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>
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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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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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 #
967
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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
967
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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
967
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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(..
967
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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|)))
967
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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
967
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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
988
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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
988
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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
988
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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
967
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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
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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)
967
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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 """
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255 (U,W,a,b,c) = rbm
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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
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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
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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
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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 """
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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),
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347 b = np.ones(n_K)*2,
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348 c = np.ones(n_J)*(-2),)
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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(
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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]),
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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):
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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:
4cbd65cf902d mcRBM - added extra free_energy param
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 975
diff changeset
375 return rval
4cbd65cf902d mcRBM - added extra free_energy param
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 975
diff changeset
376 else:
4cbd65cf902d mcRBM - added extra free_energy param
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 975
diff changeset
377 return rval[0]
967
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
378
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
379 def contrastive_gradient(self, *args, **kwargs):
967
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
380 """Return a list of gradient expressions for self.params
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
381
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
382 :param pos_v: positive-phase sample of visible units
30b7c4defb6c mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 991
diff changeset
383 :param neg_v: negative-phase sample of visible units
967
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
384 """
990
e70e74464170 mcRBM - moved contrastive_gradient to global function
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 989
diff changeset
385 return contrastive_gradient(self.params, *args, **kwargs)
974
f2cdcc71ece1 mcRBM - added L1 penalties and normal sign convention to contrastive grad
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 973
diff changeset
386
967
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
387
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
388 if __name__ == '__main__':
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
389
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
390 print >> sys.stderr, "TODO: use P matrix (aka FH matrix)"
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
391
979
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
392 dataset='MAR'
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
393 if dataset == 'MAR':
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
394 R,C= 21,5
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
395 n_patches=10240
988
fd243cb2bf0b mcRBM - moved some things to the top of the file
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 987
diff changeset
396 demodata = scipy.io.loadmat(os.path.join(pylearn.datasets.config.data_root(),'image_patches', 'mcRBM', 'training_colorpatches_16x16_demo.mat'))
979
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
397 else:
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
398 R,C= 16,16 # the size of image patches
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
399 n_patches=100000
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
400
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
401 n_train_iters=5000
979
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
402
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
403 n_burnin_steps=10000
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
404
967
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
405 l1_penalty=1e-3
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
406 no_l1_epochs = 10
979
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
407 effective_l1_penalty=0.0
967
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
408
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
409 epoch_size=n_patches
967
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
410 batchsize = 128
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
411 lr = 0.075 / batchsize
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
412 s_lr = TT.scalar()
979
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
413 s_l1_penalty=TT.scalar()
967
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
414 n_K=256
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
415 n_F=256
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
416 n_J=100
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
417
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
418 rbm = MeanCovRBM.new_from_dims(n_I=R*C,
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
419 n_K=n_K,
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
420 n_J=n_J,
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
421 n_F=n_F,
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
422 )
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
423
979
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
424 sampler = rbm.hmc_sampler(n_particles=batchsize)
967
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
425
979
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
426 def l2(X):
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
427 return numpy.sqrt((X**2).sum())
979
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
428 def tile(X, fname):
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
429 if dataset == 'MAR':
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
430 X = np.dot(X, demodata['invpcatransf'].T)
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
431 R=16
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
432 C=16
2a53384d9742 mcRBM - hacks to driver
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()
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
434 X = (X[:,:256], X[:,256:512], X[:,512:], None)
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
435 _img = image_tiling.tile_raster_images(X,
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
436 img_shape=(R,C),
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
437 min_dynamic_range=1e-2)
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
438 image_tiling.save_tiled_raster_images(_img, fname)
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
439 #print "Burning in..."
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
440 #for burnin in xrange(n_burnin_steps):
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
441 #sampler.simulate()
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
442
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
443 if 0:
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
444 print "Just SAMPLING..."
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
445 for jj in xrange(n_burnin_steps):
2a53384d9742 mcRBM - hacks to driver
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 978
diff changeset
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
30b7c4defb6c mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 991
diff changeset
555 # But the matrix itself is re-scaled to have an arbitrary abslute size.
