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annotate stopper.py @ 472:69c800af1370

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changed weight initialization for logistic regression
author James Bergstra <bergstrj@iro.umontreal.ca>
date Thu, 23 Oct 2008 13:26:42 -0400
parents cc96f93a7810
children 40c8a46b3da7
rev   line source
178
James Bergstra <bergstrj@iro.umontreal.ca>
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1 """Early stopping iterators
James Bergstra <bergstrj@iro.umontreal.ca>
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2
James Bergstra <bergstrj@iro.umontreal.ca>
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3 The idea here is to supply early-stopping heuristics that can be used in the
James Bergstra <bergstrj@iro.umontreal.ca>
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4 form:
James Bergstra <bergstrj@iro.umontreal.ca>
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5
James Bergstra <bergstrj@iro.umontreal.ca>
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6 stopper = SomeEarlyStopper()
James Bergstra <bergstrj@iro.umontreal.ca>
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7
James Bergstra <bergstrj@iro.umontreal.ca>
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8 for i in stopper():
James Bergstra <bergstrj@iro.umontreal.ca>
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9 # train from data
James Bergstra <bergstrj@iro.umontreal.ca>
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10 if i.set_score:
James Bergstra <bergstrj@iro.umontreal.ca>
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11 i.score = validation_score
James Bergstra <bergstrj@iro.umontreal.ca>
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12
James Bergstra <bergstrj@iro.umontreal.ca>
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13
James Bergstra <bergstrj@iro.umontreal.ca>
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14 So far I only have one heuristic, so maybe this won't scale.
James Bergstra <bergstrj@iro.umontreal.ca>
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15 """
James Bergstra <bergstrj@iro.umontreal.ca>
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16
James Bergstra <bergstrj@iro.umontreal.ca>
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17 class Stopper(object):
James Bergstra <bergstrj@iro.umontreal.ca>
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18
James Bergstra <bergstrj@iro.umontreal.ca>
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19 def train(self, data, update_rows_fn, update, validate, save=None):
James Bergstra <bergstrj@iro.umontreal.ca>
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20 """Return the best model trained on data
James Bergstra <bergstrj@iro.umontreal.ca>
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21
James Bergstra <bergstrj@iro.umontreal.ca>
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22 Parameters:
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23 data - a thing that accepts getitem(<list of int64>), or a tuple of such things
James Bergstra <bergstrj@iro.umontreal.ca>
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24 update_rows_fn - fn : int --> <list or tensor of int>
James Bergstra <bergstrj@iro.umontreal.ca>
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25 update - fn: update an internal model from elements of data
James Bergstra <bergstrj@iro.umontreal.ca>
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26 validate - fn: evaluate an internal model based on elements of data
James Bergstra <bergstrj@iro.umontreal.ca>
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27 save - fn: return a copy of the internal model
James Bergstra <bergstrj@iro.umontreal.ca>
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28
James Bergstra <bergstrj@iro.umontreal.ca>
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29 The body of this function exhausts the <self> iterator, and trains a
James Bergstra <bergstrj@iro.umontreal.ca>
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30 model using early stopping in the process.
James Bergstra <bergstrj@iro.umontreal.ca>
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31 """
James Bergstra <bergstrj@iro.umontreal.ca>
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32
James Bergstra <bergstrj@iro.umontreal.ca>
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33 best = None
James Bergstra <bergstrj@iro.umontreal.ca>
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34 for stp in self:
James Bergstra <bergstrj@iro.umontreal.ca>
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35 i = stp.iter
James Bergstra <bergstrj@iro.umontreal.ca>
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36
James Bergstra <bergstrj@iro.umontreal.ca>
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37 # call update on some training set rows
James Bergstra <bergstrj@iro.umontreal.ca>
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38 t_rows = update_rows_fn(i)
James Bergstra <bergstrj@iro.umontreal.ca>
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39 if isinstance(data, (tuple, list)):
James Bergstra <bergstrj@iro.umontreal.ca>
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40 update(*[d[t_rows] for d in data])
James Bergstra <bergstrj@iro.umontreal.ca>
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41 else:
James Bergstra <bergstrj@iro.umontreal.ca>
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42 update(data[t_rows])
James Bergstra <bergstrj@iro.umontreal.ca>
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43
James Bergstra <bergstrj@iro.umontreal.ca>
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44 if stp.set_score:
James Bergstra <bergstrj@iro.umontreal.ca>
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45 stp.score = validate()
James Bergstra <bergstrj@iro.umontreal.ca>
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46 if (stp.score < stp.best_score) and save:
James Bergstra <bergstrj@iro.umontreal.ca>
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47 best = save()
James Bergstra <bergstrj@iro.umontreal.ca>
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48 return best
James Bergstra <bergstrj@iro.umontreal.ca>
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49
James Bergstra <bergstrj@iro.umontreal.ca>
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50
James Bergstra <bergstrj@iro.umontreal.ca>
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51 class ICML08Stopper(Stopper):
James Bergstra <bergstrj@iro.umontreal.ca>
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52 @staticmethod
James Bergstra <bergstrj@iro.umontreal.ca>
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53 def icml08(ntrain, batchsize):
James Bergstra <bergstrj@iro.umontreal.ca>
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54 """Some setting similar to what I used for ICML08 submission"""
James Bergstra <bergstrj@iro.umontreal.ca>
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55 #TODO: what did I actually use? put that in here.
