def test_sgd_optimizer_trigger_stopping():
params = [np.zeros(shape) for shape in shapes]
lr = 2e-6
optimizer = SGDOptimizer(params, lr, lr_schedule='adaptive')
assert not optimizer.trigger_stopping('', False)
assert lr / 5 == optimizer.learning_rate
assert optimizer.trigger_stopping('', False)
def test_sgd_optimizer_trigger_stopping():
params = [np.zeros(shape) for shape in shapes]
lr = 2e-6
optimizer = SGDOptimizer(params, lr, lr_schedule='adaptive')
assert_false(optimizer.trigger_stopping('', False))
assert_equal(lr / 5, optimizer.learning_rate)
assert_true(optimizer.trigger_stopping('', False))
def test_sgd_optimizer_trigger_stopping():
params = [np.zeros(shape) for shape in shapes]
lr = 2e-6
optimizer = SGDOptimizer(params, lr, lr_schedule='adaptive')
assert_false(optimizer.trigger_stopping('', False))
assert_equal(lr / 5, optimizer.learning_rate)
assert_true(optimizer.trigger_stopping('', False))
def test_neuralNetwork_sgd():
from sklearn.neural_network._stochastic_optimizers import SGDOptimizer
np.random.seed(2019)
X = np.random.normal(size=(1, 500))
target = 3.9285985 * X
nn = NeuralNetwork(inputs=1,
neurons=3,
outputs=1,
activations='sigmoid',
silent=True)
nn.addLayer()
nn.addLayer()
nn.addOutputLayer(activations='identity')
learning_rate = 0.001
yhat = nn.forward_pass(X)
nn.backpropagation(yhat.T, target.T)
nn.learning_rate = learning_rate
initial_params = copy.deepcopy(nn.weights + nn.biases)
nn.sgd()
grad = nn.d_weights + nn.d_biases
params = nn.weights + nn.biases
change = [p - i_p for p, i_p in zip(params, initial_params)]
skl_sgd = SGDOptimizer(params=initial_params,
learning_rate_init=learning_rate,
nesterov=False,
momentum=1.0)
upd = skl_sgd._get_updates(grad)
for update_nn, update_skl in zip(change, upd):
assert update_nn == pytest.approx(update_skl)
def test_sgd_optimizer_no_momentum():
params = [np.zeros(shape) for shape in shapes]
for lr in [10 ** i for i in range(-3, 4)]:
optimizer = SGDOptimizer(params, lr, momentum=0, nesterov=False)
grads = [np.random.random(shape) for shape in shapes]
expected = [param - lr * grad for param, grad in zip(params, grads)]
optimizer.update_params(grads)
for exp, param in zip(expected, optimizer.params):
assert_array_equal(exp, param)
def test_sgd_optimizer_no_momentum():
params = [np.zeros(shape) for shape in shapes]
for lr in [10 ** i for i in range(-3, 4)]:
optimizer = SGDOptimizer(params, lr, momentum=0, nesterov=False)
grads = [np.random.random(shape) for shape in shapes]
expected = [param - lr * grad for param, grad in zip(params, grads)]
optimizer.update_params(grads)
for exp, param in zip(expected, optimizer.params):
assert_array_equal(exp, param)
def test_sgd_optimizer_momentum():
params = [np.zeros(shape) for shape in shapes]
lr = 0.1
for momentum in np.arange(0.5, 0.9, 0.1):
optimizer = SGDOptimizer(params, lr, momentum=momentum, nesterov=False)
velocities = [np.random.random(shape) for shape in shapes]
optimizer.velocities = velocities
grads = [np.random.random(shape) for shape in shapes]
updates = [momentum * velocity - lr * grad
for velocity, grad in zip(velocities, grads)]
expected = [param + update for param, update in zip(params, updates)]
optimizer.update_params(grads)
for exp, param in zip(expected, optimizer.params):
assert_array_equal(exp, param)
def test_sgd_optimizer_momentum():
params = [np.zeros(shape) for shape in shapes]
lr = 0.1
for momentum in np.arange(0.5, 0.9, 0.1):
optimizer = SGDOptimizer(params, lr, momentum=momentum, nesterov=False)
velocities = [np.random.random(shape) for shape in shapes]
optimizer.velocities = velocities
grads = [np.random.random(shape) for shape in shapes]
updates = [momentum * velocity - lr * grad
for velocity, grad in zip(velocities, grads)]
