diff --git a/doc/pub/week43/html/week43-bs.html b/doc/pub/week43/html/week43-bs.html index 778488ec5..a991e9bc4 100644 --- a/doc/pub/week43/html/week43-bs.html +++ b/doc/pub/week43/html/week43-bs.html @@ -41,15 +41,6 @@ doconce format html week43.do.txt --html_style=bootstrap --pygments_html_style=d 2, None, 'exercises-and-lab-session-week-43'), - ('Mathematics of deep learning', - 2, - None, - 'mathematics-of-deep-learning'), - ('Reminder on books with hands-on material and codes', - 2, - None, - 'reminder-on-books-with-hands-on-material-and-codes'), - ('Reading recommendations', 2, None, 'reading-recommendations'), ('Using Automatic differentiation', 2, None, @@ -58,10 +49,10 @@ doconce format html week43.do.txt --html_style=bootstrap --pygments_html_style=d 2, None, 'back-propagation-and-automatic-differentiation'), - ('Lecture Monday October 21', + ('Lecture Monday October 20', 2, None, - 'lecture-monday-october-21'), + 'lecture-monday-october-20'), ('Setting up the back propagation algorithm and algorithm for a ' 'feed forward NN, initalizations', 2, @@ -95,63 +86,6 @@ doconce format html week43.do.txt --html_style=bootstrap --pygments_html_style=d 2, None, 'more-on-activation-functions-output-layers'), - ('Setting up a Multi-layer perceptron model for classification', - 2, - None, - 'setting-up-a-multi-layer-perceptron-model-for-classification'), - ('Defining the cost function', - 2, - None, - 'defining-the-cost-function'), - ('Example: binary classification problem', - 2, - None, - 'example-binary-classification-problem'), - ('The Softmax function', 2, None, 'the-softmax-function'), - ('Developing a code for doing neural networks with back ' - 'propagation', - 2, - None, - 'developing-a-code-for-doing-neural-networks-with-back-propagation'), - ('Collect and pre-process data', - 2, - None, - 'collect-and-pre-process-data'), - ('Train and test datasets', 2, None, 'train-and-test-datasets'), - ('Define model and architecture', - 2, - None, - 'define-model-and-architecture'), - ('Layers', 2, None, 'layers'), - ('Weights and biases', 2, None, 'weights-and-biases'), - ('Feed-forward pass', 2, None, 'feed-forward-pass'), - ('Matrix multiplications', 2, None, 'matrix-multiplications'), - ('Choose cost function and optimizer', - 2, - None, - 'choose-cost-function-and-optimizer'), - ('Optimizing the cost function', - 2, - None, - 'optimizing-the-cost-function'), - ('Regularization', 2, None, 'regularization'), - ('Matrix multiplication', 2, None, 'matrix-multiplication'), - ('Improving performance', 2, None, 'improving-performance'), - ('Full object-oriented implementation', - 2, - None, - 'full-object-oriented-implementation'), - ('Evaluate model performance on test data', - 2, - None, - 'evaluate-model-performance-on-test-data'), - ('Adjust hyperparameters', 2, None, 'adjust-hyperparameters'), - ('Visualization', 2, None, 'visualization'), - ('scikit-learn implementation', - 2, - None, - 'scikit-learn-implementation'), - ('Visualization', 2, None, 'visualization'), ('Building neural networks in Tensorflow and Keras', 2, None, @@ -162,14 +96,18 @@ doconce format html week43.do.txt --html_style=bootstrap --pygments_html_style=d 2, None, 'collect-and-pre-process-data'), - ('The Breast Cancer Data, now with Keras', + ('Using Pytorch with the full MNIST data set', 2, None, - 'the-breast-cancer-data-now-with-keras'), - ('Building a neural network code', + 'using-pytorch-with-the-full-mnist-data-set'), + ('And a similar example using Tensorflow with Keras', 2, None, - 'building-a-neural-network-code'), + 'and-a-similar-example-using-tensorflow-with-keras'), + ('Building our own neural network code', + 2, + None, + 'building-our-own-neural-network-code'), ('Learning rate methods', 3, None, 'learning-rate-methods'), ('Usage of the above learning rate schedulers', 3, @@ -344,12 +282,9 @@ MathJax.Hub.Config({ - -

Setting up a Multi-layer perceptron model for classification

- -

We are now gong to develop an example based on the MNIST data -base. This is a classification problem and we need to use our -cross-entropy function we discussed in connection with logistic -regression. The cross-entropy defines our cost function for the -classificaton problems with neural networks. -

- -

In binary classification with two classes \( (0, 1) \) we define the -logistic/sigmoid function as the probability that a particular input -is in class \( 0 \) or \( 1 \). This is possible because the logistic -function takes any input from the real numbers and inputs a number -between 0 and 1, and can therefore be interpreted as a probability. It -also has other nice properties, such as a derivative that is simple to -calculate. -

- -

For an input \( \boldsymbol{a} \) from the hidden layer, the probability that the input \( \boldsymbol{x} \) -is in class 0 or 1 is just. We let \( \theta \) represent the unknown weights and biases to be adjusted by our equations). The variable \( x \) -represents our activation values \( z \). We have -

-$$ -P(y = 0 \mid \boldsymbol{x}, \boldsymbol{\theta}) = \frac{1}{1 + \exp{(- \boldsymbol{x}})} , -$$ - -

and

-$$ -P(y = 1 \mid \boldsymbol{x}, \boldsymbol{\theta}) = 1 - P(y = 0 \mid \boldsymbol{x}, \boldsymbol{\theta}) , -$$ - -

where \( y \in \{0, 1\} \) and \( \boldsymbol{\theta} \) represents the weights and biases -of our network. -

- - - -

Defining the cost function

- -

Our cost function is given as (see the Logistic regression lectures)

-$$ -\mathcal{C}(\boldsymbol{\theta}) = - \ln P(\mathcal{D} \mid \boldsymbol{\theta}) = - \sum_{i=1}^n -y_i \ln[P(y_i = 0)] + (1 - y_i) \ln [1 - P(y_i = 0)] = \sum_{i=1}^n \mathcal{L}_i(\boldsymbol{\theta}) . -$$ - -

This last equality means that we can interpret our cost function as a sum over the loss function -for each point in the dataset \( \mathcal{L}_i(\boldsymbol{\theta}) \). -The negative sign is just so that we can think about our algorithm as minimizing a positive number, rather -than maximizing a negative number. -

- -

In multiclass classification it is common to treat each integer label as a so called one-hot vector:

- -

\( y = 5 \quad \rightarrow \quad \boldsymbol{y} = (0, 0, 0, 0, 0, 1, 0, 0, 0, 0) , \) and

- -\( y = 1 \quad \rightarrow \quad \boldsymbol{y} = (0, 1, 0, 0, 0, 0, 0, 0, 0, 0) , \) - -

i.e. a binary bit string of length \( C \), where \( C = 10 \) is the number of classes in the MNIST dataset (numbers from \( 0 \) to \( 9 \))..

- -

If \( \boldsymbol{x}_i \) is the \( i \)-th input (image), \( y_{ic} \) refers to the \( c \)-th component of the \( i \)-th -output vector \( \boldsymbol{y}_i \). -The probability of \( \boldsymbol{x}_i \) being in class \( c \) will be given by the softmax function: -

- -$$ -P(y_{ic} = 1 \mid \boldsymbol{x}_i, \boldsymbol{\theta}) = \frac{\exp{((\boldsymbol{a}_i^{hidden})^T \boldsymbol{w}_c)}} -{\sum_{c'=0}^{C-1} \exp{((\boldsymbol{a}_i^{hidden})^T \boldsymbol{w}_{c'})}} , -$$ - -

which reduces to the logistic function in the binary case. -The likelihood of this \( C \)-class classifier -is now given as: -

- -$$ -P(\mathcal{D} \mid \boldsymbol{\theta}) = \prod_{i=1}^n \prod_{c=0}^{C-1} [P(y_{ic} = 1)]^{y_{ic}} . -$$ - -

Again we take the negative log-likelihood to define our cost function:

- -$$ -\mathcal{C}(\boldsymbol{\theta}) = - \log{P(\mathcal{D} \mid \boldsymbol{\theta})}. -$$ - -

See the logistic regression lectures for a full definition of the cost function.

- -

The back propagation equations need now only a small change, namely the definition of a new cost function. We are thus ready to use the same equations as before!

- - -

Example: binary classification problem

- -

As an example of the above, relevant for project 2 as well, let us consider a binary class. As discussed in our logistic regression lectures, we defined a cost function in terms of the parameters \( \beta \) as

-$$ -\mathcal{C}(\boldsymbol{\beta}) = - \sum_{i=1}^n \left(y_i\log{p(y_i \vert x_i,\boldsymbol{\beta})}+(1-y_i)\log{1-p(y_i \vert x_i,\boldsymbol{\beta})}\right), -$$ - -

where we had defined the logistic (sigmoid) function

-$$ -p(y_i =1\vert x_i,\boldsymbol{\beta})=\frac{\exp{(\beta_0+\beta_1 x_i)}}{1+\exp{(\beta_0+\beta_1 x_i)}}, -$$ - -

and

-$$ -p(y_i =0\vert x_i,\boldsymbol{\beta})=1-p(y_i =1\vert x_i,\boldsymbol{\beta}). -$$ - -

The parameters \( \boldsymbol{\beta} \) were defined using a minimization method like gradient descent or Newton-Raphson's method.

- -

Now we replace \( x_i \) with the activation \( z_i^l \) for a given layer \( l \) and the outputs as \( y_i=a_i^l=f(z_i^l) \), with \( z_i^l \) now being a function of the weights \( w_{ij}^l \) and biases \( b_i^l \). -We have then -

-$$ -a_i^l = y_i = \frac{\exp{(z_i^l)}}{1+\exp{(z_i^l)}}, -$$ - -

with

-$$ -z_i^l = \sum_{j}w_{ij}^l a_j^{l-1}+b_i^l, -$$ - -

where the superscript \( l-1 \) indicates that these are the outputs from layer \( l-1 \). -Our cost function at the final layer \( l=L \) is now -

-$$ -\mathcal{C}(\boldsymbol{W}) = - \sum_{i=1}^n \left(t_i\log{a_i^L}+(1-t_i)\log{(1-a_i^L)}\right), -$$ - -

where we have defined the targets \( t_i \). The derivatives of the cost function with respect to the output \( a_i^L \) are then easily calculated and we get

-$$ -\frac{\partial \mathcal{C}(\boldsymbol{W})}{\partial a_i^L} = \frac{a_i^L-t_i}{a_i^L(1-a_i^L)}. -$$ - -

In case we use another activation function than the logistic one, we need to evaluate other derivatives.

- - -

The Softmax function

-

In case we employ the more general case given by the Softmax equation, we need to evaluate the derivative of the activation function with respect to the activation \( z_i^l \), that is we need

-$$ -\frac{\partial f(z_i^l)}{\partial w_{jk}^l} = -\frac{\partial f(z_i^l)}{\partial z_j^l} \frac{\partial z_j^l}{\partial w_{jk}^l}= \frac{\partial f(z_i^l)}{\partial z_j^l}a_k^{l-1}. -$$ - -

For the Softmax function we have

-$$ -f(z_i^l) = \frac{\exp{(z_i^l)}}{\sum_{m=1}^K\exp{(z_m^l)}}. -$$ - -

Its derivative with respect to \( z_j^l \) gives

-$$ -\frac{\partial f(z_i^l)}{\partial z_j^l}= f(z_i^l)\left(\delta_{ij}-f(z_j^l)\right), -$$ - -

which in case of the simply binary model reduces to having \( i=j \).

- - -

Developing a code for doing neural networks with back propagation

- -

One can identify a set of key steps when using neural networks to solve supervised learning problems:

- -
    -
  1. Collect and pre-process data
  2. -
  3. Define model and architecture
  4. -
  5. Choose cost function and optimizer
  6. -
  7. Train the model
  8. -
  9. Evaluate model performance on test data
  10. -
  11. Adjust hyperparameters (if necessary, network architecture)
  12. -
- -

Collect and pre-process data

- -

Here we will be using the MNIST dataset, which is readily available through the scikit-learn -package. You may also find it for example here. -The MNIST (Modified National Institute of Standards and Technology) database is a large database -of handwritten digits that is commonly used for training various image processing systems. -The MNIST dataset consists of 70 000 images of size \( 28\times 28 \) pixels, each labeled from 0 to 9. -The scikit-learn dataset we will use consists of a selection of 1797 images of size \( 8\times 8 \) collected and processed from this database. -

- -

To feed data into a feed-forward neural network we need to represent -the inputs as a design/feature matrix \( X = (n_{inputs}, n_{features}) \). Each -row represents an input, in this case a handwritten digit, and -each column represents a feature, in this case a pixel. The -correct answers, also known as labels or targets are -represented as a 1D array of integers -\( Y = (n_{inputs}) = (5, 3, 1, 8,...) \). -

- -

As an example, say we want to build a neural network using supervised learning to predict Body-Mass Index (BMI) from -measurements of height (in m) -and weight (in kg). If we have measurements of 5 people the design/feature matrix could be for example: -

- -

$$ X = \begin{bmatrix} -1.85 & 81\\ -1.71 & 65\\ -1.95 & 103\\ -1.55 & 42\\ -1.63 & 56 -\end{bmatrix} ,$$ -

- -

and the targets would be:

- -

$$ Y = (23.7, 22.2, 27.1, 17.5, 21.1) $$

- -

Since each input image is a 2D matrix, we need to flatten the image -(i.e. "unravel" the 2D matrix into a 1D array) to turn the data into a -design/feature matrix. This means we lose all spatial information in the -image, such as locality and translational invariance. More complicated -architectures such as Convolutional Neural Networks can take advantage -of such information, and are most commonly applied when analyzing -images. -

- - - -
-
-
-
-
-
# import necessary packages
-import numpy as np
-import matplotlib.pyplot as plt
-from sklearn import datasets
-
-
-# ensure the same random numbers appear every time
-np.random.seed(0)
-
-# display images in notebook
-%matplotlib inline
-plt.rcParams['figure.figsize'] = (12,12)
-
-
-# download MNIST dataset
-digits = datasets.load_digits()
-
-# define inputs and labels
-inputs = digits.images
-labels = digits.target
-
-print("inputs = (n_inputs, pixel_width, pixel_height) = " + str(inputs.shape))
-print("labels = (n_inputs) = " + str(labels.shape))
-
-
-# flatten the image
-# the value -1 means dimension is inferred from the remaining dimensions: 8x8 = 64
-n_inputs = len(inputs)
-inputs = inputs.reshape(n_inputs, -1)
-print("X = (n_inputs, n_features) = " + str(inputs.shape))
-
-
-# choose some random images to display
-indices = np.arange(n_inputs)
-random_indices = np.random.choice(indices, size=5)
-
-for i, image in enumerate(digits.images[random_indices]):
-    plt.subplot(1, 5, i+1)
-    plt.axis('off')
-    plt.imshow(image, cmap=plt.cm.gray_r, interpolation='nearest')
-    plt.title("Label: %d" % digits.target[random_indices[i]])
-plt.show()
-
-
-
-
-
-
-
-
-
-
-
-
-
-
- - - -

Train and test datasets

- -

Performing analysis before partitioning the dataset is a major error, that can lead to incorrect conclusions.

- -

We will reserve \( 80 \% \) of our dataset for training and \( 20 \% \) for testing.

