/* * Rbm.hpp * * Created on: 21.09.2014 * Author: jens */ #ifndef RBM_HPP_ #define RBM_HPP_ #include "VisibleLayer.hpp" #include "HiddenLayer.hpp" #include "Weights.hpp" #include #include using namespace Eigen; void mylog(const char* format, ...); #define printf mylog class Rbm; class RbmListener { public: RbmListener() {} virtual ~RbmListener() {} virtual void onEpochTrained(const Rbm &obj) = 0; }; class Rbm { public: Rbm(Weights &weights, RbmListener *pListener = nullptr) : m_w(weights) , m_pListener(pListener) , m_progress(0) , m_sigma(1.0) , m_sigmaDecay(1.0) , m_lambda(1.0) , m_sparsity(0) , m_useVisibleGaussian(false) , m_useExpectations(false) , m_doRaoBlackwell(false) , m_useProbsForHiddenReconstruction(false) , m_doRobbinsMonro(false) , m_doSparse(false) { Noise_Init(&m_noise, 0x32727155); } ~Rbm() { Noise_Free(&m_noise); } void weightsUpdate(VisibleLayer &v, HiddenLayer &h, double mu) { MatrixXd &w = (MatrixXd&)m_w.weights(); // Update weights w += mu*(v.states() * h.states().transpose()); } void visibleBiasUpdate(VisibleLayer &v, double mu) { m_w.visibleBias().array() += mu*v.states().array(); } void hiddenBiasUpdate(HiddenLayer &h, double mu) { m_w.hiddenBias().array() += mu*h.states().array(); } void train(LayerArray &vt, uint32_t numEpochs, double mu, uint32_t numGibbs = 1, double sigmaMin = 0.05) { uint32_t t, i; uint32_t epoch; uint32_t gibbs; double sigma; VisibleLayer v(m_w.getNumVisible()); HiddenLayer h(m_w.getNumHidden()); HiddenLayer *pH; LayerArray ht(vt.getSize(), m_w.getNumHidden()); sigma = m_sigma; Weights w = m_w; double dProgress = 1.0/numEpochs; m_progress = 0; if (m_useExpectations) { mu /= vt.getSize(); } if (m_doRobbinsMonro) { for (i=0; i < vt.getSize(); i++) { // Create hidden layer base on training data ht[i].probsUpdateLogistic(vt[i], w, m_lambda, sigma); } } for (epoch=0; epoch < numEpochs; epoch++) { for (i=0; i < vt.getSize(); i++) { //t = (uint32_t)(0.5 + (vt.getSize()-1)*Noise_Uniform(&m_noise, 0.5)); t = i; h.probsUpdateLogistic(vt[t], w, m_lambda, sigma); // Create hidden layer base on training data if (m_doRobbinsMonro) { pH = &ht[t]; } else { pH = &h; } // Update weights (positive phase) if (m_doRaoBlackwell) { pH->states() = pH->probs(); } else { pH->statesUpdateStochastic(); } weightsUpdate(vt[t], h, +mu); visibleBiasUpdate(vt[t], +mu); if (!m_doSparse) { hiddenBiasUpdate(h, +mu); } for (gibbs=0; gibbs < numGibbs; gibbs++) { pH->statesUpdateStochastic(); // Create visible reconstruction (a fantasy...) if (m_useProbsForHiddenReconstruction) { if (m_useVisibleGaussian) { v.probsUpdateGaussian(*pH, w, m_lambda, sigma); } else { v.probsUpdateLogistic(*pH, w, m_lambda, sigma); } v.states() = v.probs(); } else { if (m_useVisibleGaussian) { v.sampleGaussian(*pH, w, m_lambda, sigma); } else { v.probsUpdateLogistic(*pH, w, m_lambda, sigma); v.statesUpdateStochastic(); } } // Create hidden reconstruction pH->probsUpdateLogistic(v, w, m_lambda, sigma); } // Update weights (negative phase) if (m_doRaoBlackwell) { pH->states() = pH->probs(); } else { pH->statesUpdateStochastic(); } weightsUpdate(v, *pH, -mu); visibleBiasUpdate(v, -mu); if (!m_doSparse) { hiddenBiasUpdate(*pH, -mu); } if (!m_useExpectations) { w = m_w; } } // TrainingSize if (m_useExpectations) { w = m_w; } if (m_doSparse) { HiddenLayer th(m_w.getNumHidden()); VectorXd m(m_w.getNumHidden()); m.fill(0); for (i=0; i < vt.getSize(); i++) { th.probsUpdateLogistic(vt[i], w, m_lambda, sigma); m += th.probs(); } m /= i; th.states().array() = m.array() - m_sparsity; hiddenBiasUpdate(th, -mu); // cout << "Mean(" << m_sparsity << ") = " << (double)m.array().mean() << endl; // cout << m << endl; } if (sigma > sigmaMin) { sigma *= m_sigmaDecay; } m_progress += dProgress; if (m_pListener) { m_pListener->onEpochTrained(*this); } } // Number of epochs } double getProgress() const { return m_progress; } double getEnergy(VisibleLayer &v, HiddenLayer &h) { uint32_t i, j; double energy; energy = -v.getEnergy(m_w) - h.getEnergy(m_w); for (i=0; i < h.getNumUnits(); i++) { for (j=0; j < v.getNumUnits(); j++) { // energy -= v.getStates()[j] * h.getStates()[i] * m_w.getWeights()[i][j]; } } // ToDo: make this correct // energy -= (v.states().transpose() * h.states()); // * m_w.weights(); return energy; } void prob(LayerArray &vts) { uint32_t i, j; double z; double p; HiddenLayer *h = new HiddenLayer[vts.getSize()]; // Create hidden layer activations based on training data for (j=0; j < vts.getSize(); j++) { h[j].setNumUnits(m_w.getNumHidden()); h[j].probsUpdateLogistic(vts.getAt(j), m_w, m_lambda, m_sigma); // h[j].statesAssignfromProbs(); h[j].statesUpdateStochastic(); } printf("pi(t) = (pi^, v>)\n"); for (j=0; j < vts.getSize(); j++) { cout << h[j].probs() << endl; } cout << endl; printf("si(t) = (si^, v>)\n"); for (j=0; j < vts.getSize(); j++) { cout << h[j].states() << endl; } cout << endl; printf("p(v) = (t^, v>)\n"); for (i=0; i < vts.getSize(); i++) { z = 0; for (j=0; j < vts.getSize(); j++) { z += exp(-getEnergy(vts.getAt(j), h[i])); } for (j=0; j < vts.getSize(); j++) { p = exp(-getEnergy(vts.getAt(j), h[i]))/z; cout << p << endl; } cout << endl; } cout << endl; // Reconstruct for (i=0; i < vts.getSize(); i++) { vts.getAt(i).probsUpdateLogistic(h[i], m_w, m_lambda, m_sigma); } printf("A fantasy... (v^, t>)\n"); for (j=0; j < vts.getSize(); j++) { cout << vts.getAt(j).probs() << endl; } delete [] h; } VectorXd toHidden(const VectorXd& visible) { HiddenLayer th(m_w.getNumHidden()); VisibleLayer tv(m_w.getNumVisible(), (const VectorXd*)&visible); th.probsUpdateLogistic(tv, m_w, m_lambda, m_sigma); return th.probs(); } VectorXd toVisible(const VectorXd& hidden) { HiddenLayer th(m_w.getNumHidden(), (const VectorXd*)&hidden); VisibleLayer tv(m_w.getNumVisible()); if (m_useVisibleGaussian) { tv.probsUpdateGaussian(th, m_w, m_lambda, m_sigma); } else { tv.probsUpdateLogistic(th, m_w, m_lambda, m_sigma); } return tv.probs(); } VectorXd expectHidden(VectorXd visible, uint32_t numIter) { uint32_t i; VisibleLayer v(m_w.getNumVisible(), (const VectorXd*)&visible); HiddenLayer h(m_w.getNumHidden()); for (i=0; i < numIter; i++) { h.probsUpdateLogistic(v, (Weights&)m_w, m_lambda, m_sigma); if (m_useVisibleGaussian) { v.probsUpdateGaussian(h, (Weights&)m_w, m_lambda, m_sigma); } else { v.probsUpdateLogistic(h, (Weights&)m_w, m_lambda, m_sigma); } } return h.probs(); } VectorXd expectVisible(VectorXd visible, uint32_t numIter) { uint32_t i; VisibleLayer v(m_w.getNumVisible(), (const VectorXd*)&visible); HiddenLayer h(m_w.getNumHidden()); for (i=0; i < numIter; i++) { h.probsUpdateLogistic(v, (Weights&)m_w, m_lambda, m_sigma); if (m_useVisibleGaussian) { v.probsUpdateGaussian(h, (Weights&)m_w, m_lambda, m_sigma); } else { v.probsUpdateLogistic(h, (Weights&)m_w, m_lambda, m_sigma); } } return v.probs(); } void setSigma(double value) { m_sigma = value; } void setSigmaDecay(double value) { m_sigmaDecay = value; } void setLambda(double value) { m_lambda = value; } void setSparsity(double value) { m_sparsity = value; } void setUseVisibleGaussian(bool flag) { m_useVisibleGaussian = flag; } void setUseExpectations(bool flag) { m_useExpectations = flag; } void setDoRaoBlackwell(bool flag) { m_doRaoBlackwell = flag; } void setUseProbsForHiddenReconstruction(bool flag) { m_useProbsForHiddenReconstruction = flag; } void setDoRobbinsMonro(bool flag) { m_doRobbinsMonro = flag; } void setDoSparse(bool flag) { m_doSparse = flag; } double getSparsity() { return m_sparsity; } double getSigma() { return m_sigma; } double getSigmaDecay() { return m_sigmaDecay; } double getLambda() { return m_lambda; } bool getUseVisibleGaussian() { return m_useVisibleGaussian; } bool getUseExpectations() { return m_useExpectations; } bool getDoRaoBlackwell() { return m_doRaoBlackwell; } bool getUseProbsForHiddenReconstruction() { return m_useProbsForHiddenReconstruction; } bool getRobbinsMonro() { return m_doRobbinsMonro; } bool getDoSparse() { return m_doSparse; } private: Weights &m_w; RbmListener *m_pListener; noise_gen_t m_noise; double m_progress; double m_sigma; double m_sigmaDecay; double m_lambda; double m_sparsity; bool m_useVisibleGaussian; bool m_useExpectations; bool m_doRaoBlackwell; bool m_useProbsForHiddenReconstruction; bool m_doRobbinsMonro; bool m_doSparse; }; #endif /* RBM_HPP_ */