模型
对数回归模型是线性概率分类器，它有两个参数，权重矩阵W和偏移向量b.分类的过程是把数据投影到一组高维超平面上，数据和平面的距离反应了它属于这个类别的概率。这个模型的数学公式可以表示为：
#
模型的输出即为预测的结果，它的值为：
代码如下：
# generate symbolic variables for input (x and y represent a # minibatch) x = T.fmatrix('x') y = T.lvector('y') # allocate shared variables model params b = theano.shared(numpy.zeros((10,)), name='b') W = theano.shared(numpy.zeros((784, 10)), name='W') # symbolic expression for computing the vector of # class-membership probabilities p_y_given_x = T.nnet.softmax(T.dot(x, W) + b) # compiled Theano function that returns the vector of class-membership # probabilities get_p_y_given_x = theano.function(inputs=[x], outputs=p_y_given_x) # print the probability of some example represented by x_value # x_value is not a symbolic variable but a numpy array describing the # datapoint print 'Probability that x is of class %i is %f' % (i, get_p_y_given_x(x_value)[i]) # symbolic description of how to compute prediction as class whose probability # is maximal y_pred = T.argmax(p_y_given_x, axis=1) # compiled theano function that returns this value classify = theano.function(inputs=[x], outputs=y_pred)
定义一个损失函数
在多类别的对数回归模型中，通常采用负对数似然函数作为模型的参数：
下面的代码演示了如何计算一个minbatch的损失
loss = -T.mean(T.log(p_y_given_x)[T.arange(y.shape[0]), y]) # note on syntax: T.arange(y.shape[0]) is a vector of integers [0,1,2,...,len(y)]. # Indexing a matrix M by the two vectors [0,1,...,K], [a,b,...,k] returns the # elements M[0,a], M[1,b], ..., M[K,k] as a vector. Here, we use this # syntax to retrieve the log-probability of the correct labels, y.
创建LogisticRegression类
class LogisticRegression(object): def __init__(self, input, n_in, n_out): """ Initialize the parameters of the logistic regression :type input: theano.tensor.TensorType :param input: symbolic variable that describes the input of the architecture (e.g., one minibatch of input images) :type n_in: int :param n_in: number of input units, the dimension of the space in which the datapoint lies :type n_out: int :param n_out: number of output units, the dimension of the space in which the target lies """ # initialize with 0 the weights W as a matrix of shape (n_in, n_out) self.W = theano.shared(value=numpy.zeros((n_in, n_out), dtype=theano.config.floatX), name='W' ) # initialize the baises b as a vector of n_out 0s self.b = theano.shared(value=numpy.zeros((n_out,), dtype=theano.config.floatX), name='b' ) # compute vector of class-membership probabilities in symbolic form
#i行j列：第i个样品预测为j的概率
self.p_y_given_x = T.nnet.softmax(T.dot(input, self.W) + self.b) # compute prediction as class whose probability is maximal in # symbolic form
#返回每行最大数值的列数
self.y_pred=T.argmax(self.p_y_given_x, axis=1) def negative_log_likelihood(self, y): """Return the mean of the negative log-likelihood of the prediction of this model under a given target distribution. .. math:: frac{1}{|mathcal{D}|} mathcal{L} ( heta={W,b}, mathcal{D}) = frac{1}{|mathcal{D}|} sum_{i=0}^{|mathcal{D}|} log(P(Y=y^{(i)}|x^{(i)}, W,b)) \ ell ( heta={W,b}, mathcal{D}) :param y: corresponds to a vector that gives for each example the correct label; Note: we use the mean instead of the sum so that the learning rate is less dependent on the batch size """ return -T.mean(T.log(self.p_y_given_x)[T.arange(y.shape[0]), y])
通过下述代码来完成实例化：
# allocate symbolic variables for the data x = T.fmatrix() # the data is presented as rasterized images (each being a 1-D row vector in x) y = T.lvector() # the labels are presented as 1D vector of [long int] labels # construct the logistic regression class classifier = LogisticRegression( input=x.reshape((batch_size, 28 * 28)), n_in=28 * 28, n_out=10)
最后定义损失函数：
cost = classifier.negative_log_likelihood(y)
模型的训练
微分的计算
# compute the gradient of cost with respect to theta = (W,b) g_W = T.grad(cost, classifier.W) g_b = T.grad(cost, classifier.b)
单步的梯度下降可以写成下面的形式
# compute the gradient of cost with respect to theta = (W,b) g_W = T.grad(cost=cost, wrt=classifier.W) g_b = T.grad(cost=cost, wrt=classifier.b) # specify how to update the parameters of the model as a list of # (variable, update expression) pairs updates = [(classifier.W, classifier.W - learning_rate * g_W), (classifier.b, classifier.b - learning_rate * g_b)] # compiling a Theano function `train_model` that returns the cost, but in # the same time updates the parameter of the model based on the rules # defined in `updates` train_model = theano.function(inputs=[index], outputs=cost, updates=updates, givens={ x: train_set_x[index * batch_size: (index + 1) * batch_size], y: train_set_y[index * batch_size: (index + 1) * batch_size]})
模型的测试
