def train_SdA(train_names, valid_names, output_folder, base_folder, window_size, corruption_levels, pretraining_epochs, start_base, rank, pretrain_lr): """ Demonstrates how to train and test a stochastic denoising autoencoder. This is demonstrated on ICHI. :type pretraining_epochs: int :param pretraining_epochs: number of epoch to do pretraining :type n_iter: int :param n_iter: maximal number of iterations ot run the optimizer :type datasets: array :param datasets: [train_set, valid_set, test_set] :type output_folder: string :param output_folder: folder for costand error graphics with results """ # compute number of examples given in training set n_in = window_size*3 # number of input units n_out = 7 # number of output units # numpy random generator # start-snippet-3 numpy_rng = numpy.random.RandomState(89677) print '... building the model' # construct the stacked denoising autoencoder class sda = SdA( numpy_rng=numpy_rng, n_ins=n_in, hidden_layers_sizes=[window_size*2, window_size], n_outs=n_out ) # end-snippet-3 start-snippet-4 ######################### # PRETRAINING THE MODEL # ######################### start_time = timeit.default_timer() ''' pretrained_sda = pretrain_sda_sgd(sda=sda, train_names=train_names, window_size=window_size, pretraining_epochs=pretraining_epochs, pretrain_lr=pretrain_lr, corruption_levels=corruption_levels) ''' pretrained_sda = pretrain_sda_cg(sda=sda, train_names=train_names, window_size=window_size, pretraining_epochs=pretraining_epochs, corruption_levels=corruption_levels) end_time = timeit.default_timer() for i in xrange(sda.n_layers): print(i, 'i pretrained') visualize_pretraining(train_cost=pretrained_sda.dA_layers[i].train_cost_array, window_size=window_size, learning_rate=0, corruption_level=corruption_levels[i], n_hidden=sda.dA_layers[i].n_hidden, da_layer=i, datasets_folder=output_folder, base_folder=base_folder) print >> sys.stderr, ('The pretraining code for file ' + os.path.split(__file__)[1] + ' ran for %.2fm' % ((end_time - start_time) / 60.)) # end-snippet-4 ######################## # FINETUNING THE MODEL # ######################## #create matrices for params of HMM layer n_hiddens=[5]*n_out #create hmm container hmmLayer = GeneralHMM( n_hiddens = n_hiddens, n_hmms = n_out ) #train_hmm train_reader = ICHISeqDataReader(train_names) n_train_patients = len(train_names) #train hmms on data of each pattient for train_patient in xrange(n_train_patients): #get data divided on sequences with respect to labels train_set = train_reader.read_one_with_window( window_size=window_size, divide=True ) for i in xrange(hmmLayer.n_hmms): cur_train_set = train_set[i].eval() if cur_train_set.shape[0] <= 0: continue print('train_set[i].eval(): ', train_set[i].eval().shape) #get (avg, disp) labels for x-values train_visible_after_sda = numpy.array([sda.get_da_output( numpy.array(cur_train_set[time]).reshape(1, -1)) for time in xrange(cur_train_set.shape[0])]) x_labels = create_labels_after_das( da_output_matrix = train_visible_after_sda, rank=rank, start_base=start_base ) hmmLayer.hmm_models[i].fit([numpy.array(x_labels).reshape(-1, 1)]) error_cur_epoch = hmmLayer.validate_model( valid_names = valid_names, window_size = window_size, rank = rank, start_base = start_base ) hmmLayer.valid_error_array.append([]) hmmLayer.valid_error_array[-1].append(train_patient) hmmLayer.valid_error_array[-1].append(error_cur_epoch) gc.collect() gc.collect() print('MultinomialHMM created') sda.set_hmm_layer( hmm_model=hmmLayer ) return sda
