Mercurial > pylearn
changeset 377:67c339260875
merge
author | Yoshua Bengio <bengioy@iro.umontreal.ca> |
---|---|
date | Mon, 07 Jul 2008 10:09:37 -0400 |
parents | c9a89be5cb0a (diff) 42cc94cf6c12 (current diff) |
children | 835830e52b42 |
files | |
diffstat | 1 files changed, 106 insertions(+), 76 deletions(-) [+] |
line wrap: on
line diff
--- a/linear_regression.py Mon Jul 07 02:15:14 2008 -0400 +++ b/linear_regression.py Mon Jul 07 10:09:37 2008 -0400 @@ -4,11 +4,12 @@ the use of theano. """ -from learner import * -from theano import tensor as t +from pylearn import OfflineLearningAlgorithm +from theano import tensor as T from theano.scalar import as_scalar +from common.autoname import AutoName -class LinearRegression(MinibatchUpdatesTLearner): +class LinearRegression(OfflineLearningAlgorithm): """ Implement linear regression, with or without L2 regularization (the former is called Ridge Regression and the latter Ordinary Least Squares). @@ -40,96 +41,122 @@ 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: + The dataset fields expected and produced by the learning algorithm and the trained model + are the following: - - Input and output fields (example-wise quantities): + - Input and output dataset fields (example-wise quantities): - - 'input' (always expected by use and update as an input_dataset field) - - 'target' (optionally expected by use and update as an input_dataset field) - - 'output' (optionally produced by use as an output dataset field) - - 'squared_error' (optionally produced by use as an output dataset field, needs 'target') = example-wise squared error + - 'input' (always expected as an input_dataset field) + - 'target' (always expected by the learning algorithm, optional for learned model) + - 'output' (always produced by learned model) + - 'squared_error' (optionally produced by learned model if 'target' is provided) + = example-wise squared error + """ + def __init__(self, L2_regularizer=0): + self.predictor = LinearPredictor(None,None + self.L2_regularizer=L2_regularizer + self._XtX = T.matrix('XtX') + self._XtY = T.matrix('XtY') + self._extended_input = T.prepend_one_to_each_row(self._input) - - optional attributes (optionally expected as input_dataset attributes) - (warning, this may be dangerous, the 'use' method will use those provided in the - input_dataset rather than those learned during 'update'; currently no support - for providing these to update): - - - 'L2_regularizer' - - 'b' - - 'W' - - 'parameters' = [b, W] - - 'regularization_term' - - 'XtX' - - 'XtY' - - """ +class LinearPredictorEquations(AutoName): + inputs = T.matrix() # minibatchsize x n_inputs + targets = T.matrix() # minibatchsize x n_outputs + theta = T.matrix() # (n_inputs+1) x n_outputs + b = theta[0] + Wt = theta[1:,:] + outputs = T.dot(inputs,Wt) + b # minibatchsize x n_outputs + squared_errors = T.sum(T.sqr(targets-outputs),axis=1) - def attributeNames(self): - return ["L2_regularizer","parameters","b","W","regularization_term","XtX","XtY"] + __compiled = False + @classmethod + def compile(cls,linker='c|py'): + if cls.__compiled: + return + def fn(input_vars,output_vars): + return staticmethod(theano.function(input_vars,output_vars, linker=linker)) - def useInputAttributes(self): - return ["b","W"] - - def useOutputAttributes(self): - return [] + cls.compute_outputs = fn([inputs,theta],[outputs]) + cls.compute_errors = fn([outputs,targets],[squared_errors]) - def updateInputAttributes(self): - return ["L2_regularizer","XtX","XtY"] + cls.