正如第一节介绍的，我们对模型的测试主要是关心它的错误分类的数据的数量，而不仅仅是似然函数。因此类 LogisticRegression 中需要一个成员函数，用于建立返回测试数据上面的误分数据的数目符号图（symbolic graph）。 代码如下：
class LogisticRegression(object): ... def errors(self, y): """Return a float representing the number of errors in the minibatch over the total number of examples of the minibatch ; zero one loss over the size of the minibatch """ return T.mean(T.neq(self.y_pred, y))
完成的代码如下所示：
""" This tutorial introduces logistic regression using Theano and stochastic gradient descent. Logistic regression is a probabilistic, linear classifier. It is parametrized by a weight matrix :math:`W` and a bias vector :math:`b`. Classification is done by projecting data points onto a set of hyperplanes, the distance to which is used to determine a class membership probability. Mathematically, this can be written as: .. math:: P(Y=i|x, W,b) &= softmax_i(W x + b) \ &= frac {e^{W_i x + b_i}} {sum_j e^{W_j x + b_j}} The output of the model or prediction is then done by taking the argmax of the vector whose i'th element is P(Y=i|x). .. math:: y_{pred} = argmax_i P(Y=i|x,W,b) This tutorial presents a stochastic gradient descent optimization method suitable for large datasets, and a conjugate gradient optimization method that is suitable for smaller datasets. References: - textbooks: "Pattern Recognition and Machine Learning" - Christopher M. Bishop, section 4.3.2 """ __docformat__ = 'restructedtext en' import cPickle import gzip import os import sys import time import numpy import theano import theano.tensor as T class LogisticRegression(object): """Multi-class Logistic Regression Class The logistic regression is fully described by a weight matrix :math:`W` and bias vector :math:`b`. Classification is done by projecting data points onto a set of hyperplanes, the distance to which is used to determine a class membership probability. """ def __init__(self, input, n_in, n_out): """ Initialize the parameters of the logistic regression :type input: theano.tensor.TensorType :param input: symbolic variable that describes the input of the architecture (one minibatch) :type n_in: int :param n_in: number of input units, the dimension of the space in which the datapoints lie :type n_out: int :param n_out: number of output units, the dimension of the space in which the labels lie """ # initialize with 0 the weights W as a matrix of shape (n_in, n_out) self.W = theano.shared(value=numpy.zeros((n_in, n_out), dtype=theano.config.floatX), name='W', borrow=True) # initialize the baises b as a vector of n_out 0s self.b = theano.shared(value=numpy.zeros((n_out,), dtype=theano.config.floatX), name='b', borrow=True) # compute vector of class-membership probabilities in symbolic form self.p_y_given_x = T.nnet.softmax(T.dot(input, self.W) + self.b) # compute prediction as class whose probability is maximal in # symbolic form self.y_pred = T.argmax(self.p_y_given_x, axis=1) # parameters of the model self.params = [self.W, self.b] def negative_log_likelihood(self, y): """Return the mean of the negative log-likelihood of the prediction of this model under a given target distribution. .. math:: frac{1}{|mathcal{D}|} mathcal{L} ( heta={W,b}, mathcal{D}) = frac{1}{|mathcal{D}|} sum_{i=0}^{|mathcal{D}|} log(P(Y=y^{(i)}|x^{(i)}, W,b)) \ ell ( heta={W,b}, mathcal{D}) :type y: theano.tensor.TensorType :param y: corresponds to a vector that gives for each example the correct label Note: we use the mean instead of the sum so that the learning rate is less dependent on the batch size """ # y.shape[0] is (symbolically) the number of rows in y, i.e., # number of examples (call it n) in the minibatch # T.arange(y.shape[0]) is a symbolic vector which will contain # [0,1,2,... n-1] T.log(self.p_y_given_x) is a matrix of # Log-Probabilities (call it LP) with one row per example and # one column per class LP[T.arange(y.shape[0]),y] is a vector # v containing [LP[0,y[0]], LP[1,y[1]], LP[2,y[2]], ..., # LP[n-1,y[n-1]]] and T.mean(LP[T.arange(y.shape[0]),y]) is # the mean (across minibatch examples) of the elements in v, # i.e., the