsilonb = 0.02*epsilon |
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659 epsilonw_mean = 0.2*epsilon |
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660 epsilonb_mean = 0.1*epsilon |
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661 weightcost_final = config.getfloat('OPTIMIZER_PARAMETERS','weightcost_final') |
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662 |
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663 # HMC setting |
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664 hmc_step_nr = config.getint('HMC_PARAMETERS','hmc_step_nr') |
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665 hmc_step = 0.01 |
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666 hmc_target_ave_rej = config.getfloat('HMC_PARAMETERS','hmc_target_ave_rej') |
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667 hmc_ave_rej = hmc_target_ave_rej |
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|
668 |
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|
669 # initialize weights |
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670 VF = cmt.CUDAMatrix(np.array(0.02 * np.random.randn(num_vis, num_fac), dtype=np.float32, order='F')) # VxH |
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671 if apply_mask == 0: |
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672 FH = cmt.CUDAMatrix( np.array( np.eye(num_fac,num_hid_cov), dtype=np.float32, order='F') ) # HxO |
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|
673 else: |
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|
674 dd = loadmat('your_FHinit_mask_file.mat') # see CVPR2010paper_material/topo2D_3x3_stride2_576filt.mat for an example |
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675 FH = cmt.CUDAMatrix( np.array( dd["FH"], dtype=np.float32, order='F') ) |
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676 bias_cov = cmt.CUDAMatrix( np.array(2.0*np.ones((num_hid_cov, 1)), dtype=np.float32, order='F') ) |
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677 bias_vis = cmt.CUDAMatrix( np.array(np.zeros((num_vis, 1)), dtype=np.float32, order='F') ) |
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parents:
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678 w_mean = cmt.CUDAMatrix( np.array( 0.05 * np.random.randn(num_vis, num_hid_mean), dtype=np.float32, order='F') ) # VxH |
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679 bias_mean = cmt.CUDAMatrix( np.array( -2.0*np.ones((num_hid_mean,1)), dtype=np.float32, order='F') ) |
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parents:
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|
680 |
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681 # initialize variables to store derivatives |
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682 VFinc = cmt.CUDAMatrix( np.array(np.zeros((num_vis, num_fac)), dtype=np.float32, order='F')) |
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683 FHinc = cmt.CUDAMatrix( np.array(np.zeros((num_fac, num_hid_cov)), dtype=np.float32, order='F')) |
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parents:
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|
684 bias_covinc = cmt.CUDAMatrix( np.array(np.zeros((num_hid_cov, 1)), dtype=np.float32, order='F')) |
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|
685 bias_visinc = cmt.CUDAMatrix( np.array(np.zeros((num_vis, 1)), dtype=np.float32, order='F')) |
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|
686 w_meaninc = cmt.CUDAMatrix( np.array(np.zeros((num_vis, num_hid_mean)), dtype=np.float32, order='F')) |
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687 bias_meaninc = cmt.CUDAMatrix( np.array(np.zeros((num_hid_mean, 1)), dtype=np.float32, order='F')) |
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parents:
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|
688 |
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|
689 # initialize temporary storage |
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parents:
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|
690 data = cmt.CUDAMatrix( np.array(np.empty((num_vis, batch_size)), dtype=np.float32, order='F')) # VxP |
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|
691 normdata = cmt.CUDAMatrix( np.array(np.empty((num_vis, batch_size)), dtype=np.float32, order='F')) # VxP |
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parents:
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|
692 negdataini = cmt.CUDAMatrix( np.array(np.empty((num_vis, batch_size)), dtype=np.float32, order='F')) # VxP |
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|
693 feat = cmt.CUDAMatrix( np.array(np.empty((num_fac, batch_size)), dtype=np.float32, order='F')) |
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parents:
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|
694 featsq = cmt.CUDAMatrix( np.array(np.empty((num_fac, batch_size)), dtype=np.float32, order='F')) |
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|
695 negdata = cmt.CUDAMatrix( np.array(np.random.randn(num_vis, batch_size), dtype=np.float32, order='F')) |
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parents:
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|
696 old_energy = cmt.CUDAMatrix( np.array(np.zeros((1, batch_size)), dtype=np.float32, order='F')) |
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parents:
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|
697 new_energy = cmt.CUDAMatrix( np.array(np.zeros((1, batch_size)), dtype=np.float32, order='F')) |
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|
698 gradient = cmt.CUDAMatrix( np.array(np.empty((num_vis, batch_size)), dtype=np.float32, order='F')) # VxP |
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parents:
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|
699 normgradient = cmt.CUDAMatrix( np.array(np.empty((num_vis, batch_size)), dtype=np.float32, order='F')) # VxP |
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parents:
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|
700 thresh = cmt.CUDAMatrix( np.array(np.zeros((1, batch_size)), dtype=np.float32, order='F')) |
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|
701 feat_mean = cmt.CUDAMatrix( np.array(np.empty((num_hid_mean, batch_size)), dtype=np.float32, order='F')) |