30b7c4defb6c mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 991
diff changeset
556 U = rbm.U.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
557 U_norms = np.sqrt((U*U).sum(axis=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
558 assert len(U_norms) == n_F
30b7c4defb6c mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 991
diff changeset
559 normVF = .95 * normVF + .05 * np.mean(U_norms)
30b7c4defb6c mcRBM - it works and committing it is taking forever... lets try this approach
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 991
diff changeset
560 rbm.U.value = rbm.U.value * normVF/U_norms
967
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
561
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
562
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
563 #
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
564 #
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
565 # Marc'Aurelio Ranzato's code
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
566 #
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
567 ######################################################################
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
568 # compute the value of the free energy at a given input
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
569 # F = - sum log(1+exp(- .5 FH (VF data/norm(data))^2 + bias_cov)) +...
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
570 # - sum log(1+exp(w_mean data + bias_mean)) + ...
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
571 # - bias_vis data + 0.5 data^2
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
572 # NOTE: FH is constrained to be positive
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
573 # (in the paper the sign is negative but the sign in front of it is also flipped)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
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):
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
575 # normalize input data vectors
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
576 data.mult(data, target = t6) # DxP (nr input dims x nr samples)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
577 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
578 lengthsq.mult(0.5, target = energy) # energy of quadratic regularization term
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
579 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
580
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
581 lengthsq.add(small) # small prevents division by 0
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
582 # energy_j = \sum_i 0.5 data_ij ^2
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
583 # lengthsq_j = 1/ (\sum_i data_ij ^2 + small)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
584 cmt.sqrt(lengthsq, target = length)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
585 # length_j = sqrt(lengthsq_j)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
586 length.reciprocal(target = normcoeff) # 1xP
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
587 # normcoef_j = 1/sqrt(lengthsq_j)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
588 data.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
589 # normdata is like data, but cols have unit L2 norm
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
590
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
591 ## potential
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
592 # covariance contribution
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
593 cmt.dot(VF.T, normdata, target = feat) # HxP (nr factors x nr samples)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
594 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
595
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
596 # featsq is the squared cosines (VF with data)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
597 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
598 t1.mult(-0.5)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
599 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
600 cmt.exp(t1) # OxP
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
601 t1.add(1, target = t2) # OxP
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
602 cmt.log(t2)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
603 t2.mult(-1)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
604 energy.add_sums(t2, axis=0)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
605 # mean contribution
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
606 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
607 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
608 cmt.exp(feat_mean)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
609 feat_mean.add(1)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
610 cmt.log(feat_mean)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
611 feat_mean.mult(-1)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
612 energy.add_sums(feat_mean, axis=0)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
613 # visible bias term
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
614 data.mult_by_col(bias_vis, target = t6)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
615 t6.mult(-1) # DxP
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
616 energy.add_sums(t6, axis=0) # 1xP
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
617 # kinetic
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
618 vel.mult(vel, target = t6)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
619 energy.add_sums(t6, axis = 0, mult = .5)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
620
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
621 ######################################################
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
622 # mcRBM trainer: sweeps over the training set.
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
623 # For each batch of samples compute derivatives to update the parameters
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
624 # at the training samples and at the negative samples drawn calling HMC sampler.