- -

It is important that the train and test datasets are drawn randomly from our dataset, to ensure -no bias in the sampling. -Say you are taking measurements of weather data to predict the weather in the coming 5 days. -You don't want to train your model on measurements taken from the hours 00.00 to 12.00, and then test it on data -collected from 12.00 to 24.00. -

- - - -
-
-
-
-
-
from sklearn.model_selection import train_test_split
-
-# one-liner from scikit-learn library
-train_size = 0.8
-test_size = 1 - train_size
-X_train, X_test, Y_train, Y_test = train_test_split(inputs, labels, train_size=train_size,
-                                                    test_size=test_size)
-
-# equivalently in numpy
-def train_test_split_numpy(inputs, labels, train_size, test_size):
-    n_inputs = len(inputs)
-    inputs_shuffled = inputs.copy()
-    labels_shuffled = labels.copy()
-    
-    np.random.shuffle(inputs_shuffled)
-    np.random.shuffle(labels_shuffled)
-    
-    train_end = int(n_inputs*train_size)
-    X_train, X_test = inputs_shuffled[:train_end], inputs_shuffled[train_end:]
-    Y_train, Y_test = labels_shuffled[:train_end], labels_shuffled[train_end:]
-    
-    return X_train, X_test, Y_train, Y_test
-
-#X_train, X_test, Y_train, Y_test = train_test_split_numpy(inputs, labels, train_size, test_size)
-
-print("Number of training images: " + str(len(X_train)))
-print("Number of test images: " + str(len(X_test)))
-
-
-
-
-
-
-
-
-
-
-
-
-
-
- - - -

Define model and architecture

- -

Our simple feed-forward neural network will consist of an input layer, a single hidden layer and an output layer. The activation \( y \) of each neuron is a weighted sum of inputs, passed through an activation function. In case of the simple perceptron model we have

- -

$$ z = \sum_{i=1}^n w_i a_i ,$$

- -

$$ y = f(z) ,$$

- -

where \( f \) is the activation function, \( a_i \) represents input from neuron \( i \) in the preceding layer -and \( w_i \) is the weight to input \( i \). -The activation of the neurons in the input layer is just the features (e.g. a pixel value). -

- -

The simplest activation function for a neuron is the Heaviside function:

- -

$$ f(z) = -\begin{cases} -1, & z > 0\\ -0, & \text{otherwise} -\end{cases} -$$ -

- -

A feed-forward neural network with this activation is known as a perceptron. -For a binary classifier (i.e. two classes, 0 or 1, dog or not-dog) we can also use this in our output layer. -This activation can be generalized to \( k \) classes (using e.g. the one-against-all strategy), -and we call these architectures multiclass perceptrons. -

- -

However, it is now common to use the terms Single Layer Perceptron (SLP) (1 hidden layer) and -Multilayer Perceptron (MLP) (2 or more hidden layers) to refer to feed-forward neural networks with any activation function. -

- -

Typical choices for activation functions include the sigmoid function, hyperbolic tangent, and Rectified Linear Unit (ReLU). -We will be using the sigmoid function \( \sigma(x) \): -

- -

$$ f(x) = \sigma(x) = \frac{1}{1 + e^{-x}} ,$$

- -

which is inspired by probability theory (see logistic regression) and was most commonly used until about 2011. See the discussion below concerning other activation functions.

- - -

Layers

- - -

Since each input image has 8x8 = 64 pixels or features, we have an input layer of 64 neurons.

- - -

We will use 50 neurons in the hidden layer receiving input from the neurons in the input layer. -Since each neuron in the hidden layer is connected to the 64 inputs we have 64x50 = 3200 weights to the hidden layer. -

- - -

If we were building a binary classifier, it would be sufficient with a single neuron in the output layer, -which could output 0 or 1 according to the Heaviside function. This would be an example of a hard classifier, meaning it outputs the class of the input directly. However, if we are dealing with noisy data it is often beneficial to use a soft classifier, which outputs the probability of being in class 0 or 1. -

- -

For a soft binary classifier, we could use a single neuron and interpret the output as either being the probability of being in class 0 or the probability of being in class 1. Alternatively we could use 2 neurons, and interpret each neuron as the probability of being in each class.

- -

Since we are doing multiclass classification, with 10 categories, it is natural to use 10 neurons in the output layer. We number the neurons \( j = 0,1,...,9 \). The activation of each output neuron \( j \) will be according to the softmax function:

- -

$$ P(\text{class \( j \)} \mid \text{input \( \boldsymbol{a} \)}) = \frac{\exp{(\boldsymbol{a}^T \boldsymbol{w}_j)}} -{\sum_{c=0}^{9} \exp{(\boldsymbol{a}^T \boldsymbol{w}_c)}} ,$$ -

- -

i.e. each neuron \( j \) outputs the probability of being in class \( j \) given an input from the hidden layer \( \boldsymbol{a} \), with \( \boldsymbol{w}_j \) the weights of neuron \( j \) to the inputs. -The denominator is a normalization factor to ensure the outputs (probabilities) sum up to 1. -The exponent is just the weighted sum of inputs as before: -

- -

$$ z_j = \sum_{i=1}^n w_ {ij} a_i+b_j.$$

- -

Since each neuron in the output layer is connected to the 50 inputs from the hidden layer we have 50x10 = 500 -weights to the output layer. -

- - -

Weights and biases

- -

Typically weights are initialized with small values distributed around zero, drawn from a uniform -or normal distribution. Setting all weights to zero means all neurons give the same output, making the network useless. -

- -

Adding a bias value to the weighted sum of inputs allows the neural network to represent a greater range -of values. Without it, any input with the value 0 will be mapped to zero (before being passed through the activation). The bias unit has an output of 1, and a weight to each neuron \( j \), \( b_j \): -

- -

$$ z_j = \sum_{i=1}^n w_ {ij} a_i + b_j.$$

- -

The bias weights \( \boldsymbol{b} \) are often initialized to zero, but a small value like \( 0.01 \) ensures all neurons have some output which can be backpropagated in the first training cycle.

- - -
-
-
-
-
-
# building our neural network
-
-n_inputs, n_features = X_train.shape
-n_hidden_neurons = 50
-n_categories = 10
-
-# we make the weights normally distributed using numpy.random.randn
-
-# weights and bias in the hidden layer
-hidden_weights = np.random.randn(n_features, n_hidden_neurons)
-hidden_bias = np.zeros(n_hidden_neurons) + 0.01
-
-# weights and bias in the output layer
-output_weights = np.random.randn(n_hidden_neurons, n_categories)
-output_bias = np.zeros(n_categories) + 0.01
-
-
-
-
-
-
-
-
-
-
-
-
-
-
- - - -

Feed-forward pass

- -

Denote \( F \) the number of features, \( H \) the number of hidden neurons and \( C \) the number of categories. -For each input image we calculate a weighted sum of input features (pixel values) to each neuron \( j \) in the hidden layer \( l \): -

- -

$$ z_{j}^{l} = \sum_{i=1}^{F} w_{ij}^{l} x_i + b_{j}^{l},$$

- -

this is then passed through our activation function

- -

$$ a_{j}^{l} = f(z_{j}^{l}) .$$

- -

We calculate a weighted sum of inputs (activations in the hidden layer) to each neuron \( j \) in the output layer:

- -

$$ z_{j}^{L} = \sum_{i=1}^{H} w_{ij}^{L} a_{i}^{l} + b_{j}^{L}.$$

- -

Finally we calculate the output of neuron \( j \) in the output layer using the softmax function:

- -

$$ a_{j}^{L} = \frac{\exp{(z_j^{L})}} -{\sum_{c=0}^{C-1} \exp{(z_c^{L})}} .$$ -

- - -

Matrix multiplications

- -

Since our data has the dimensions \( X = (n_{inputs}, n_{features}) \) and our weights to the hidden -layer have the dimensions -\( W_{hidden} = (n_{features}, n_{hidden}) \), -we can easily feed the network all our training data in one go by taking the matrix product -

- -

$$ X W^{h} = (n_{inputs}, n_{hidden}),$$

- -

and obtain a matrix that holds the weighted sum of inputs to the hidden layer -for each input image and each hidden neuron. -We also add the bias to obtain a matrix of weighted sums to the hidden layer \( Z^{h} \): -

- -

$$ \boldsymbol{z}^{l} = \boldsymbol{X} \boldsymbol{W}^{l} + \boldsymbol{b}^{l} ,$$

- -

meaning the same bias (1D array with size equal number of hidden neurons) is added to each input image. -This is then passed through the activation: -

- -

$$ \boldsymbol{a}^{l} = f(\boldsymbol{z}^l) .$$

- -

This is fed to the output layer:

- -

$$ \boldsymbol{z}^{L} = \boldsymbol{a}^{L} \boldsymbol{W}^{L} + \boldsymbol{b}^{L} .$$

- -

Finally we receive our output values for each image and each category by passing it through the softmax function:

- -

$$ output = softmax (\boldsymbol{z}^{L}) = (n_{inputs}, n_{categories}) .$$

- - - -
-
-
-
-
-
# setup the feed-forward pass, subscript h = hidden layer
-
-def sigmoid(x):
-    return 1/(1 + np.exp(-x))
-
-def feed_forward(X):
-    # weighted sum of inputs to the hidden layer
-    z_h = np.matmul(X, hidden_weights) + hidden_bias
-    # activation in the hidden layer
-    a_h = sigmoid(z_h)
-    
-    # weighted sum of inputs to the output layer
-    z_o = np.matmul(a_h, output_weights) + output_bias
-    # softmax output
-    # axis 0 holds each input and axis 1 the probabilities of each category
-    exp_term = np.exp(z_o)
-    probabilities = exp_term / np.sum(exp_term, axis=1, keepdims=True)
-    
-    return probabilities
-
-probabilities = feed_forward(X_train)
-print("probabilities = (n_inputs, n_categories) = " + str(probabilities.shape))
-print("probability that image 0 is in category 0,1,2,...,9 = \n" + str(probabilities[0]))
-print("probabilities sum up to: " + str(probabilities[0].sum()))
-print()
-
-# we obtain a prediction by taking the class with the highest likelihood
-def predict(X):
-    probabilities = feed_forward(X)
-    return np.argmax(probabilities, axis=1)
-
-predictions = predict(X_train)
-print("predictions = (n_inputs) = " + str(predictions.shape))
-print("prediction for image 0: " + str(predictions[0]))
-print("correct label for image 0: " + str(Y_train[0]))
-
-
-
-
-
-
-
-
-
-
-
-
-
-
- - - -

Choose cost function and optimizer

- -

To measure how well our neural network is doing we need to introduce a cost function. -We will call the function that gives the error of a single sample output the loss function, and the function -that gives the total error of our network across all samples the cost function. -A typical choice for multiclass classification is the cross-entropy loss, also known as the negative log likelihood. -

- -

In multiclass classification it is common to treat each integer label as a so called one-hot vector:

- -

$$ y = 5 \quad \rightarrow \quad \boldsymbol{y} = (0, 0, 0, 0, 0, 1, 0, 0, 0, 0) ,$$

- -

$$ y = 1 \quad \rightarrow \quad \boldsymbol{y} = (0, 1, 0, 0, 0, 0, 0, 0, 0, 0) ,$$

- -

i.e. a binary bit string of length \( C \), where \( C = 10 \) is the number of classes in the MNIST dataset.

- -

Let \( y_{ic} \) denote the \( c \)-th component of the \( i \)-th one-hot vector. -We define the cost function \( \mathcal{C} \) as a sum over the cross-entropy loss for each point \( \boldsymbol{x}_i \) in the dataset. -

- -

In the one-hot representation only one of the terms in the loss function is non-zero, namely the -probability of the correct category \( c' \) -(i.e. the category \( c' \) such that \( y_{ic'} = 1 \)). This means that the cross entropy loss only punishes you for how wrong -you got the correct label. The probability of category \( c \) is given by the softmax function. The vector \( \boldsymbol{\theta} \) represents the parameters of our network, i.e. all the weights and biases. -

- - - -

Optimizing the cost function

- -

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 gradient descent 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 local minimum of the cost function. -Each parameter \( \theta \) is iteratively adjusted according to the rule -

- -

$$ \theta_{i+1} = \theta_i - \eta \nabla \mathcal{C}(\theta_i) ,$$

- -

where \( \eta \) is known as the learning rate, 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. -

- -

A simple and effective improvement is a variant called Batch Gradient Descent. -Instead of calculating the gradient on the whole dataset, we calculate an approximation of the gradient -on a subset of the data called a minibatch. -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: -

- -

$$ \nabla \mathcal{C}(\theta) = \frac{1}{N} \sum_{i=1}^N \nabla \mathcal{L}_i(\theta) \quad \rightarrow \quad -\frac{1}{M} \sum_{i \in B_k} \nabla \mathcal{L}_i(\theta) ,$$ -

- -

i.e. instead of averaging the loss over the entire dataset, we average over a minibatch.

- -

This has two important benefits:

-
    -
  1. Introducing stochasticity decreases the chance that the algorithm becomes stuck in a local minima.
  2. -
  3. It significantly speeds up the calculation, since we do not have to use the entire dataset to calculate the gradient.
  4. -
-

The various optmization methods, with codes and algorithms, are discussed in our lectures on Gradient descent approaches.

- - -

Regularization

- -

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 overfitting. -

- -

We will measure the size of the weights using the so called L2-norm, meaning our cost function becomes:

- -

$$ \mathcal{C}(\theta) = \frac{1}{N} \sum_{i=1}^N \mathcal{L}_i(\theta) \quad \rightarrow \quad -\frac{1}{N} \sum_{i=1}^N \mathcal{L}_i(\theta) + \lambda \lvert \lvert \boldsymbol{w} \rvert \rvert_2^2 -= \frac{1}{N} \sum_{i=1}^N \mathcal{L}(\theta) + \lambda \sum_{ij} w_{ij}^2,$$ -

- -

i.e. we sum up all the weights squared. The factor \( \lambda \) is known as a regularization parameter.

- -

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 backpropagation algorithm discussed -above. This is a clever use of the chain rule that allows us to -calculate the gradient efficently. -

- - -

Matrix multiplication

- -

To more efficently train our network these equations are implemented using matrix operations. -The error in the output layer is calculated simply as, with \( \boldsymbol{t} \) being our targets, -

- -

$$ \delta_L = \boldsymbol{t} - \boldsymbol{y} = (n_{inputs}, n_{categories}) .$$

- -

The gradient for the output weights is calculated as

- -

$$ \nabla W_{L} = \boldsymbol{a}^T \delta_L = (n_{hidden}, n_{categories}) ,$$

- -

where \( \boldsymbol{a} = (n_{inputs}, n_{hidden}) \). This simply means that we are summing up the gradients for each input. -Since we are going backwards we have to transpose the activation matrix. -

- -

The gradient with respect to the output bias is then

- -

$$ \nabla \boldsymbol{b}_{L} = \sum_{i=1}^{n_{inputs}} \delta_L = (n_{categories}) .$$

- -

The error in the hidden layer is

- -

$$ \Delta_h = \delta_L W_{L}^T \circ f'(z_{h}) = \delta_L W_{L}^T \circ a_{h} \circ (1 - a_{h}) = (n_{inputs}, n_{hidden}) ,$$

- -

where \( f'(a_{h}) \) is the derivative of the activation in the hidden layer. The matrix products mean -that we are summing up the products for each neuron in the output layer. The symbol \( \circ \) denotes -the Hadamard product, meaning element-wise multiplication. -

- -

This again gives us the gradients in the hidden layer:

- -

$$ \nabla W_{h} = X^T \delta_h = (n_{features}, n_{hidden}) ,$$

- -

$$ \nabla b_{h} = \sum_{i=1}^{n_{inputs}} \delta_h = (n_{hidden}) .$$

- - - -
-
-
-
-
-
# to categorical turns our integer vector into a onehot representation
-from sklearn.metrics import accuracy_score
-
-# one-hot in numpy
-def to_categorical_numpy(integer_vector):
-    n_inputs = len(integer_vector)
-    n_categories = np.max(integer_vector) + 1
-    onehot_vector = np.zeros((n_inputs, n_categories))
-    onehot_vector[range(n_inputs), integer_vector] = 1
-    
-    return onehot_vector
-
-#Y_train_onehot, Y_test_onehot = to_categorical(Y_train), to_categorical(Y_test)
-Y_train_onehot, Y_test_onehot = to_categorical_numpy(Y_train), to_categorical_numpy(Y_test)
-
-def feed_forward_train(X):
-    # weighted sum of inputs to the hidden layer
-    z_h = np.matmul(X, hidden_weights) + hidden_bias
-    # activation in the hidden layer
-    a_h = sigmoid(z_h)
-    
-    # weighted sum of inputs to the output layer
-    z_o = np.matmul(a_h, output_weights) + output_bias
-    # softmax output
-    # axis 0 holds each input and axis 1 the probabilities of each category
-    exp_term = np.exp(z_o)
-    probabilities = exp_term / np.sum(exp_term, axis=1, keepdims=True)
-    
-    # for backpropagation need activations in hidden and output layers
-    return a_h, probabilities
-
-def backpropagation(X, Y):
-    a_h, probabilities = feed_forward_train(X)
-    
-    # error in the output layer
-    error_output = probabilities - Y
-    # error in the hidden layer
-    error_hidden = np.matmul(error_output, output_weights.T) * a_h * (1 - a_h)
-    
-    # gradients for the output layer
-    output_weights_gradient = np.matmul(a_h.T, error_output)
-    output_bias_gradient = np.sum(error_output, axis=0)
-    
-    # gradient for the hidden layer
-    hidden_weights_gradient = np.matmul(X.T, error_hidden)
-    hidden_bias_gradient = np.sum(error_hidden, axis=0)
-
-    return output_weights_gradient, output_bias_gradient, hidden_weights_gradient, hidden_bias_gradient
-
-print("Old accuracy on training data: " + str(accuracy_score(predict(X_train), Y_train)))
-
-eta = 0.01
-lmbd = 0.01
-for i in range(1000):
-    # calculate gradients
-    dWo, dBo, dWh, dBh = backpropagation(X_train, Y_train_onehot)
-    
-    # regularization term gradients
-    dWo += lmbd * output_weights
-    dWh += lmbd * hidden_weights
-    
-    # update weights and biases
-    output_weights -= eta * dWo
-    output_bias -= eta * dBo
-    hidden_weights -= eta * dWh
-    hidden_bias -= eta * dBh
-
-print("New accuracy on training data: " + str(accuracy_score(predict(X_train), Y_train)))
-
-
-
-
-
-
-
-
-
-
-
-
-
-
- - - -

Improving performance

- -

As we can see the network does not seem to be learning at all. It seems to be just guessing the label for each image. -In order to obtain a network that does something useful, we will have to do a bit more work. -

- -

The choice of hyperparameters such as learning rate and regularization parameter is hugely influential for the performance of the network. Typically a grid-search is performed, wherein we test different hyperparameters separated by orders of magnitude. For example we could test the learning rates \( \eta = 10^{-6}, 10^{-5},...,10^{-1} \) with different regularization parameters \( \lambda = 10^{-6},...,10^{-0} \).

- -

Next, we haven't implemented minibatching yet, which introduces stochasticity and is though to act as an important regularizer on the weights. We call a feed-forward + backward pass with a minibatch an iteration, and a full training period -going through the entire dataset (\( n/M \) batches) an epoch. -

- -

If this does not improve network performance, you may want to consider altering the network architecture, adding more neurons or hidden layers. -Andrew Ng goes through some of these considerations in this video. You can find a summary of the video here. -

- - -

Full object-oriented implementation

- -

It is very natural to think of the network as an object, with specific instances of the network -being realizations of this object with different hyperparameters. An implementation using Python classes provides a clean structure and interface, and the full implementation of our neural network is given below. -

- - - -
-
-
-
-
-
class NeuralNetwork:
-    def __init__(
-            self,
-            X_data,
-            Y_data,
-            n_hidden_neurons=50,
-            n_categories=10,
-            epochs=10,
-            batch_size=100,
-            eta=0.1,
-            lmbd=0.0):
-
-        self.X_data_full = X_data
-        self.Y_data_full = Y_data
-
-        self.n_inputs = X_data.shape[0]
-        self.n_features = X_data.shape[1]
-        self.n_hidden_neurons = n_hidden_neurons
-        self.n_categories = n_categories
-
-        self.epochs = epochs
-        self.batch_size = batch_size
-        self.iterations = self.n_inputs // self.batch_size
-        self.eta = eta
-        self.lmbd = lmbd
-
-        self.create_biases_and_weights()
-
-    def create_biases_and_weights(self):
-        self.hidden_weights = np.random.randn(self.n_features, self.n_hidden_neurons)
-        self.hidden_bias = np.zeros(self.n_hidden_neurons) + 0.01
-
-        self.output_weights = np.random.randn(self.n_hidden_neurons, self.n_categories)
-        self.output_bias = np.zeros(self.n_categories) + 0.01
-
-    def feed_forward(self):
-        # feed-forward for training
-        self.z_h = np.matmul(self.X_data, self.hidden_weights) + self.hidden_bias
-        self.a_h = sigmoid(self.z_h)
-
-        self.z_o = np.matmul(self.a_h, self.output_weights) + self.output_bias
-
-        exp_term = np.exp(self.z_o)
-        self.probabilities = exp_term / np.sum(exp_term, axis=1, keepdims=True)
-
-    def feed_forward_out(self, X):
-        # feed-forward for output
-        z_h = np.matmul(X, self.hidden_weights) + self.hidden_bias
-        a_h = sigmoid(z_h)
-
-        z_o = np.matmul(a_h, self.output_weights) + self.output_bias
-        
-        exp_term = np.exp(z_o)
-        probabilities = exp_term / np.sum(exp_term, axis=1, keepdims=True)
-        return probabilities
-
-    def backpropagation(self):
-        error_output = self.probabilities - self.Y_data
-        error_hidden = np.matmul(error_output, self.output_weights.T) * self.a_h * (1 - self.a_h)
-
-        self.output_weights_gradient = np.matmul(self.a_h.T, error_output)
-        self.output_bias_gradient = np.sum(error_output, axis=0)
-
-        self.hidden_weights_gradient = np.matmul(self.X_data.T, error_hidden)
-        self.hidden_bias_gradient = np.sum(error_hidden, axis=0)
-
-        if self.lmbd > 0.0:
-            self.output_weights_gradient += self.lmbd * self.output_weights
-            self.hidden_weights_gradient += self.lmbd * self.hidden_weights
-
-        self.output_weights -= self.eta * self.output_weights_gradient
-        self.output_bias -= self.eta * self.output_bias_gradient
-        self.hidden_weights -= self.eta * self.hidden_weights_gradient
-        self.hidden_bias -= self.eta * self.hidden_bias_gradient
-
-    def predict(self, X):
-        probabilities = self.feed_forward_out(X)
-        return np.argmax(probabilities, axis=1)
-
-    def predict_probabilities(self, X):
-        probabilities = self.feed_forward_out(X)
-        return probabilities
-
-    def train(self):
-        data_indices = np.arange(self.n_inputs)
-
-        for i in range(self.epochs):
-            for j in range(self.iterations):
-                # pick datapoints with replacement
-                chosen_datapoints = np.random.choice(
-                    data_indices, size=self.batch_size, replace=False
-                )
-
-                # minibatch training data
-                self.X_data = self.X_data_full[chosen_datapoints]
-                self.Y_data = self.Y_data_full[chosen_datapoints]
-
-                self.feed_forward()
-                self.backpropagation()
-
-
-
-
-
-
-
-
-
-
-
-
-
-
- - - -

Evaluate model performance on test data

- -

To measure the performance of our network we evaluate how well it does it data it has never seen before, i.e. the test data. -We measure the performance of the network using the accuracy score. -The accuracy is as you would expect just the number of images correctly labeled divided by the total number of images. A perfect classifier will have an accuracy score of \( 1 \). -

- -

$$ \text{Accuracy} = \frac{\sum_{i=1}^n I(\tilde{y}_i = y_i)}{n} ,$$

- -

where \( I \) is the indicator function, \( 1 \) if \( \tilde{y}_i = y_i \) and \( 0 \) otherwise.

- - - -
-
-
-
-
-
epochs = 100
-batch_size = 100
-
-dnn = NeuralNetwork(X_train, Y_train_onehot, eta=eta, lmbd=lmbd, epochs=epochs, batch_size=batch_size,
-                    n_hidden_neurons=n_hidden_neurons, n_categories=n_categories)
-dnn.train()
-test_predict = dnn.predict(X_test)
-
-# accuracy score from scikit library
-print("Accuracy score on test set: ", accuracy_score(Y_test, test_predict))
-
-# equivalent in numpy
-def accuracy_score_numpy(Y_test, Y_pred):
-    return np.sum(Y_test == Y_pred) / len(Y_test)
-
-#print("Accuracy score on test set: ", accuracy_score_numpy(Y_test, test_predict))
-
-
-
-
-
-
-
-
-
-
-
-
-
-
- - - -

Adjust hyperparameters

- -

We now perform a grid search to find the optimal hyperparameters for the network. -Note that we are only using 1 layer with 50 neurons, and human performance is estimated to be around \( 98\% \) (\( 2\% \) error rate). -

- - - -
-
-
-
-
-
eta_vals = np.logspace(-5, 1, 7)
-lmbd_vals = np.logspace(-5, 1, 7)
-# store the models for later use
-DNN_numpy = np.zeros((len(eta_vals), len(lmbd_vals)), dtype=object)
-
-# grid search
-for i, eta in enumerate(eta_vals):
-    for j, lmbd in enumerate(lmbd_vals):
-        dnn = NeuralNetwork(X_train, Y_train_onehot, eta=eta, lmbd=lmbd, epochs=epochs, batch_size=batch_size,
-                            n_hidden_neurons=n_hidden_neurons, n_categories=n_categories)
-        dnn.train()
-        
-        DNN_numpy[i][j] = dnn
-        
-        test_predict = dnn.predict(X_test)
-        
-        print("Learning rate  = ", eta)
-        print("Lambda = ", lmbd)
-        print("Accuracy score on test set: ", accuracy_score(Y_test, test_predict))
-        print()
-
-
-
-
-
-
-
-
-
-
-
-
-
-
- - - -

Visualization

- - - -
-
-
-
-
-
# visual representation of grid search
-# uses seaborn heatmap, you can also do this with matplotlib imshow
-import seaborn as sns
-
-sns.set()
-
-train_accuracy = np.zeros((len(eta_vals), len(lmbd_vals)))
-test_accuracy = np.zeros((len(eta_vals), len(lmbd_vals)))
-
-for i in range(len(eta_vals)):
-    for j in range(len(lmbd_vals)):
-        dnn = DNN_numpy[i][j]
-        
-        train_pred = dnn.predict(X_train) 
-        test_pred = dnn.predict(X_test)
-
-        train_accuracy[i][j] = accuracy_score(Y_train, train_pred)
-        test_accuracy[i][j] = accuracy_score(Y_test, test_pred)
-
-        
-fig, ax = plt.subplots(figsize = (10, 10))
-sns.heatmap(train_accuracy, annot=True, ax=ax, cmap="viridis")
-ax.set_title("Training Accuracy")
-ax.set_ylabel("$\eta$")
-ax.set_xlabel("$\lambda$")
-plt.show()
-
-fig, ax = plt.subplots(figsize = (10, 10))
-sns.heatmap(test_accuracy, annot=True, ax=ax, cmap="viridis")
-ax.set_title("Test Accuracy")
-ax.set_ylabel("$\eta$")
-ax.set_xlabel("$\lambda$")
-plt.show()
-
-
-
-
-
-
-
-
-
-
-
-
-
-
- - - -

scikit-learn implementation

- -

scikit-learn focuses more -on traditional machine learning methods, such as regression, -clustering, decision trees, etc. As such, it has only two types of -neural networks: Multi Layer Perceptron outputting continuous values, -MPLRegressor, and Multi Layer Perceptron outputting labels, -MLPClassifier. We will see how simple it is to use these classes. -

- -

scikit-learn implements a few improvements from our neural network, -such as early stopping, a varying learning rate, different -optimization methods, etc. We would therefore expect a better -performance overall. -

- - - -
-
-
-
-
-
from sklearn.neural_network import MLPClassifier
-# store models for later use
-DNN_scikit = np.zeros((len(eta_vals), len(lmbd_vals)), dtype=object)
-
-for i, eta in enumerate(eta_vals):
-    for j, lmbd in enumerate(lmbd_vals):
-        dnn = MLPClassifier(hidden_layer_sizes=(n_hidden_neurons), activation='logistic',
-                            alpha=lmbd, learning_rate_init=eta, max_iter=epochs)
-        dnn.fit(X_train, Y_train)
-        
-        DNN_scikit[i][j] = dnn
-        
-        print("Learning rate  = ", eta)
-        print("Lambda = ", lmbd)
-        print("Accuracy score on test set: ", dnn.score(X_test, Y_test))
-        print()
-
-
-
-
-
-
-
-
-
-
-
-
-
-
- - - -

Visualization

- - -
-
-
-
-
-
# optional
-# visual representation of grid search
-# uses seaborn heatmap, could probably do this in matplotlib
-import seaborn as sns
-
-sns.set()
-
-train_accuracy = np.zeros((len(eta_vals), len(lmbd_vals)))
-test_accuracy = np.zeros((len(eta_vals), len(lmbd_vals)))
-
-for i in range(len(eta_vals)):
-    for j in range(len(lmbd_vals)):
-        dnn = DNN_scikit[i][j]
-        
-        train_pred = dnn.predict(X_train) 
-        test_pred = dnn.predict(X_test)
-
-        train_accuracy[i][j] = accuracy_score(Y_train, train_pred)
-        test_accuracy[i][j] = accuracy_score(Y_test, test_pred)
-
-        
-fig, ax = plt.subplots(figsize = (10, 10))
-sns.heatmap(train_accuracy, annot=True, ax=ax, cmap="viridis")
-ax.set_title("Training Accuracy")
-ax.set_ylabel("$\eta$")
-ax.set_xlabel("$\lambda$")
-plt.show()
-
-fig, ax = plt.subplots(figsize = (10, 10))
-sns.heatmap(test_accuracy, annot=True, ax=ax, cmap="viridis")
-ax.set_title("Test Accuracy")
-ax.set_ylabel("$\eta$")
-ax.set_xlabel("$\lambda$")
-plt.show()
-
-
-
-
-
-
-
-
-
-
-
-
-
-
- -

Building neural networks in Tensorflow and Keras

@@ -2360,7 +1004,7 @@ plt.show() -

The Breast Cancer Data, now with Keras

+

Using Pytorch with the full MNIST data set

@@ -2369,171 +1013,82 @@ plt.show()
-
import tensorflow as tf
-from tensorflow.keras.layers import Input
-from tensorflow.keras.models import Sequential      #This allows appending layers to existing models
-from tensorflow.keras.layers import Dense           #This allows defining the characteristics of a particular layer
-from tensorflow.keras import optimizers             #This allows using whichever optimiser we want (sgd,adam,RMSprop)
-from tensorflow.keras import regularizers           #This allows using whichever regularizer we want (l1,l2,l1_l2)
-from tensorflow.keras.utils import to_categorical   #This allows using categorical cross entropy as the cost function
-import numpy as np
-import matplotlib.pyplot as plt
-import seaborn as sns
-from sklearn.model_selection import train_test_split as splitter
-from sklearn.datasets import load_breast_cancer
-import pickle
-import os 
+  
import torch
+import torch.nn as nn
+import torch.optim as optim
+import torchvision
+import torchvision.transforms as transforms
+
+# Device configuration: use GPU if available
+device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
+
+# MNIST dataset (downloads if not already present)
+transform = transforms.Compose([
+    transforms.ToTensor(),
+    transforms.Normalize((0.5,), (0.5,))  # normalize to mean=0.5, std=0.5 (approx. [-1,1] pixel range)
+])
+train_dataset = torchvision.datasets.MNIST(root='./data', train=True, download=True, transform=transform)
+test_dataset  = torchvision.datasets.MNIST(root='./data', train=False, download=True, transform=transform)
+
+train_loader = torch.utils.data.DataLoader(train_dataset, batch_size=64, shuffle=True)
+test_loader  = torch.utils.data.DataLoader(test_dataset, batch_size=64, shuffle=False)
 