mean log-likelihood across the minibatch. return -T.mean(T.log(self.p_y_given_x)[T.arange(y.shape[0]), y]) def errors(self, y): """Return a float representing the number of errors in the minibatch over the total number of examples of the minibatch ; zero one loss over the size of the minibatch :type y: theano.tensor.TensorType :param y: corresponds to a vector that gives for each example the correct label """ # check if y has same dimension of y_pred if y.ndim != self.y_pred.ndim: raise TypeError('y should have the same shape as self.y_pred', ('y', target.type, 'y_pred', self.y_pred.type)) # check if y is of the correct datatype if y.dtype.startswith('int'): # the T.neq operator returns a vector of 0s and 1s, where 1 # represents a mistake in prediction return T.mean(T.neq(self.y_pred, y)) else: raise NotImplementedError() def load_data(dataset): ''' Loads the dataset :type dataset: string :param dataset: the path to the dataset (here MNIST) ''' ############# # LOAD DATA # ############# # Download the MNIST dataset if it is not present data_dir, data_file = os.path.split(dataset) if data_dir == "" and not os.path.isfile(dataset): # Check if dataset is in the data directory. new_path = os.path.join(os.path.split(__file__)[0], "..", "data", dataset) if os.path.isfile(new_path) or data_file == 'mnist.pkl.gz': dataset = new_path if (not os.path.isfile(dataset)) and data_file == 'mnist.pkl.gz': import urllib origin = 'http://www.iro.umontreal.ca/~lisa/deep/data/mnist/mnist.pkl.gz' print 'Downloading data from %s' % origin urllib.urlretrieve(origin, dataset) print '... loading data' # Load the dataset f = gzip.open(dataset, 'rb') train_set, valid_set, test_set = cPickle.load(f) f.close() #train_set, valid_set, test_set format: tuple(input, target) #input is an numpy.ndarray of 2 dimensions (a matrix) #witch row's correspond to an example. target is a #numpy.ndarray of 1 dimensions (vector)) that have the same length as #the number of rows in the input. It should give the target #target to the example with the same index in the input. def shared_dataset(data_xy, borrow=True): """ Function that loads the dataset into shared variables The reason we store our dataset in shared variables is to allow Theano to copy it into the GPU memory (when code is run on GPU). Since copying data into the GPU is slow, copying a minibatch everytime is needed (the default behaviour if the data is not in a shared variable) would lead to a large decrease in performance. """ data_x, data_y = data_xy shared_x = theano.shared(numpy.asarray(data_x, dtype=theano.config.floatX), borrow=borrow) shared_y = theano.shared(numpy.asarray(data_y, dtype=theano.config.floatX), borrow=borrow) # When storing data on the GPU it has to be stored as floats # therefore we will store the labels as ``floatX`` as well # (``shared_y`` does exactly that). But during our computations # we need them as ints (we use labels as index, and if they are # floats it doesn't make sense) therefore instead of returning # ``shared_y`` we will have to cast it to int. This little hack # lets ous get around this issue return shared_x, T.cast(shared_y, 'int32') test_set_x, test_set_y = shared_dataset(test_set) valid_set_x, valid_set_y = shared_dataset(valid_set) train_set_x, train_set_y = shared_dataset(train_set) rval = [(train_set_x, train_set_y), (valid_set_x, valid_set_y), (test_set_x, test_set_y)] return rval def sgd_optimization_mnist(learning_rate=0.13, n_epochs=1000, dataset='mnist.pkl.gz', batch_size=600): """ Demonstrate stochastic gradient descent optimization of a log-linear model This is demonstrated on MNIST. :type learning_rate: float :param learning_rate: learning rate used (factor for the stochastic gradient) :type n_epochs: int :param n_epochs: maximal number of epochs to run the optimizer :type dataset: string :param dataset: the path of the MNIST dataset file from http://www.iro.umontreal.ca/~lisa/deep/data/mnist/mnist.pkl.gz """ datasets = load_data(dataset) 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 minibatches for training, validation and testing n_train_batches = train_set_x.get_value(borrow=True).shape[0] / batch_size n_valid_batches = valid_set_x.get_value(borrow=True).shape[0] / batch_size n_test_batches = test_set_x.get_value(borrow=True).shape[0] / batch_size ###################### # BUILD