def test_SdA(datasets, output_folder, base_folder, window_size, pretraining_epochs=15, training_epochs=1000): """ Demonstrates how to train and test a stochastic denoising autoencoder. This is demonstrated on ICHI. :type pretraining_epochs: int :param pretraining_epochs: number of epoch to do pretraining :type n_iter: int :param n_iter: maximal number of iterations ot run the optimizer :type datasets: array :param datasets: [train_set, valid_set, test_set] :type output_folder: string :param output_folder: folder for costand error graphics with results """ # split the datasets (train_set_x, train_set_y) = datasets[0] (valid_set_x, valid_set_y) = datasets[1] (test_set_x, test_set_y) = datasets[2] # compute number of examples given in training set n_in = window_size*3 # number of input units n_out = 7 # number of output units x = T.matrix('x') # numpy random generator # start-snippet-3 numpy_rng = numpy.random.RandomState(89677) print '... building the model' # construct the stacked denoising autoencoder class sda = SdA( numpy_rng=numpy_rng, n_ins=n_in, hidden_layers_sizes=[window_size*2, window_size*2], n_outs=n_out ) # end-snippet-3 start-snippet-4 ######################### # PRETRAINING THE MODEL # ######################### ''' print '... getting the pretraining functions' pretraining_fns, pretraining_updates = sda.pretraining_functions(train_set_x=train_set_x, window_size=window_size) ''' print '... pre-training the model' # using scipy conjugate gradient optimizer import scipy.optimize print ("Optimizing using scipy.optimize.fmin_cg...") start_time = timeit.default_timer() index = T.lscalar('index') n_train_samples = train_set_x.get_value(borrow=True).shape[0] - window_size + 1 ## Pre-train layer-wise corruption_levels = [.1, .2] for da_index in xrange(sda.n_layers): cur_dA=sda.dA_layers[da_index] # get the cost and the updates list cost = cur_dA.get_cost(corruption_levels[da_index]) # compile a theano function that returns the cost sample_cost = theano.function( inputs=[index], outputs=cost, givens={ sda.x: train_set_x[index: index + window_size] }, on_unused_input='warn' ) # compile a theano function that returns the gradient with respect to theta sample_grad = theano.function( inputs=[index], outputs=T.grad(cost, cur_dA.theta), givens={ sda.x: train_set_x[index: index + window_size] }, on_unused_input='warn' ) def train_fn(theta_value): sda.dA_layers[da_index].theta.set_value(theta_value, borrow=True) train_losses = [sample_cost(i) for i in xrange(n_train_samples)] this_train_loss = float(numpy.mean(train_losses)) sda.dA_layers[da_index].train_cost_array.append([]) sda.dA_layers[da_index].train_cost_array[-1].append(sda.dA_layers[da_index].epoch) sda.dA_layers[da_index].train_cost_array[-1].append(this_train_loss) sda.dA_layers[da_index].epoch += 1 return numpy.mean(train_losses) def train_fn_grad(theta_value): sda.dA_layers[da_index].theta.set_value(theta_value, borrow=True) grad = sample_grad(0) for i in xrange(1, n_train_samples): grad += sample_grad(i) return grad / n_train_samples best_w_b = scipy.optimize.fmin_cg( f=train_fn, x0=numpy.zeros((sda.dA_layers[da_index].n_visible + 1) * sda.dA_layers[da_index].n_hidden, dtype=x.dtype), fprime=train_fn_grad, disp=0, maxiter=pretraining_epochs ) visualize_pretraining(train_cost=sda.dA_layers[da_index].train_cost_array, window_size=window_size, learning_rate=0, corruption_level=corruption_levels[da_index], n_hidden=sda.dA_layers[da_index].n_hidden, da_layer=da_index, datasets_folder=output_folder, base_folder=base_folder) end_time = timeit.default_timer() print >> sys.stderr, ('The pretraining code for file ' + os.path.split(__file__)[1] + ' ran for %.2fm' % ((end_time - start_time) / 60.)) # end-snippet-4 ######################## # FINETUNING THE MODEL # ######################## # get the training, validation and testing functions for the model print '... getting the finetuning functions' train_fn, train_fn_grad, callback = sda.build_finetune_functions( datasets=datasets, window_size=window_size ) print '... finetunning the model' import scipy.optimize print ("Optimizing using scipy.optimize.fmin_cg...") start_time = timeit.default_timer() best_w_b = scipy.optimize.fmin_cg( f=train_fn, x0=numpy.zeros((n_in + 1) * n_out, dtype=sda.x.dtype), fprime=train_fn_grad, callback=callback, disp=0, maxiter=training_epochs ) print( ( 'Optimization complete with best validation score of %f %%, with ' 'test performance %f %%' ) % (sda.validation_scores[0] * 100., sda.validation_scores[1] * 100.) ) visualize_finetuning(train_cost=sda.logLayer.train_cost_array, train_error=sda.logLayer.train_error_array, valid_error=sda.logLayer.valid_error_array, test_error=sda.logLayer.test_error_array, window_size=window_size, learning_rate=0, datasets_folder=output_folder, base_folder=base_folder) print >> sys.stderr, ('The code for file ' + os.path.split(__file__)[1] + ' ran for %.1fs' % ((end_time - start_time)))
def train_SdA(datasets, train_names, output_folder, base_folder, window_size, corruption_levels, pretraining_epochs, base, pretrain_lr=0): """ Demonstrates how to train and test a stochastic denoising autoencoder. This is demonstrated on ICHI. :type pretraining_epochs: int :param pretraining_epochs: number of epoch to do pretraining :type n_iter: int :param n_iter: maximal number of iterations ot run the optimizer :type datasets: array :param datasets: [train_set, valid_set, test_set] :type output_folder: string :param output_folder: folder for costand error graphics with results """ # split the datasets (train_set_x, train_set_y) = datasets[0] (valid_set_x, valid_set_y) = datasets[1] (test_set_x, test_set_y) = datasets[2] # compute number of examples given in training set n_in = window_size*3 # number of input units n_out = 7 # number of output units # numpy random generator # start-snippet-3 numpy_rng = numpy.random.RandomState(89677) print '... building the model' # construct the stacked denoising autoencoder class sda = SdA( numpy_rng=numpy_rng, n_ins=n_in, hidden_layers_sizes=[window_size*2, window_size], n_outs=n_out ) # end-snippet-3 start-snippet-4 ######################### # PRETRAINING THE MODEL # ######################### start_time = timeit.default_timer() pretrained_sda = pretrain_sda_sgd(sda=sda, train_names=train_names, window_size=window_size, pretraining_epochs=pretraining_epochs, pretrain_lr=pretrain_lr, corruption_levels=corruption_levels) ''' pretrained_sda = pretrain_sda_cg(sda=sda, train_set_x=train_set_x, window_size=window_size, pretraining_epochs=pretraining_epochs, corruption_levels=corruption_levels) ''' end_time = timeit.default_timer() for i in xrange(sda.n_layers): print(i, 'i pretrained') visualize_pretraining(train_cost=pretrained_sda.dA_layers[i].train_cost_array, window_size=window_size, learning_rate=0, corruption_level=corruption_levels[i], n_hidden=sda.dA_layers[i].n_hidden, da_layer=i, datasets_folder=output_folder, base_folder=base_folder) print >> sys.stderr, ('The pretraining code for file ' + os.path.split(__file__)[1] + ' ran for %.2fm' % ((end_time - start_time) / 60.)) # end-snippet-4 ######################## # FINETUNING THE MODEL # ######################## #create matrices for params of HMM layer train_data_names = ['p10a','p011','p013','p014','p020','p022','p040', 'p045','p048','p09b','p023','p035','p038', 'p09a','p033'] n_train_patients=len(train_data_names) n_visible=pow(base, sda.da_layers_output_size) n_hidden=n_out train_reader = ICHISeqDataReader(train_data_names) pi_values = numpy.zeros((n_hidden,)) a_values = numpy.zeros((n_hidden, n_hidden)) b_values = numpy.zeros((n_hidden, n_visible)) array_from_hidden = numpy.zeros((n_hidden,)) for train_patient in xrange(n_train_patients): #get data divided on sequences with respect to labels train_set_x, train_set_y = train_reader.read_next_doc() train_x_array = train_set_x.get_value() n_train_times = train_x_array.shape[0] - window_size + 1 train_visible_after_sda = numpy.array([sda.get_da_output( train_x_array[time: time+window_size]).ravel() for time in xrange(n_train_times)]).ravel() new_train_visible, new_train_hidden = change_data_for_one_patient( hiddens_patient=train_set_y.eval(), visibles_patient=train_visible_after_sda, window_size=sda.da_layers_output_size, base_for_labels=base ) pi_values, a_values, b_values, array_from_hidden = update_params_on_patient( pi_values=pi_values, a_values=a_values, b_values=b_values, array_from_hidden=array_from_hidden, hiddens_patient=new_train_hidden, visibles_patient=new_train_visible, n_hidden=n_hidden ) gc.collect() pi_values, a_values, b_values = finish_training( pi_values=pi_values, a_values=a_values, b_values=b_values, array_from_hidden=array_from_hidden, n_hidden=n_hidden, n_patients=n_train_patients ) hmm_model = hmm.MultinomialHMM( n_components=n_hidden, startprob=pi_values, transmat=a_values ) hmm_model.n_symbols=n_visible hmm_model.emissionprob_=b_values gc.collect() print('MultinomialHMM created') sda.set_hmm_layer( hmm_model=hmm_model ) return sda
def test_SdA( datasets, output_folder, base_folder, window_size, corruption_levels, pretraining_epochs, training_epochs, pretrain_lr=0, finetune_lr=0, ): """ Demonstrates how to train and test a stochastic denoising autoencoder. This is demonstrated on ICHI. :type pretraining_epochs: int :param pretraining_epochs: number of epoch to do pretraining :type n_iter: int :param n_iter: maximal number of iterations ot run the optimizer :type datasets: array :param datasets: [train_set, valid_set, test_set] :type output_folder: string :param output_folder: folder for costand error graphics with results """ # split the datasets (train_set_x, train_set_y) = datasets[0] (valid_set_x, valid_set_y) = datasets[1] (test_set_x, test_set_y) = datasets[2] # compute number of examples given in training set n_in = window_size * 3 # number of input units n_out = 7 # number of output units # numpy random generator # start-snippet-3 numpy_rng = numpy.random.RandomState(89677) print "... building the model" # construct the stacked denoising autoencoder class sda = SdA(numpy_rng=numpy_rng, n_ins=n_in, hidden_layers_sizes=[window_size * 2, window_size], n_outs=n_out) # end-snippet-3 start-snippet-4 ######################### # PRETRAINING THE MODEL # ######################### start_time = timeit.default_timer() pretrained_sda = pretrain_sda_sgd( sda=sda, train_set_x=train_set_x, window_size=window_size, pretraining_epochs=pretraining_epochs, pretrain_lr=pretrain_lr, corruption_levels=corruption_levels, ) """ pretrained_sda = pretrain_sda_cg(sda=sda, train_set_x=train_set_x, window_size=window_size, pretraining_epochs=pretraining_epochs, corruption_levels=corruption_levels) """ end_time = timeit.default_timer() for i in xrange(sda.n_layers): print (i, "i pretrained") visualize_pretraining( train_cost=pretrained_sda.dA_layers[i].train_cost_array, window_size=window_size, learning_rate=0, corruption_level=corruption_levels[i], n_hidden=sda.dA_layers[i].n_hidden, da_layer=i, datasets_folder=output_folder, base_folder=base_folder, ) print >> sys.stderr, ( "The pretraining code for file " + os.path.split(__file__)[1] + " ran for %.2fm" % ((end_time - start_time) / 60.0) ) # end-snippet-4 ######################## # FINETUNING THE MODEL # ######################## start_time = timeit.default_timer() """ finetuned_sda = finetune_sda_sgd(sda=pretrained_sda, datasets=datasets, window_size=window_size, finetune_lr=finetune_lr, training_epochs=training_epochs) """ finetuned_sda = finetune_sda_cg( sda=pretrained_sda, datasets=datasets, window_size=window_size, training_epochs=training_epochs ) end_time = timeit.default_timer() visualize_finetuning( train_cost=finetuned_sda.logLayer.train_cost_array, train_error=finetuned_sda.logLayer.train_error_array, valid_error=finetuned_sda.logLayer.valid_error_array, test_error=finetuned_sda.logLayer.test_error_array, window_size=window_size, learning_rate=0, datasets_folder=output_folder, base_folder=base_folder, )