/* * 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 "Rbm.hpp" #include "noise.h" Rbm::Rbm(size_t numVisible, size_t numHidden) : m_w(numVisible, numHidden) , m_bh(1, numHidden) , m_bv(1, numVisible) { Noise_Init(&m_noise, 0x32727155); uniform(m_w); uniform(m_bh); uniform(m_bv); } Rbm::Rbm(const Rbm& orig) { } Rbm::~Rbm() { } void Rbm::train(const arma::mat& batch, size_t numEpochs, size_t miniBatchSize, const Params& params, IListener* pListener) { size_t epoch; size_t gibbs; size_t trainingSize = batch.n_rows; size_t trainingSizeRemain = trainingSize; size_t batchRowIndex = 0; double dProgress = 1.0/(numEpochs*(double)trainingSize/std::min(miniBatchSize, trainingSize)); 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); Status status; status.progress = 0; while (trainingSizeRemain) { status.trainingSizeRemain = trainingSizeRemain; size_t toSlice = std::min(miniBatchSize, trainingSizeRemain); arma::mat miniBatch = batch.rows(batchRowIndex, batchRowIndex+toSlice-1); trainingSizeRemain -= toSlice; batchRowIndex += toSlice; size_t miniBatchSizeActual = miniBatch.n_rows; double learning_rate = params.m_learningRate/std::min(miniBatchSizeActual, trainingSize); double weight_decay = params.m_weightDecay/std::min(miniBatchSizeActual, trainingSize); 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 < numEpochs; epoch++) { // Create hidden layer base on training data if (params.m_doSampleBatch) { // When the hidden units are being driven by data, always use stochastic binary states vis_state = sample(miniBatch); } else { vis_state = miniBatch; } hid_state = vis_state * m_w + arma::repmat(m_bh, miniBatchSizeActual, 1); hid_probs = probsLogistic(hid_state); // Sample hidden if (params.m_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 < params.m_numGibbs; gibbs++) { // Create hidden representation given v hid_state = sample(hid_probs); // Create visible reconstruction (a fantasy...) given hid vis_state = hid_state * m_w.t() + arma::repmat(m_bv, miniBatchSizeActual, 1); vis_probs = probsLogistic(vis_state); if (params.m_doSampleVisible) { vis_state = sample(vis_probs); } else { vis_state = vis_probs; } // Create hidden representation given v hid_state = vis_state * m_w + repmat(m_bh, miniBatchSizeActual, 1); hid_probs = probsLogistic(hid_state); } // Update weights (negative phase) grad_bias_v -= sum(vis_probs, 0); grad_bias_h -= sum(hid_probs, 0); grad_weight -= vis_probs.t() * hid_probs; penalty_weights = weight_decay*arma::sign(m_w); status.L1 = accu(abs(m_w)); status.L2 = accu(m_w % m_w); momentum_bias_v = params.m_momentum*momentum_bias_v + grad_bias_v; momentum_bias_h = params.m_momentum*momentum_bias_h + grad_bias_h; momentum_weights = params.m_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; status.progress += dProgress; } // Number of epochs status.epoch = epoch; arma::mat diffErr = miniBatch - vis_probs; arma::mat diffErr_squared = diffErr % diffErr; status.err = accu(diffErr_squared); if (pListener) { if(!pListener->onProgress(status)) { break; } } } // number of mini batches } 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; 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) >= Noise_Uniform(&m_noise); } } return dst; } arma::mat Rbm::toHidden(const arma::mat &visible) { arma::mat h = visible.t() * m_w + m_bh; return h; } arma::mat Rbm::toVisible(const arma::mat &hidden) { arma::mat v = hidden * m_w.t() + m_bv; return v; } void Rbm::uniform(arma::mat& srcDst, double mu, double stdDev) { 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; } } }