This commit is contained in:
Carl Pearson
2016-11-16 11:20:04 -06:00
parent 532064b6ba
commit ff81047809

View File

@@ -8,11 +8,11 @@ DATA_TYPE = np.float32
def dataset_get_sin():
NUM = 100
NUM = 1000
RATIO = 0.8
SPLIT = int(NUM * RATIO)
data = np.zeros((NUM, 2), DATA_TYPE)
data[:, 0] = np.linspace(0.0, 4.0 * np.pi, num=NUM) # inputs
data[:, 0] = np.linspace(0.0, 2 * np.pi, num=NUM) # inputs
data[:, 1] = np.sin(data[:, 0]) # outputs
npr.shuffle(data)
training, test = data[:SPLIT, :], data[SPLIT:, :]
@@ -24,7 +24,7 @@ def dataset_get_linear():
RATIO = 0.8
SPLIT = int(NUM * RATIO)
data = np.zeros((NUM, 2), DATA_TYPE)
data[:, 0] = np.linspace(0.0, 4.0 * np.pi, num=NUM) # inputs
data[:, 0] = np.linspace(0.0, 2 * np.pi, num=NUM) # inputs
data[:, 1] = 2 * data[:, 0] # outputs
npr.shuffle(data)
training, test = data[:SPLIT, :], data[SPLIT:, :]
@@ -32,14 +32,14 @@ def dataset_get_linear():
def relu(x):
"""Apply a rectified linear until to x"""
return np.maximum(x, 0, x)
"""Apply a rectified linear unit to x"""
return np.maximum(0, x)
def d_relu(x):
res = x
res[res < 0] = 0
res[res >= 0] = 1
res[res < 0] = 0
return res
@@ -59,7 +59,7 @@ def L(x, y):
class Model(object):
def __init__(self, layer_size, data_type):
def __init__(self, layer_size, h, dh, data_type):
self.w1 = npr.rand(layer_size).astype(data_type)
self.b1 = npr.rand(layer_size).astype(data_type)
self.w2 = npr.rand(1, layer_size).astype(data_type)
@@ -70,70 +70,60 @@ class Model(object):
self.b1 /= np.sum(self.b1)
self.b2 /= np.sum(self.b2)
def h(self, vec):
return relu(vec)
self.h = h
self.dh = dh
def dh(self, vec):
return d_relu(vec)
def z1(self, x):
def Z1(self, x):
"""Apply the first linear layer to an input x"""
return self.w1 * x + self.b1
def A(self, x):
"""Compute A for an input x"""
return self.h(self.Z1(x))
def a(self, x):
def Z2(self, x):
"""Compute Z2 for an input x"""
return self.w2.dot(self.A(x)) + self.b2
return self.h(self.z1(x))
def forward(self, x):
"""Evaluate the model on an input x"""
return self.Z2(x)
def f(self, x):
return self.w2.dot(self.a(x)) + self.b2
def dLdf(self, x, y):
"""Compute dL/df for an input x"""
return 2.0 * (self.forward(x) - y)
return 2.0 * (self.f(x) - y)
def dfdb2(self):
return 1.0
return np.array([1.0])
def dLdb2(self, x, y):
"""Evaluate dL/db2 for an input x and expected output y"""
return self.dLdf(x, y) * self.dfdb2()
def dfdw2(self, x):
"""Evaluate df/dw2 using an input sample x"""
return self.A(x)
return np.sum(self.a(x))
def dfda(self):
return np.sum(self.w2)
def dfda(self): # how f changes with ith element of a
return self.w2
def dadz(self, x):
def dadz1(self, x): # how a[i] changes with z1[i]
"""Compute da/dz1 for an input x"""
return self.dh(self.Z1(x))
return self.dh(self.z1(x))
def dLdz(self, x, y):
def dLdz1(self, x, y):
"""Compute dL/dz1 for an input x and expected output y"""
return self.dLdf(x, y) * self.dfda() * self.dadz(x)
return self.dLdf(x, y) * np.sum(self.dfda() * self.dadz1(x))
def dzdw1(self, x):
def dz1dw1(self, x):
return x
def dLdw1(self, x, y):
"""Compute dL/dw1 for an input x and expected output y"""
return self.dLdz(x, y) * self.dzdw1(x)
return self.dLdf(x, y) * np.sum(self.dfda() * self.dadz1(x) * self.dz1dw1(x))
def dLdw2(self, x, y):
"""Compute dL/dw2 for an input x and expected output y"""
return self.dLdf(x, y) * self.dfdw2(x)
def dzdb1(self):
return 1.0
def dz1db1(self):
return np.ones(self.b1.shape)
def dLdb1(self, x, y):
return self.dLdz(x, y) * self.dzdb1()
return self.dLdf(x, y) * np.sum(self.dfda() * self.dadz1(x) * self.dz1db1())
def backward(self, training_samples, ETA):
"""Do backpropagation with stochastic gradient descent on the model using training_samples"""
@@ -156,19 +146,20 @@ def evaluate(model, samples):
"""Report the loss function over the data"""
loss_acc = 0.0
for sample in samples:
guess = model.forward(sample[0])
guess = model.f(sample[0])
actual = sample[1]
loss_acc += L(guess, actual)
return loss_acc / len(samples)
# TRAIN_DATA, TEST_DATA = dataset_get_sin()
TRAIN_DATA, TEST_DATA = dataset_get_linear()
TRAIN_DATA, TEST_DATA = dataset_get_sin()
# TRAIN_DATA, TEST_DATA = dataset_get_linear()
MODEL = Model(10, DATA_TYPE)
MODEL = Model(6, sigmoid, d_sigmoid, DATA_TYPE)
# MODEL = Model(10, relu, d_relu, DATA_TYPE)
# Train the model with some training data
TRAINING_ITERS = 100
LEARNING_RATE = 0.001
TRAINING_ITERS = 500
LEARNING_RATE = 0.006
TRAINING_SUBSET_SIZE = len(TRAIN_DATA)
print TRAINING_SUBSET_SIZE
@@ -199,8 +190,8 @@ for training_iter in range(TRAINING_ITERS):
else:
print ""
TEST_OUTPUT = np.vectorize(MODEL.forward)(TEST_DATA[:, 0])
TRAIN_OUTPUT = np.vectorize(MODEL.forward)(TRAIN_DATA[:, 0])
TEST_OUTPUT = np.vectorize(MODEL.f)(TEST_DATA[:, 0])
TRAIN_OUTPUT = np.vectorize(MODEL.f)(TRAIN_DATA[:, 0])
scatter_train, = plt.plot(
TRAIN_DATA[:, 0], TRAIN_DATA[:, 1], 'ro', label="Training data")