 
-"""Load breast cancer dataset"""
+class NeuralNet(nn.Module):
+    def __init__(self):
+        super(NeuralNet, self).__init__()
+        self.fc1 = nn.Linear(28*28, 100)   # first hidden layer (784 -> 100)
+        self.fc2 = nn.Linear(100, 100)    # second hidden layer (100 -> 100)
+        self.fc3 = nn.Linear(100, 10)     # output layer (100 -> 10 classes)
+    def forward(self, x):
+        x = x.view(x.size(0), -1)         # flatten images into vectors of size 784
+        x = torch.relu(self.fc1(x))       # hidden layer 1 + ReLU activation
+        x = torch.relu(self.fc2(x))       # hidden layer 2 + ReLU activation
+        x = self.fc3(x)                   # output layer (logits for 10 classes)
+        return x
 
-np.random.seed(0)        #create same seed for random number every time
-
-cancer=load_breast_cancer()      #Download breast cancer dataset
-
-inputs=cancer.data                     #Feature matrix of 569 rows (samples) and 30 columns (parameters)
-outputs=cancer.target                  #Label array of 569 rows (0 for benign and 1 for malignant)
-labels=cancer.feature_names[0:30]
-
-print('The content of the breast cancer dataset is:')      #Print information about the datasets
-print(labels)
-print('-------------------------')
-print("inputs =  " + str(inputs.shape))
-print("outputs =  " + str(outputs.shape))
-print("labels =  "+ str(labels.shape))
-
-x=inputs      #Reassign the Feature and Label matrices to other variables
-y=outputs
-
-#%% 
-
-# Visualisation of dataset (for correlation analysis)
-
-plt.figure()
-plt.scatter(x[:,0],x[:,2],s=40,c=y,cmap=plt.cm.Spectral)
-plt.xlabel('Mean radius',fontweight='bold')
-plt.ylabel('Mean perimeter',fontweight='bold')
-plt.show()
-
-plt.figure()
-plt.scatter(x[:,5],x[:,6],s=40,c=y, cmap=plt.cm.Spectral)
-plt.xlabel('Mean compactness',fontweight='bold')
-plt.ylabel('Mean concavity',fontweight='bold')
-plt.show()
+model = NeuralNet().to(device)
 
 
-plt.figure()
-plt.scatter(x[:,0],x[:,1],s=40,c=y,cmap=plt.cm.Spectral)
-plt.xlabel('Mean radius',fontweight='bold')
-plt.ylabel('Mean texture',fontweight='bold')
-plt.show()
+criterion = nn.CrossEntropyLoss()
+optimizer = optim.SGD(model.parameters(), lr=0.01, weight_decay=1e-4)
 
-plt.figure()
-plt.scatter(x[:,2],x[:,1],s=40,c=y,cmap=plt.cm.Spectral)
-plt.xlabel('Mean perimeter',fontweight='bold')
-plt.ylabel('Mean compactness',fontweight='bold')
-plt.show()
+num_epochs = 10
+for epoch in range(num_epochs):
+    model.train()  # set model to training mode
+    running_loss = 0.0
+    for images, labels in train_loader:
+        # Move data to device (GPU if available, else CPU)
+        images, labels = images.to(device), labels.to(device)
+
+        optimizer.zero_grad()            # reset gradients to zero
+        outputs = model(images)          # forward pass: compute predictions
+        loss = criterion(outputs, labels)  # compute cross-entropy loss
+        loss.backward()                 # backpropagate to compute gradients
+        optimizer.step()                # update weights using SGD step 
+
+        running_loss += loss.item()
+    # Compute average loss over all batches in this epoch
+    avg_loss = running_loss / len(train_loader)
+    print(f"Epoch {epoch+1}/{num_epochs}, Loss: {avg_loss:.4f}")
+
+#Evaluation on the Test Set
 
 
-# Generate training and testing datasets
 
-#Select features relevant to classification (texture,perimeter,compactness and symmetery) 
-#and add to input matrix
+model.eval()  # set model to evaluation mode 
+correct = 0
+total = 0
+with torch.no_grad():  # disable gradient calculation for evaluation 
+    for images, labels in test_loader:
+        images, labels = images.to(device), labels.to(device)
+        outputs = model(images)
+        _, predicted = torch.max(outputs, dim=1)  # class with highest score
+        total += labels.size(0)
+        correct += (predicted == labels).sum().item()
 
-temp1=np.reshape(x[:,1],(len(x[:,1]),1))
-temp2=np.reshape(x[:,2],(len(x[:,2]),1))
-X=np.hstack((temp1,temp2))      
-temp=np.reshape(x[:,5],(len(x[:,5]),1))
-X=np.hstack((X,temp))       
-temp=np.reshape(x[:,8],(len(x[:,8]),1))
-X=np.hstack((X,temp))       
-
-X_train,X_test,y_train,y_test=splitter(X,y,test_size=0.1)   #Split datasets into training and testing
-
-y_train=to_categorical(y_train)     #Convert labels to categorical when using categorical cross entropy
-y_test=to_categorical(y_test)
-
-del temp1,temp2,temp
-
-# %%
-
-# Define tunable parameters"
-
-eta=np.logspace(-3,-1,3)                    #Define vector of learning rates (parameter to SGD optimiser)
-lamda=0.01                                  #Define hyperparameter
-n_layers=2                                  #Define number of hidden layers in the model
-n_neuron=np.logspace(0,3,4,dtype=int)       #Define number of neurons per layer
-epochs=100                                   #Number of reiterations over the input data
-batch_size=100                              #Number of samples per gradient update
-
-# %%
-
-"""Define function to return Deep Neural Network model"""
-
-def NN_model(inputsize,n_layers,n_neuron,eta,lamda):
-    model=Sequential()      
-    for i in range(n_layers):       #Run loop to add hidden layers to the model
-        if (i==0):                  #First layer requires input dimensions
-            model.add(Dense(n_neuron,activation='relu',kernel_regularizer=regularizers.l2(lamda),input_dim=inputsize))
-        else:                       #Subsequent layers are capable of automatic shape inferencing
-            model.add(Dense(n_neuron,activation='relu',kernel_regularizer=regularizers.l2(lamda)))
-    model.add(Dense(2,activation='softmax'))  #2 outputs - ordered and disordered (softmax for prob)
-    sgd=optimizers.SGD(learning_rate=eta)
-    model.compile(loss='categorical_crossentropy',optimizer=sgd,metrics=['accuracy'])
-    return model
-
-    
-Train_accuracy=np.zeros((len(n_neuron),len(eta)))      #Define matrices to store accuracy scores as a function
-Test_accuracy=np.zeros((len(n_neuron),len(eta)))       #of learning rate and number of hidden neurons for 
-
-for i in range(len(n_neuron)):     #run loops over hidden neurons and learning rates to calculate 
-    for j in range(len(eta)):      #accuracy scores 
-        DNN_model=NN_model(X_train.shape[1],n_layers,n_neuron[i],eta[j],lamda)
-        DNN_model.fit(X_train,y_train,epochs=epochs,batch_size=batch_size,verbose=1)
-        Train_accuracy[i,j]=DNN_model.evaluate(X_train,y_train)[1]
-        Test_accuracy[i,j]=DNN_model.evaluate(X_test,y_test)[1]
-               
-
-def plot_data(x,y,data,title=None):
-
-    # plot results
-    fontsize=16
-
-
-    fig = plt.figure()
-    ax = fig.add_subplot(111)
-    cax = ax.matshow(data, interpolation='nearest', vmin=0, vmax=1)
-    
-    cbar=fig.colorbar(cax)
-    cbar.ax.set_ylabel('accuracy (%)',rotation=90,fontsize=fontsize)
-    cbar.set_ticks([0,.2,.4,0.6,0.8,1.0])
-    cbar.set_ticklabels(['0%','20%','40%','60%','80%','100%'])
-
-    # put text on matrix elements
-    for i, x_val in enumerate(np.arange(len(x))):
-        for j, y_val in enumerate(np.arange(len(y))):
-            c = "${0:.1f}\\%$".format( 100*data[j,i])  
-            ax.text(x_val, y_val, c, va='center', ha='center')
-
-    # convert axis vaues to to string labels
-    x=[str(i) for i in x]
-    y=[str(i) for i in y]
-
-
-    ax.set_xticklabels(['']+x)
-    ax.set_yticklabels(['']+y)
-
-    ax.set_xlabel('$\\mathrm{learning\\ rate}$',fontsize=fontsize)
-    ax.set_ylabel('$\\mathrm{hidden\\ neurons}$',fontsize=fontsize)
-    if title is not None:
-        ax.set_title(title)
-
-    plt.tight_layout()
-
-    plt.show()
-    
-plot_data(eta,n_neuron,Train_accuracy, 'training')
-plot_data(eta,n_neuron,Test_accuracy, 'testing')
+accuracy = 100 * correct / total
+print(f"Test Accuracy: {accuracy:.2f}%")
 
@@ -2551,7 +1106,81 @@ plot_data(eta,n_neuron,Test_accuracy, 'testing& -

Building a neural network code

+

And a similar example using Tensorflow with Keras

+ + + +
+
+
+
+
+
import tensorflow as tf
+from tensorflow import keras
+from tensorflow.keras import layers, regularizers
+
+# Check for GPU (TensorFlow will use it automatically if available)
+gpus = tf.config.list_physical_devices('GPU')
+print(f"GPUs available: {gpus}")
+
+# 1) Load and preprocess MNIST
+(x_train, y_train), (x_test, y_test) = keras.datasets.mnist.load_data()
+# Normalize to [0, 1]
+x_train = (x_train.astype("float32") / 255.0)
+x_test  = (x_test.astype("float32") / 255.0)
+
+# 2) Build the model: 784 -> 100 -> 100 -> 10
+l2_reg = 1e-4  # L2 regularization strength
+
+model = keras.Sequential([
+    layers.Input(shape=(28, 28)),
+    layers.Flatten(),
+    layers.Dense(100, activation="relu",
+                 kernel_regularizer=regularizers.l2(l2_reg)),
+    layers.Dense(100, activation="relu",
+                 kernel_regularizer=regularizers.l2(l2_reg)),
+    layers.Dense(10, activation="softmax")  # output probabilities for 10 classes
+])
+
+# 3) Compile with SGD + weight decay via L2 regularizers
+model.compile(
+    optimizer=keras.optimizers.SGD(learning_rate=0.01),
+    loss="sparse_categorical_crossentropy",
+    metrics=["accuracy"],
+)
+
+model.summary()
+
+# 4) Train
+history = model.fit(
+    x_train, y_train,
+    epochs=10,
+    batch_size=64,
+    validation_split=0.1,  # optional: monitor validation during training
+    verbose=1
+)
+
+# 5) Evaluate on test set
+test_loss, test_acc = model.evaluate(x_test, y_test, verbose=0)
+print(f"Test accuracy: {test_acc:.4f}, Test loss: {test_loss:.4f}")
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+ + + +

Building our own neural network code

Here we present a flexible object oriented codebase for a feed forward neural network, along with a demonstration of how @@ -6584,7 +5213,7 @@ $$ -->

- © 1999-2024, Morten Hjorth-Jensen. Released under CC Attribution-NonCommercial 4.0 license + © 1999-2025, Morten Hjorth-Jensen. Released under CC Attribution-NonCommercial 4.0 license
diff --git a/doc/pub/week43/html/week43-reveal.html b/doc/pub/week43/html/week43-reveal.html index 30320d347..6d8a445b5 100644 --- a/doc/pub/week43/html/week43-reveal.html +++ b/doc/pub/week43/html/week43-reveal.html @@ -173,24 +173,21 @@ MathJax.Hub.Config({
-Morten Hjorth-Jensen [1, 2] +Morten Hjorth-Jensen
- +
-[1] Department of Physics, University of Oslo -
-
-[2] Department of Physics and Astronomy and Facility for Rare Isotope Beams, Michigan State University +Department of Physics, University of Oslo, Norway

-

October 21, 2024

+

October 20, 2025


- © 1999-2024, Morten Hjorth-Jensen. Released under CC Attribution-NonCommercial 4.0 license + © 1999-2025, Morten Hjorth-Jensen. Released under CC Attribution-NonCommercial 4.0 license
@@ -198,19 +195,16 @@ MathJax.Hub.Config({

Plans for week 43

-Material for the lecture on Monday October 21, 2024 +Material for the lecture on Monday October 20, 2025

@@ -231,44 +225,11 @@ MathJax.Hub.Config({
-
-

Mathematics of deep learning

- -
-Two recent books online -

-

    -

  1. The Modern Mathematics of Deep Learning, by Julius Berner, Philipp Grohs, Gitta Kutyniok, Philipp Petersen at https://arxiv.org/abs/2105.04026, published as Mathematical Aspects of Deep Learning, pp. 1-111. Cambridge University Press, 2022
  2. -

  3. Mathematical Introduction to Deep Learning: Methods, Implementations, and Theory, Arnulf Jentzen, Benno Kuckuck, Philippe von Wurstemberger at https://doi.org/10.48550/arXiv.2310.20360
  4. -
-
-
- -
-

Reminder on books with hands-on material and codes

-
- -

-

-
-
- -
-

Reading recommendations

- -
    -

  1. Rashkca et al., chapter 11, jupyter-notebook sent separately, from GitHub site at https://github.com/rasbt/machine-learning-book. See also chapters 12 and 13 on using Pytorch to make a Neural network code.
  2. -

  3. Goodfellow et al, chapter 6 and 7 contain most of the neural network background.
  4. -
-
-

Using Automatic differentiation

In our discussions of ordinary differential equations and neural network codes -we will also study the usage of Autograd, see for example https://www.youtube.com/watch?v=fRf4l5qaX1M&ab_channel=AlexSmola in computing gradients for deep learning. For the documentation of Autograd and examples see the lectures slides from week 39 and the Autograd documentation at https://github.com/HIPS/autograd. +we will also study the usage of Autograd, see for example https://www.youtube.com/watch?v=fRf4l5qaX1M&ab_channel=AlexSmola in computing gradients for deep learning. For the documentation of Autograd and examples see the Autograd documentation at https://github.com/HIPS/autograd and the lecture slides from week 40, see https://compphysics.github.io/MachineLearning/doc/LectureNotes/_build/html/week41.html.

@@ -284,12 +245,12 @@ we will also study the usage of Autograd, see for example Lecture Monday October 21 +

Lecture Monday October 20

Setting up the back propagation algorithm and algorithm for a feed forward NN, initalizations

-

This is a reminder from where we ended last week.

+

This is a reminder from last week.

The architecture (our model) @@ -499,1352 +460,6 @@ gradient descent optimization does in general not get stuck.
-
-

Setting up a Multi-layer perceptron model for classification

- -

We are now gong to develop an example based on the MNIST data -base. This is a classification problem and we need to use our -cross-entropy function we discussed in connection with logistic -regression. The cross-entropy defines our cost function for the -classificaton problems with neural networks. -

- -

In binary classification with two classes \( (0, 1) \) we define the -logistic/sigmoid function as the probability that a particular input -is in class \( 0 \) or \( 1 \). This is possible because the logistic -function takes any input from the real numbers and inputs a number -between 0 and 1, and can therefore be interpreted as a probability. It -also has other nice properties, such as a derivative that is simple to -calculate. -

- -

For an input \( \boldsymbol{a} \) from the hidden layer, the probability that the input \( \boldsymbol{x} \) -is in class 0 or 1 is just. We let \( \theta \) represent the unknown weights and biases to be adjusted by our equations). The variable \( x \) -represents our activation values \( z \). We have -

-

 
-$$ -P(y = 0 \mid \boldsymbol{x}, \boldsymbol{\theta}) = \frac{1}{1 + \exp{(- \boldsymbol{x}})} , -$$ -

 
- -

and

-

 
-$$ -P(y = 1 \mid \boldsymbol{x}, \boldsymbol{\theta}) = 1 - P(y = 0 \mid \boldsymbol{x}, \boldsymbol{\theta}) , -$$ -

 
- -

where \( y \in \{0, 1\} \) and \( \boldsymbol{\theta} \) represents the weights and biases -of our network. -

-
- -
-

Defining the cost function

- -

Our cost function is given as (see the Logistic regression lectures)

-

 
-$$ -\mathcal{C}(\boldsymbol{\theta}) = - \ln P(\mathcal{D} \mid \boldsymbol{\theta}) = - \sum_{i=1}^n -y_i \ln[P(y_i = 0)] + (1 - y_i) \ln [1 - P(y_i = 0)] = \sum_{i=1}^n \mathcal{L}_i(\boldsymbol{\theta}) . -$$ -

 
- -

This last equality means that we can interpret our cost function as a sum over the loss function -for each point in the dataset \( \mathcal{L}_i(\boldsymbol{\theta}) \). -The negative sign is just so that we can think about our algorithm as minimizing a positive number, rather -than maximizing a negative number. -

- -

In multiclass classification it is common to treat each integer label as a so called one-hot vector:

- -

\( y = 5 \quad \rightarrow \quad \boldsymbol{y} = (0, 0, 0, 0, 0, 1, 0, 0, 0, 0) , \) and

- -\( y = 1 \quad \rightarrow \quad \boldsymbol{y} = (0, 1, 0, 0, 0, 0, 0, 0, 0, 0) , \) - -

i.e. a binary bit string of length \( C \), where \( C = 10 \) is the number of classes in the MNIST dataset (numbers from \( 0 \) to \( 9 \))..

