def compute_cost(theta, *args):
assert (len(args) > 2 and len(args) < 7)
lamb = 0.0001
sparsity_param = 0.01
beta = 3
data = args[0]
visible_size = args[1]
hidden_size = args[2]
assert (isinstance(hidden_size, list))
if len(args) > 3:
lamb = args[3]
if len(args) > 4:
sparsity_param = args[4]
if len(args) > 5:
beta = args[5]
# Initialize network layers
z = dict() # keys are from 2 to number of layers
a = dict() # keys are from 1 to number of layers
# Get parameters from theta of vector version
stack = para2stack(theta, hidden_size, visible_size)
W = stack[0]
b = stack[1]
layer_num = len(hidden_size) + 1
layer_ind = range(layer_num + 1)
layer_ind.remove(0)
cost = 0
# rho is the average activation of hidden layer units
rho = dict()
sparsity_mat = dict()
sparse_kl = dict()
for ind in layer_ind[:-1]:
rho[ind + 1] = np.zeros(b.get(ind).shape)
sparsity_mat[ind + 1] = np.ones(b.get(ind).shape) * sparsity_param
# paralization, to be updated
for i in range(data.shape[1]):
a[1] = data[:, i].reshape(visible_size, 1)
for l in layer_ind:
z[l + 1] = np.dot(W[l], a[l]) + b[l]
a[l + 1] = sigmoid(z[l + 1])
if l is layer_ind[-1]:
break
rho[l + 1] += a[l + 1]
cost += sum(np.power(a.get(a.keys()[-1]) - a[1], 2)) / 2
# Out of sample-loop
for k in rho.keys():
rho[k] /= data.shape[1]
sparse_kl[k] = sparsity_param * np.log(sparsity_mat[k] / rho[k]) +\
(1 - sparsity_param) * np.log((1 - sparsity_mat[k]) / (1 - rho[k]))
cost = cost / data.shape[1]
for ind in layer_ind:
cost += lamb / 2 * (sum(sum(np.power(W[ind], 2))))
if ind is not (layer_ind[0] or layer_ind[-1]):
cost += beta * sum(sparse_kl[ind])
return cost
def compute_cost(theta, *args):
assert(len(args) > 2 and len(args) < 7)
lamb = 0.0001
sparsity_param = 0.01
beta = 3
data = args[0]
visible_size = args[1]
hidden_size = args[2]
assert(isinstance(hidden_size, list))
if len(args) > 3:
lamb = args[3]
if len(args) > 4:
sparsity_param = args[4]
if len(args) > 5:
beta = args[5]
# Initialize network layers
z = dict() # keys are from 2 to number of layers
a = dict() # keys are from 1 to number of layers
# Get parameters from theta of vector version
stack = para2stack(theta, hidden_size, visible_size)
W = stack[0]
b = stack[1]
layer_num = len(hidden_size) + 1
layer_ind = range(layer_num + 1)
layer_ind.remove(0)
cost = 0
# rho is the average activation of hidden layer units
rho = dict()
sparsity_mat = dict()
sparse_kl = dict()
for ind in layer_ind[:-1]:
rho[ind + 1] = np.zeros(b.get(ind).shape)
sparsity_mat[ind + 1] = np.ones(b.get(ind).shape) * sparsity_param
# paralization, to be updated
for i in range(data.shape[1]):
a[1] = data[:, i].reshape(visible_size, 1)
for l in layer_ind:
z[l+1] = np.dot(W[l], a[l]) + b[l]
a[l+1] = sigmoid(z[l+1])
if l is layer_ind[-1]:
break
rho[l+1] += a[l+1]
cost += sum(np.power(a.get(a.keys()[-1]) - a[1], 2)) / 2
# Out of sample-loop
for k in rho.keys():
rho[k] /= data.shape[1]
sparse_kl[k] = sparsity_param * np.log(sparsity_mat[k] / rho[k]) +\
(1 - sparsity_param) * np.log((1 - sparsity_mat[k]) / (1 - rho[k]))
cost = cost / data.shape[1]
for ind in layer_ind:
cost += lamb / 2 * (sum(sum(np.power(W[ind], 2))))
if ind is not (layer_ind[0] or layer_ind[-1]):
cost += beta * sum(sparse_kl[ind])
return cost
def compute_grad(theta, *args):
assert (len(args) > 2 and len(args) < 7)
lamb = 0.0001
sparsity_param = 0.01
beta = 3
data = args[0]
visible_size = args[1]
hidden_size = args[2]
assert (isinstance(hidden_size, list))
if len(args) > 3:
lamb = args[3]
if len(args) > 4:
sparsity_param = args[4]
if len(args) > 5:
beta = args[5]
# Get parameters from theta of vector version
stack = para2stack(theta, hidden_size, visible_size)
W = stack[0]
b = stack[1]
layer_num = len(hidden_size) + 1
layer_ind = range(layer_num + 1)
layer_ind.remove(0)
# initialize gradients and delta items
W_grad = dict()
b_grad = dict()
W_delta = dict()
b_delta = dict()
W_partial_derivative = dict()
b_partial_derivative = dict()
for ind in layer_ind:
W_grad[ind] = np.zeros(W[ind].shape)
b_grad[ind] = np.zeros(b[ind].shape)
W_delta[ind] = np.zeros(W[ind].shape)
b_delta[ind] = np.zeros(b[ind].shape)
# initialize network layers
z = dict() # keys are from 2 to number of layers
a = dict() # keys are from 1 to number of layers
