annotate stopper.py @ 482:b15dad843c8c

bugfix
author Olivier Breuleux <breuleuo@iro.umontreal.ca>
date Tue, 28 Oct 2008 00:23:13 -0400
parents 40c8a46b3da7
children 0ea793361d85
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:
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11 i.score = validation_score
James Bergstra <bergstrj@iro.umontreal.ca>
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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):
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
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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)):
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:
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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
James Bergstra <bergstrj@iro.umontreal.ca>
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49
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40c8a46b3da7 added Stopper.find_min
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50 def find_min(self, step, check, save):
40c8a46b3da7 added Stopper.find_min
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51 best = None
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52 for stp in self:
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53 step()
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54 if stp.set_score:
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55 stp.score = check()
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56 if (stp.score < stp.best_score) and save:
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57 best = save()
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58 return best
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59
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60
178
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61
James Bergstra <bergstrj@iro.umontreal.ca>
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62 class ICML08Stopper(Stopper):
James Bergstra <bergstrj@iro.umontreal.ca>
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63 @staticmethod
James Bergstra <bergstrj@iro.umontreal.ca>
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64 def icml08(ntrain, batchsize):
James Bergstra <bergstrj@iro.umontreal.ca>
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65 """Some setting similar to what I used for ICML08 submission"""
James Bergstra <bergstrj@iro.umontreal.ca>
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66 #TODO: what did I actually use? put that in here.
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67 return ICML08Stopper(30*ntrain/batchsize,
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68 ntrain/batchsize, 0.96, 2.0, 100000000)
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69
James Bergstra <bergstrj@iro.umontreal.ca>
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70 def __init__(self, i_wait, v_int, min_improvement, patience, hard_limit):
James Bergstra <bergstrj@iro.umontreal.ca>
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71 self.initial_wait = i_wait
James Bergstra <bergstrj@iro.umontreal.ca>
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72 self.set_score_interval = v_int
James Bergstra <bergstrj@iro.umontreal.ca>
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73 self.min_improvement = min_improvement
James Bergstra <bergstrj@iro.umontreal.ca>
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74 self.patience = patience
James Bergstra <bergstrj@iro.umontreal.ca>
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75 self.hard_limit = hard_limit
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76
James Bergstra <bergstrj@iro.umontreal.ca>
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77 self.best_score = float('inf')
James Bergstra <bergstrj@iro.umontreal.ca>
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78 self.best_iter = -1
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79 self.iter = -1
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80
James Bergstra <bergstrj@iro.umontreal.ca>
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81 self.set_score = False
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82 self.score = None
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83
James Bergstra <bergstrj@iro.umontreal.ca>
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84 def __iter__(self):
James Bergstra <bergstrj@iro.umontreal.ca>
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85 return self
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86
James Bergstra <bergstrj@iro.umontreal.ca>
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87 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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88 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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89
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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90 #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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91
178
James Bergstra <bergstrj@iro.umontreal.ca>
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92 if self.set_score: #left over from last time
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93 if self.score is None:
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94 raise Exception(ICML08Stopper.E_set_score)
James Bergstra <bergstrj@iro.umontreal.ca>
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95 if self.score < (self.best_score * self.min_improvement):
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96 (self.best_score, self.best_iter) = (self.score, self.iter)
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97 self.score = None #un-set it
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98
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99
James Bergstra <bergstrj@iro.umontreal.ca>
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100 starting = self.iter < self.initial_wait
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101 waiting = self.iter < (self.patience * self.best_iter)
James Bergstra <bergstrj@iro.umontreal.ca>
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102 if starting or waiting:
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103 # continue to iterate
James Bergstra <bergstrj@iro.umontreal.ca>
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104 self.iter += 1
James Bergstra <bergstrj@iro.umontreal.ca>
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105 if self.iter == self.hard_limit:
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106 raise StopIteration
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107 self.set_score = (self.iter % self.set_score_interval == 0)
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108 return self
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109
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110 raise StopIteration
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111
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112
James Bergstra <bergstrj@iro.umontreal.ca>
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113 class NStages(ICML08Stopper):
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114 """Run for a fixed number of steps, checking validation set every so
James Bergstra <bergstrj@iro.umontreal.ca>
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115 often."""
James Bergstra <bergstrj@iro.umontreal.ca>
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116 def __init__(self, hard_limit, v_int):
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117 ICML08Stopper.__init__(self, hard_limit, v_int, 1.0, 1.0, hard_limit)
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118
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119 #TODO: could optimize next() function. Most of what's in ICML08Stopper.next()
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120 #is not necessary
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121
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122