- -

If \( \boldsymbol{x}_i \) is the \( i \)-th input (image), \( y_{ic} \) refers to the \( c \)-th component of the \( i \)-th -output vector \( \boldsymbol{y}_i \). -The probability of \( \boldsymbol{x}_i \) being in class \( c \) will be given by the softmax function: -

- -

 
-$$ -P(y_{ic} = 1 \mid \boldsymbol{x}_i, \boldsymbol{\theta}) = \frac{\exp{((\boldsymbol{a}_i^{hidden})^T \boldsymbol{w}_c)}} -{\sum_{c'=0}^{C-1} \exp{((\boldsymbol{a}_i^{hidden})^T \boldsymbol{w}_{c'})}} , -$$ -

 
- -

which reduces to the logistic function in the binary case. -The likelihood of this \( C \)-class classifier -is now given as: -

- -

 
-$$ -P(\mathcal{D} \mid \boldsymbol{\theta}) = \prod_{i=1}^n \prod_{c=0}^{C-1} [P(y_{ic} = 1)]^{y_{ic}} . -$$ -

 
- -

Again we take the negative log-likelihood to define our cost function:

- -

 
-$$ -\mathcal{C}(\boldsymbol{\theta}) = - \log{P(\mathcal{D} \mid \boldsymbol{\theta})}. -$$ -

 
- -

See the logistic regression lectures for a full definition of the cost function.

- -

The back propagation equations need now only a small change, namely the definition of a new cost function. We are thus ready to use the same equations as before!

-
- -
-

Example: binary classification problem

- -

As an example of the above, relevant for project 2 as well, let us consider a binary class. As discussed in our logistic regression lectures, we defined a cost function in terms of the parameters \( \beta \) as

-

 
-$$ -\mathcal{C}(\boldsymbol{\beta}) = - \sum_{i=1}^n \left(y_i\log{p(y_i \vert x_i,\boldsymbol{\beta})}+(1-y_i)\log{1-p(y_i \vert x_i,\boldsymbol{\beta})}\right), -$$ -

 
- -

where we had defined the logistic (sigmoid) function

-

 
-$$ -p(y_i =1\vert x_i,\boldsymbol{\beta})=\frac{\exp{(\beta_0+\beta_1 x_i)}}{1+\exp{(\beta_0+\beta_1 x_i)}}, -$$ -

 
- -

and

-

 
-$$ -p(y_i =0\vert x_i,\boldsymbol{\beta})=1-p(y_i =1\vert x_i,\boldsymbol{\beta}). -$$ -

 
- -

The parameters \( \boldsymbol{\beta} \) were defined using a minimization method like gradient descent or Newton-Raphson's method.

- -

Now we replace \( x_i \) with the activation \( z_i^l \) for a given layer \( l \) and the outputs as \( y_i=a_i^l=f(z_i^l) \), with \( z_i^l \) now being a function of the weights \( w_{ij}^l \) and biases \( b_i^l \). -We have then -

-

 
-$$ -a_i^l = y_i = \frac{\exp{(z_i^l)}}{1+\exp{(z_i^l)}}, -$$ -

 
- -

with

-

 
-$$ -z_i^l = \sum_{j}w_{ij}^l a_j^{l-1}+b_i^l, -$$ -

 
- -

where the superscript \( l-1 \) indicates that these are the outputs from layer \( l-1 \). -Our cost function at the final layer \( l=L \) is now -

-

 
-$$ -\mathcal{C}(\boldsymbol{W}) = - \sum_{i=1}^n \left(t_i\log{a_i^L}+(1-t_i)\log{(1-a_i^L)}\right), -$$ -

 
- -

where we have defined the targets \( t_i \). The derivatives of the cost function with respect to the output \( a_i^L \) are then easily calculated and we get

-

 
-$$ -\frac{\partial \mathcal{C}(\boldsymbol{W})}{\partial a_i^L} = \frac{a_i^L-t_i}{a_i^L(1-a_i^L)}. -$$ -

 
- -

In case we use another activation function than the logistic one, we need to evaluate other derivatives.

-
- -
-

The Softmax function

-

In case we employ the more general case given by the Softmax equation, we need to evaluate the derivative of the activation function with respect to the activation \( z_i^l \), that is we need

-

 
-$$ -\frac{\partial f(z_i^l)}{\partial w_{jk}^l} = -\frac{\partial f(z_i^l)}{\partial z_j^l} \frac{\partial z_j^l}{\partial w_{jk}^l}= \frac{\partial f(z_i^l)}{\partial z_j^l}a_k^{l-1}. -$$ -

 
- -

For the Softmax function we have

-

 
-$$ -f(z_i^l) = \frac{\exp{(z_i^l)}}{\sum_{m=1}^K\exp{(z_m^l)}}. -$$ -

 
- -

Its derivative with respect to \( z_j^l \) gives

-

 
-$$ -\frac{\partial f(z_i^l)}{\partial z_j^l}= f(z_i^l)\left(\delta_{ij}-f(z_j^l)\right), -$$ -

 
- -

which in case of the simply binary model reduces to having \( i=j \).

-
- -
-

Developing a code for doing neural networks with back propagation

- -

One can identify a set of key steps when using neural networks to solve supervised learning problems:

- -
    -

  1. Collect and pre-process data
  2. - -

  3. Define model and architecture
  4. - -

  5. Choose cost function and optimizer
  6. - -

  7. Train the model
  8. - -

  9. Evaluate model performance on test data
  10. - -

  11. Adjust hyperparameters (if necessary, network architecture)
  12. -
-
- -
-

Collect and pre-process data

- -

Here we will be using the MNIST dataset, which is readily available through the scikit-learn -package. You may also find it for example here. -The MNIST (Modified National Institute of Standards and Technology) database is a large database -of handwritten digits that is commonly used for training various image processing systems. -The MNIST dataset consists of 70 000 images of size \( 28\times 28 \) pixels, each labeled from 0 to 9. -The scikit-learn dataset we will use consists of a selection of 1797 images of size \( 8\times 8 \) collected and processed from this database. -

- -

To feed data into a feed-forward neural network we need to represent -the inputs as a design/feature matrix \( X = (n_{inputs}, n_{features}) \). Each -row represents an input, in this case a handwritten digit, and -each column represents a feature, in this case a pixel. The -correct answers, also known as labels or targets are -represented as a 1D array of integers -\( Y = (n_{inputs}) = (5, 3, 1, 8,...) \). -

- -

As an example, say we want to build a neural network using supervised learning to predict Body-Mass Index (BMI) from -measurements of height (in m) -and weight (in kg). If we have measurements of 5 people the design/feature matrix could be for example: -

- -

 
-$$ X = \begin{bmatrix} -1.85 & 81\\ -1.71 & 65\\ -1.95 & 103\\ -1.55 & 42\\ -1.63 & 56 -\end{bmatrix} ,$$ -

 
-

- -

and the targets would be:

- -

 
-$$ Y = (23.7, 22.2, 27.1, 17.5, 21.1) $$ -

 

- -

Since each input image is a 2D matrix, we need to flatten the image -(i.e. "unravel" the 2D matrix into a 1D array) to turn the data into a -design/feature matrix. This means we lose all spatial information in the -image, such as locality and translational invariance. More complicated -architectures such as Convolutional Neural Networks can take advantage -of such information, and are most commonly applied when analyzing -images. -

- - - -
-
-
-
-
-
# import necessary packages
-import numpy as np
-import matplotlib.pyplot as plt
-from sklearn import datasets
-
-
-# ensure the same random numbers appear every time
-np.random.seed(0)
-
-# display images in notebook
-%matplotlib inline
-plt.rcParams['figure.figsize'] = (12,12)
-
-
-# download MNIST dataset
-digits = datasets.load_digits()
-
-# define inputs and labels
-inputs = digits.images
-labels = digits.target
-
-print("inputs = (n_inputs, pixel_width, pixel_height) = " + str(inputs.shape))
-print("labels = (n_inputs) = " + str(labels.shape))
-
-
-# flatten the image
-# the value -1 means dimension is inferred from the remaining dimensions: 8x8 = 64
-n_inputs = len(inputs)
-inputs = inputs.reshape(n_inputs, -1)
-print("X = (n_inputs, n_features) = " + str(inputs.shape))
-
-
-# choose some random images to display
-indices = np.arange(n_inputs)
-random_indices = np.random.choice(indices, size=5)
-
-for i, image in enumerate(digits.images[random_indices]):
-    plt.subplot(1, 5, i+1)
-    plt.axis('off')
-    plt.imshow(image, cmap=plt.cm.gray_r, interpolation='nearest')
-    plt.title("Label: %d" % digits.target[random_indices[i]])
-plt.show()
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
- -
-

Train and test datasets

- -

Performing analysis before partitioning the dataset is a major error, that can lead to incorrect conclusions.

- -

We will reserve \( 80 \% \) of our dataset for training and \( 20 \% \) for testing.

- -

It is important that the train and test datasets are drawn randomly from our dataset, to ensure -no bias in the sampling. -Say you are taking measurements of weather data to predict the weather in the coming 5 days. -You don't want to train your model on measurements taken from the hours 00.00 to 12.00, and then test it on data -collected from 12.00 to 24.00. -

- - - -
-
-
-
-
-
from sklearn.model_selection import train_test_split
-
-# one-liner from scikit-learn library
-train_size = 0.8
-test_size = 1 - train_size
-X_train, X_test, Y_train, Y_test = train_test_split(inputs, labels, train_size=train_size,
-                                                    test_size=test_size)
-
-# equivalently in numpy
-def train_test_split_numpy(inputs, labels, train_size, test_size):
-    n_inputs = len(inputs)
-    inputs_shuffled = inputs.copy()
-    labels_shuffled = labels.copy()
-    
-    np.random.shuffle(inputs_shuffled)
-    np.random.shuffle(labels_shuffled)
-    
-    train_end = int(n_inputs*train_size)
-    X_train, X_test = inputs_shuffled[:train_end], inputs_shuffled[train_end:]
-    Y_train, Y_test = labels_shuffled[:train_end], labels_shuffled[train_end:]
-    
-    return X_train, X_test, Y_train, Y_test
-
-#X_train, X_test, Y_train, Y_test = train_test_split_numpy(inputs, labels, train_size, test_size)
-
-print("Number of training images: " + str(len(X_train)))
-print("Number of test images: " + str(len(X_test)))
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
- -
-

Define model and architecture

- -

Our simple feed-forward neural network will consist of an input layer, a single hidden layer and an output layer. The activation \( y \) of each neuron is a weighted sum of inputs, passed through an activation function. In case of the simple perceptron model we have

- -

 
-$$ z = \sum_{i=1}^n w_i a_i ,$$ -

 

- -

 
-$$ y = f(z) ,$$ -

 

- -

where \( f \) is the activation function, \( a_i \) represents input from neuron \( i \) in the preceding layer -and \( w_i \) is the weight to input \( i \). -The activation of the neurons in the input layer is just the features (e.g. a pixel value). -

- -

The simplest activation function for a neuron is the Heaviside function:

- -

 
-$$ f(z) = -\begin{cases} -1, & z > 0\\ -0, & \text{otherwise} -\end{cases} -$$ -

 
-

- -

A feed-forward neural network with this activation is known as a perceptron. -For a binary classifier (i.e. two classes, 0 or 1, dog or not-dog) we can also use this in our output layer. -This activation can be generalized to \( k \) classes (using e.g. the one-against-all strategy), -and we call these architectures multiclass perceptrons. -

- -

However, it is now common to use the terms Single Layer Perceptron (SLP) (1 hidden layer) and -Multilayer Perceptron (MLP) (2 or more hidden layers) to refer to feed-forward neural networks with any activation function. -

- -

Typical choices for activation functions include the sigmoid function, hyperbolic tangent, and Rectified Linear Unit (ReLU). -We will be using the sigmoid function \( \sigma(x) \): -

- -

 
-$$ f(x) = \sigma(x) = \frac{1}{1 + e^{-x}} ,$$ -

 

- -

which is inspired by probability theory (see logistic regression) and was most commonly used until about 2011. See the discussion below concerning other activation functions.

-
- -
-

Layers

- - -

-

Since each input image has 8x8 = 64 pixels or features, we have an input layer of 64 neurons.

- - -

-

We will use 50 neurons in the hidden layer receiving input from the neurons in the input layer. -Since each neuron in the hidden layer is connected to the 64 inputs we have 64x50 = 3200 weights to the hidden layer. -

- - -

-

If we were building a binary classifier, it would be sufficient with a single neuron in the output layer, -which could output 0 or 1 according to the Heaviside function. This would be an example of a hard classifier, meaning it outputs the class of the input directly. However, if we are dealing with noisy data it is often beneficial to use a soft classifier, which outputs the probability of being in class 0 or 1. -

- -

For a soft binary classifier, we could use a single neuron and interpret the output as either being the probability of being in class 0 or the probability of being in class 1. Alternatively we could use 2 neurons, and interpret each neuron as the probability of being in each class.

- -

Since we are doing multiclass classification, with 10 categories, it is natural to use 10 neurons in the output layer. We number the neurons \( j = 0,1,...,9 \). The activation of each output neuron \( j \) will be according to the softmax function:

- -

 
-$$ P(\text{class \( j \)} \mid \text{input \( \boldsymbol{a} \)}) = \frac{\exp{(\boldsymbol{a}^T \boldsymbol{w}_j)}} -{\sum_{c=0}^{9} \exp{(\boldsymbol{a}^T \boldsymbol{w}_c)}} ,$$ -

 
-

- -

i.e. each neuron \( j \) outputs the probability of being in class \( j \) given an input from the hidden layer \( \boldsymbol{a} \), with \( \boldsymbol{w}_j \) the weights of neuron \( j \) to the inputs. -The denominator is a normalization factor to ensure the outputs (probabilities) sum up to 1. -The exponent is just the weighted sum of inputs as before: -

- -

 
-$$ z_j = \sum_{i=1}^n w_ {ij} a_i+b_j.$$ -

 

- -

Since each neuron in the output layer is connected to the 50 inputs from the hidden layer we have 50x10 = 500 -weights to the output layer. -

-
- -
-

Weights and biases

- -

Typically weights are initialized with small values distributed around zero, drawn from a uniform -or normal distribution. Setting all weights to zero means all neurons give the same output, making the network useless. -

- -

Adding a bias value to the weighted sum of inputs allows the neural network to represent a greater range -of values. Without it, any input with the value 0 will be mapped to zero (before being passed through the activation). The bias unit has an output of 1, and a weight to each neuron \( j \), \( b_j \): -

- -

 
-$$ z_j = \sum_{i=1}^n w_ {ij} a_i + b_j.$$ -

 

- -

The bias weights \( \boldsymbol{b} \) are often initialized to zero, but a small value like \( 0.01 \) ensures all neurons have some output which can be backpropagated in the first training cycle.