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parents:
diff
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|
702 vel = cmt.CUDAMatrix( np.array(np.random.randn(num_vis, batch_size), dtype=np.float32, order='F')) |
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parents:
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|
703 length = cmt.CUDAMatrix( np.array(np.zeros((1, batch_size)), dtype=np.float32, order='F')) # 1xP |
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parents:
diff
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|
704 lengthsq = cmt.CUDAMatrix( np.array(np.zeros((1, batch_size)), dtype=np.float32, order='F')) # 1xP |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
705 normcoeff = cmt.CUDAMatrix( np.array(np.zeros((1, batch_size)), dtype=np.float32, order='F')) # 1xP |
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parents:
diff
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|
706 if apply_mask==1: # this used to constrain very large FH matrices only allowing to change values in a neighborhood |
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parents:
diff
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|
707 dd = loadmat('your_FHinit_mask_file.mat') |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
708 mask = cmt.CUDAMatrix( np.array(dd["mask"], dtype=np.float32, order='F')) |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
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|
709 normVF = 1 |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
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|
710 small = 0.5 |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
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|
711 |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
712 # other temporary vars |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
713 t1 = cmt.CUDAMatrix( np.array(np.empty((num_hid_cov, batch_size)), dtype=np.float32, order='F')) |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
714 t2 = cmt.CUDAMatrix( np.array(np.empty((num_hid_cov, batch_size)), dtype=np.float32, order='F')) |
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adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
715 t3 = cmt.CUDAMatrix( np.array(np.empty((num_fac, batch_size)), dtype=np.float32, order='F')) |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
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|
716 t4 = cmt.CUDAMatrix( np.array(np.empty((1,batch_size)), dtype=np.float32, order='F')) |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
717 t5 = cmt.CUDAMatrix( np.array(np.empty((1,1)), dtype=np.float32, order='F')) |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
718 t6 = cmt.CUDAMatrix( np.array(np.empty((num_vis, batch_size)), dtype=np.float32, order='F')) |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
719 t7 = cmt.CUDAMatrix( np.array(np.empty((num_vis, batch_size)), dtype=np.float32, order='F')) |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
720 t8 = cmt.CUDAMatrix( np.array(np.empty((num_vis, num_fac)), dtype=np.float32, order='F')) |
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adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
721 t9 = cmt.CUDAMatrix( np.array(np.zeros((num_fac, num_hid_cov)), dtype=np.float32, order='F')) |
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adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
722 t10 = cmt.CUDAMatrix( np.array(np.empty((1,num_fac)), dtype=np.float32, order='F')) |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
723 t11 = cmt.CUDAMatrix( np.array(np.empty((1,num_hid_cov)), dtype=np.float32, order='F')) |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
724 |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
725 # start training |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
726 for epoch in range(num_epochs): |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
727 |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
728 print "Epoch " + str(epoch + 1) |
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adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
729 |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
730 # anneal learning rates |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
731 epsilonVFc = epsilonVF/max(1,epoch/20) |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
732 epsilonFHc = epsilonFH/max(1,epoch/20) |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
733 epsilonbc = epsilonb/max(1,epoch/20) |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
734 epsilonw_meanc = epsilonw_mean/max(1,epoch/20) |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
735 epsilonb_meanc = epsilonb_mean/max(1,epoch/20) |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
736 weightcost = weightcost_final |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
737 |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
738 if epoch <= startFH: |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
739 epsilonFHc = 0 |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
740 if epoch <= startwd: |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
741 weightcost = 0 |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
742 |
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adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
743 for batch in range(num_batches): |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
744 |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
745 # get current minibatch |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
746 data = dev_dat.slice(batch*batch_size,(batch + 1)*batch_size) # DxP (nr dims x nr samples) |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
747 |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
748 # normalize input data |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
749 data.mult(data, target = t6) # DxP |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
750 t6.sum(axis = 0, target = lengthsq) # 1xP |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
751 lengthsq.mult(1./num_vis) # normalize by number of components (like std) |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
752 lengthsq.add(small) # small avoids division by 0 |
