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small update on neural networks

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mhjensen
2018-10-16 13:54:54 +02:00
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@@ -92,54 +92,55 @@ Automatically generated HTML file from DocOnce source
'___sec30'),
('Defining the cost function', 2, None, '___sec31'),
('Example: binary classification problem', 2, None, '___sec32'),
('The Softmax function', 2, None, '___sec33'),
('Developing a code for doing neural networks with back '
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('Feed-forward pass', 2, None, '___sec39'),
('Matrix multiplications', 2, None, '___sec40'),
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('Regularization', 2, None, '___sec43'),
('Matrix multiplication', 2, None, '___sec44'),
('Improving performance', 2, None, '___sec45'),
('Full object-oriented implementation', 2, None, '___sec46'),
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('The derivative of the Logistic funtion', 2, None, '___sec61'),
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<body>
@@ -210,38 +211,39 @@ MathJax.Hub.Config({
<!-- 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>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs032.html#___sec31" style="font-size: 80%;"><b>Defining the cost function</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs033.html#___sec32" style="font-size: 80%;"><b>Example: binary classification problem</b></a></li>
<!-- 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>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs035.html#___sec34" style="font-size: 80%;"><b>Collect and pre-process data</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs036.html#___sec35" style="font-size: 80%;"><b>Train and test datasets</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs037.html#___sec36" style="font-size: 80%;"><b>Define model and architecture</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs038.html#___sec37" style="font-size: 80%;"><b>Layers</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs039.html#___sec38" style="font-size: 80%;"><b>Weights and biases</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs040.html#___sec39" style="font-size: 80%;"><b>Feed-forward pass</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs041.html#___sec40" style="font-size: 80%;"><b>Matrix multiplications</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs042.html#___sec41" style="font-size: 80%;"><b>Choose cost function and optimizer</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs043.html#___sec42" style="font-size: 80%;"><b>Optimizing the cost function</b></a></li>
<!-- navigation toc: --> <li><a href="#___sec43" style="font-size: 80%;"><b>Regularization</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs045.html#___sec44" style="font-size: 80%;"><b>Matrix multiplication</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs046.html#___sec45" style="font-size: 80%;"><b>Improving performance</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs047.html#___sec46" style="font-size: 80%;"><b>Full object-oriented implementation</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs048.html#___sec47" style="font-size: 80%;"><b>Evaluate model performance on test data</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs049.html#___sec48" style="font-size: 80%;"><b>Adjust hyperparameters</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs050.html#___sec49" style="font-size: 80%;"><b>Visualization</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs051.html#___sec50" style="font-size: 80%;"><b>scikit-learn implementation</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs052.html#___sec51" style="font-size: 80%;"><b>Visualization</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs053.html#___sec52" style="font-size: 80%;"><b>Building neural networks in Tensorflow and Keras</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs054.html#___sec53" style="font-size: 80%;"><b>Tensorflow</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs055.html#___sec54" style="font-size: 80%;"><b>Collect and pre-process data</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs056.html#___sec55" style="font-size: 80%;"><b>Using TensorFlow backend</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs057.html#___sec56" style="font-size: 80%;"><b>Optimizing and using gradient descent</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs058.html#___sec57" style="font-size: 80%;"><b>Using Keras</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs059.html#___sec58" style="font-size: 80%;"><b>Which activation function should I use?</b></a></li>
<!-- 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>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs061.html#___sec60" style="font-size: 80%;"><b>The derivative of the Logistic funtion</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs062.html#___sec61" style="font-size: 80%;"><b>The RELU function family</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs063.html#___sec62" style="font-size: 80%;"><b>Which activation function should we use?</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs064.html#___sec63" style="font-size: 80%;"><b>A top-down perspective on Neural networks</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs065.html#___sec64" style="font-size: 80%;"><b>Limitations of supervised learning with deep networks</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs034.html#___sec33" style="font-size: 80%;"><b>The Softmax function</b></a></li>
<!-- 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>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs036.html#___sec35" style="font-size: 80%;"><b>Collect and pre-process data</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs037.html#___sec36" style="font-size: 80%;"><b>Train and test datasets</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs038.html#___sec37" style="font-size: 80%;"><b>Define model and architecture</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs039.html#___sec38" style="font-size: 80%;"><b>Layers</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs040.html#___sec39" style="font-size: 80%;"><b>Weights and biases</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs041.html#___sec40" style="font-size: 80%;"><b>Feed-forward pass</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs042.html#___sec41" style="font-size: 80%;"><b>Matrix multiplications</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs043.html#___sec42" style="font-size: 80%;"><b>Choose cost function and optimizer</b></a></li>