- - -
-
-
-
-
-
# building our neural network
-
-n_inputs, n_features = X_train.shape
-n_hidden_neurons = 50
-n_categories = 10
-
-# we make the weights normally distributed using numpy.random.randn
-
-# weights and bias in the hidden layer
-hidden_weights = np.random.randn(n_features, n_hidden_neurons)
-hidden_bias = np.zeros(n_hidden_neurons) + 0.01
-
-# weights and bias in the output layer
-output_weights = np.random.randn(n_hidden_neurons, n_categories)
-output_bias = np.zeros(n_categories) + 0.01
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
- -
-

Feed-forward pass

- -

Denote \( F \) the number of features, \( H \) the number of hidden neurons and \( C \) the number of categories. -For each input image we calculate a weighted sum of input features (pixel values) to each neuron \( j \) in the hidden layer \( l \): -

- -

 
-$$ z_{j}^{l} = \sum_{i=1}^{F} w_{ij}^{l} x_i + b_{j}^{l},$$ -

 

- -

this is then passed through our activation function

- -

 
-$$ a_{j}^{l} = f(z_{j}^{l}) .$$ -

 

- -

We calculate a weighted sum of inputs (activations in the hidden layer) to each neuron \( j \) in the output layer:

- -

 
-$$ z_{j}^{L} = \sum_{i=1}^{H} w_{ij}^{L} a_{i}^{l} + b_{j}^{L}.$$ -

 

- -

Finally we calculate the output of neuron \( j \) in the output layer using the softmax function:

- -

 
-$$ a_{j}^{L} = \frac{\exp{(z_j^{L})}} -{\sum_{c=0}^{C-1} \exp{(z_c^{L})}} .$$ -

 
-

-
- -
-

Matrix multiplications

- -

Since our data has the dimensions \( X = (n_{inputs}, n_{features}) \) and our weights to the hidden -layer have the dimensions -\( W_{hidden} = (n_{features}, n_{hidden}) \), -we can easily feed the network all our training data in one go by taking the matrix product -

- -

 
-$$ X W^{h} = (n_{inputs}, n_{hidden}),$$ -

 

- -

and obtain a matrix that holds the weighted sum of inputs to the hidden layer -for each input image and each hidden neuron. -We also add the bias to obtain a matrix of weighted sums to the hidden layer \( Z^{h} \): -

- -

 
-$$ \boldsymbol{z}^{l} = \boldsymbol{X} \boldsymbol{W}^{l} + \boldsymbol{b}^{l} ,$$ -

 

- -

meaning the same bias (1D array with size equal number of hidden neurons) is added to each input image. -This is then passed through the activation: -

- -

 
-$$ \boldsymbol{a}^{l} = f(\boldsymbol{z}^l) .$$ -

 

- -

This is fed to the output layer:

- -

 
-$$ \boldsymbol{z}^{L} = \boldsymbol{a}^{L} \boldsymbol{W}^{L} + \boldsymbol{b}^{L} .$$ -

 

- -

Finally we receive our output values for each image and each category by passing it through the softmax function:

- -

 
-$$ output = softmax (\boldsymbol{z}^{L}) = (n_{inputs}, n_{categories}) .$$ -

 

- - - -
-
-
-
-
-
# setup the feed-forward pass, subscript h = hidden layer
-
-def sigmoid(x):
-    return 1/(1 + np.exp(-x))
-
-def feed_forward(X):
-    # weighted sum of inputs to the hidden layer
-    z_h = np.matmul(X, hidden_weights) + hidden_bias
-    # activation in the hidden layer
-    a_h = sigmoid(z_h)
-    
-    # weighted sum of inputs to the output layer
-    z_o = np.matmul(a_h, output_weights) + output_bias
-    # softmax output
-    # axis 0 holds each input and axis 1 the probabilities of each category
-    exp_term = np.exp(z_o)
-    probabilities = exp_term / np.sum(exp_term, axis=1, keepdims=True)
-    
-    return probabilities
-
-probabilities = feed_forward(X_train)
-print("probabilities = (n_inputs, n_categories) = " + str(probabilities.shape))
-print("probability that image 0 is in category 0,1,2,...,9 = \n" + str(probabilities[0]))
-print("probabilities sum up to: " + str(probabilities[0].sum()))
-print()
-
-# we obtain a prediction by taking the class with the highest likelihood
-def predict(X):
-    probabilities = feed_forward(X)
-    return np.argmax(probabilities, axis=1)
-
-predictions = predict(X_train)
-print("predictions = (n_inputs) = " + str(predictions.shape))
-print("prediction for image 0: " + str(predictions[0]))
-print("correct label for image 0: " + str(Y_train[0]))
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
- -
-

Choose cost function and optimizer

- -

To measure how well our neural network is doing we need to introduce a cost function. -We will call the function that gives the error of a single sample output the loss function, and the function -that gives the total error of our network across all samples the cost function. -A typical choice for multiclass classification is the cross-entropy loss, also known as the negative log likelihood. -

- -

In multiclass classification it is common to treat each integer label as a so called one-hot vector:

- -

 
-$$ y = 5 \quad \rightarrow \quad \boldsymbol{y} = (0, 0, 0, 0, 0, 1, 0, 0, 0, 0) ,$$ -

 

- -

 
-$$ y = 1 \quad \rightarrow \quad \boldsymbol{y} = (0, 1, 0, 0, 0, 0, 0, 0, 0, 0) ,$$ -

 

- -

i.e. a binary bit string of length \( C \), where \( C = 10 \) is the number of classes in the MNIST dataset.

- -

Let \( y_{ic} \) denote the \( c \)-th component of the \( i \)-th one-hot vector. -We define the cost function \( \mathcal{C} \) as a sum over the cross-entropy loss for each point \( \boldsymbol{x}_i \) in the dataset. -

- -

In the one-hot representation only one of the terms in the loss function is non-zero, namely the -probability of the correct category \( c' \) -(i.e. the category \( c' \) such that \( y_{ic'} = 1 \)). This means that the cross entropy loss only punishes you for how wrong -you got the correct label. The probability of category \( c \) is given by the softmax function. The vector \( \boldsymbol{\theta} \) represents the parameters of our network, i.e. all the weights and biases. -

-
- -
-

Optimizing the cost function

- -

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 gradient descent 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 local minimum of the cost function. -Each parameter \( \theta \) is iteratively adjusted according to the rule -

- -

 
-$$ \theta_{i+1} = \theta_i - \eta \nabla \mathcal{C}(\theta_i) ,$$ -

 

- -

where \( \eta \) is known as the learning rate, 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. -

- -

A simple and effective improvement is a variant called Batch Gradient Descent. -Instead of calculating the gradient on the whole dataset, we calculate an approximation of the gradient -on a subset of the data called a minibatch. -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: -

- -

 
-$$ \nabla \mathcal{C}(\theta) = \frac{1}{N} \sum_{i=1}^N \nabla \mathcal{L}_i(\theta) \quad \rightarrow \quad -\frac{1}{M} \sum_{i \in B_k} \nabla \mathcal{L}_i(\theta) ,$$ -

 
-

- -

i.e. instead of averaging the loss over the entire dataset, we average over a minibatch.

- -

This has two important benefits:

-
    -

  1. Introducing stochasticity decreases the chance that the algorithm becomes stuck in a local minima.
  2. - -

  3. It significantly speeds up the calculation, since we do not have to use the entire dataset to calculate the gradient.
  4. -
-

-

The various optmization methods, with codes and algorithms, are discussed in our lectures on Gradient descent approaches.

-
- -
-

Regularization

- -

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 overfitting. -

- -

We will measure the size of the weights using the so called L2-norm, meaning our cost function becomes:

- -

 
-$$ \mathcal{C}(\theta) = \frac{1}{N} \sum_{i=1}^N \mathcal{L}_i(\theta) \quad \rightarrow \quad -\frac{1}{N} \sum_{i=1}^N \mathcal{L}_i(\theta) + \lambda \lvert \lvert \boldsymbol{w} \rvert \rvert_2^2 -= \frac{1}{N} \sum_{i=1}^N \mathcal{L}(\theta) + \lambda \sum_{ij} w_{ij}^2,$$ -

 
-

- -

i.e. we sum up all the weights squared. The factor \( \lambda \) is known as a regularization parameter.

- -

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 backpropagation algorithm discussed -above. This is a clever use of the chain rule that allows us to -calculate the gradient efficently. -

-
- -
-

Matrix multiplication

- -

To more efficently train our network these equations are implemented using matrix operations. -The error in the output layer is calculated simply as, with \( \boldsymbol{t} \) being our targets, -

- -

 
-$$ \delta_L = \boldsymbol{t} - \boldsymbol{y} = (n_{inputs}, n_{categories}) .$$ -

 

- -

The gradient for the output weights is calculated as

- -

 
-$$ \nabla W_{L} = \boldsymbol{a}^T \delta_L = (n_{hidden}, n_{categories}) ,$$ -

 

- -

where \( \boldsymbol{a} = (n_{inputs}, n_{hidden}) \). This simply means that we are summing up the gradients for each input. -Since we are going backwards we have to transpose the activation matrix. -

- -

The gradient with respect to the output bias is then

- -

 
-$$ \nabla \boldsymbol{b}_{L} = \sum_{i=1}^{n_{inputs}} \delta_L = (n_{categories}) .$$ -

 

- -

The error in the hidden layer is

- -

 
-$$ \Delta_h = \delta_L W_{L}^T \circ f'(z_{h}) = \delta_L W_{L}^T \circ a_{h} \circ (1 - a_{h}) = (n_{inputs}, n_{hidden}) ,$$ -

 

- -

where \( f'(a_{h}) \) is the derivative of the activation in the hidden layer. The matrix products mean -that we are summing up the products for each neuron in the output layer. The symbol \( \circ \) denotes -the Hadamard product, meaning element-wise multiplication. -

- -

This again gives us the gradients in the hidden layer:

- -

 
-$$ \nabla W_{h} = X^T \delta_h = (n_{features}, n_{hidden}) ,$$ -

 

- -

 
-$$ \nabla b_{h} = \sum_{i=1}^{n_{inputs}} \delta_h = (n_{hidden}) .$$ -

 

- - - -
-
-
-
-
-
# to categorical turns our integer vector into a onehot representation
-from sklearn.metrics import accuracy_score
-
-# one-hot in numpy
-def to_categorical_numpy(integer_vector):
-    n_inputs = len(integer_vector)
-    n_categories = np.max(integer_vector) + 1
-    onehot_vector = np.zeros((n_inputs, n_categories))
-    onehot_vector[range(n_inputs), integer_vector] = 1
-    
-    return onehot_vector
-
-#Y_train_onehot, Y_test_onehot = to_categorical(Y_train), to_categorical(Y_test)
-Y_train_onehot, Y_test_onehot = to_categorical_numpy(Y_train), to_categorical_numpy(Y_test)
-
-def feed_forward_train(X):
-    # weighted sum of inputs to the hidden layer
-    z_h = np.matmul(X, hidden_weights) + hidden_bias
-    # activation in the hidden layer
-    a_h = sigmoid(z_h)
-    
-    # weighted sum of inputs to the output layer
-    z_o = np.matmul(a_h, output_weights) + output_bias
-    # softmax output
-    # axis 0 holds each input and axis 1 the probabilities of each category
-    exp_term = np.exp(z_o)
-    probabilities = exp_term / np.sum(exp_term, axis=1, keepdims=True)
-    
-    # for backpropagation need activations in hidden and output layers
-    return a_h, probabilities
-
-def backpropagation(X, Y):
-    a_h, probabilities = feed_forward_train(X)
-    
-    # error in the output layer
-    error_output = probabilities - Y
-    # error in the hidden layer
-    error_hidden = np.matmul(error_output, output_weights.T) * a_h * (1 - a_h)
-    
-    # gradients for the output layer
-    output_weights_gradient = np.matmul(a_h.T, error_output)
-    output_bias_gradient = np.sum(error_output, axis=0)
-    
-    # gradient for the hidden layer
-    hidden_weights_gradient = np.matmul(X.T, error_hidden)
-    hidden_bias_gradient = np.sum(error_hidden, axis=0)
-
-    return output_weights_gradient, output_bias_gradient, hidden_weights_gradient, hidden_bias_gradient
-
-print("Old accuracy on training data: " + str(accuracy_score(predict(X_train), Y_train)))
-
-eta = 0.01
-lmbd = 0.01
-for i in range(1000):
-    # calculate gradients
-    dWo, dBo, dWh, dBh = backpropagation(X_train, Y_train_onehot)
-    
-    # regularization term gradients
-    dWo += lmbd * output_weights
-    dWh += lmbd * hidden_weights
-    
-    # update weights and biases
-    output_weights -= eta * dWo
-    output_bias -= eta * dBo
-    hidden_weights -= eta * dWh
-    hidden_bias -= eta * dBh
-
-print("New accuracy on training data: " + str(accuracy_score(predict(X_train), Y_train)))
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
- -
-

Improving performance

- -

As we can see the network does not seem to be learning at all. It seems to be just guessing the label for each image. -In order to obtain a network that does something useful, we will have to do a bit more work. -

- -

The choice of hyperparameters such as learning rate and regularization parameter is hugely influential for the performance of the network. Typically a grid-search is performed, wherein we test different hyperparameters separated by orders of magnitude. For example we could test the learning rates \( \eta = 10^{-6}, 10^{-5},...,10^{-1} \) with different regularization parameters \( \lambda = 10^{-6},...,10^{-0} \).

