def StochasticGradientDescent(datatuple, nn_model):
""" gradient descent over the batch features
:param datatuple:
:return:
"""
train_x, train_y, valid_x, valid_y, _, _ = datatuple
loss_val = []
train_accs = []
valid_accs = []
for i in range(FLAGS.max_iteration):
batch_x, batch_y = nnu.batch_data(train_x, train_y, FLAGS.batch_size)
delta_grad = compute_gradient(batch_x, batch_y, nn_model)
opt.GradientDescentOptimizer(nn_model, delta_grad, FLAGS.learning_rate)
if i % FLAGS.record_persteps == 0:
train_acc = evaluate_accuracy(train_x, train_y, nn_model)
train_accs.append(train_acc)
valid_acc = evaluate_accuracy(valid_x, valid_y, nn_model)
valid_accs.append(valid_acc)
print "step ", i, " training acc: ", train_acc, " valid acc:", valid_acc
loss_val.append(evaluate_loss(train_x, train_y, nn_model))
nnu.plot_list(loss_val, FLAGS.fig_dir + "SGD_objvalue.png", 1)
nnu.plot_list_acc(train_accs, valid_accs, FLAGS.fig_dir + "SGD_accs.png")
nn_model.train_acc = train_accs[-1]
nn_model.valid_acc = valid_accs[-1]
return nn_model
def AdamGrad(datatuple, nn_model):
""" Adam Gradient optimizer
:param datatuple:
:return:
"""
train_x, train_y, valid_x, valid_y, _, _ = datatuple
max_iteration = FLAGS.max_iteration
n_layer = FLAGS.n_layer # the last layer is the output of network
n_feat = FLAGS.n_feat
n_nodes = FLAGS.n_nodes
epsilon = 1e-8
train_accs = []
valid_accs = []
loss_val = []
G_np = np.zeros_like(nnu.dict_to_nparray(nn_model.model, n_layer))
G = nnu.nparray_to_dictionary(G_np, n_feat, n_nodes, n_layer)
for i in range(max_iteration):
batch_x, batch_y = nnu.batch_data(train_x, train_y, FLAGS.batch_size)
# compute gradient
delta_grad = compute_gradient(batch_x, batch_y,
nn_model) # gradient of L(theta)
g_square = nnu.dict_mul(delta_grad, delta_grad) # g^2
G = nnu.dict_add(G, g_square) # vt = alpha vt-1 - beta * g
G_np = nnu.dict_to_nparray(G, n_layer)
temp_np = np.divide(
-float(FLAGS.learning_rate),
np.sqrt(G_np + epsilon)) # -learning_rate * / sqrt(G_t + epsilon)
temp_dict = nnu.nparray_to_dictionary(
temp_np, n_feat, n_nodes,
n_layer) # converet np array to dictionary
temp_dict = nnu.dict_mul(temp_dict, delta_grad)
nn_model.model = nnu.dict_add(nn_model.model, temp_dict)
if i % FLAGS.record_persteps == 0:
train_acc = evaluate_accuracy(train_x, train_y, nn_model)
train_accs.append(train_acc)
valid_acc = evaluate_accuracy(valid_x, valid_y, nn_model)
valid_accs.append(valid_acc)
print "step ", i, " training acc: ", train_acc, " valid acc:", valid_acc
loss_val.append(evaluate_loss(train_x, train_y, nn_model))
nnu.plot_list_acc(train_accs, valid_accs, FLAGS.fig_dir + "Adam_accs.png")
nnu.plot_list(loss_val, FLAGS.fig_dir + "Adam_objvalue.png", 1)
np.save(FLAGS.fig_dir + "Adam_accs.npy", tuple([train_accs, valid_accs]))
nn_model.train_acc = train_accs[-1]
nn_model.valid_acc = valid_accs[-1]
return nn_model
def NesterovAcceleratedGrad(datatuple, nn_model, alpha, beta):
""" Stochastic Gradient Descent with Nesterov Acceleration
:param datatuple:
:return:
"""
train_x, train_y, valid_x, valid_y, _, _ = datatuple
max_iteration = FLAGS.max_iteration
n_layer = FLAGS.n_layer # the last layer is the output of network
n_feat = FLAGS.n_feat
n_nodes = FLAGS.n_nodes
#
# nn_model = NeuralNet(n_layer, n_nodes, n_feat)
train_accs = []
valid_accs = []
loss_val = []
cumulative_grad_np = np.zeros_like(
nnu.dict_to_nparray(nn_model.model, n_layer))