__compiled = True - def updateMinibatchInputFields(self): - return ["input","target"] - - def updateMinibatchInputAttributes(self): - return ["XtX","XtY"] + def __init__(self) + self.compile() + +class LinearRegressionEquations(LinearPredictorEquations): + P = LinearPredictorEquations + XtX = T.matrix() # (n_inputs+1) x (n_inputs+1) + XtY = T.matrix() # (n_inputs+1) x n_outputs + extended_input = T.prepend_scalar_to_each_row(1,P.inputs) + new_XtX = add_inplace(XtX,T.dot(extended_input.T,extended_input)) + new_XtY = add_inplace(XtY,T.dot(extended_input.T,P.targets)) - def updateMinibatchOutputAttributes(self): - return ["new_XtX","new_XtY"] - - def updateEndInputAttributes(self): - return ["theta","XtX","XtY"] - - 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 = ? +class LinearPredictor(object): + """ + A linear predictor has parameters theta (a bias vector and a weight matrix) + it can use to make a linear prediction (according to the LinearPredictorEquations). + It can compute its output (bias + weight * input) and a squared error (||output - target||^2). + """ + def __init__(self, theta): + self.theta=theta + self.n_inputs=theta.shape[0]-1 + self.n_outputs=theta.shape[1] + self.predict_equations = LinearPredictorEquations() - def parameterAttributes(self): - return ["b","W"] + def compute_outputs(self,inputs): + return self.predict_equations.compute_outputs(inputs,self.theta) + def compute_errors(self,inputs,targets): + return self.predict_equations.compute_errors(self.compute_outputs(inputs),targets) + def compute_outputs_and_errors(self,inputs,targets): + outputs = self.compute_outputs(inputs) + return [outputs,self.predict_equations.compute_errors(outputs,targets)] - def defaultOutputFields(self, input_fields): - output_fields = ["output"] - if "target" in input_fields: - output_fields.append("squared_error") - return output_fields + def __call__(self,dataset,output_fieldnames=None,cached_output_dataset=False): + assert dataset.hasFields(["input"]) + if output_fieldnames is None: + if dataset.hasFields(["target"]): + output_fieldnames = ["output","squared_error"] + else: + output_fieldnames = ["output"] + output_fieldnames.sort() + if output_fieldnames == ["squared_error"]: + f = self.compute_errors + elif output_fieldnames == ["output"]: + f = self.compute_outputs + elif output_fieldnames == ["output","squared_error"]: + f = self.compute_outputs_and_errors + else: + raise ValueError("unknown field(s) in output_fieldnames: "+str(output_fieldnames)) - def __init__(self): - self._input = t.matrix('input') # n_examples x n_inputs - self._target = t.matrix('target') # n_examples x n_outputs - self._L2_regularizer = as_scalar(0.,'L2_regularizer') - self._theta = t.matrix('theta') - self._W = self._theta[:,1:] - self._b = self._theta[:,0] - self._XtX = t.matrix('XtX') - self._XtY = t.matrix('XtY') - 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._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) + ds=ApplyFunctionDataSet(dataset,f,output_fieldnames) + if cached_output_dataset: + return CachedDataSet(ds) + else: + return ds + - MinibatchUpdatesTLearner.__init__(self) - - def allocate(self,minibatch): - minibatch_n_inputs = minibatch["input"].shape[1] - minibatch_n_outputs = minibatch["target"].shape[1] + self._XtX = T.matrix('XtX') + self._XtY = T.matrix('XtY') + 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._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) + + def allocate(self,dataset): + dataset_n_inputs = dataset["input"].shape[1] + dataset_n_outputs = dataset["target"].shape[1] if not self._n_inputs: - self._n_inputs = minibatch_n_inputs - self._n_outputs = minibatch_n_outputs + self._n_inputs = dataset_n_inputs + self._n_outputs = dataset_n_outputs self.XtX = numpy.zeros((1+self._n_inputs,1+self._n_inputs)) self.XtY = numpy.zeros((1+self._n_inputs,self._n_outputs)) 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: + elif self._n_inputs!=dataset_n_inputs or self._n_outputs!=dataset_n_outputs: # if the input or target changes dimension on the fly, we resize and forget everything self.forget() @@ -141,3 +168,6 @@ self.XtY.data[:,:]=0 numpy.diag(self.XtX.data)[1:]=self.L2_regularizer + def __call__(self,dataset): + +