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
625 def train_mcRBM():
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
626
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
627 config = ConfigParser()
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
628 config.read('input_configuration')
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
629
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
630 verbose = config.getint('VERBOSITY','verbose')
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
631
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
632 num_epochs = config.getint('MAIN_PARAMETER_SETTING','num_epochs')
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
633 batch_size = config.getint('MAIN_PARAMETER_SETTING','batch_size')
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
634 startFH = config.getint('MAIN_PARAMETER_SETTING','startFH')
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
635 startwd = config.getint('MAIN_PARAMETER_SETTING','startwd')
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
636 doPCD = config.getint('MAIN_PARAMETER_SETTING','doPCD')
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
637
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
638 # model parameters
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
639 num_fac = config.getint('MODEL_PARAMETER_SETTING','num_fac')
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
640 num_hid_cov = config.getint('MODEL_PARAMETER_SETTING','num_hid_cov')
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
641 num_hid_mean = config.getint('MODEL_PARAMETER_SETTING','num_hid_mean')
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
642 apply_mask = config.getint('MODEL_PARAMETER_SETTING','apply_mask')
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
643
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
644 # load data
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
645 data_file_name = config.get('DATA','data_file_name')
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
646 d = loadmat(data_file_name) # input in the format PxD (P vectorized samples with D dimensions)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
647 totnumcases = d["whitendata"].shape[0]
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
648 d = d["whitendata"][0:floor(totnumcases/batch_size)*batch_size,:].copy()
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
649 totnumcases = d.shape[0]
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
650 num_vis = d.shape[1]
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
651 num_batches = int(totnumcases/batch_size)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
652 dev_dat = cmt.CUDAMatrix(d.T) # VxP
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
653
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
654 # training parameters
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
655 epsilon = config.getfloat('OPTIMIZER_PARAMETERS','epsilon')
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
656 epsilonVF = 2*epsilon
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
657 epsilonFH = 0.02*epsilon
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
658 epsilonb = 0.02*epsilon
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
659 epsilonw_mean = 0.2*epsilon
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
660 epsilonb_mean = 0.1*epsilon
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
661 weightcost_final = config.getfloat('OPTIMIZER_PARAMETERS','weightcost_final')
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
662
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
663 # HMC setting
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
664 hmc_step_nr = config.getint('HMC_PARAMETERS','hmc_step_nr')
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
665 hmc_step = 0.01
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
666 hmc_target_ave_rej = config.getfloat('HMC_PARAMETERS','hmc_target_ave_rej')
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
667 hmc_ave_rej = hmc_target_ave_rej
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
668
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
669 # initialize weights
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
670 VF = cmt.CUDAMatrix(np.array(0.02 * np.random.randn(num_vis, num_fac), dtype=np.float32, order='F')) # VxH
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
671 if apply_mask == 0:
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
672 FH = cmt.CUDAMatrix( np.array( np.eye(num_fac,num_hid_cov), dtype=np.float32, order='F') ) # HxO
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
673 else:
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
674 dd = loadmat('your_FHinit_mask_file.mat') # see CVPR2010paper_material/topo2D_3x3_stride2_576filt.mat for an example
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
675 FH = cmt.CUDAMatrix( np.array( dd["FH"], dtype=np.float32, order='F') )
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
676 bias_cov = cmt.CUDAMatrix( np.array(2.0*np.ones((num_hid_cov, 1)), dtype=np.float32, order='F') )
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
677 bias_vis = cmt.CUDAMatrix( np.array(np.zeros((num_vis, 1)), dtype=np.float32, order='F') )
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
678 w_mean = cmt.CUDAMatrix( np.array( 0.05 * np.random.randn(num_vis, num_hid_mean), dtype=np.float32, order='F') ) # VxH
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
679 bias_mean = cmt.CUDAMatrix( np.array( -2.0*np.ones((num_hid_mean,1)), dtype=np.float32, order='F') )
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
680
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
681 # initialize variables to store derivatives
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
682 VFinc = cmt.CUDAMatrix( np.array(np.zeros((num_vis, num_fac)), dtype=np.float32, order='F'))
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
683 FHinc = cmt.CUDAMatrix( np.array(np.zeros((num_fac, num_hid_cov)), dtype=np.float32, order='F'))
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
684 bias_covinc = cmt.CUDAMatrix( np.array(np.zeros((num_hid_cov, 1)), dtype=np.float32, order='F'))
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
685 bias_visinc = cmt.CUDAMatrix( np.array(np.zeros((num_vis, 1)), dtype=np.float32, order='F'))
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
686 w_meaninc = cmt.CUDAMatrix( np.array(np.zeros((num_vis, num_hid_mean)), dtype=np.float32, order='F'))
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
687 bias_meaninc = cmt.CUDAMatrix( np.array(np.zeros((num_hid_mean, 1)), dtype=np.float32, order='F'))
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
688
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
689 # initialize temporary storage
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
690 data = cmt.CUDAMatrix( np.array(np.empty((num_vis, batch_size)), dtype=np.float32, order='F')) # VxP