sigma = dict() # keys are from 2 to number of layers
# Sparsity pre-feedforward process, to get rho
# rho is the average activation of hidden layer units
rho = dict()
sparsity_mat = dict()
for ind in layer_ind[:-1]:
rho[ind + 1] = np.zeros(b.get(ind).shape)
sparsity_mat[ind + 1] = np.ones(b.get(ind).shape) * sparsity_param
# paralization, to be updated
for i in range(data.shape[1]):
a[1] = data[:, i].reshape(visible_size, 1)
for l in layer_ind:
z[l + 1] = np.dot(W[l], a[l]) + b[l]
a[l + 1] = sigmoid(z[l + 1])
if l is layer_ind[-1]:
break
rho[l + 1] += a[l + 1]
for k in rho.keys():
rho[k] /= data.shape[1]
# Backpropogation
# paralization, to be updated
sparsity_sigma = dict()
for i in range(data.shape[1]):
a[1] = data[:, i].reshape(visible_size, 1)
for l in layer_ind:
z[l + 1] = np.dot(W[l], a[l]) + b[l]
a[l + 1] = sigmoid(z[l + 1])
sigma[layer_ind[-1] + 1] = -(a[1] - a[layer_ind[-1] + 1]) *\
(a[layer_ind[-1] + 1] * (1 - a[layer_ind[-1] + 1]))
for l in range(2, layer_ind[-1] + 1)[::-1]:
sparsity_sigma[l] = -sparsity_mat[l] / rho[l] +\
(1 - sparsity_mat[l]) / (1 - rho[l])
sigma[l] = (np.dot(W[l].T, sigma[l + 1]) +
beta * sparsity_sigma[l]) * (a[l] * (1 - a[l]))
for l in layer_ind:
W_partial_derivative[l] = np.dot(sigma[l + 1], a[l].T)
b_partial_derivative[l] = sigma[l + 1]
W_delta[l] += W_partial_derivative[l]
b_delta[l] += b_partial_derivative[l]
# gradient computing
for l in layer_ind:
W_grad[l] = W_delta[l] / data.shape[1] + lamb * W[l]
b_grad[l] = b_delta[l] / data.shape[1]
# return vector version 'grad'
gradstack = (W_grad, b_grad)
grad = stack2para(gradstack)
return grad
def compute_grad(theta, *args):
assert(len(args) > 2 and len(args) < 7)
lamb = 0.0001
sparsity_param = 0.01
beta = 3
data = args[0]
visible_size = args[1]
hidden_size = args[2]
assert(isinstance(hidden_size, list))
if len(args) > 3:
lamb = args[3]
if len(args) > 4:
sparsity_param = args[4]
if len(args) > 5:
beta = args[5]
# Get parameters from theta of vector version
stack = para2stack(theta, hidden_size, visible_size)
W = stack[0]
b = stack[1]
layer_num = len(hidden_size) + 1
layer_ind = range(layer_num + 1)
layer_ind.remove(0)
# initialize gradients and delta items
W_grad = dict()
b_grad = dict()
W_delta = dict()
b_delta = dict()
W_partial_derivative = dict()
b_partial_derivative = dict()
for ind in layer_ind:
W_grad[ind] = np.zeros(W[ind].shape)
b_grad[ind] = np.zeros(b[ind].shape)
W_delta[ind] = np.zeros(W[ind].shape)
b_delta[ind] = np.zeros(b[ind].shape)
# initialize network layers
z = dict() # keys are from 2 to number of layers
a = dict() # keys are from 1 to number of layers
sigma = dict() # keys are from 2 to number of layers
# Sparsity pre-feedforward process, to get rho
# rho is the average activation of hidden layer units
rho = dict()
sparsity_mat = dict()
for ind in layer_ind[:-1]:
rho[ind + 1] = np.zeros(b.get(ind).shape)
sparsity_mat[ind + 1] = np.ones(b.get(ind).shape) * sparsity_param
# paralization, to be updated
for i in range(data.shape[1]):
a[1] = data[:, i].reshape(visible_size, 1)
for l in layer_ind:
z[l+1] = np.dot(W[l], a[l]) + b[l]
a[l+1] = sigmoid(z[l+1])
if l is layer_ind[-1]:
break
rho[l+1] += a[l+1]
for k in rho.keys():
rho[k] /= data.shape[1]
# Backpropogation
# paralization, to be updated
sparsity_sigma = dict()
for i in range(data.shape[1]):
a[1] = data[:, i].reshape(visible_size, 1)
for l in layer_ind:
z[l+1] = np.dot(W[l], a[l]) + b[l]
a[l+1] = sigmoid(z[l+1])
sigma[layer_ind[-1] + 1] = -(a[1] - a[layer_ind[-1] + 1]) *\
(a[layer_ind[-1] + 1] * (1 - a[layer_ind[-1] + 1]))
for l in range(2, layer_ind[-1] + 1)[::-1]:
sparsity_sigma[l] = -sparsity_mat[l] / rho[l] +\
(1 - sparsity_mat[l]) / (1 - rho[l])
sigma[l] = (np.dot(W[l].T, sigma[l + 1]) + beta *
sparsity_sigma[l]) * (a[l] * (1 - a[l]))
for l in layer_ind:
W_partial_derivative[l] = np.dot(sigma[l + 1], a[l].T)
b_partial_derivative[l] = sigma[l + 1]
W_delta[l] += W_partial_derivative[l]
b_delta[l] += b_partial_derivative[l]
# gradient computing
for l in layer_ind:
W_grad[l] = W_delta[l] / data.shape[1] + lamb * W[l]
b_grad[l] = b_delta[l] / data.shape[1]
# return vector version 'grad'
gradstack = (W_grad, b_grad)
grad = stack2para(gradstack)
return grad