expected = [param + update for param, update in zip(params, updates)]
optimizer.update_params(grads)
for exp, param in zip(expected, optimizer.params):
assert_array_equal(exp, param)
def test_sgd_optimizer_nesterovs_momentum():
params = [np.zeros(shape) for shape in shapes]
lr = 0.1
rng = np.random.RandomState(0)
for momentum in np.arange(0.5, 0.9, 0.1):
optimizer = SGDOptimizer(params, lr, momentum=momentum, nesterov=True)
velocities = [rng.random_sample(shape) for shape in shapes]
optimizer.velocities = velocities
grads = [rng.random_sample(shape) for shape in shapes]
updates = [
momentum * velocity - lr * grad
for velocity, grad in zip(velocities, grads)
]
updates = [
momentum * update - lr * grad
for update, grad in zip(updates, grads)
]
expected = [param + update for param, update in zip(params, updates)]
optimizer.update_params(params, grads)
for exp, param in zip(expected, params):
assert_array_equal(exp, param)
def _fit_stochastic(self, X, y, X_val, y_val, activations, deltas,
coef_grads, intercept_grads, layer_units, incremental):
if not incremental or not hasattr(self, '_optimizer'):
params = self.coefs_ + self.intercepts_
if self.solver == 'sgd':
self._optimizer = SGDOptimizer(params, self.learning_rate_init,
self.learning_rate,
self.momentum,
self.nesterovs_momentum,
self.power_t)
elif self.solver == 'adam':
self._optimizer = AdamOptimizer(params,
self.learning_rate_init,
self.beta_1, self.beta_2,
self.epsilon)
# early_stopping in partial_fit doesn't make sense
early_stopping = self.early_stopping and not incremental
n_samples = X.shape[0]
if self.batch_size == 'auto':
batch_size = min(200, n_samples)
else:
batch_size = np.clip(self.batch_size, 1, n_samples)
try:
for it in range(self.max_iter):
X, y = shuffle(X, y, random_state=self._random_state)
accumulated_loss = 0.0
for batch_slice in gen_batches(n_samples, batch_size):
activations[0] = X[batch_slice]
batch_loss, coef_grads, intercept_grads = self._backprop(
X[batch_slice], y[batch_slice], activations, deltas,
coef_grads, intercept_grads)
accumulated_loss += batch_loss * (batch_slice.stop -
batch_slice.start)
# update weights
grads = coef_grads + intercept_grads
self._optimizer.update_params(grads)
# Get val path
activations[0] = X_val
activations = self._forward_pass(activations)
loss_val = LOSS_FUNCTIONS[self.loss](y_val, activations[-1])
self.lpath['val'].append(loss_val)
self.n_iter_ += 1
self.loss_ = accumulated_loss / X.shape[0]
self.t_ += n_samples
self.loss_curve_.append(self.loss_)
self.lpath['train'].append(self.loss_)
if self.verbose:
print("Iteration %d, loss = %.8f" %
(self.n_iter_, self.loss_))
# update no_improvement_count based on training loss or
# validation score according to early_stopping
self._update_no_improvement_count(early_stopping, X_val, y_val)
# for learning rate that needs to be updated at iteration end
self._optimizer.iteration_ends(self.t_)
if self._no_improvement_count > self.n_iter_no_change:
# not better than last `n_iter_no_change` iterations by tol
# stop or decrease learning rate
if early_stopping:
msg = ("Validation score did not improve more than "
"tol=%f for %d consecutive epochs." %
(self.tol, self.n_iter_no_change))
else:
msg = ("Training loss did not improve more than tol=%f"
" for %d consecutive epochs." %
(self.tol, self.n_iter_no_change))
is_stopping = self._optimizer.trigger_stopping(
msg, self.verbose)
if is_stopping:
break
else:
self._no_improvement_count = 0
if incremental:
break
if self.n_iter_ == self.max_iter:
warnings.warn(
"Stochastic Optimizer: Maximum iterations (%d) "
"reached and the optimization hasn't converged yet." %
self.max_iter, ConvergenceWarning)
except KeyboardInterrupt:
warnings.warn("Training interrupted by user.")