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adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
753 cmt.sqrt(lengthsq, target = length) |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
754 length.reciprocal(target = normcoeff) # 1xP |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
755 data.mult_by_row(normcoeff, target = normdata) # normalized data |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
756 ## compute positive sample derivatives |
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James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
757 # covariance part |
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adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
758 cmt.dot(VF.T, normdata, target = feat) # HxP (nr facs x nr samples) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
759 feat.mult(feat, target = featsq) # HxP |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
760 cmt.dot(FH.T,featsq, target = t1) # OxP (nr cov hiddens x nr samples) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
761 t1.mult(-0.5) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
762 t1.add_col_vec(bias_cov) # OxP |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
763 t1.apply_sigmoid(target = t2) # OxP |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
764 cmt.dot(featsq, t2.T, target = FHinc) # HxO |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
765 cmt.dot(FH,t2, target = t3) # HxP |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
766 t3.mult(feat) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
767 cmt.dot(normdata, t3.T, target = VFinc) # VxH |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
768 t2.sum(axis = 1, target = bias_covinc) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
769 bias_covinc.mult(-1) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
770 # visible bias |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
771 data.sum(axis = 1, target = bias_visinc) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
772 bias_visinc.mult(-1) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
773 # mean part |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
774 cmt.dot(w_mean.T, data, target = feat_mean) # HxP (nr mean hiddens x nr samples) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
775 feat_mean.add_col_vec(bias_mean) # HxP |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
776 feat_mean.apply_sigmoid() # HxP |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
777 feat_mean.mult(-1) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
778 cmt.dot(data, feat_mean.T, target = w_meaninc) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
779 feat_mean.sum(axis = 1, target = bias_meaninc) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
780 |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
781 # HMC sampling: draw an approximate sample from the model |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
782 if doPCD == 0: # CD-1 (set negative data to current training samples) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
783 hmc_step, hmc_ave_rej = draw_HMC_samples(data,negdata,normdata,vel,gradient,normgradient,new_energy,old_energy,VF,FH,bias_cov,bias_vis,w_mean,bias_mean,hmc_step,hmc_step_nr,hmc_ave_rej,hmc_target_ave_rej,t1,t2,t3,t4,t5,t6,t7,thresh,feat,featsq,batch_size,feat_mean,length,lengthsq,normcoeff,small,num_vis) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
784 else: # PCD-1 (use previous negative data as starting point for chain) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
785 negdataini.assign(negdata) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
786 hmc_step, hmc_ave_rej = draw_HMC_samples(negdataini,negdata,normdata,vel,gradient,normgradient,new_energy,old_energy,VF,FH,bias_cov,bias_vis,w_mean,bias_mean,hmc_step,hmc_step_nr,hmc_ave_rej,hmc_target_ave_rej,t1,t2,t3,t4,t5,t6,t7,thresh,feat,featsq,batch_size,feat_mean,length,lengthsq,normcoeff,small,num_vis) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
787 |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
788 # compute derivatives at the negative samples |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
789 # normalize input data |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
790 negdata.mult(negdata, target = t6) # DxP |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
791 t6.sum(axis = 0, target = lengthsq) # 1xP |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
792 lengthsq.mult(1./num_vis) # normalize by number of components (like std) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
793 lengthsq.add(small) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
794 cmt.sqrt(lengthsq, target = length) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
795 length.reciprocal(target = normcoeff) # 1xP |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
796 negdata.mult_by_row(normcoeff, target = normdata) # normalized data |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
797 # covariance part |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
798 cmt.dot(VF.T, normdata, target = feat) # HxP |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
799 feat.mult(feat, target = featsq) # HxP |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
800 cmt.dot(FH.T,featsq, target = t1) # OxP |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
801 t1.mult(-0.5) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
802 t1.add_col_vec(bias_cov) # OxP |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
803 t1.apply_sigmoid(target = t2) # OxP |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
804 FHinc.subtract_dot(featsq, t2.T) # HxO |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
805 FHinc.mult(0.5) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
806 cmt.dot(FH,t2, target = t3) # HxP |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
807 t3.mult(feat) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
808 VFinc.subtract_dot(normdata, t3.T) # VxH |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
809 bias_covinc.add_sums(t2, axis = 1) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
810 # visible bias |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
811 bias_visinc.add_sums(negdata, axis = 1) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
812 # mean part |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
