small update on neural networks
This commit is contained in:
mhjensen
@@ -92,54 +92,55 @@ Automatically generated HTML file from DocOnce source
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'___sec30'),
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('Defining the cost function', 2, None, '___sec31'),
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('Example: binary classification problem', 2, None, '___sec32'),
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('The Softmax function', 2, None, '___sec33'),
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('Developing a code for doing neural networks with back '
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'propagation',
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2,
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None,
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'___sec33'),
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('Collect and pre-process data', 2, None, '___sec34'),
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('Train and test datasets', 2, None, '___sec35'),
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('Define model and architecture', 2, None, '___sec36'),
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('Layers', 2, None, '___sec37'),
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('Weights and biases', 2, None, '___sec38'),
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('Feed-forward pass', 2, None, '___sec39'),
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('Matrix multiplications', 2, None, '___sec40'),
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('Choose cost function and optimizer', 2, None, '___sec41'),
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('Optimizing the cost function', 2, None, '___sec42'),
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('Regularization', 2, None, '___sec43'),
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('Matrix multiplication', 2, None, '___sec44'),
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('Improving performance', 2, None, '___sec45'),
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('Full object-oriented implementation', 2, None, '___sec46'),
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('Evaluate model performance on test data', 2, None, '___sec47'),
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('Adjust hyperparameters', 2, None, '___sec48'),
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('Visualization', 2, None, '___sec49'),
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('scikit-learn implementation', 2, None, '___sec50'),
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('Visualization', 2, None, '___sec51'),
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'___sec34'),
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('Collect and pre-process data', 2, None, '___sec35'),
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('Train and test datasets', 2, None, '___sec36'),
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('Define model and architecture', 2, None, '___sec37'),
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('Layers', 2, None, '___sec38'),
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('Weights and biases', 2, None, '___sec39'),
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('Feed-forward pass', 2, None, '___sec40'),
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('Matrix multiplications', 2, None, '___sec41'),
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('Choose cost function and optimizer', 2, None, '___sec42'),
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('Optimizing the cost function', 2, None, '___sec43'),
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('Regularization', 2, None, '___sec44'),
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('Matrix multiplication', 2, None, '___sec45'),
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('Improving performance', 2, None, '___sec46'),
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('Full object-oriented implementation', 2, None, '___sec47'),
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('Evaluate model performance on test data', 2, None, '___sec48'),
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('Adjust hyperparameters', 2, None, '___sec49'),
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('Visualization', 2, None, '___sec50'),
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('scikit-learn implementation', 2, None, '___sec51'),
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('Visualization', 2, None, '___sec52'),
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('Building neural networks in Tensorflow and Keras',
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2,
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None,
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'___sec52'),
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('Tensorflow', 2, None, '___sec53'),
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('Collect and pre-process data', 2, None, '___sec54'),
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('Using TensorFlow backend', 2, None, '___sec55'),
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('Optimizing and using gradient descent', 2, None, '___sec56'),
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('Using Keras', 2, None, '___sec57'),
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('Which activation function should I use?', 2, None, '___sec58'),
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'___sec53'),
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('Tensorflow', 2, None, '___sec54'),
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('Collect and pre-process data', 2, None, '___sec55'),
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('Using TensorFlow backend', 2, None, '___sec56'),
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('Optimizing and using gradient descent', 2, None, '___sec57'),
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('Using Keras', 2, None, '___sec58'),
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('Which activation function should I use?', 2, None, '___sec59'),
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('Is the Logistic activation function (Sigmoid) our choice?',
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2,
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None,
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'___sec59'),
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('The derivative of the Logistic funtion', 2, None, '___sec60'),
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('The RELU function family', 2, None, '___sec61'),
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('Which activation function should we use?', 2, None, '___sec62'),
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'___sec60'),
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('The derivative of the Logistic funtion', 2, None, '___sec61'),
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('The RELU function family', 2, None, '___sec62'),
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('Which activation function should we use?', 2, None, '___sec63'),
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('A top-down perspective on Neural networks',
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2,
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None,
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'___sec63'),
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'___sec64'),
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('Limitations of supervised learning with deep networks',
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2,
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None,
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'___sec64')]}
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'___sec65')]}
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end of tocinfo -->
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<body>
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@@ -210,38 +211,39 @@ MathJax.Hub.Config({
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs031.html#___sec30" style="font-size: 80%;"><b>Setting up a Multi-layer perceptron model for classification</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs032.html#___sec31" style="font-size: 80%;"><b>Defining the cost function</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs033.html#___sec32" style="font-size: 80%;"><b>Example: binary classification problem</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs034.html#___sec33" style="font-size: 80%;"><b>Developing a code for doing neural networks with back propagation</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs035.html#___sec34" style="font-size: 80%;"><b>Collect and pre-process data</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs036.html#___sec35" style="font-size: 80%;"><b>Train and test datasets</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs037.html#___sec36" style="font-size: 80%;"><b>Define model and architecture</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs038.html#___sec37" style="font-size: 80%;"><b>Layers</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs039.html#___sec38" style="font-size: 80%;"><b>Weights and biases</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs040.html#___sec39" style="font-size: 80%;"><b>Feed-forward pass</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs041.html#___sec40" style="font-size: 80%;"><b>Matrix multiplications</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs042.html#___sec41" style="font-size: 80%;"><b>Choose cost function and optimizer</b></a></li>