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
691 normdata = cmt.CUDAMatrix( np.array(np.empty((num_vis, batch_size)), dtype=np.float32, order='F')) # VxP
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
692 negdataini = cmt.CUDAMatrix( np.array(np.empty((num_vis, batch_size)), dtype=np.float32, order='F')) # VxP
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
693 feat = cmt.CUDAMatrix( np.array(np.empty((num_fac, batch_size)), dtype=np.float32, order='F'))
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
694 featsq = cmt.CUDAMatrix( np.array(np.empty((num_fac, batch_size)), dtype=np.float32, order='F'))
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
695 negdata = cmt.CUDAMatrix( np.array(np.random.randn(num_vis, batch_size), dtype=np.float32, order='F'))
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
696 old_energy = cmt.CUDAMatrix( np.array(np.zeros((1, batch_size)), dtype=np.float32, order='F'))
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
697 new_energy = cmt.CUDAMatrix( np.array(np.zeros((1, batch_size)), dtype=np.float32, order='F'))
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
698 gradient = cmt.CUDAMatrix( np.array(np.empty((num_vis, batch_size)), dtype=np.float32, order='F')) # VxP
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
699 normgradient = cmt.CUDAMatrix( np.array(np.empty((num_vis, batch_size)), dtype=np.float32, order='F')) # VxP
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
700 thresh = cmt.CUDAMatrix( np.array(np.zeros((1, batch_size)), dtype=np.float32, order='F'))
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
701 feat_mean = cmt.CUDAMatrix( np.array(np.empty((num_hid_mean, batch_size)), dtype=np.float32, order='F'))
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
702 vel = cmt.CUDAMatrix( np.array(np.random.randn(num_vis, batch_size), dtype=np.float32, order='F'))
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
703 length = cmt.CUDAMatrix( np.array(np.zeros((1, batch_size)), dtype=np.float32, order='F')) # 1xP
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
704 lengthsq = cmt.CUDAMatrix( np.array(np.zeros((1, batch_size)), dtype=np.float32, order='F')) # 1xP
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
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
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
706 if apply_mask==1: # this used to constrain very large FH matrices only allowing to change values in a neighborhood
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
707 dd = loadmat('your_FHinit_mask_file.mat')
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
708 mask = cmt.CUDAMatrix( np.array(dd["mask"], dtype=np.float32, order='F'))
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
709 normVF = 1
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
710 small = 0.5
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
711
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
712 # other temporary vars
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
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'))
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
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'))
90e11d5d0a41 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'))
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
716 t4 = cmt.CUDAMatrix( np.array(np.empty((1,batch_size)), dtype=np.float32, order='F'))
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
717 t5 = cmt.CUDAMatrix( np.array(np.empty((1,1)), dtype=np.float32, order='F'))
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
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'))
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
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'))
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
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'))
90e11d5d0a41 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'))
90e11d5d0a41 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'))
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
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'))
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
724
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
725 # start training
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
726 for epoch in range(num_epochs):
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
727
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
728 print "Epoch " + str(epoch + 1)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
729
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
730 # anneal learning rates
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
731 epsilonVFc = epsilonVF/max(1,epoch/20)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
732 epsilonFHc = epsilonFH/max(1,epoch/20)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
733 epsilonbc = epsilonb/max(1,epoch/20)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
734 epsilonw_meanc = epsilonw_mean/max(1,epoch/20)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
735 epsilonb_meanc = epsilonb_mean/max(1,epoch/20)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
736 weightcost = weightcost_final
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
737
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
738 if epoch <= startFH:
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
739 epsilonFHc = 0
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
740 if epoch <= startwd:
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
741 weightcost = 0
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
742
90e11d5d0a41 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):
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
744
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
745 # get current minibatch
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
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)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
747
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
748 # normalize input data
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
749 data.mult(data, target = t6) # DxP
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
750 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
751 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
752 lengthsq.add(small) # small avoids division by 0
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
753 cmt.sqrt(lengthsq, target = length)
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
754 length.reciprocal(target = normcoeff) # 1xP
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
755 data.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
756 ## compute positive sample derivatives
90e11d5d0a41 adding algorithms/mcRBM, but it is not done yet
James Bergstra <bergstrj@iro.umontreal.ca>
parents:
diff changeset
757 # covariance part
90e11d5d0a41 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})