Mercurial > pylearn
diff linear_regression.py @ 111:88257dfedf8c
Added another work in progress, for mlp's
author | bengioy@bengiomac.local |
---|---|
date | Wed, 07 May 2008 09:16:04 -0400 |
parents | 8fa1ef2411a0 |
children | d0a1bd0378c6 |
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--- a/linear_regression.py Tue May 06 22:24:55 2008 -0400 +++ b/linear_regression.py Wed May 07 09:16:04 2008 -0400 @@ -1,12 +1,11 @@ from learner import * from theano import tensor as t -from compile import Function from theano.scalar import as_scalar # this is one of the simplest example of learner, and illustrates # the use of theano -class LinearRegression(OneShotTLearner): +class LinearRegression(MinibatchUpdatesTLearner): """ Implement linear regression, with or without L2 regularization (the former is called Ridge Regression and the latter Ordinary Least Squares). @@ -18,14 +17,13 @@ of all the training sets passed to update since construction or since the last call to forget). - The L2 regularization coefficient is obtained analytically. For each (input[t],output[t]) pair in a minibatch,:: output_t = b + W * input_t where b and W are obtained by minimizing:: - lambda sum_{ij} W_{ij}^2 + sum_t ||output_t - target_t||^2 + L2_regularizer sum_{ij} W_{ij}^2 + sum_t ||output_t - target_t||^2 Let X be the whole training set inputs matrix (one input example per row), with the first column full of 1's, and Let Y the whole training set @@ -36,7 +34,7 @@ XtX * theta[:,i] = XtY[:,i] where XtX is a (n_inputs+1)x(n_inputs+1) matrix containing X'*X - plus lambda on the diagonal except at (0,0), + plus L2_regularizer on the diagonal except at (0,0), and XtY is a (n_inputs+1)*n_outputs matrix containing X'*Y. The fields and attributes expected and produced by use and update are the following: @@ -53,10 +51,10 @@ input_dataset rather than those learned during 'update'; currently no support for providing these to update): - - 'lambda' + - 'L2_regularizer' - 'b' - 'W' - - 'parameters' = (b, W) tuple + - 'parameters' = [b, W] - 'regularization_term' - 'XtX' - 'XtY' @@ -64,7 +62,7 @@ """ def attributeNames(self): - return ["lambda","parameters","b","W","regularization_term","XtX","XtY"] + return ["L2_regularizer","parameters","b","W","regularization_term","XtX","XtY"] def useInputAttributes(self): return ["b","W"] @@ -73,10 +71,7 @@ return [] def updateInputAttributes(self): - return ["lambda","XtX","XtY"] - - def updateOutputAttributes(self): - return ["parameters"] + self.updateMinibatchOutputAttributes() + self.updateEndOutputAttributes() + return ["L2_regularizer","XtX","XtY"] def updateMinibatchInputFields(self): return ["input","target"] @@ -93,6 +88,9 @@ def updateEndOutputAttributes(self): return ["new_theta","b","W","regularization_term"] # CHECK: WILL b AND W CONTAIN OLD OR NEW THETA? @todo i.e. order of computation = ? + def parameterAttributes(self): + return ["b","W"] + def defaultOutputFields(self, input_fields): output_fields = ["output"] if "target" in input_fields: @@ -102,7 +100,7 @@ def __init__(self): self._input = t.matrix('input') # n_examples x n_inputs self._target = t.matrix('target') # n_examples x n_outputs - self._lambda = as_scalar(0.,'lambda') + self._L2_regularizer = as_scalar(0.,'L2_regularizer') self._theta = t.matrix('theta') self._W = self._theta[:,1:] self._b = self._theta[:,0] @@ -111,13 +109,12 @@ self._extended_input = t.prepend_one_to_each_row(self._input) self._output = t.dot(self._input,self._W.T) + self._b # (n_examples , n_outputs) matrix self._squared_error = t.sum_within_rows(t.sqr(self._output-self._target)) # (n_examples ) vector - self._regularizer = self._lambda * t.dot(self._W,self._W) + self._regularizer = self._L2_regularizer * t.dot(self._W,self._W) self._new_XtX = add_inplace(self._XtX,t.dot(self._extended_input.T,self._extended_input)) self._new_XtY = add_inplace(self._XtY,t.dot(self._extended_input.T,self._target)) self._new_theta = t.solve_inplace(self._theta,self._XtX,self._XtY) OneShotTLearner.__init__(self) - self.allocate() def allocate(self,minibatch): minibatch_n_inputs = minibatch["input"].shape[1] @@ -130,7 +127,7 @@ self.theta = numpy.zeros((self._n_outputs,1+self._n_inputs)) self.forget() elif self._n_inputs!=minibatch_n_inputs or self._n_outputs!=minibatch_n_outputs: - # if the input or target changes dimension on the fly, we forget everything + # if the input or target changes dimension on the fly, we resize and forget everything self.forget() def forget(self): @@ -139,9 +136,5 @@ self.XtY.resize((1+self.n_inputs,self.n_outputs)) self.XtX.data[:,:]=0 self.XtY.data[:,:]=0 - numpy.diag(self.XtX.data)[1:]=self.lambda + numpy.diag(self.XtX.data)[1:]=self.L2_regularizer - def updateEnd(self): - TLearner.updateEnd(self) - self.parameters = (self.W,self.b) -