cumulative_grad = nnu.nparray_to_dictionary(cumulative_grad_np, n_feat,
n_nodes, n_layer)
for i in range(max_iteration):
batch_x, batch_y = nnu.batch_data(train_x, train_y, FLAGS.batch_size)
cumulative_grad = nnu.dict_mulscala(cumulative_grad,
alpha) # alpha * vt-1
nn_model.model = nnu.dict_add(
nn_model.model, cumulative_grad) # theta = theta0 + alpha * vt-1
# compute gradient
delta_grad = compute_gradient(
batch_x, batch_y, nn_model) # gradient of L(theta0 + alpha * vt-1)
delta_grad = nnu.dict_mulscala(delta_grad, -beta) # - beta * g
cumulative_grad = nnu.dict_add(
cumulative_grad, delta_grad) # vt = alpha vt-1 - beta * g
nn_model.model = nnu.dict_add(
nn_model.model,
delta_grad) #theta = theta0 + alpha * vt-1 - beta*g
if i % FLAGS.record_persteps == 0:
train_acc = evaluate_accuracy(train_x, train_y, nn_model)
train_accs.append(train_acc)
valid_acc = evaluate_accuracy(valid_x, valid_y, nn_model)
valid_accs.append(valid_acc)
print "step ", i, " training acc: ", train_acc, " valid acc:", valid_acc
loss_val.append(evaluate_loss(train_x, train_y, nn_model))
nnu.plot_list(loss_val, FLAGS.fig_dir + "Nesterov_objvalue.png", 1)
nnu.plot_list_acc(train_accs, valid_accs,
FLAGS.fig_dir + "Nesterov_accs.png")
nn_model.train_acc = train_accs[-1]
nn_model.valid_acc = valid_accs[-1]
return nn_model
def Adamdelta(datatuple, nn_model, gamma):
""" Adamdelta Gradient optimizer
:param datatuple:
:return:
"""
train_x, train_y, valid_x, valid_y, _, _ = datatuple
max_iteration = FLAGS.max_iteration
n_layer = FLAGS.n_layer # the last layer is the output of network
n_feat = FLAGS.n_feat
n_nodes = FLAGS.n_nodes
epsilon = 1e-8
loss_val = []
train_accs = []
valid_accs = []
G_np = np.zeros_like(nnu.dict_to_nparray(nn_model.model, n_layer))
RMS_deltatheta_prev = np.zeros_like(G_np)
Delta_theta = np.zeros_like(G_np)
for i in range(max_iteration):
batch_x, batch_y = nnu.batch_data(train_x, train_y, FLAGS.batch_size)
# compute gradient
delta_grad = compute_gradient(batch_x, batch_y,
nn_model) # gradient of L(theta)
delta_grad_np = nnu.dict_to_nparray(delta_grad, n_layer)
g_square_np = np.multiply(delta_grad_np, delta_grad_np) # g^2
G_np = G_np * gamma + g_square_np * (
1 - gamma) # Gt = gamma * Gt + (1 - gamma) * g^2
RMS_gt = np.sqrt(G_np + epsilon) # sqrt(G_t + epsilon)
delta_theta = np.multiply(
-np.divide(RMS_deltatheta_prev, RMS_gt),
delta_grad_np) # - RMS_delta_theta^2 t-1 / RMS_g^2 t .* gt
Delta_theta = Delta_theta * gamma + (delta_theta**2) * (
1 - gamma) # delta_theta^2*gamma + (1-gamma)*delta_theta^2
RMS_theta = np.sqrt(Delta_theta + epsilon)
RMS_deltatheta_prev = RMS_theta
temp_dict = nnu.nparray_to_dictionary(
delta_theta, n_feat, n_nodes,
n_layer) # converet np array to dictionary
nn_model.model = nnu.dict_add(nn_model.model, temp_dict)
if i % FLAGS.record_persteps == 0:
train_acc = evaluate_accuracy(train_x, train_y, nn_model)
train_accs.append(train_acc)
valid_acc = evaluate_accuracy(valid_x, valid_y, nn_model)
valid_accs.append(valid_acc)
print "step ", i, " training acc: ", train_acc, " valid acc:", valid_acc
loss_val.append(evaluate_loss(train_x, train_y, nn_model))
nnu.plot_list_acc(train_accs, valid_accs,
FLAGS.fig_dir + "Adamdelta_accs.png")
nnu.plot_list(loss_val, FLAGS.fig_dir + "Adamdelta_objvalue.png", 1)
nn_model.train_acc = train_accs[-1]
nn_model.valid_acc = valid_accs[-1]
return nn_model