ACTUAL MODEL # ###################### print '... building the model' # allocate symbolic variables for the data index = T.lscalar() # index to a [mini]batch x = T.matrix('x') # the data is presented as rasterized images y = T.ivector('y') # the labels are presented as 1D vector of # [int] labels # construct the logistic regression class # Each MNIST image has size 28*28 classifier = LogisticRegression(input=x, n_in=28 * 28, n_out=10) # the cost we minimize during training is the negative log likelihood of # the model in symbolic format cost = classifier.negative_log_likelihood(y) # compiling a Theano function that computes the mistakes that are made by # the model on a minibatch test_model = theano.function(inputs=[index], outputs=classifier.errors(y), givens={ x: test_set_x[index * batch_size: (index + 1) * batch_size], y: test_set_y[index * batch_size: (index + 1) * batch_size]}) validate_model = theano.function(inputs=[index], outputs=classifier.errors(y), givens={ x: valid_set_x[index * batch_size:(index + 1) * batch_size], y: valid_set_y[index * batch_size:(index + 1) * batch_size]}) # compute the gradient of cost with respect to theta = (W,b) g_W = T.grad(cost=cost, wrt=classifier.W) g_b = T.grad(cost=cost, wrt=classifier.b) # specify how to update the parameters of the model as a list of # (variable, update expression) pairs. updates = [(classifier.W, classifier.W - learning_rate * g_W), (classifier.b, classifier.b - learning_rate * g_b)] # compiling a Theano function `train_model` that returns the cost, but in # the same time updates the parameter of the model based on the rules # defined in `updates` train_model = theano.function(inputs=[index], outputs=cost, updates=updates, givens={ x: train_set_x[index * batch_size:(index + 1) * batch_size], y: train_set_y[index * batch_size:(index + 1) * batch_size]}) ############### # TRAIN MODEL # ############### print '... training the model' # early-stopping parameters patience = 5000 # look as this many examples regardless patience_increase = 2 # wait this much longer when a new best is # found improvement_threshold = 0.995 # a relative improvement of this much is # considered significant validation_frequency = min(n_train_batches, patience / 2) # go through this many # minibatche before checking the network # on the validation set; in this case we # check every epoch best_params = None best_validation_loss = numpy.inf test_score = 0. start_time = time.clock() done_looping = False epoch = 0 while (epoch < n_epochs) and (not done_looping): epoch = epoch + 1 for minibatch_index in xrange(n_train_batches): minibatch_avg_cost = train_model(minibatch_index) # iteration number iter = (epoch - 1) * n_train_batches + minibatch_index if (iter + 1) % validation_frequency == 0: # compute zero-one loss on validation set validation_losses = [validate_model(i) for i in xrange(n_valid_batches)] this_validation_loss = numpy.mean(validation_losses) print('epoch %i, minibatch %i/%i, validation error %f %%' % (epoch, minibatch_index + 1, n_train_batches, this_validation_loss * 100.)) # if we got the best validation score until now if this_validation_loss < best_validation_loss: #improve patience if loss improvement is good enough if this_validation_loss < best_validation_loss * improvement_threshold: patience = max(patience, iter * patience_increase) best_validation_loss = this_validation_loss # test it on the test set test_losses = [test_model(i) for i in xrange(n_test_batches)] test_score = numpy.mean(test_losses) print((' epoch %i, minibatch %i/%i, test error of best' ' model %f %%') % (epoch, minibatch_index + 1, n_train_batches, test_score * 100.)) if patience <= iter: done_looping = True break end_time = time.clock() print(('Optimization complete with best validation score of %f %%,' 'with test performance %f %%') % (best_validation_loss * 100., test_score * 100.)) print 'The code run for %d epochs, with %f epochs/sec' % ( epoch, 1. * epoch / (end_time - start_time)) print >> sys.stderr, ('The code for file ' + os.path.split(__file__)[1] + ' ran for %.1fs' % ((end_time - start_time))) if __name__ == '__main__': sgd_optimization_mnist() |
建立一个类----逻辑回归，数据初始化以及计算负对数似然函数都在里面进行 定义一个函数（加载数据） 定义随机优化函数 --------加载数据 --------建立模型 ----------训练模型
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