<!-- navigation toc: --> <li><a href="#___sec43" style="font-size: 80%;"><b>Optimizing the cost function</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs045.html#___sec44" style="font-size: 80%;"><b>Regularization</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs046.html#___sec45" style="font-size: 80%;"><b>Matrix multiplication</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs047.html#___sec46" style="font-size: 80%;"><b>Improving performance</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs048.html#___sec47" style="font-size: 80%;"><b>Full object-oriented implementation</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs049.html#___sec48" style="font-size: 80%;"><b>Evaluate model performance on test data</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs050.html#___sec49" style="font-size: 80%;"><b>Adjust hyperparameters</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs051.html#___sec50" style="font-size: 80%;"><b>Visualization</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs052.html#___sec51" style="font-size: 80%;"><b>scikit-learn implementation</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs053.html#___sec52" style="font-size: 80%;"><b>Visualization</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs054.html#___sec53" style="font-size: 80%;"><b>Building neural networks in Tensorflow and Keras</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs055.html#___sec54" style="font-size: 80%;"><b>Tensorflow</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs056.html#___sec55" style="font-size: 80%;"><b>Collect and pre-process data</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs057.html#___sec56" style="font-size: 80%;"><b>Using TensorFlow backend</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs058.html#___sec57" style="font-size: 80%;"><b>Optimizing and using gradient descent</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs059.html#___sec58" style="font-size: 80%;"><b>Using Keras</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs060.html#___sec59" style="font-size: 80%;"><b>Which activation function should I use?</b></a></li>
<!-- 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>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs062.html#___sec61" style="font-size: 80%;"><b>The derivative of the Logistic funtion</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs063.html#___sec62" style="font-size: 80%;"><b>The RELU function family</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs064.html#___sec63" style="font-size: 80%;"><b>Which activation function should we use?</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs065.html#___sec64" style="font-size: 80%;"><b>A top-down perspective on Neural networks</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs066.html#___sec65" style="font-size: 80%;"><b>Limitations of supervised learning with deep networks</b></a></li>
</ul>
</li>
@@ -255,37 +257,44 @@ MathJax.Hub.Config({
<p>&nbsp;</p><p>&nbsp;</p><p>&nbsp;</p> <!-- add vertical space -->
<a name="part0044"></a>
<!-- !split -->
<!-- !split -->
<h2 id="___sec43" class="anchor">Regularization </h2>
<h2 id="___sec43" class="anchor">Optimizing the cost function </h2>
<p>
It is common to add an extra term to the cost function, proportional
to the size of the weights. This is equivalent to constraining the
size of the weights, so that they do not grow out of control.
Constraining the size of the weights means that the weights cannot
grow arbitrarily large to fit the training data, and in this way
reduces <em>overfitting</em>.
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
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.
Each parameter \( \theta \) is iteratively adjusted according to the rule
$$ \theta_{i+1} = \theta_i - \eta \nabla \mathcal{C}(\theta_i) ,$$
<p>
We will measure the size of the weights using the so called <em>L2-norm</em>, meaning our cost function becomes:
where \( \eta \) is known as the <em>learning rate</em>, which controls how big a step we take towards the minimum.
This update can be repeated for any number of iterations, or until we are satisfied with the result.
<p>
A simple and effective improvement is a variant called <em>Batch Gradient Descent</em>.
Instead of calculating the gradient on the whole dataset, we calculate an approximation of the gradient
on a subset of the data called a <em>minibatch</em>.
If there are \( N \) data points and we have a minibatch size of \( M \), the total number of batches
is \( N/M \).
We denote each minibatch \( B_k \), with \( k = 1, 2,...,N/M \). The gradient then becomes:
$$ \nabla \mathcal{C}(\theta) = \frac{1}{N} \sum_{i=1}^N \nabla \mathcal{L}_i(\theta) \quad \rightarrow \quad
\frac{1}{N} \sum_{i=1}^N \nabla \mathcal{L}_i(\theta) + \lambda \lvert \lvert \hat{w} \rvert \rvert_2^2
= \frac{1}{N} \sum_{i=1}^N \nabla \mathcal{L}(\theta) + \lambda \sum_{ij} w_{ij}^2,$$
\frac{1}{M} \sum_{i \in B_k} \nabla \mathcal{L}_i(\theta) ,$$
<p>
i.e. we sum up all the weights squared. The factor \( \lambda \) is known as a regularization parameter.
i.e. instead of averaging the loss over the entire dataset, we average over a minibatch.
<p>
In order to train the model, we need to calculate the derivative of
the cost function with respect to every bias and weight in the
network. In total our network has \( (64 + 1)\times 50=3250 \) weights in
the hidden layer and \( (50 + 1)\times 10=510 \) weights to the output
layer (\( +1 \) for the bias), and the gradient must be calculated for
every parameter. We use the <em>backpropagation</em> algorithm discussed
above. This is a clever use of the chain rule that allows us to
calculate the gradient efficently.
This has two important benefits:
<ol>
<li> Introducing stochasticity decreases the chance that the algorithm becomes stuck in a local minima.</li>
<li> It significantly speeds up the calculation, since we do not have to use the entire dataset to calculate the gradient.</li>
</ol>
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>.
<p>
<p>
@@ -313,7 +322,7 @@ calculate the gradient efficently.
<li><a href="._NeuralNet-bs052.html">53</a></li>
<li><a href="._NeuralNet-bs053.html">54</a></li>
<li><a href="">...</a></li>
<li><a href="._NeuralNet-bs065.html">66</a></li>
<li><a href="._NeuralNet-bs066.html">67</a></li>
<li><a href="._NeuralNet-bs045.html">&raquo;</a></li>
</ul>
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