if early_stopping:
# restore best weights
self.coefs_ = self._best_coefs
self.intercepts_ = self._best_intercepts
# In[90]:
from sklearn.model_selection import train_test_split
X5_train, X5_test, y5_train, y5_test = train_test_split(X5, y5, test_size=0.20)
print("Sample in traiing set:::", X5_train.shape)
print("Sample in testing set:::", X5_test.shape)
print("Sample of target in training set::", y5_train.shape)
print("Sample of target in testing set::", y5_test.shape)
# In[122]:
from sklearn.neural_network._stochastic_optimizers import SGDOptimizer
# In[177]:
gd = SGDOptimizer(params='0.1', learning_rate_init=0.1)
# In[184]:
gd.fit(X5_train, y5_train)
# In[193]:
from sklearn.metrics import classification_report, confusion_matrix
print(confusion_matrix(y5_test, pred5.round()))
print(classification_report(y5_test, pred5.round()))
# In[194]:
from sklearn.metrics import accuracy_score
accuracy5 = accuracy_score(y5_test, pred5.round())
def _fit_stochastic(self, X, y, activations, deltas, coef_grads,
intercept_grads, layer_units, incremental):
if not incremental or not hasattr(self, '_optimizer'):
params = self.coefs_ + self.intercepts_
if self.solver == 'sgd':
self._optimizer = SGDOptimizer(
params, self.learning_rate_init, self.learning_rate,
self.momentum, self.nesterovs_momentum, self.power_t)
elif self.solver == 'adam':
self._optimizer = AdamOptimizer(
params, self.learning_rate_init, self.beta_1, self.beta_2,
self.epsilon)
# early_stopping in partial_fit doesn't make sense
early_stopping = self.early_stopping and not incremental
if early_stopping:
X, X_val, y, y_val = train_test_split(
X, y, random_state=self._random_state,
test_size=self.validation_fraction)
if isinstance(self, ClassifierMixin):
y_val = self._label_binarizer.inverse_transform(y_val)
else:
X_val = None
y_val = None
n_samples = X.shape[0]
if self.batch_size == 'auto':
batch_size = min(200, n_samples)
else:
batch_size = np.clip(self.batch_size, 1, n_samples)
'''for explanation start'''
activations_over_all_itr = []
'''for explanation end'''
try:
for it in range(self.max_iter):
X, y = shuffle(X, y, random_state=self._random_state)
accumulated_loss = 0.0
for batch_slice in gen_batches(n_samples, batch_size):
activations[0] = X[batch_slice]
batch_loss, coef_grads, intercept_grads = self._backprop(
X[batch_slice], y[batch_slice], activations, deltas,
coef_grads, intercept_grads)
accumulated_loss += batch_loss * (batch_slice.stop -
batch_slice.start)
# update weights
grads = coef_grads + intercept_grads
self._optimizer.update_params(grads)
'''for explanation start'''
activations_over_all_itr.append(activations)
'''for explanation end'''
self.n_iter_ += 1
self.loss_ = accumulated_loss / X.shape[0]
self.t_ += n_samples
self.loss_curve_.append(self.loss_)
if self.verbose:
print("Iteration %d, loss = %.8f" % (self.n_iter_,
self.loss_))
# update no_improvement_count based on training loss or
# validation score according to early_stopping
self._update_no_improvement_count(early_stopping, X_val, y_val)
# for learning rate that needs to be updated at iteration end
self._optimizer.iteration_ends(self.t_)
if self._no_improvement_count > 2:
# not better than last two iterations by tol.
# stop or decrease learning rate
if early_stopping:
msg = ("Validation score did not improve more than "
"tol=%f for two consecutive epochs." % self.tol)
else:
msg = ("Training loss did not improve more than tol=%f"
" for two consecutive epochs." % self.tol)
is_stopping = self._optimizer.trigger_stopping(
msg, self.verbose)
if is_stopping:
break
else:
self._no_improvement_count = 0
if incremental:
break
if self.n_iter_ == self.max_iter:
warnings.warn(
"Stochastic Optimizer: Maximum iterations (%d) "
"reached and the optimization hasn't converged yet."
