jens
54e4065a00
- splitted bm into hpp and cpp git-svn-id: http://moon:8086/svn/software/trunk/projects/RBM@302 b431acfa-c32f-4a4a-93f1-934dc6c82436
534 lines
11 KiB
C++
534 lines
11 KiB
C++
/*
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* To change this license header, choose License Headers in Project Properties.
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* To change this template file, choose Tools | Templates
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* and open the template in the editor.
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*/
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#include "Rbm.hpp"
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void mylog(const char* format, ...);
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#define printf mylog
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#define EPSILON_SIGMA 0.001
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Rbm::Rbm(Weights &weights, const MatrixXd &batch)
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: m_w(weights)
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, m_batch(batch)
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, m_variableSigma(weights.getNumVisible())
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, m_progress(0)
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{
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Noise_Init(&m_noise, 0x32727155);
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m_variableSigma.fill(m_params.m_constantSigma);
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updateHiddenBatch();
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}
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Rbm::~Rbm()
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{
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Noise_Free(&m_noise);
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}
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void Rbm::sample(MatrixXd &srcDst)
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{
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sample(srcDst, srcDst);
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}
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void Rbm::sample(MatrixXd &dst, MatrixXd const &src)
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{
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uint32_t i;
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for (i=0; i < src.array().size(); i++)
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{
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dst.array()(i) = (double)(src.array()(i) > Noise_Uniform(&m_noise));
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}
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}
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void Rbm::probsLogistic(MatrixXd &src)
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{
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src.array() = (-src.array()).exp();
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src.array() += 1;
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src.array() = 1.0/src.array();
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}
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void Rbm::probsLogistic(RowVectorXd &src)
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{
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src.array() = (-src.array()).exp();
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src.array() += 1;
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src.array() = 1.0/src.array();
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}
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void Rbm::probsLogistic(MatrixXd &src, const MatrixXd &sigma)
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{
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src.array() /= (sigma.array() + EPSILON_SIGMA);
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src.array() = (-src.array()).exp();
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src.array() += 1;
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src.array() = 1.0/src.array();
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}
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void Rbm::probsLogistic(RowVectorXd &src, const RowVectorXd &sigma)
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{
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src.array() /= (sigma.array() + EPSILON_SIGMA);
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src.array() = (-src.array()).exp();
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src.array() += 1;
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src.array() = 1.0/src.array();
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}
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void Rbm::probsGaussian(MatrixXd &src, const MatrixXd &sigma)
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{
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src.array() = 1 - src.array();
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src.array() *= src.array();
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src.array() *= -0.5;
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MatrixXd var = sigma;
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var.array() += EPSILON_SIGMA;
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var.array() *= var.array();
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src.array() /= var.array();
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src.array() = src.array().exp();
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MatrixXd k = var;
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k.array() *= 2*3.14159265359;
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k.array() = k.array().sqrt();
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k.array() = 1.0/k.array();
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src.array() *= k.array();
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}
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void Rbm::probsGaussian(RowVectorXd &src, const RowVectorXd &sigma)
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{
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src.array() = 1 - src.array();
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src.array() *= src.array();
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src.array() *= -0.5;
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RowVectorXd var = sigma;
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var.array() += EPSILON_SIGMA;
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var.array() *= var.array();
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src.array() /= var.array();
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src.array() = src.array().exp();
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RowVectorXd k = var;
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k.array() *= 2*3.14159265359;
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k.array() = k.array().sqrt();
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k.array() = 1.0/k.array();
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src.array() *= k.array();
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}
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void Rbm::sampleGaussian(MatrixXd &dst, MatrixXd const &src, const MatrixXd &sigma)
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{
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uint32_t i;
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for (i=0; i < src.array().size(); i++)
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{
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dst.array()(i) = sigma(i)*Noise_Gaussian(&m_noise) + src.array()(i);
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}
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}
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void Rbm::sampleGaussian(MatrixXd &src, const MatrixXd &sigma)
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{
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uint32_t i;
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for (i=0; i < src.array().size(); i++)
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{
