/* * 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_weightDecay(0.0) , m_lambda(1.0) , m_sparsity(0) , m_muWeights(0.01) , m_muSparsity(0.01) , m_momentum(0.5) , m_doCancel(false) , m_useVisibleGaussian(false) , m_doRaoBlackwell(false) , m_useProbsForHiddenReconstruction(false) , m_doSparse(false) , m_numGibbs(1) { Noise_Init(&m_noise, 0x32727155); } ~Rbm() { cancel(); Noise_Free(&m_noise); } void train(LayerArray &vt, uint32_t numEpochs, 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()); VectorXd sumBiasV(m_w.getNumVisible()); VectorXd deltaBiasV(m_w.getNumVisible()); VectorXd sumBiasH(m_w.getNumHidden()); VectorXd deltaBiasH(m_w.getNumHidden()); MatrixXd sumWeights(m_w.getNumVisible(), m_w.getNumHidden()); MatrixXd deltaWeights(m_w.getNumVisible(), m_w.getNumHidden()); sigma = m_sigma; double dProgress = 1.0/numEpochs; double kTrain = 1.0/vt.getSize(); m_progress = 0; deltaWeights.fill(0); deltaBiasV.fill(0); deltaBiasH.fill(0); m_doCancel = false; for (epoch=0; epoch < numEpochs; epoch++) { if (m_doCancel) { m_doCancel = false; break; } sumWeights.fill(0); sumBiasV.fill(0); sumBiasH.fill(0); 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], m_w, m_lambda, sigma); // Create hidden layer base on training data if (m_doRaoBlackwell) { h.states() = h.probs(); } else { h.statesUpdateStochastic(); } // Update weights (positive phase) sumWeights += vt[t].states() * h.states().transpose(); sumBiasV += vt[t].states(); sumBiasH += h.states(); for (gibbs=0; gibbs < m_numGibbs; gibbs++) { h.statesUpdateStochastic(); // Create visible reconstruction (a fantasy...) if (m_useProbsForHiddenReconstruction) { if (m_useVisibleGaussian) { v.probsUpdateGaussian(h, m_w, m_lambda, sigma); } else { v.probsUpdateLogistic(h, m_w, m_lambda, sigma); } v.states() = v.probs(); } else { if (m_useVisibleGaussian) { v.sampleGaussian(h, m_w, m_lambda, sigma); } else { v.probsUpdateLogistic(h, m_w, m_lambda, sigma); v.statesUpdateStochastic(); } } // Create hidden reconstruction h.probsUpdateLogistic(v, m_w, m_lambda, sigma); } // Update weights (negative phase) if (m_doRaoBlackwell) { h.states() = h.probs(); } else { h.statesUpdateStochastic(); } sumWeights -= v.states() * h.states().transpose(); sumBiasV -= v.states(); sumBiasH -= h.states(); } // TrainingSize deltaWeights = m_momentum*deltaWeights + m_muWeights*kTrain*sumWeights - m_weightDecay*m_w.weights(); m_w.weights() += deltaWeights; deltaBiasV = m_momentum*deltaBiasV + m_muWeights*kTrain*sumBiasV; m_w.visibleBias() += deltaBiasV; 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], m_w, m_lambda, sigma); m += th.probs(); } m /= i; sumBiasH = m_sparsity - m.array(); deltaBiasH = m_momentum*deltaBiasH + m_muSparsity*sumBiasH; cout << "Mean(" << m_sparsity << ") = " << (double)m.array().mean() << endl; cout << m << endl; } else { deltaBiasH = m_momentum*deltaBiasH + m_muWeights*kTrain*sumBiasH; } m_w.hiddenBias() += deltaBiasH; 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 setWeightDecay(double value) { m_weightDecay = value; } void setLambda(double value) { m_lambda = value; } void setSparsity(double value) { m_sparsity = value; } void setUseVisibleGaussian(bool flag) { m_useVisibleGaussian = flag; } void setDoRaoBlackwell(bool flag) { m_doRaoBlackwell = flag; } void setUseProbsForHiddenReconstruction(bool flag) { m_useProbsForHiddenReconstruction = flag; } void setDoSparse(bool flag) { m_doSparse = flag; } void setNumGibbs(uint32_t value) { m_numGibbs = value; } void setMuWeights(double value) { m_muWeights = value; } void setMuSparsity(double value) { m_muSparsity = value; } void setMomentum(double value) { m_momentum = value; } void cancel() { m_doCancel = true; // while(m_doCancel); } private: Weights &m_w; RbmListener *m_pListener; noise_gen_t m_noise; double m_progress; double m_sigma; double m_sigmaDecay; double m_weightDecay; double m_lambda; double m_sparsity; double m_muWeights; double m_muSparsity; double m_momentum; bool m_useVisibleGaussian; bool m_doRaoBlackwell; bool m_useProbsForHiddenReconstruction; bool m_doSparse; volatile bool m_doCancel; uint32_t m_numGibbs; }; #endif /* RBM_HPP_ */