James Bergstra <bergstrj@iro.umontreal.ca>
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56 return ICML08Stopper(30*ntrain/batchsize,
James Bergstra <bergstrj@iro.umontreal.ca>
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57 ntrain/batchsize, 0.96, 2.0, 100000000)
James Bergstra <bergstrj@iro.umontreal.ca>
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58
James Bergstra <bergstrj@iro.umontreal.ca>
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59 def __init__(self, i_wait, v_int, min_improvement, patience, hard_limit):
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60 self.initial_wait = i_wait
James Bergstra <bergstrj@iro.umontreal.ca>
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61 self.set_score_interval = v_int
James Bergstra <bergstrj@iro.umontreal.ca>
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62 self.min_improvement = min_improvement
James Bergstra <bergstrj@iro.umontreal.ca>
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63 self.patience = patience
James Bergstra <bergstrj@iro.umontreal.ca>
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64 self.hard_limit = hard_limit
James Bergstra <bergstrj@iro.umontreal.ca>
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65
James Bergstra <bergstrj@iro.umontreal.ca>
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66 self.best_score = float('inf')
James Bergstra <bergstrj@iro.umontreal.ca>
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67 self.best_iter = -1
James Bergstra <bergstrj@iro.umontreal.ca>
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68 self.iter = -1
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69
James Bergstra <bergstrj@iro.umontreal.ca>
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70 self.set_score = False
James Bergstra <bergstrj@iro.umontreal.ca>
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71 self.score = None
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72
James Bergstra <bergstrj@iro.umontreal.ca>
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73 def __iter__(self):
James Bergstra <bergstrj@iro.umontreal.ca>
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74 return self
James Bergstra <bergstrj@iro.umontreal.ca>
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75
James Bergstra <bergstrj@iro.umontreal.ca>
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76 E_set_score = 'when iter.set_score is True, caller must assign a score to iter.score'
James Bergstra <bergstrj@iro.umontreal.ca>
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77 def next(self):
211
bd728c83faff in __get__, problem if the i.stop was None, i being the slice, added one line replacing None by the len(self)
Thierry Bertin-Mahieux <bertinmt@iro.umontreal.ca>
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78
213
cc96f93a7810 previous commit was supposed to concern only one file, dataset.py, try to undo my other changes with this commit (nothing was broken though, just useless debugging prints)
Thierry Bertin-Mahieux <bertinmt@iro.umontreal.ca>
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79 #print 'ICML08 stopper, were doing a next'
211
bd728c83faff in __get__, problem if the i.stop was None, i being the slice, added one line replacing None by the len(self)
Thierry Bertin-Mahieux <bertinmt@iro.umontreal.ca>
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80
178
James Bergstra <bergstrj@iro.umontreal.ca>
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81 if self.set_score: #left over from last time
James Bergstra <bergstrj@iro.umontreal.ca>
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82 if self.score is None:
James Bergstra <bergstrj@iro.umontreal.ca>
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83 raise Exception(ICML08Stopper.E_set_score)
James Bergstra <bergstrj@iro.umontreal.ca>
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84 if self.score < (self.best_score * self.min_improvement):
James Bergstra <bergstrj@iro.umontreal.ca>
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85 (self.best_score, self.best_iter) = (self.score, self.iter)
James Bergstra <bergstrj@iro.umontreal.ca>
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86 self.score = None #un-set it
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87
James Bergstra <bergstrj@iro.umontreal.ca>
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88
James Bergstra <bergstrj@iro.umontreal.ca>
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89 starting = self.iter < self.initial_wait
James Bergstra <bergstrj@iro.umontreal.ca>
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90 waiting = self.iter < (self.patience * self.best_iter)
James Bergstra <bergstrj@iro.umontreal.ca>
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91 if starting or waiting:
James Bergstra <bergstrj@iro.umontreal.ca>
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92 # continue to iterate
James Bergstra <bergstrj@iro.umontreal.ca>
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93 self.iter += 1
James Bergstra <bergstrj@iro.umontreal.ca>
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94 if self.iter == self.hard_limit:
James Bergstra <bergstrj@iro.umontreal.ca>
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95 raise StopIteration
James Bergstra <bergstrj@iro.umontreal.ca>
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96 self.set_score = (self.iter % self.set_score_interval == 0)
James Bergstra <bergstrj@iro.umontreal.ca>
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97 return self
James Bergstra <bergstrj@iro.umontreal.ca>
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98
James Bergstra <bergstrj@iro.umontreal.ca>
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99 raise StopIteration
James Bergstra <bergstrj@iro.umontreal.ca>
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100
James Bergstra <bergstrj@iro.umontreal.ca>
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101
James Bergstra <bergstrj@iro.umontreal.ca>
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102 class NStages(ICML08Stopper):
James Bergstra <bergstrj@iro.umontreal.ca>
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103 """Run for a fixed number of steps, checking validation set every so
James Bergstra <bergstrj@iro.umontreal.ca>
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104 often."""
James Bergstra <bergstrj@iro.umontreal.ca>
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105 def __init__(self, hard_limit, v_int):
James Bergstra <bergstrj@iro.umontreal.ca>
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106 ICML08Stopper.__init__(self, hard_limit, v_int, 1.0, 1.0, hard_limit)
James Bergstra <bergstrj@iro.umontreal.ca>
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107
James Bergstra <bergstrj@iro.umontreal.ca>
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108 #TODO: could optimize next() function. Most of what's in ICML08Stopper.next()
James Bergstra <bergstrj@iro.umontreal.ca>
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109 #is not necessary
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110
James Bergstra <bergstrj@iro.umontreal.ca>
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111