% self.max_iter, ConvergenceWarning)
except KeyboardInterrupt:
warnings.warn("Training interrupted by user.")
if early_stopping:
# restore best weights
self.coefs_ = self._best_coefs
self.intercepts_ = self._best_intercepts
'''for explanation start'''
return activations_over_all_itr
'''for explanation end'''
def _fit_stochastic(
self,
X,
y,
activations,
deltas,
coef_grads,
intercept_grads,
layer_units,
incremental,
):
if not incremental or not hasattr(self, "_optimizer"):
params = self.coefs_ + self.intercepts_
if self.solver == "sgd":
self._optimizer = SGDOptimizer(
params,
self.learning_rate_init,
self.learning_rate,
self.momentum,
self.nesterovs_momentum,
self.power_t,
)
elif self.solver == "adam":
self._optimizer = AdamOptimizer(
params,
self.learning_rate_init,
self.beta_1,
self.beta_2,
self.epsilon,
)
# early_stopping in partial_fit doesn't make sense
early_stopping = self.early_stopping and not incremental
if early_stopping:
# don't stratify in multilabel classification
# should_stratify = is_classifier(self) and self.n_outputs_ == 1
# stratify = y if should_stratify else None
# X, X_val, y, y_val = train_test_split(
# X,
# y,
# random_state=self._random_state,
# test_size=self.validation_fraction,
# stratify=stratify,
# )
# if is_classifier(self):
# y_val = self._label_binarizer.inverse_transform(y_val)
# --------------------------- #
# Custom validation set #
# --------------------------- #
X_val = self.custom_validation_data[0]
y_val = self.custom_validation_data[1]
if type(X_val) is not np.ndarray:
X_val = X_val.to_numpy()
if type(y_val) is not np.ndarray:
y_val = y_val.to_numpy()
# --------------------------- #
# Custom code end #
# --------------------------- #
else:
X_val = None
y_val = None
n_samples = X.shape[0]
if self.batch_size == "auto":
batch_size = min(200, n_samples)
else:
batch_size = np.clip(self.batch_size, 1, n_samples)
try:
for it in tqdm(range(self.max_iter), unit="iteration"):
if self.shuffle:
X, y = shuffle(X, y, random_state=self._random_state)
accumulated_loss = 0.0
for batch_slice in gen_batches(n_samples, batch_size):
activations[0] = X[batch_slice]
batch_loss, coef_grads, intercept_grads = self._backprop(
X[batch_slice],
y[batch_slice],
activations,
deltas,
coef_grads,
intercept_grads,
)
accumulated_loss += batch_loss * (batch_slice.stop -
batch_slice.start)
# update weights
grads = coef_grads + intercept_grads
self._optimizer.update_params(grads)
self.n_iter_ += 1
self.loss_ = accumulated_loss / X.shape[0]
self.t_ += n_samples
self.loss_curve_.append(self.loss_)
if self.verbose:
print("Iteration %d, loss = %.8f" %
(self.n_iter_, self.loss_))
# update no_improvement_count based on training loss or
# validation score according to early_stopping
self._update_no_improvement_count(early_stopping, X_val, y_val)
# for learning rate that needs to be updated at iteration end
self._optimizer.iteration_ends(self.t_)
if self._no_improvement_count > self.n_iter_no_change:
# not better than last `n_iter_no_change` iterations by tol
# stop or decrease learning rate
if early_stopping:
msg = ("Validation score did not improve more than "
"tol=%f for %d consecutive epochs." %
(self.tol, self.n_iter_no_change))
else:
msg = ("Training loss did not improve more than tol=%f"
" for %d consecutive epochs." %
(self.tol, self.n_iter_no_change))
is_stopping = self._optimizer.trigger_stopping(
msg, self.verbose)
if is_stopping:
break
else:
self._no_improvement_count = 0
if incremental:
break
if self.n_iter_ == self.max_iter:
warnings.warn(
"Stochastic Optimizer: Maximum iterations (%d) "
"reached and the optimization hasn't converged yet." %
self.max_iter,
ConvergenceWarning,
)
except KeyboardInterrupt:
warnings.warn("Training interrupted by user.")
if early_stopping:
# restore best weights
self.coefs_ = self._best_coefs
self.intercepts_ = self._best_intercepts