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<!-- navigation toc: --> <li><a href="#___sec42" style="font-size: 80%;"><b>Optimizing the cost function</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs044.html#___sec43" style="font-size: 80%;"><b>Regularization</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs045.html#___sec44" style="font-size: 80%;"><b>Matrix multiplication</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs046.html#___sec45" style="font-size: 80%;"><b>Improving performance</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs047.html#___sec46" style="font-size: 80%;"><b>Full object-oriented implementation</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs048.html#___sec47" style="font-size: 80%;"><b>Evaluate model performance on test data</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs049.html#___sec48" style="font-size: 80%;"><b>Adjust hyperparameters</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs050.html#___sec49" style="font-size: 80%;"><b>Visualization</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs051.html#___sec50" style="font-size: 80%;"><b>scikit-learn implementation</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs052.html#___sec51" style="font-size: 80%;"><b>Visualization</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs053.html#___sec52" style="font-size: 80%;"><b>Building neural networks in Tensorflow and Keras</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs054.html#___sec53" style="font-size: 80%;"><b>Tensorflow</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs055.html#___sec54" style="font-size: 80%;"><b>Collect and pre-process data</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs056.html#___sec55" style="font-size: 80%;"><b>Using TensorFlow backend</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs057.html#___sec56" style="font-size: 80%;"><b>Optimizing and using gradient descent</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs058.html#___sec57" style="font-size: 80%;"><b>Using Keras</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs059.html#___sec58" style="font-size: 80%;"><b>Which activation function should I use?</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs060.html#___sec59" style="font-size: 80%;"><b>Is the Logistic activation function (Sigmoid) our choice?</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs061.html#___sec60" style="font-size: 80%;"><b>The derivative of the Logistic funtion</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs062.html#___sec61" style="font-size: 80%;"><b>The RELU function family</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs063.html#___sec62" style="font-size: 80%;"><b>Which activation function should we use?</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs064.html#___sec63" style="font-size: 80%;"><b>A top-down perspective on Neural networks</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs065.html#___sec64" style="font-size: 80%;"><b>Limitations of supervised learning with deep networks</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs034.html#___sec33" style="font-size: 80%;"><b>The Softmax function</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs035.html#___sec34" style="font-size: 80%;"><b>Developing a code for doing neural networks with back propagation</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs036.html#___sec35" style="font-size: 80%;"><b>Collect and pre-process data</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs037.html#___sec36" style="font-size: 80%;"><b>Train and test datasets</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs038.html#___sec37" style="font-size: 80%;"><b>Define model and architecture</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs039.html#___sec38" style="font-size: 80%;"><b>Layers</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs040.html#___sec39" style="font-size: 80%;"><b>Weights and biases</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs041.html#___sec40" style="font-size: 80%;"><b>Feed-forward pass</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs042.html#___sec41" style="font-size: 80%;"><b>Matrix multiplications</b></a></li>
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<!-- navigation toc: --> <li><a href="#___sec42" style="font-size: 80%;"><b>Choose cost function and optimizer</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs044.html#___sec43" style="font-size: 80%;"><b>Optimizing the cost function</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs045.html#___sec44" style="font-size: 80%;"><b>Regularization</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs046.html#___sec45" style="font-size: 80%;"><b>Matrix multiplication</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs047.html#___sec46" style="font-size: 80%;"><b>Improving performance</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs048.html#___sec47" style="font-size: 80%;"><b>Full object-oriented implementation</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs049.html#___sec48" style="font-size: 80%;"><b>Evaluate model performance on test data</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs050.html#___sec49" style="font-size: 80%;"><b>Adjust hyperparameters</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs051.html#___sec50" style="font-size: 80%;"><b>Visualization</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs052.html#___sec51" style="font-size: 80%;"><b>scikit-learn implementation</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs053.html#___sec52" style="font-size: 80%;"><b>Visualization</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs054.html#___sec53" style="font-size: 80%;"><b>Building neural networks in Tensorflow and Keras</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs055.html#___sec54" style="font-size: 80%;"><b>Tensorflow</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs056.html#___sec55" style="font-size: 80%;"><b>Collect and pre-process data</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs057.html#___sec56" style="font-size: 80%;"><b>Using TensorFlow backend</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs058.html#___sec57" style="font-size: 80%;"><b>Optimizing and using gradient descent</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs059.html#___sec58" style="font-size: 80%;"><b>Using Keras</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs060.html#___sec59" style="font-size: 80%;"><b>Which activation function should I use?</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs061.html#___sec60" style="font-size: 80%;"><b>Is the Logistic activation function (Sigmoid) our choice?</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs062.html#___sec61" style="font-size: 80%;"><b>The derivative of the Logistic funtion</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs063.html#___sec62" style="font-size: 80%;"><b>The RELU function family</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs064.html#___sec63" style="font-size: 80%;"><b>Which activation function should we use?</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs065.html#___sec64" style="font-size: 80%;"><b>A top-down perspective on Neural networks</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs066.html#___sec65" style="font-size: 80%;"><b>Limitations of supervised learning with deep networks</b></a></li>
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</ul>
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</li>
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@@ -257,42 +259,33 @@ MathJax.Hub.Config({
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<a name="part0043"></a>
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<!-- !split -->
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<h2 id="___sec42" class="anchor">Optimizing the cost function </h2>
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<h2 id="___sec42" class="anchor">Choose cost function and optimizer </h2>
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<p>
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The network is trained by finding the weights and biases that minimize the cost function. One of the most widely used classes of methods is <em>gradient descent</em> and its generalizations. The idea behind gradient descent
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is simply to adjust the weights in the direction where the gradient of the cost function is large and negative. This ensures we flow toward a <em>local</em> minimum of the cost function.
