1. Feedforward and cost function;
2.Regularized cost function:
3.Sigmoid gradient
The gradient for the sigmoid function can be computed as:
where:
4.Random initialization
randInitializeWeights.m
1 function W = randInitializeWeights(L_in, L_out) 2 %RANDINITIALIZEWEIGHTS Randomly initialize the weights of a layer with L_in 3 %incoming connections and L_out outgoing connections 4 % W = RANDINITIALIZEWEIGHTS(L_in, L_out) randomly initializes the weights 5 % of a layer with L_in incoming connections and L_out outgoing 6 % connections. 7 % 8 % Note that W should be set to a matrix of size(L_out, 1 + L_in) as 9 % the column row of W handles the "bias" terms 10 % 11 12 % You need to return the following variables correctly 13 W = zeros(L_out, 1 + L_in); 14 15 % ====================== YOUR CODE HERE ====================== 16 % Instructions: Initialize W randomly so that we break the symmetry while 17 % training the neural network. 18 % 19 % Note: The first row of W corresponds to the parameters for the bias units 20 % 21 epsilon_init = 0.12; 22 W = rand(L_out, 1 + L_in) * 2 * epsilon_init - epsilon_init; 23 24 % ========================================================================= 25 26 end
5.Backpropagation(using a for-loop for t=1:m and place steps 1-4 below inside the for-loop), with the tth iteration perfoming the calculation on the tth training example(x(t),y(t)).Step 5 will divide the accumulated gradients by m to obtain the gradients for the neural network cost function.
(1) Set the input layer's values(a(1)) to the t-th training example x(t). Perform a feedforward pass, computing the activations(z(2),a(2),z(3),a(3)) for layers 2 and 3.
(2) For each output unit k in layer 3(the output layer), set :
where yk = 1 or 0.
(3)For the hidden layer l=2, set:
(4) Accumulate the gradient from this example using the following formula. Note that you should skip or remove δ0(2).
(5) Obtain the(unregularized) gradient for the neural network cost function by dividing the accumulated gradients by 1/m:
nnCostFunction.m
1 function [J grad] = nnCostFunction(nn_params, ... 2 input_layer_size, ... 3 hidden_layer_size, ... 4 num_labels, ... 5 X, y, lambda) 6 %NNCOSTFUNCTION Implements the neural network cost function for a two layer 7 %neural network which performs classification 8 % [J grad] = NNCOSTFUNCTON(nn_params, hidden_layer_size, num_labels, ... 9 % X, y, lambda) computes the cost and gradient of the neural network. The 10 % parameters for the neural network are "unrolled" into the vector 11 % nn_params and need to be converted back into the weight matrices. 12 % 13 % The returned parameter grad should be a "unrolled" vector of the 14 % partial derivatives of the neural network. 15 % 16 17 % Reshape nn_params back into the parameters Theta1 and Theta2, the weight matrices 18 % for our 2 layer neural network 19 Theta1 = reshape(nn_params(1:hidden_layer_size * (input_layer_size + 1)), ... 20 hidden_layer_size, (input_layer_size + 1)); 21 22 Theta2 = reshape(nn_params((1 + (hidden_layer_size * (input_layer_size + 1))):end), ... 23 num_labels, (hidden_layer_size + 1)); 24 25 % Setup some useful variables 26 m = size(X, 1); 27 28 % You need to return the following variables correctly 29 J = 0; 30 Theta1_grad = zeros(size(Theta1)); 31 Theta2_grad = zeros(size(Theta2)); 32 33 % ====================== YOUR CODE HERE ====================== 34 % Instructions: You should complete the code by working through the 35 % following parts. 