/* * 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" #define RBM_TRAIN_FLAT 0 Rbm::Rbm(size_t numVisible, size_t numHidden, size_t numContext) : m_params() , m_whv(numVisible, numHidden) , m_whc(numContext, numHidden) , m_bh(1, numHidden) , m_bv(1, numVisible) , m_bc(1, numContext) { assert(numVisible > 0); assert(numHidden > 0); if (numContext) { assert(numContext == numHidden); } Noise_Init(&m_noise, 0x32727155); } Rbm::Rbm(const Rbm& orig) : m_params(orig.m_params) , m_whv(orig.m_whv) , m_whc(orig.m_whc) , m_bh(orig.m_bh) , m_bv(orig.m_bv) , m_bc(orig.m_bc) { } Rbm::~Rbm() { Noise_Free(&m_noise); } void Rbm::weightsInit(double stddev, double mu) { uniform(m_whv, stddev, mu); uniform(m_whc, stddev, mu); uniform(m_bh, stddev, mu); uniform(m_bv, stddev, mu); uniform(m_bc, 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::weightUpdate(arma::mat const &v_states, arma::mat const &c_states, arma::mat &dwhv, arma::mat &dwhc, arma::mat &dbh, arma::mat &dbv, arma::mat &dbc) { arma::mat hv_states = v_to_h(v_states); arma::mat hc_states = c_to_h(c_states); arma::mat h_states = hv_states + hc_states; arma::mat h_probs = prob(h_states); } void Rbm::gibbs(arma::mat &h_probs, arma::mat &v_probs) { for (int gibbs=0; gibbs < m_params.numGibbs; gibbs++) { // Create visible reconstruction (a fantasy...) given hid if (m_params.gibbsDoSampleHidden) { v_probs = prob(h_to_v(sample(h_probs))); } else { v_probs = prob(h_to_v(h_probs)); } // Create hidden representation given v if (m_params.gibbsDoSampleVisible) { h_probs = prob(v_to_h(sample(v_probs))); } else { h_probs = prob(v_to_h(v_probs)); } } } void weightUpdate(arma::mat const &v_states, arma::mat const &c_states, arma::mat &dwhv, arma::mat &dwhc, arma::mat &dbh, arma::mat &dbv, arma::mat &dbc) { } void Rbm::weightUpdate(arma::mat const &v_states, arma::mat &dw, arma::mat &dbh, arma::mat &dbv) { arma::mat v_probs(v_states); arma::mat h_states = v_to_h(v_states); arma::mat h_probs = prob(h_states); // Sample hidden if (m_params.doRaoBlackwell) { h_states = h_probs; } else { h_states = sample(h_probs); } // Update weights (positive phase) dw = v_states.t() * h_states; dbv = sum(v_states, 0); dbh = sum(h_states, 0); gibbs(h_probs, v_probs); // Update weights (negative phase) dw -= v_probs.t() * h_probs; dbv -= sum(v_probs, 0); dbh -= sum(h_probs, 0); } void Rbm::train(const arma::mat& batch, IListener* pListener) { Status status; double dProgress = 100.0/(batch.n_rows*m_params.numEpochs); double progress = 0; int lastProgress = -100; int batchRowIndex = 0; arma::mat grad_bias_v(arma::zeros(1, m_bv.n_cols)); arma::mat grad_bias_h(arma::zeros(1, m_bh.n_cols)); arma::mat grad_weight(arma::zeros(m_whv.n_rows, m_whv.n_cols)); arma::mat momentum_whv = arma::zeros(m_whv.n_rows, m_whv.n_cols); arma::mat momentum_bias_v(arma::zeros(1, m_bv.n_cols)); arma::mat momentum_bias_h(arma::zeros(1, m_bh.n_cols)); arma::mat penalty_weights = arma::zeros(m_whv.n_rows, m_whv.n_cols); arma::mat ctx_state(1, m_bc.n_cols); arma::mat ctx_probs(1, m_bc.n_cols); int trainingSizeRemain = batch.n_rows; bool shouldAbort = false; while (trainingSizeRemain && !shouldAbort) { int miniBatchSizeActual = std::min(m_params.miniBatchSize, trainingSizeRemain); arma::mat miniBatch = batch.rows(batchRowIndex, batchRowIndex+miniBatchSizeActual-1); trainingSizeRemain -= miniBatchSizeActual; batchRowIndex += miniBatchSizeActual; int scaler = std::min(m_params.miniBatchSize, (int)batch.n_rows); double