- -

Next, we haven't implemented minibatching yet, which introduces stochasticity and is though to act as an important regularizer on the weights. We call a feed-forward + backward pass with a minibatch an iteration, and a full training period -going through the entire dataset (\( n/M \) batches) an epoch. -

- -

If this does not improve network performance, you may want to consider altering the network architecture, adding more neurons or hidden layers. -Andrew Ng goes through some of these considerations in this video. You can find a summary of the video here. -

-
- -
-

Full object-oriented implementation

- -

It is very natural to think of the network as an object, with specific instances of the network -being realizations of this object with different hyperparameters. An implementation using Python classes provides a clean structure and interface, and the full implementation of our neural network is given below. -

- - - -
-
-
-
-
-
class NeuralNetwork:
-    def __init__(
-            self,
-            X_data,
-            Y_data,
-            n_hidden_neurons=50,
-            n_categories=10,
-            epochs=10,
-            batch_size=100,
-            eta=0.1,
-            lmbd=0.0):
-
-        self.X_data_full = X_data
-        self.Y_data_full = Y_data
-
-        self.n_inputs = X_data.shape[0]
-        self.n_features = X_data.shape[1]
-        self.n_hidden_neurons = n_hidden_neurons
-        self.n_categories = n_categories
-
-        self.epochs = epochs
-        self.batch_size = batch_size
-        self.iterations = self.n_inputs // self.batch_size
-        self.eta = eta
-        self.lmbd = lmbd
-
-        self.create_biases_and_weights()
-
-    def create_biases_and_weights(self):
-        self.hidden_weights = np.random.randn(self.n_features, self.n_hidden_neurons)
-        self.hidden_bias = np.zeros(self.n_hidden_neurons) + 0.01
-
-        self.output_weights = np.random.randn(self.n_hidden_neurons, self.n_categories)
-        self.output_bias = np.zeros(self.n_categories) + 0.01
-
-    def feed_forward(self):
-        # feed-forward for training
-        self.z_h = np.matmul(self.X_data, self.hidden_weights) + self.hidden_bias
-        self.a_h = sigmoid(self.z_h)
-
-        self.z_o = np.matmul(self.a_h, self.output_weights) + self.output_bias
-
-        exp_term = np.exp(self.z_o)
-        self.probabilities = exp_term / np.sum(exp_term, axis=1, keepdims=True)
-
-    def feed_forward_out(self, X):
-        # feed-forward for output
-        z_h = np.matmul(X, self.hidden_weights) + self.hidden_bias
-        a_h = sigmoid(z_h)
-
-        z_o = np.matmul(a_h, self.output_weights) + self.output_bias
-        
-        exp_term = np.exp(z_o)
-        probabilities = exp_term / np.sum(exp_term, axis=1, keepdims=True)
-        return probabilities
-
-    def backpropagation(self):
-        error_output = self.probabilities - self.Y_data
-        error_hidden = np.matmul(error_output, self.output_weights.T) * self.a_h * (1 - self.a_h)
-
-        self.output_weights_gradient = np.matmul(self.a_h.T, error_output)
-        self.output_bias_gradient = np.sum(error_output, axis=0)
-
-        self.hidden_weights_gradient = np.matmul(self.X_data.T, error_hidden)
-        self.hidden_bias_gradient = np.sum(error_hidden, axis=0)
-
-        if self.lmbd > 0.0:
-            self.output_weights_gradient += self.lmbd * self.output_weights
-            self.hidden_weights_gradient += self.lmbd * self.hidden_weights
-
-        self.output_weights -= self.eta * self.output_weights_gradient
-        self.output_bias -= self.eta * self.output_bias_gradient
-        self.hidden_weights -= self.eta * self.hidden_weights_gradient
-        self.hidden_bias -= self.eta * self.hidden_bias_gradient
-
-    def predict(self, X):
-        probabilities = self.feed_forward_out(X)
-        return np.argmax(probabilities, axis=1)
-
-    def predict_probabilities(self, X):
-        probabilities = self.feed_forward_out(X)
-        return probabilities
-
-    def train(self):
-        data_indices = np.arange(self.n_inputs)
-
-        for i in range(self.epochs):
-            for j in range(self.iterations):
-                # pick datapoints with replacement
-                chosen_datapoints = np.random.choice(
-                    data_indices, size=self.batch_size, replace=False
-                )
-
-                # minibatch training data
-                self.X_data = self.X_data_full[chosen_datapoints]
-                self.Y_data = self.Y_data_full[chosen_datapoints]
-
-                self.feed_forward()
-                self.backpropagation()
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
- -
-

Evaluate model performance on test data

- -

To measure the performance of our network we evaluate how well it does it data it has never seen before, i.e. the test data. -We measure the performance of the network using the accuracy score. -The accuracy is as you would expect just the number of images correctly labeled divided by the total number of images. A perfect classifier will have an accuracy score of \( 1 \). -

- -

 
-$$ \text{Accuracy} = \frac{\sum_{i=1}^n I(\tilde{y}_i = y_i)}{n} ,$$ -

 

- -

where \( I \) is the indicator function, \( 1 \) if \( \tilde{y}_i = y_i \) and \( 0 \) otherwise.

- - - -
-
-
-
-
-
epochs = 100
-batch_size = 100
-
-dnn = NeuralNetwork(X_train, Y_train_onehot, eta=eta, lmbd=lmbd, epochs=epochs, batch_size=batch_size,
-                    n_hidden_neurons=n_hidden_neurons, n_categories=n_categories)
-dnn.train()
-test_predict = dnn.predict(X_test)
-
-# accuracy score from scikit library
-print("Accuracy score on test set: ", accuracy_score(Y_test, test_predict))
-
-# equivalent in numpy
-def accuracy_score_numpy(Y_test, Y_pred):
-    return np.sum(Y_test == Y_pred) / len(Y_test)
-
-#print("Accuracy score on test set: ", accuracy_score_numpy(Y_test, test_predict))
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
- -
-

Adjust hyperparameters

- -

We now perform a grid search to find the optimal hyperparameters for the network. -Note that we are only using 1 layer with 50 neurons, and human performance is estimated to be around \( 98\% \) (\( 2\% \) error rate). -

- - - -
-
-
-
-
-
eta_vals = np.logspace(-5, 1, 7)
-lmbd_vals = np.logspace(-5, 1, 7)
-# store the models for later use
-DNN_numpy = np.zeros((len(eta_vals), len(lmbd_vals)), dtype=object)
-
-# grid search
-for i, eta in enumerate(eta_vals):
-    for j, lmbd in enumerate(lmbd_vals):
-        dnn = NeuralNetwork(X_train, Y_train_onehot, eta=eta, lmbd=lmbd, epochs=epochs, batch_size=batch_size,
-                            n_hidden_neurons=n_hidden_neurons, n_categories=n_categories)
-        dnn.train()
-        
-        DNN_numpy[i][j] = dnn
-        
-        test_predict = dnn.predict(X_test)
-        
-        print("Learning rate  = ", eta)
-        print("Lambda = ", lmbd)
-        print("Accuracy score on test set: ", accuracy_score(Y_test, test_predict))
-        print()
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
- -
-

Visualization

- - - -
-
-
-
-
-
# visual representation of grid search
-# uses seaborn heatmap, you can also do this with matplotlib imshow
-import seaborn as sns
-
-sns.set()
-
-train_accuracy = np.zeros((len(eta_vals), len(lmbd_vals)))
-test_accuracy = np.zeros((len(eta_vals), len(lmbd_vals)))
-
-for i in range(len(eta_vals)):
-    for j in range(len(lmbd_vals)):
-        dnn = DNN_numpy[i][j]
-        
-        train_pred = dnn.predict(X_train) 
-        test_pred = dnn.predict(X_test)
-
-        train_accuracy[i][j] = accuracy_score(Y_train, train_pred)
-        test_accuracy[i][j] = accuracy_score(Y_test, test_pred)
-
-        
-fig, ax = plt.subplots(figsize = (10, 10))
-sns.heatmap(train_accuracy, annot=True, ax=ax, cmap="viridis")
-ax.set_title("Training Accuracy")
-ax.set_ylabel("$\eta$")
-ax.set_xlabel("$\lambda$")
-plt.show()
-
-fig, ax = plt.subplots(figsize = (10, 10))
-sns.heatmap(test_accuracy, annot=True, ax=ax, cmap="viridis")
-ax.set_title("Test Accuracy")
-ax.set_ylabel("$\eta$")
-ax.set_xlabel("$\lambda$")
-plt.show()
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
- -
-

scikit-learn implementation

- -

scikit-learn focuses more -on traditional machine learning methods, such as regression, -clustering, decision trees, etc. As such, it has only two types of -neural networks: Multi Layer Perceptron outputting continuous values, -MPLRegressor, and Multi Layer Perceptron outputting labels, -MLPClassifier. We will see how simple it is to use these classes. -

- -

scikit-learn implements a few improvements from our neural network, -such as early stopping, a varying learning rate, different -optimization methods, etc. We would therefore expect a better -performance overall. -

- - - -
-
-
-
-
-
from sklearn.neural_network import MLPClassifier
-# store models for later use
-DNN_scikit = np.zeros((len(eta_vals), len(lmbd_vals)), dtype=object)
-
-for i, eta in enumerate(eta_vals):
-    for j, lmbd in enumerate(lmbd_vals):
-        dnn = MLPClassifier(hidden_layer_sizes=(n_hidden_neurons), activation='logistic',
-                            alpha=lmbd, learning_rate_init=eta, max_iter=epochs)
-        dnn.fit(X_train, Y_train)
-        
-        DNN_scikit[i][j] = dnn
-        
-        print("Learning rate  = ", eta)
-        print("Lambda = ", lmbd)
-        print("Accuracy score on test set: ", dnn.score(X_test, Y_test))
-        print()
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
- -
-

Visualization

- - -
-
-
-
-
-
# optional
-# visual representation of grid search
-# uses seaborn heatmap, could probably do this in matplotlib
-import seaborn as sns
-
-sns.set()
-
-train_accuracy = np.zeros((len(eta_vals), len(lmbd_vals)))
-test_accuracy = np.zeros((len(eta_vals), len(lmbd_vals)))
-
-for i in range(len(eta_vals)):
-    for j in range(len(lmbd_vals)):
-        dnn = DNN_scikit[i][j]
-        
-        train_pred = dnn.predict(X_train) 
-        test_pred = dnn.predict(X_test)
-
-        train_accuracy[i][j] = accuracy_score(Y_train, train_pred)
-        test_accuracy[i][j] = accuracy_score(Y_test, test_pred)
-
-        
-fig, ax = plt.subplots(figsize = (10, 10))
-sns.heatmap(train_accuracy, annot=True, ax=ax, cmap="viridis")
-ax.set_title("Training Accuracy")
-ax.set_ylabel("$\eta$")
-ax.set_xlabel("$\lambda$")
-plt.show()
-
-fig, ax = plt.subplots(figsize = (10, 10))
-sns.heatmap(test_accuracy, annot=True, ax=ax, cmap="viridis")
-ax.set_title("Test Accuracy")
-ax.set_ylabel("$\eta$")
-ax.set_xlabel("$\lambda$")
-plt.show()
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-

Building neural networks in Tensorflow and Keras

@@ -2228,7 +843,7 @@ plt.show()
-

The Breast Cancer Data, now with Keras

+

Using Pytorch with the full MNIST data set

@@ -2237,171 +852,82 @@ plt.show()
-
import tensorflow as tf
-from tensorflow.keras.layers import Input
-from tensorflow.keras.models import Sequential      #This allows appending layers to existing models
-from tensorflow.keras.layers import Dense           #This allows defining the characteristics of a particular layer
-from tensorflow.keras import optimizers             #This allows using whichever optimiser we want (sgd,adam,RMSprop)
-from tensorflow.keras import regularizers           #This allows using whichever regularizer we want (l1,l2,l1_l2)
-from tensorflow.keras.utils import to_categorical   #This allows using categorical cross entropy as the cost function
-import numpy as np
-import matplotlib.pyplot as plt
-import seaborn as sns
-from sklearn.model_selection import train_test_split as splitter
-from sklearn.datasets import load_breast_cancer
-import pickle
-import os 
+  
import torch
+import torch.nn as nn
+import torch.optim as optim
+import torchvision
+import torchvision.transforms as transforms
+
+# Device configuration: use GPU if available
+device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
+
+# MNIST dataset (downloads if not already present)
+transform = transforms.Compose([
+    transforms.ToTensor(),
+    transforms.Normalize((0.5,), (0.5,))  # normalize to mean=0.5, std=0.5 (approx. [-1,1] pixel range)
+])
+train_dataset = torchvision.datasets.MNIST(root='./data', train=True, download=True, transform=transform)
+test_dataset  = torchvision.datasets.MNIST(root='./data', train=False, download=True, transform=transform)
+
+train_loader = torch.utils.data.DataLoader(train_dataset, batch_size=64, shuffle=True)
+test_loader  = torch.utils.data.DataLoader(test_dataset, batch_size=64, shuffle=False)
 
 
-"""Load breast cancer dataset"""
+class NeuralNet(nn.Module):
+    def __init__(self):
+        super(NeuralNet, self).__init__()
+        self.fc1 = nn.Linear(28*28, 100)   # first hidden layer (784 -> 100)
+        self.fc2 = nn.Linear(100, 100)    # second hidden layer (100 -> 100)
+        self.fc3 = nn.Linear(100, 10)     # output layer (100 -> 10 classes)
+    def forward(self, x):
+        x = x.view(x.size(0), -1)         # flatten images into vectors of size 784
+        x = torch.relu(self.fc1(x))       # hidden layer 1 + ReLU activation
+        x = torch.relu(self.fc2(x))       # hidden layer 2 + ReLU activation
+        x = self.fc3(x)                   # output layer (logits for 10 classes)
+        return x
 
-np.random.seed(0)        #create same seed for random number every time
-
-cancer=load_breast_cancer()      #Download breast cancer dataset
-
-inputs=cancer.data                     #Feature matrix of 569 rows (samples) and 30 columns (parameters)
-outputs=cancer.target                  #Label array of 569 rows (0 for benign and 1 for malignant)
-labels=cancer.feature_names[0:30]
-
-print('The content of the breast cancer dataset is:')      #Print information about the datasets
-print(labels)
-print('-------------------------')
-print("inputs =  " + str(inputs.shape))
-print("outputs =  " + str(outputs.shape))
-print("labels =  "+ str(labels.shape))
-
-x=inputs      #Reassign the Feature and Label matrices to other variables
-y=outputs
-
-#%% 
-
-# Visualisation of dataset (for correlation analysis)
-
-plt.figure()
-plt.scatter(x[:,0],x[:,2],s=40,c=y,cmap=plt.cm.Spectral)
-plt.xlabel('Mean radius',fontweight='bold')
-plt.ylabel('Mean perimeter',fontweight='bold')
-plt.show()
-
-plt.figure()
-plt.scatter(x[:,5],x[:,6],s=40,c=y, cmap=plt.cm.Spectral)
-plt.xlabel('Mean compactness',fontweight='bold')
-plt.ylabel('Mean concavity',fontweight='bold')
-plt.show()
+model = NeuralNet().to(device)
 
 
-plt.figure()
-plt.scatter(x[:,0],x[:,1],s=40,c=y,cmap=plt.cm.Spectral)
-plt.xlabel('Mean radius',fontweight='bold')
-plt.ylabel('Mean texture',fontweight='bold')
-plt.show()
+criterion = nn.CrossEntropyLoss()
+optimizer = optim.SGD(model.parameters(), lr=0.01, weight_decay=1e-4)
 
-plt.figure()
-plt.scatter(x[:,2],x[:,1],s=40,c=y,cmap=plt.cm.Spectral)
-plt.xlabel('Mean perimeter',fontweight='bold')
-plt.ylabel('Mean compactness',fontweight='bold')
-plt.show()
+num_epochs = 10
+for epoch in range(num_epochs):
+    model.train()  # set model to training mode
+    running_loss = 0.0
+    for images, labels in train_loader:
+        # Move data to device (GPU if available, else CPU)
+        images, labels = images.to(device), labels.to(device)
+
+        optimizer.zero_grad()            # reset gradients to zero
+        outputs = model(images)          # forward pass: compute predictions
+        loss = criterion(outputs, labels)  # compute cross-entropy loss
+        loss.backward()                 # backpropagate to compute gradients
+        optimizer.step()                # update weights using SGD step 
+
+        running_loss += loss.item()
+    # Compute average loss over all batches in this epoch
+    avg_loss = running_loss / len(train_loader)
+    print(f"Epoch {epoch+1}/{num_epochs}, Loss: {avg_loss:.4f}")
+
+#Evaluation on the Test Set
 
 
-# Generate training and testing datasets
 
-#Select features relevant to classification (texture,perimeter,compactness and symmetery) 
-#and add to input matrix
+model.eval()  # set model to evaluation mode 
+correct = 0
+total = 0
+with torch.no_grad():  # disable gradient calculation for evaluation 
+    for images, labels in test_loader:
+        images, labels = images.to(device), labels.to(device)
+        outputs = model(images)
+        _, predicted = torch.max(outputs, dim=1)  # class with highest score
+        total += labels.size(0)
+        correct += (predicted == labels).sum().item()
 