36 % 37 % Part 1: Feedforward the neural network and return the cost in the 38 % variable J. After implementing Part 1, you can verify that your 39 % cost function computation is correct by verifying the cost 40 % computed in ex4.m 41 % 42 % Part 2: Implement the backpropagation algorithm to compute the gradients 43 % Theta1_grad and Theta2_grad. You should return the partial derivatives of 44 % the cost function with respect to Theta1 and Theta2 in Theta1_grad and 45 % Theta2_grad, respectively. After implementing Part 2, you can check 46 % that your implementation is correct by running checkNNGradients 47 % 48 % Note: The vector y passed into the function is a vector of labels 49 % containing values from 1..K. You need to map this vector into a 50 % binary vector of 1's and 0's to be used with the neural network 51 % cost function. 52 % 53 % Hint: We recommend implementing backpropagation using a for-loop 54 % over the training examples if you are implementing it for the 55 % first time. 56 % 57 % Part 3: Implement regularization with the cost function and gradients. 58 % 59 % Hint: You can implement this around the code for 60 % backpropagation. That is, you can compute the gradients for 61 % the regularization separately and then add them to Theta1_grad 62 % and Theta2_grad from Part 2. 63 % 64 65 %Part 1 66 %Theta1 has size 25*401 67 %Theta2 has size 10*26 68 %y hase size 5000*1 69 K = num_labels; 70 Y = eye(K)(y,:); %[5000 10] 71 a1 = [ones(m,1),X];%[5000 401] 72 a2 = sigmoid(a1*Theta1'); %[5000 25] 73 a2 = [ones(m,1),a2];%[5000 26] 74 h = sigmoid(a2*Theta2');%[5000 10] 75 76 costPositive = -Y.*log(h); 77 costNegtive = (1-Y).*log(1-h); 78 cost = costPositive - costNegtive; 79 J = (1/m)*sum(cost(:)); 80 %Regularized 81 Theta1Filtered = Theta1(:,2:end); %[25 400] 82 Theta2Filtered = Theta2(:,2:end); %[10 25] 83 reg = (lambda/(2*m))*(sumsq(Theta1Filtered(:))+sumsq(Theta2Filtered(:))); 84 J = J + reg; 85 86 87 %Part 2 88 Delta1 = 0; 89 Delta2 = 0; 90 for t=1:m, 91 %step 1 92 a1 = [1 X(t,:)]; %[1 401] 93 z2 = a1*Theta1'; %[1 25] 94 a2 = [1 sigmoid(z2)];%[1 26] 95 z3 = a2*Theta2'; %[1 10] 96 a3 = sigmoid(z3); %[1 10] 97 %step 2 98 yt = Y(t,:);%[1 10] 99 d3 = a3-yt; %[1 10] 100 %step 3 101 % [1 10] [10 25] [1 25] 102 d2 = (d3*Theta2Filtered).*sigmoidGradient(z2); %[1 25] 103 %step 4 104 Delta1 = Delta1 + (d2'*a1);%[25 401] 105 Delta2 = Delta2 + (d3'*a2);%[10 26] 106 end; 107 108 %step 5 109 Theta1_grad = (1/m)*Delta1; 110 Theta2_grad = (1/m)*Delta2; 111 112 %Part 3 113 Theta1_grad(:,2:end) = Theta1_grad(:,2:end) + ((lambda/m)*Theta1Filtered); 114 Theta2_grad(:,2:end) = Theta2_grad(:,2:end) + ((lambda/m)*Theta2Filtered); 115 116 % ------------------------------------------------------------- 117 118 % ========================================================================= 119 120 % Unroll gradients 121 grad = [Theta1_grad(:) ; Theta2_grad(:)]; 122 123 124 end
6.Gradient checking
Let
and
for each i, that:
computeNumericalGradient.m
1 function numgrad = computeNumericalGradient(J, theta) 2 %COMPUTENUMERICALGRADIENT Computes the gradient using "finite differences" 3 %and gives us a numerical estimate of the gradient. 4 % numgrad = COMPUTENUMERICALGRADIENT(J, theta) computes the numerical 5 % gradient of the function J around theta. Calling y = J(theta) should 6 % return the function value at theta. 7 8 % Notes: The following code implements numerical gradient checking, and 9 % returns the numerical gradient.It sets numgrad(i) to (a numerical 10 % approximation of) the partial derivative of J with respect to the 11 % i-th input argument, evaluated at theta. (i.e., numgrad(i) should 12 % be the (approximately) the partial derivative of J with respect 13 % to theta(i).) 14 % 15 16 numgrad = zeros(size(theta)); 17 perturb = zeros(size(theta)); 18 e = 1e-4; 19 for p = 1:numel(theta) 20 % Set perturbation vector 21 perturb(p) = e; 22 loss1 = J(theta - perturb); 23 loss2 = J(theta + perturb); 24 % Compute Numerical Gradient 25 numgrad(p) = (loss2 - loss1) / (2*e); 26 perturb(p) = 0; 27 end 28 29 end
7.Regularized Neural Networks
for j=0:
for j>=1:
别人的代码:
https://github.com/jcgillespie/Coursera-Machine-Learning/tree/master/ex4