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src.array()(i) = sigma(i)*Noise_Gaussian(&m_noise) + src.array()(i);
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}
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}
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RowVectorXd Rbm::normalizeData(RowVectorXd const &src, RowVectorXd const &mu, RowVectorXd const &var)
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{
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// Remove mean
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RowVectorXd res = src - mu;
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// res.array() /= var.array() + EPSILON_SIGMA;
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// cout << __PRETTY_FUNCTION__ << ": " << res << endl;
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return res;
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}
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RowVectorXd Rbm::calcMean(MatrixXd const &batch)
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{
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// Remove mean
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RowVectorXd res = batch.colwise().mean();
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// cout << __PRETTY_FUNCTION__ << ": " << res << endl;
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return res;
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}
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RowVectorXd Rbm::calcSigma(MatrixXd const &batch)
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{
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MatrixXd x = batch.rowwise() - batch.colwise().mean();
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x.array() *= x.array();
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RowVectorXd res = x.colwise().mean().array().sqrt();
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// cout << __PRETTY_FUNCTION__ << ": " << res << endl;
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return res;
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}
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MatrixXd Rbm::calcZ(MatrixXd &v, MatrixXd &h)
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{
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MatrixXd t1(v.rows(), m_w.getNumVisible());
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t1 = v - m_w.visibleBias().transpose().replicate(v.rows(), 1);
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t1.array() *= t1.array();
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t1.array() *= 0.5;
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t1 -= (h * m_w.weights().transpose());
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return t1;
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}
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void Rbm::train(uint32_t numEpochs, double sigmaMin)
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{
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uint32_t t, i;
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uint32_t epoch;
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uint32_t gibbs;
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size_t batchSize = m_batch.rows();
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double dProgress = 1.0/numEpochs;
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double mu_w = m_params.m_muWeights/batchSize;
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double mu_biasV = m_params.m_muWeights/batchSize;
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double mu_biasH = m_params.m_muWeights/batchSize;
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m_v.resize(batchSize, m_w.getNumVisible());
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MatrixXd h(batchSize, m_w.getNumHidden());
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MatrixXd dBiasV_curr(MatrixXd::Zero(1, m_w.getNumVisible()));
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MatrixXd dBiasH_curr(MatrixXd::Zero(1, m_w.getNumHidden()));
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MatrixXd dW_curr(MatrixXd::Zero(m_w.getNumVisible(), m_w.getNumHidden()));
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MatrixXd dBiasV(MatrixXd::Zero(1, m_w.getNumVisible()));
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MatrixXd dBiasH(MatrixXd::Zero(1, m_w.getNumHidden()));
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MatrixXd dW(MatrixXd::Zero(m_w.getNumVisible(), m_w.getNumHidden()));
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MatrixXd diffErr(batchSize, m_w.getNumVisible());
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MatrixXd batch = m_batch;
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MatrixXd batch_sampled(batchSize, m_w.getNumVisible());
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MatrixXd v_sampled(batchSize, m_w.getNumVisible());
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if (m_params.m_doNormalizeData)
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{
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RowVectorXd mean = calcMean(batch);
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for (i=0; i < batchSize; i++)
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{
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RowVectorXd x = batch.row(i);
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batch.row(i) = normalizeData(x, mean, m_variableSigma);
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}
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}
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m_progress = 0;
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for (epoch=0; epoch < numEpochs; epoch++)
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{
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onProgressChanged();
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if (m_params.m_doSampleBatch)
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{
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// When the hidden units are being driven by data, always use stochastic binary states
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sample(batch_sampled, batch);
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// Create hidden layer base on sampled training data
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toHiddenBatch(h, batch_sampled);
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}
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else
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{
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// Create hidden layer base on training data
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toHiddenBatch(h, batch);
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}
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// Sample hidden
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if (!m_params.m_doRaoBlackwell)
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{
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sample(h);
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}
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// Update weights (positive phase)
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dBiasV_curr = batch.colwise().sum();
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dBiasH_curr = h.colwise().sum();
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dW_curr = batch.transpose() * h;
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for (gibbs=0; gibbs < m_params.m_numGibbs; gibbs++)
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{
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sample(h);
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// Create visible reconstruction (a fantasy...) given h
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toVisibleBatch(m_v, h);
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if (m_params.m_useVisibleGaussian)
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{
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sampleGaussian(v_sampled, m_v, m_variableSigma.replicate(batchSize, 1));
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toHiddenBatch(h, v_sampled);
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}