813 cmt.dot(w_mean.T, negdata, target = feat_mean) # HxP |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
814 feat_mean.add_col_vec(bias_mean) # HxP |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
815 feat_mean.apply_sigmoid() # HxP |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
816 w_meaninc.add_dot(negdata, feat_mean.T) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
817 bias_meaninc.add_sums(feat_mean, axis = 1) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
818 |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
819 # update parameters |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
820 VFinc.add_mult(VF.sign(), weightcost) # L1 regularization |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
821 VF.add_mult(VFinc, -epsilonVFc/batch_size) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
822 # normalize columns of VF: normalize by running average of their norm |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
823 VF.mult(VF, target = t8) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
824 t8.sum(axis = 0, target = t10) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
825 cmt.sqrt(t10) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
826 t10.sum(axis=1,target = t5) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
827 t5.copy_to_host() |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
828 normVF = .95*normVF + (.05/num_fac) * t5.numpy_array[0,0] # estimate norm |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
829 t10.reciprocal() |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
830 VF.mult_by_row(t10) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
831 VF.mult(normVF) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
832 bias_cov.add_mult(bias_covinc, -epsilonbc/batch_size) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
833 bias_vis.add_mult(bias_visinc, -epsilonbc/batch_size) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
834 |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
835 if epoch > startFH: |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
836 FHinc.add_mult(FH.sign(), weightcost) # L1 regularization |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
837 FH.add_mult(FHinc, -epsilonFHc/batch_size) # update |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
838 # set to 0 negative entries in FH |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
839 FH.greater_than(0, target = t9) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
840 FH.mult(t9) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
841 if apply_mask==1: |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
842 FH.mult(mask) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
843 # normalize columns of FH: L1 norm set to 1 in each column |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
844 FH.sum(axis = 0, target = t11) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
845 t11.reciprocal() |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
846 FH.mult_by_row(t11) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
847 w_meaninc.add_mult(w_mean.sign(),weightcost) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
848 w_mean.add_mult(w_meaninc, -epsilonw_meanc/batch_size) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
849 bias_mean.add_mult(bias_meaninc, -epsilonb_meanc/batch_size) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
850 |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
851 if verbose == 1: |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
852 print "VF: " + '%3.2e' % VF.euclid_norm() + ", DVF: " + '%3.2e' % (VFinc.euclid_norm()*(epsilonVFc/batch_size)) + ", FH: " + '%3.2e' % FH.euclid_norm() + ", DFH: " + '%3.2e' % (FHinc.euclid_norm()*(epsilonFHc/batch_size)) + ", bias_cov: " + '%3.2e' % bias_cov.euclid_norm() + ", Dbias_cov: " + '%3.2e' % (bias_covinc.euclid_norm()*(epsilonbc/batch_size)) + ", bias_vis: " + '%3.2e' % bias_vis.euclid_norm() + ", Dbias_vis: " + '%3.2e' % (bias_visinc.euclid_norm()*(epsilonbc/batch_size)) + ", wm: " + '%3.2e' % w_mean.euclid_norm() + ", Dwm: " + '%3.2e' % (w_meaninc.euclid_norm()*(epsilonw_meanc/batch_size)) + ", bm: " + '%3.2e' % bias_mean.euclid_norm() + ", Dbm: " + '%3.2e' % (bias_meaninc.euclid_norm()*(epsilonb_meanc/batch_size)) + ", step: " + '%3.2e' % hmc_step + ", rej: " + '%3.2e' % hmc_ave_rej |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
853 sys.stdout.flush() |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
854 # back-up every once in a while |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
855 if np.mod(epoch,10) == 0: |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
856 VF.copy_to_host() |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
857 FH.copy_to_host() |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
858 bias_cov.copy_to_host() |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
859 w_mean.copy_to_host() |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
860 bias_mean.copy_to_host() |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
861 bias_vis.copy_to_host() |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
862 savemat("ws_temp", {'VF':VF.numpy_array,'FH':FH.numpy_array,'bias_cov': bias_cov.numpy_array, 'bias_vis': bias_vis.numpy_array,'w_mean': w_mean.numpy_array, 'bias_mean': bias_mean.numpy_array, 'epoch':epoch}) |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
863 # final back-up |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
864 VF.copy_to_host() |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
865 FH.copy_to_host() |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
866 bias_cov.copy_to_host() |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
867 bias_vis.copy_to_host() |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
868 w_mean.copy_to_host() |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
869 bias_mean.copy_to_host() |
90e11d5d0a41
adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff
changeset
|
870 savemat("ws_fac" + str(num_fac) + "_cov" + str(num_hid_cov) + "_mean" + str(num_hid_mean), {'VF':VF.numpy_array,'FH':FH.numpy_array,'bias_cov': bias_cov.numpy_array, 'bias_vis': bias_vis.numpy_array, 'w_mean': w_mean.numpy_array, 'bias_mean': bias_mean.numpy_array, 'epoch':epoch}) |