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Each parameter \( \theta \) is iteratively adjusted according to the rule
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$$ \theta_{i+1} = \theta_i - \eta \nabla \mathcal{C}(\theta_i) ,$$
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To measure how well our neural network is doing we need to introduce a cost function.
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We will call the function that gives the error of a single sample output the <em>loss</em> function, and the function
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that gives the total error of our network across all samples the <em>cost</em> function.
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A typical choice for multiclass classification is the <em>cross-entropy</em> loss, also known as the negative log likelihood.
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<p>
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where \( \eta \) is known as the <em>learning rate</em>, which controls how big a step we take towards the minimum.
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This update can be repeated for any number of iterations, or until we are satisfied with the result.
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In <em>multiclass</em> classification it is common to treat each integer label as a so called <em>one-hot</em> vector:
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$$ y = 5 \quad \rightarrow \quad \hat{y} = (0, 0, 0, 0, 0, 1, 0, 0, 0, 0) ,$$
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$$ y = 1 \quad \rightarrow \quad \hat{y} = (0, 1, 0, 0, 0, 0, 0, 0, 0, 0) ,$$
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<p>
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A simple and effective improvement is a variant called <em>Batch Gradient Descent</em>.
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Instead of calculating the gradient on the whole dataset, we calculate an approximation of the gradient
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on a subset of the data called a <em>minibatch</em>.
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If there are \( N \) data points and we have a minibatch size of \( M \), the total number of batches
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is \( N/M \).
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We denote each minibatch \( B_k \), with \( k = 1, 2,...,N/M \). The gradient then becomes:
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$$ \nabla \mathcal{C}(\theta) = \frac{1}{N} \sum_{i=1}^N \nabla \mathcal{L}_i(\theta) \quad \rightarrow \quad
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\frac{1}{M} \sum_{i \in B_k} \nabla \mathcal{L}_i(\theta) ,$$
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i.e. a binary bit string of length \( C \), where \( C = 10 \) is the number of classes in the MNIST dataset.
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<p>
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i.e. instead of averaging the loss over the entire dataset, we average over a minibatch.
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Let \( y_{ic} \) denote the \( c \)-th component of the \( i \)-th one-hot vector.
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We define the cost function \( \mathcal{C} \) as a sum over the cross-entropy loss for each point \( \hat{x}_i \) in the dataset.
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<p>
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This has two important benefits:
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<ol>
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<li> Introducing stochasticity decreases the chance that the algorithm becomes stuck in a local minima.</li>
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<li> It significantly speeds up the calculation, since we do not have to use the entire dataset to calculate the gradient.</li>
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</ol>
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The various optmization methods, with codes and algorithms, are discussed in our lectures on <a href="https://compphysics.github.io/MachineLearning/doc/pub/Splines/html/Splines-bs.html" target="_self">Gradient descent approaches</a>.
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In the one-hot representation only one of the terms in the loss function is non-zero, namely the
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probability of the correct category \( c' \)
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(i.e. the category \( c' \) such that \( y_{ic'} = 1 \)). This means that the cross entropy loss only punishes you for how wrong
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you got the correct label. The probability of category \( c \) is given by the softmax function. The vector \( \hat{\theta} \) represents the parameters of our network, i.e. all the weights and biases.
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<p>
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<p>
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@@ -320,7 +313,7 @@ The various optmization methods, with codes and algorithms, are discussed in o
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<li><a href="._NeuralNet-bs051.html">52</a></li>
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<li><a href="._NeuralNet-bs052.html">53</a></li>
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<li><a href="">...</a></li>
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<li><a href="._NeuralNet-bs065.html">66</a></li>
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<li><a href="._NeuralNet-bs066.html">67</a></li>
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<li><a href="._NeuralNet-bs044.html">»</a></li>
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</ul>
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<!-- ------------------- end of main content --------------- -->
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