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else
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{
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probsLogistic(m_v, m_variableSigma.replicate(batchSize, 1));
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if (m_params.m_doSampleVisible)
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{
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sample(v_sampled, m_v);
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// Create hidden representation given sampled v
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toHiddenBatch(h, v_sampled);
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}
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else
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{
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// Create hidden representation given v
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toHiddenBatch(h, m_v);
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}
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}
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}
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// Update weights (negative phase)
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dBiasV_curr -= m_v.colwise().sum();
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dBiasH_curr -= h.colwise().sum();
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dW_curr -= m_v.transpose() * h;
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m_w.visibleBias() += mu_biasV*(m_params.m_momentum*dBiasV + (1-m_params.m_momentum)*dBiasV_curr);
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dBiasV = dBiasV_curr;
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if (m_params.m_doSparse)
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{
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MatrixXd h1 = h-MatrixXd::Ones(h.rows(), h.cols())*m_params.m_sparsity;
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RowVectorXd hm = h1.colwise().mean();
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m_w.hiddenBias() -= m_params.m_muSparsity * hm;
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}
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else
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{
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m_w.hiddenBias() += mu_biasH*(m_params.m_momentum*dBiasH + (1-m_params.m_momentum)*dBiasH_curr);
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}
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dBiasH = dBiasH_curr;
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MatrixXd p = m_w.weights();
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if (m_params.m_weightDecay > 0)
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{
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for (size_t row=0; row < m_w.weights().rows(); row++)
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{
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for (size_t col=0; col < m_w.weights().cols(); col++)
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{
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if (p(row, col) >= 0)
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{
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p(row, col) = m_params.m_weightDecay;
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}
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else
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{
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p(row, col) -= m_params.m_weightDecay;
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}
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}
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}
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m_w.weights() -= mu_w*p;
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}
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m_w.weights() += mu_w*(m_params.m_momentum*dW + (1-m_params.m_momentum)*dW_curr);
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dW = dW_curr;
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if (m_variableSigma[0] > sigmaMin)
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{
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m_variableSigma.array() *= m_params.m_sigmaDecay;
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}
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m_progress += dProgress;
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diffErr = m_batch - m_v;
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diffErr.array() *= diffErr.array();
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double err = diffErr.colwise().sum().sum();
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cout << "err =" << endl;
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cout << err << endl;
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} // Number of epochs
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updateHiddenBatch();
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onProgressChanged();
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}
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double Rbm::getProgress() const
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{
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return m_progress;
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}
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double Rbm::getEnergy(const VectorXd& visible, const VectorXd& hidden)
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{
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double energy;
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double sigma = m_variableSigma.array().mean();
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energy = m_w.visibleBias() * visible;
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energy += m_w.hiddenBias() * hidden;
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energy += visible.transpose() * m_w.weights() * hidden;
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return -energy/(sigma*sigma);
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}
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void Rbm::toHidden(RowVectorXd &h, RowVectorXd const &v)
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{
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h = v * m_w.weights();
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h += m_w.hiddenBias();
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probsLogistic(h);
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}
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void Rbm::toVisible(RowVectorXd &v, RowVectorXd const &h)
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{
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v = h * m_w.weights().transpose();
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v += m_w.visibleBias();
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if (m_params.m_useVisibleGaussian)
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{
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// probsGaussian(v, m_variableSigma);
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}
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else
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{
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probsLogistic(v, m_variableSigma);
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}
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}
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void Rbm::setConstantSigma(double value)
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{
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m_params.m_constantSigma = value;
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m_variableSigma.fill(m_params.m_constantSigma);
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onParamsChanged();
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}
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RowVectorXd& Rbm::getVariableSigma()
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{
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return m_variableSigma;
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}
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void Rbm::setSigmaDecay(double value)
