/* * To change this license header, choose License Headers in Project Properties. * To change this template file, choose Tools | Templates * and open the template in the editor. */ /* * File: Rbm.cpp * Author: jens * * Created on 21. Oktober 2019, 21:28 */ #include #include "Rbm.hpp" Rbm::Rbm(size_t numVisible, size_t numHidden) : m_params() , m_w(numVisible, numHidden) , m_bv(1, numVisible) , m_bh(1, numHidden) { assert(numVisible > 0); assert(numHidden > 0); Noise_Init(&m_noise, 0x32727155); } Rbm::Rbm(const Rbm& orig) : m_params(orig.m_params) , m_w(orig.m_w) , m_bv(orig.m_bv) , m_bh(orig.m_bh) { } Rbm::~Rbm() { Noise_Free(&m_noise); } void Rbm::weightsInit(double stddev, double mu) { uniform(m_w, stddev, mu); uniform(m_bv, stddev, mu); uniform(m_bh, stddev, mu); } void Rbm::fromJson(Json::Value rbm) { std::cout << "Importing Rbm" << std::endl; m_params.fromJson(rbm["params"]); } Json::Value Rbm::toJson() const { std::cout << "Exporting Rbm" << std::endl; Json::Value rbm; rbm["params"] = m_params.toJson(); return rbm; } void Rbm::train(const arma::mat& batch, IListener* pListener) { Status status; size_t epoch; size_t gibbs; status.trainingSizeRemain = batch.n_rows; size_t batchRowIndex = 0; double dProgress = 1.0/status.trainingSizeRemain; arma::mat grad_bias_v(arma::zeros(1, m_w.n_rows)); arma::mat grad_bias_h(arma::zeros(1, m_w.n_cols)); arma::mat grad_weight(arma::zeros(m_w.n_rows, m_w.n_cols)); arma::mat momentum_weights = arma::zeros(m_w.n_rows, m_w.n_cols); arma::mat momentum_bias_v(arma::zeros(1, m_w.n_rows)); arma::mat momentum_bias_h(arma::zeros(1, m_w.n_cols)); arma::mat penalty_weights = arma::zeros(m_w.n_rows, m_w.n_cols); if (pListener) { pListener->onProgress(this, status); } while (status.trainingSizeRemain) { size_t miniBatchSizeActual = std::min(m_params.miniBatchSize, status.trainingSizeRemain); arma::mat miniBatch = batch.rows(batchRowIndex, batchRowIndex+miniBatchSizeActual-1); status.trainingSizeRemain -= miniBatchSizeActual; batchRowIndex += miniBatchSizeActual; double learning_rate = m_params.learningRate/miniBatchSizeActual; double weight_decay = m_params.weightDecay/miniBatchSizeActual; arma::mat vis_state(miniBatchSizeActual, m_w.n_rows); arma::mat vis_probs(miniBatchSizeActual, m_w.n_rows); arma::mat hid_state(miniBatchSizeActual, m_w.n_cols); arma::mat hid_probs(miniBatchSizeActual, m_w.n_cols); for (epoch=0; epoch < m_params.numEpochs; epoch++) { // Create hidden layer base on training data if (m_params.doSampleBatch) { // When the hidden units are being driven by data, always use stochastic binary states vis_state = sample(miniBatch); } else { vis_state = miniBatch; } hid_probs = probsLogistic(toHiddenState(vis_state)); // Sample hidden if (m_params.doRaoBlackwell) { hid_state = hid_probs; } else { hid_state = sample(hid_probs); } // Update weights (positive phase) grad_weight = vis_state.t() * hid_state; grad_bias_v = sum(vis_state, 0); grad_bias_h = sum(hid_state, 0); for (gibbs=0; gibbs < m_params.numGibbs; gibbs++) { // Create visible reconstruction (a fantasy...) given hid if (m_params.gibbsDoSampleHidden) { vis_probs = toVisibleProbs(sample(hid_probs)); } else { vis_probs = toVisibleProbs(hid_probs); } // Create hidden representation given v if (m_params.gibbsDoSampleVisible) { hid_state = toHiddenState(sample(vis_probs)); } else { hid_state = toHiddenState(vis_probs); } hid_probs = probsLogistic(hid_state); } // Update weights (negative phase) grad_weight -= vis_probs.t() * hid_probs; grad_bias_v -= sum(vis_probs, 0); grad_bias_h -= sum(hid_probs, 0); penalty_weights = weight_decay*arma::sign(m_w); status.L1 = accu(abs(m_w)); status.L2 = accu(m_w % m_w); momentum_bias_v = m_params.momentum*momentum_bias_v + grad_bias_v; momentum_bias_h = m_params.momentum*momentum_bias_h + grad_bias_h; momentum_weights = m_params.momentum*momentum_weights + grad_weight - status.L2*penalty_weights; m_bv += learning_rate*momentum_bias_v; m_bh += learning_rate*momentum_bias_h; m_w += learning_rate*momentum_weights; } // Number of epochs status.epoch = epoch; arma::mat diffErr = miniBatch - vis_probs; arma::mat diffErr_squared = diffErr % diffErr; status.err = accu(diffErr_squared)/diffErr_squared.n_elem; status.progress += dProgress*miniBatchSizeActual; if (pListener) { if(!pListener->onProgress(this, status)) { break; } } } // number of mini batches arma::mat hid_probs = toHiddenProbs(batch); arma::mat vis_probs = toVisibleProbs(hid_probs); arma::mat diffErr = batch - vis_probs; arma::mat diffErr_squared = diffErr % diffErr; status.err_total = accu(diffErr_squared)/diffErr_squared.n_elem; if (pListener) { pListener->onProgress(this, status); } } arma::mat Rbm::probsLogistic(const arma::mat &src) { return 1 / (1 + (arma::exp(-src))); } arma::mat Rbm::sample(const arma::mat &src) { arma::mat dst = src; uniform(dst); for (size_t i=0; i < src.n_rows; i++) { for (size_t j=0; j < src.n_cols; j++) { dst(i, j) = src(i, j) >= dst(i, j); } } return dst; } arma::mat Rbm::toHiddenState(const arma::mat &visible) const { return visible * m_w + arma::repmat(m_bh, visible.n_rows, 1); } arma::mat Rbm::toVisibleState(const arma::mat &hidden) const { return hidden * m_w.t() + arma::repmat(m_bv, hidden.n_rows, 1); } arma::mat Rbm::toHiddenProbs(const arma::mat &visible) const { return probsLogistic(toHiddenState(visible)); } arma::mat Rbm::toVisibleProbs(const arma::mat &hidden) const { return probsLogistic(toVisibleState(hidden)); } void Rbm::uniform(arma::mat& srcDst, double stdDev, double mu) { #if 1 for (size_t i=0; i < srcDst.n_rows; i++) { for (size_t j=0; j < srcDst.n_cols; j++) { srcDst(i, j) = stdDev*(Noise_Uniform(&m_noise) + mu - 0.5); } } #else srcDst = stdDev*(arma::randu(srcDst.n_rows, srcDst.n_cols) + mu - 0.5); #endif } const arma::mat& Rbm::w() const { return m_w; } const arma::mat& Rbm::bv() const { return m_bv; } const arma::mat& Rbm::bh() const { return m_bh; }