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annotate stopper.py @ 339:aa8aff6abbf7

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n_minibatches in ArrayDataSet automatically computed
author Thierry Bertin-Mahieux <bertinmt@iro.umontreal.ca>
date Mon, 16 Jun 2008 17:26:51 -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:
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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:
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11 i.score = validation_score
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12
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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):
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20 """Return the best model trained on data
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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
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24 update_rows_fn - fn : int --> <list or tensor of int>
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25 update - fn: update an internal model from elements of data
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26 validate - fn: evaluate an internal model based on elements of data
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27 save - fn: return a copy of the internal model
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28
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29 The body of this function exhausts the <self> iterator, and trains a
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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:
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35 i = stp.iter
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36
James Bergstra <bergstrj@iro.umontreal.ca>
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37 # call update on some training set rows
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38 t_rows = update_rows_fn(i)
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39 if isinstance(data, (tuple, list)):
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40 update(*[d[t_rows] for d in data])
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41 else:
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42 update(data[t_rows])
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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
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49
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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
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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,
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57 ntrain/batchsize, 0.96, 2.0, 100000000)
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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
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61 self.set_score_interval = v_int
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62 self.min_improvement = min_improvement
James Bergstra <bergstrj@iro.umontreal.ca>
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63 self.patience = patience
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64 self.hard_limit = hard_limit
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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
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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)
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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
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82 if self.score is None:
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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)
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86 self.score = None #un-set it
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87
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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
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98
James Bergstra <bergstrj@iro.umontreal.ca>
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99 raise StopIteration
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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):
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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):
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106 ICML08Stopper.__init__(self, hard_limit, v_int, 1.0, 1.0, hard_limit)
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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()
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109 #is not necessary
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110
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111