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{
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m_params.m_sigmaDecay = value;
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onParamsChanged();
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}
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void Rbm::setWeightDecay(double value)
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{
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m_params.m_weightDecay = value;
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onParamsChanged();
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}
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void Rbm::setLambda(double value)
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{
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m_params.m_lambda = value;
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onParamsChanged();
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}
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void Rbm::setSparsity(double value)
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{
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m_params.m_sparsity = value;
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onParamsChanged();
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}
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void Rbm::setUseVisibleGaussian(bool flag)
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{
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m_params.m_useVisibleGaussian = flag;
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onParamsChanged();
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}
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void Rbm::setDoRaoBlackwell(bool flag)
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{
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m_params.m_doRaoBlackwell = flag;
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onParamsChanged();
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}
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void Rbm::setDoSampleVisible(bool flag)
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{
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m_params.m_doSampleVisible = flag;
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onParamsChanged();
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}
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void Rbm::setDoSampleBatch(bool flag)
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{
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m_params.m_doSampleBatch = flag;
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onParamsChanged();
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}
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void Rbm::setDoSparse(bool flag)
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{
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m_params.m_doSparse = flag;
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onParamsChanged();
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}
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void Rbm::setNormalizeData(bool flag)
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{
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m_params.m_doNormalizeData = flag;
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onParamsChanged();
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}
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void Rbm::setDoLearnVariance(bool flag)
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{
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m_params.m_doLearnVariance = flag;
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if (m_params.m_doLearnVariance && m_batch.rows())
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{
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m_variableSigma = calcSigma(m_batch);
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}
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else
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{
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m_variableSigma.fill(m_params.m_constantSigma);
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}
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onParamsChanged();
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}
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void Rbm::setNumGibbs(size_t value)
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{
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m_params.m_numGibbs = value;
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onParamsChanged();
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}
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void Rbm::setMuWeights(double value)
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{
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m_params.m_muWeights = value;
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onParamsChanged();
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}
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void Rbm::setMuSparsity(double value)
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{
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m_params.m_muSparsity = value;
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onParamsChanged();
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}
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void Rbm::setMomentum(double value)
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{
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m_params.m_momentum = value;
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onParamsChanged();
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}
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MatrixXd const& Rbm::getHiddenBatch()
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{
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return m_h;
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}
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MatrixXd const& Rbm::getVisibleBatch()
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{
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return m_v;
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}
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MatrixXd const& Rbm::getBatch()
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{
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return m_batch;
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}
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void Rbm::updateHiddenBatch()
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{
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m_h.resize(m_batch.rows(), m_w.getNumHidden());
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toHiddenBatch(m_h, m_batch);
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}
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Rbm::Params const& Rbm::params()
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{
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return m_params;
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}
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void Rbm::toHiddenBatch(MatrixXd &h, MatrixXd const &v)
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{
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if (v.cols() == m_w.weights().rows())
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{
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h = v * m_w.weights();
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h += m_w.hiddenBias().replicate(m_batch.rows(), 1);
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probsLogistic(h);
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}
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}
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void Rbm::toVisibleBatch(MatrixXd &v, MatrixXd const &h)
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{
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v = h * m_w.weights().transpose();
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v += m_w.visibleBias().replicate(m_batch.rows(), 1);
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}
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