learning_rate = m_params.learningRate/scaler; double weight_decay = m_params.weightDecay/scaler; #if RBM_TRAIN_FLAT arma::mat h_probs(miniBatchSizeActual, m_bh.n_cols); arma::mat v_probs(miniBatchSizeActual, m_bv.n_cols); arma::mat hid_states(miniBatchSizeActual, m_bh.n_cols); #endif arma::mat v_states(miniBatchSizeActual, m_bv.n_cols); // 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 v_states = sample(miniBatch); } else { v_states = miniBatch; } for (int epoch=0; epoch < m_params.numEpochs; epoch++) { #if RBM_TRAIN_FLAT // Sample hidden h_probs = prob(v_to_h(v_states)); if (m_params.doRaoBlackwell) { hid_states = h_probs; } else { hid_states = sample(h_probs); } // Update weights (positive phase) grad_weight = v_states.t() * hid_states; grad_bias_v = sum(v_states, 0); grad_bias_h = sum(hid_states, 0); for (int gibbs=0; gibbs < m_params.numGibbs; gibbs++) { // Create visible reconstruction (a fantasy...) given hid if (m_params.gibbsDoSampleHidden) { v_probs = prob(h_to_v(sample(h_probs))); } else { v_probs = prob(h_to_v(h_probs)); } // Create hidden representation given v if (m_params.gibbsDoSampleVisible) { hid_states = v_to_h(sample(v_probs)); } else { hid_states = v_to_h(v_probs); } h_probs = prob(hid_states); } // Update weights (negative phase) grad_weight -= v_probs.t() * h_probs; grad_bias_v -= sum(v_probs, 0); grad_bias_h -= sum(h_probs, 0); #else weightUpdate(v_states, grad_weight, grad_bias_h, grad_bias_v); #endif penalty_weights = weight_decay*arma::sign(m_whv); status.L1 = accu(abs(m_whv)); status.L2 = accu(m_whv % m_whv); 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_whv = m_params.momentum*momentum_whv + grad_weight - status.L2*penalty_weights; m_bv += learning_rate*momentum_bias_v; m_bh += learning_rate*momentum_bias_h; m_whv += learning_rate*momentum_whv; progress += dProgress*miniBatchSizeActual; status.progress = (int)(progress + 0.5); if (status.progress != lastProgress) { lastProgress = status.progress; // Calculate error arma::mat diffErr = miniBatch - prob(h_to_v(prob(v_to_h(v_states)))); arma::mat diffErr_squared = diffErr % diffErr; status.err = accu(diffErr_squared)/diffErr_squared.n_elem; if (pListener) { if(!pListener->onProgress(this, status)) { shouldAbort = true; break; } } } } // Number of epochs } // number of mini batches arma::mat diffErr = batch - prob(h_to_v(prob(v_to_h(batch)))); 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::prob(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::v_to_h(const arma::mat &visible) const { return visible * m_whv + arma::repmat(m_bh, visible.n_rows, 1); } arma::mat Rbm::h_to_v(const arma::mat &hidden) const { return hidden * m_whv.t() + arma::repmat(m_bv, hidden.n_rows, 1); } arma::mat Rbm::c_to_h(const arma::mat &context) const { return context * m_whc + arma::repmat(m_bh, context.n_rows, 1); } arma::mat Rbm::h_to_c(const arma::mat &hidden) const { return hidden * m_whc.t() + arma::repmat(m_bc, hidden.n_rows, 1); } arma::mat Rbm::normalize(const arma::mat& src) { double mean = arma::accu(src)/src.n_elem; arma::mat x = src - mean; arma::mat x2 = x % x; double stddev = sqrt(arma::accu(x2)/x2.n_elem); std::cout << "mean" << " : " << std::endl << mean << std::endl; std::cout << "stddev" << ": " << std::endl << stddev << std::endl; return x/stddev; } 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_whv; } const arma::mat& Rbm::bv() const { return m_bv; } const arma::mat& Rbm::bh() const { return m_bh; }