-temp1=np.reshape(x[:,1],(len(x[:,1]),1))
-temp2=np.reshape(x[:,2],(len(x[:,2]),1))
-X=np.hstack((temp1,temp2))      
-temp=np.reshape(x[:,5],(len(x[:,5]),1))
-X=np.hstack((X,temp))       
-temp=np.reshape(x[:,8],(len(x[:,8]),1))
-X=np.hstack((X,temp))       
-
-X_train,X_test,y_train,y_test=splitter(X,y,test_size=0.1)   #Split datasets into training and testing
-
-y_train=to_categorical(y_train)     #Convert labels to categorical when using categorical cross entropy
-y_test=to_categorical(y_test)
-
-del temp1,temp2,temp
-
-# %%
-
-# Define tunable parameters"
-
-eta=np.logspace(-3,-1,3)                    #Define vector of learning rates (parameter to SGD optimiser)
-lamda=0.01                                  #Define hyperparameter
-n_layers=2                                  #Define number of hidden layers in the model
-n_neuron=np.logspace(0,3,4,dtype=int)       #Define number of neurons per layer
-epochs=100                                   #Number of reiterations over the input data
-batch_size=100                              #Number of samples per gradient update
-
-# %%
-
-"""Define function to return Deep Neural Network model"""
-
-def NN_model(inputsize,n_layers,n_neuron,eta,lamda):
-    model=Sequential()      
-    for i in range(n_layers):       #Run loop to add hidden layers to the model
-        if (i==0):                  #First layer requires input dimensions
-            model.add(Dense(n_neuron,activation='relu',kernel_regularizer=regularizers.l2(lamda),input_dim=inputsize))
-        else:                       #Subsequent layers are capable of automatic shape inferencing
-            model.add(Dense(n_neuron,activation='relu',kernel_regularizer=regularizers.l2(lamda)))
-    model.add(Dense(2,activation='softmax'))  #2 outputs - ordered and disordered (softmax for prob)
-    sgd=optimizers.SGD(learning_rate=eta)
-    model.compile(loss='categorical_crossentropy',optimizer=sgd,metrics=['accuracy'])
-    return model
-
-    
-Train_accuracy=np.zeros((len(n_neuron),len(eta)))      #Define matrices to store accuracy scores as a function
-Test_accuracy=np.zeros((len(n_neuron),len(eta)))       #of learning rate and number of hidden neurons for 
-
-for i in range(len(n_neuron)):     #run loops over hidden neurons and learning rates to calculate 
-    for j in range(len(eta)):      #accuracy scores 
-        DNN_model=NN_model(X_train.shape[1],n_layers,n_neuron[i],eta[j],lamda)
-        DNN_model.fit(X_train,y_train,epochs=epochs,batch_size=batch_size,verbose=1)
-        Train_accuracy[i,j]=DNN_model.evaluate(X_train,y_train)[1]
-        Test_accuracy[i,j]=DNN_model.evaluate(X_test,y_test)[1]
-               
-
-def plot_data(x,y,data,title=None):
-
-    # plot results
-    fontsize=16
-
-
-    fig = plt.figure()
-    ax = fig.add_subplot(111)
-    cax = ax.matshow(data, interpolation='nearest', vmin=0, vmax=1)
-    
-    cbar=fig.colorbar(cax)
-    cbar.ax.set_ylabel('accuracy (%)',rotation=90,fontsize=fontsize)
-    cbar.set_ticks([0,.2,.4,0.6,0.8,1.0])
-    cbar.set_ticklabels(['0%','20%','40%','60%','80%','100%'])
-
-    # put text on matrix elements
-    for i, x_val in enumerate(np.arange(len(x))):
-        for j, y_val in enumerate(np.arange(len(y))):
-            c = "${0:.1f}\\%$".format( 100*data[j,i])  
-            ax.text(x_val, y_val, c, va='center', ha='center')
-
-    # convert axis vaues to to string labels
-    x=[str(i) for i in x]
-    y=[str(i) for i in y]
-
-
-    ax.set_xticklabels(['']+x)
-    ax.set_yticklabels(['']+y)
-
-    ax.set_xlabel('$\\mathrm{learning\\ rate}$',fontsize=fontsize)
-    ax.set_ylabel('$\\mathrm{hidden\\ neurons}$',fontsize=fontsize)
-    if title is not None:
-        ax.set_title(title)
-
-    plt.tight_layout()
-
-    plt.show()
-    
-plot_data(eta,n_neuron,Train_accuracy, 'training')
-plot_data(eta,n_neuron,Test_accuracy, 'testing')
+accuracy = 100 * correct / total
+print(f"Test Accuracy: {accuracy:.2f}%")
 
@@ -2419,7 +945,81 @@ plot_data(eta,n_neuron,Test_accuracy, 'testing&
-

Building a neural network code

+

And a similar example using Tensorflow with Keras

+ + + +
+
+
+
+
+
import tensorflow as tf
+from tensorflow import keras
+from tensorflow.keras import layers, regularizers
+
+# Check for GPU (TensorFlow will use it automatically if available)
+gpus = tf.config.list_physical_devices('GPU')
+print(f"GPUs available: {gpus}")
+
+# 1) Load and preprocess MNIST
+(x_train, y_train), (x_test, y_test) = keras.datasets.mnist.load_data()
+# Normalize to [0, 1]
+x_train = (x_train.astype("float32") / 255.0)
+x_test  = (x_test.astype("float32") / 255.0)
+
+# 2) Build the model: 784 -> 100 -> 100 -> 10
+l2_reg = 1e-4  # L2 regularization strength
+
+model = keras.Sequential([
+    layers.Input(shape=(28, 28)),
+    layers.Flatten(),
+    layers.Dense(100, activation="relu",
+                 kernel_regularizer=regularizers.l2(l2_reg)),
+    layers.Dense(100, activation="relu",
+                 kernel_regularizer=regularizers.l2(l2_reg)),
+    layers.Dense(10, activation="softmax")  # output probabilities for 10 classes
+])
+
+# 3) Compile with SGD + weight decay via L2 regularizers
+model.compile(
+    optimizer=keras.optimizers.SGD(learning_rate=0.01),
+    loss="sparse_categorical_crossentropy",
+    metrics=["accuracy"],
+)
+
+model.summary()
+
+# 4) Train
+history = model.fit(
+    x_train, y_train,
+    epochs=10,
+    batch_size=64,
+    validation_split=0.1,  # optional: monitor validation during training
+    verbose=1
+)
+
+# 5) Evaluate on test set
+test_loss, test_acc = model.evaluate(x_test, y_test, verbose=0)
+print(f"Test accuracy: {test_acc:.4f}, Test loss: {test_loss:.4f}")
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+ +
+

Building our own neural network code

Here we present a flexible object oriented codebase for a feed forward neural network, along with a demonstration of how diff --git a/doc/pub/week43/html/week43-solarized.html b/doc/pub/week43/html/week43-solarized.html index 2650fd3cb..aad94e9d9 100644 --- a/doc/pub/week43/html/week43-solarized.html +++ b/doc/pub/week43/html/week43-solarized.html @@ -68,15 +68,6 @@ div.toc p,a { 2, None, 'exercises-and-lab-session-week-43'), - ('Mathematics of deep learning', - 2, - None, - 'mathematics-of-deep-learning'), - ('Reminder on books with hands-on material and codes', - 2, - None, - 'reminder-on-books-with-hands-on-material-and-codes'), - ('Reading recommendations', 2, None, 'reading-recommendations'), ('Using Automatic differentiation', 2, None, @@ -85,10 +76,10 @@ div.toc p,a { 2, None, 'back-propagation-and-automatic-differentiation'), - ('Lecture Monday October 21', + ('Lecture Monday October 20', 2, None, - 'lecture-monday-october-21'), + 'lecture-monday-october-20'), ('Setting up the back propagation algorithm and algorithm for a ' 'feed forward NN, initalizations', 2, @@ -122,63 +113,6 @@ div.toc p,a { 2, None, 'more-on-activation-functions-output-layers'), - ('Setting up a Multi-layer perceptron model for classification', - 2, - None, - 'setting-up-a-multi-layer-perceptron-model-for-classification'), - ('Defining the cost function', - 2, - None, - 'defining-the-cost-function'), - ('Example: binary classification problem', - 2, - None, - 'example-binary-classification-problem'), - ('The Softmax function', 2, None, 'the-softmax-function'), - ('Developing a code for doing neural networks with back ' - 'propagation', - 2, - None, - 'developing-a-code-for-doing-neural-networks-with-back-propagation'), - ('Collect and pre-process data', - 2, - None, - 'collect-and-pre-process-data'), - ('Train and test datasets', 2, None, 'train-and-test-datasets'), - ('Define model and architecture', - 2, - None, - 'define-model-and-architecture'), - ('Layers', 2, None, 'layers'), - ('Weights and biases', 2, None, 'weights-and-biases'), - ('Feed-forward pass', 2, None, 'feed-forward-pass'), - ('Matrix multiplications', 2, None, 'matrix-multiplications'), - ('Choose cost function and optimizer', - 2, - None, - 'choose-cost-function-and-optimizer'), - ('Optimizing the cost function', - 2, - None, - 'optimizing-the-cost-function'), - ('Regularization', 2, None, 'regularization'), - ('Matrix multiplication', 2, None, 'matrix-multiplication'), - ('Improving performance', 2, None, 'improving-performance'), - ('Full object-oriented implementation', - 2, - None, - 'full-object-oriented-implementation'), - ('Evaluate model performance on test data', - 2, - None, - 'evaluate-model-performance-on-test-data'), - ('Adjust hyperparameters', 2, None, 'adjust-hyperparameters'), - ('Visualization', 2, None, 'visualization'), - ('scikit-learn implementation', - 2, - None, - 'scikit-learn-implementation'), - ('Visualization', 2, None, 'visualization'), ('Building neural networks in Tensorflow and Keras', 2, None, @@ -189,14 +123,18 @@ div.toc p,a { 2, None, 'collect-and-pre-process-data'), - ('The Breast Cancer Data, now with Keras', + ('Using Pytorch with the full MNIST data set', 2, None, - 'the-breast-cancer-data-now-with-keras'), - ('Building a neural network code', + 'using-pytorch-with-the-full-mnist-data-set'), + ('And a similar example using Tensorflow with Keras', 2, None, - 'building-a-neural-network-code'), + 'and-a-similar-example-using-tensorflow-with-keras'), + ('Building our own neural network code', + 2, + None, + 'building-our-own-neural-network-code'), ('Learning rate methods', 3, None, 'learning-rate-methods'), ('Usage of the above learning rate schedulers', 3, @@ -361,18 +299,15 @@ MathJax.Hub.Config({

-Morten Hjorth-Jensen [1, 2] +Morten Hjorth-Jensen
- +
-[1] Department of Physics, University of Oslo -
-
-[2] Department of Physics and Astronomy and Facility for Rare Isotope Beams, Michigan State University +Department of Physics, University of Oslo, Norway

-

October 21, 2024

+

October 20, 2025


@@ -380,14 +315,14 @@ MathJax.Hub.Config({

Plans for week 43

-Material for the lecture on Monday October 21, 2024 +Material for the lecture on Monday October 20, 2025

@@ -405,42 +340,11 @@ MathJax.Hub.Config({ -









-

Mathematics of deep learning

- -
-Two recent books online -

-

    -
  1. The Modern Mathematics of Deep Learning, by Julius Berner, Philipp Grohs, Gitta Kutyniok, Philipp Petersen at https://arxiv.org/abs/2105.04026, published as Mathematical Aspects of Deep Learning, pp. 1-111. Cambridge University Press, 2022
  2. -
  3. Mathematical Introduction to Deep Learning: Methods, Implementations, and Theory, Arnulf Jentzen, Benno Kuckuck, Philippe von Wurstemberger at https://doi.org/10.48550/arXiv.2310.20360
  4. -
-
- - -









-

Reminder on books with hands-on material and codes

-
- -

-

-
- - -









-

Reading recommendations

- -
    -
  1. Rashkca et al., chapter 11, jupyter-notebook sent separately, from GitHub site at https://github.com/rasbt/machine-learning-book. See also chapters 12 and 13 on using Pytorch to make a Neural network code.
  2. -
  3. Goodfellow et al, chapter 6 and 7 contain most of the neural network background.
  4. -










Using Automatic differentiation

In our discussions of ordinary differential equations and neural network codes -we will also study the usage of Autograd, see for example https://www.youtube.com/watch?v=fRf4l5qaX1M&ab_channel=AlexSmola in computing gradients for deep learning. For the documentation of Autograd and examples see the lectures slides from week 39 and the Autograd documentation at https://github.com/HIPS/autograd. +we will also study the usage of Autograd, see for example https://www.youtube.com/watch?v=fRf4l5qaX1M&ab_channel=AlexSmola in computing gradients for deep learning. For the documentation of Autograd and examples see the Autograd documentation at https://github.com/HIPS/autograd and the lecture slides from week 40, see https://compphysics.github.io/MachineLearning/doc/LectureNotes/_build/html/week41.html.











@@ -453,11 +357,11 @@ we will also study the usage of Autograd, see for example http://cs231n.stanford.edu/slides/2017/cs231n_2017_lecture4.pdf









-

Lecture Monday October 21

+

Lecture Monday October 20











Setting up the back propagation algorithm and algorithm for a feed forward NN, initalizations

-

This is a reminder from where we ended last week.

+

This is a reminder from last week.

The architecture (our model) @@ -637,1239 +541,6 @@ gradient descent optimization does in general not get stuck.
  • For classification the softmax activation function is generally a good choice for classification tasks (when the classes are mutually exclusive).
  • For regression tasks, you can simply use no activation function at all.
  • - -

    Setting up a Multi-layer perceptron model for classification

    - -

    We are now gong to develop an example based on the MNIST data -base. This is a classification problem and we need to use our -cross-entropy function we discussed in connection with logistic -regression. The cross-entropy defines our cost function for the -classificaton problems with neural networks. -

    - -

    In binary classification with two classes \( (0, 1) \) we define the -logistic/sigmoid function as the probability that a particular input -is in class \( 0 \) or \( 1 \). This is possible because the logistic -function takes any input from the real numbers and inputs a number -between 0 and 1, and can therefore be interpreted as a probability. It -also has other nice properties, such as a derivative that is simple to -calculate. -

    - -

    For an input \( \boldsymbol{a} \) from the hidden layer, the probability that the input \( \boldsymbol{x} \) -is in class 0 or 1 is just. We let \( \theta \) represent the unknown weights and biases to be adjusted by our equations). The variable \( x \) -represents our activation values \( z \). We have -

    -$$ -P(y = 0 \mid \boldsymbol{x}, \boldsymbol{\theta}) = \frac{1}{1 + \exp{(- \boldsymbol{x}})} , -$$ - -

    and

    -$$ -P(y = 1 \mid \boldsymbol{x}, \boldsymbol{\theta}) = 1 - P(y = 0 \mid \boldsymbol{x}, \boldsymbol{\theta}) , -$$ - -

    where \( y \in \{0, 1\} \) and \( \boldsymbol{\theta} \) represents the weights and biases -of our network. -

    - - -









    -

    Defining the cost function

    - -

    Our cost function is given as (see the Logistic regression lectures)

    -$$ -\mathcal{C}(\boldsymbol{\theta}) = - \ln P(\mathcal{D} \mid \boldsymbol{\theta}) = - \sum_{i=1}^n -y_i \ln[P(y_i = 0)] + (1 - y_i) \ln [1 - P(y_i = 0)] = \sum_{i=1}^n \mathcal{L}_i(\boldsymbol{\theta}) . -$$ - -

    This last equality means that we can interpret our cost function as a sum over the loss function -for each point in the dataset \( \mathcal{L}_i(\boldsymbol{\theta}) \). -The negative sign is just so that we can think about our algorithm as minimizing a positive number, rather -than maximizing a negative number. -

    - -

    In multiclass classification it is common to treat each integer label as a so called one-hot vector:

    - -

    \( y = 5 \quad \rightarrow \quad \boldsymbol{y} = (0, 0, 0, 0, 0, 1, 0, 0, 0, 0) , \) and

    - -\( y = 1 \quad \rightarrow \quad \boldsymbol{y} = (0, 1, 0, 0, 0, 0, 0, 0, 0, 0) , \) - -

    i.e. a binary bit string of length \( C \), where \( C = 10 \) is the number of classes in the MNIST dataset (numbers from \( 0 \) to \( 9 \))..

    - -

    If \( \boldsymbol{x}_i \) is the \( i \)-th input (image), \( y_{ic} \) refers to the \( c \)-th component of the \( i \)-th -output vector \( \boldsymbol{y}_i \). -The probability of \( \boldsymbol{x}_i \) being in class \( c \) will be given by the softmax function: -

    - -$$ -P(y_{ic} = 1 \mid \boldsymbol{x}_i, \boldsymbol{\theta}) = \frac{\exp{((\boldsymbol{a}_i^{hidden})^T \boldsymbol{w}_c)}} -{\sum_{c'=0}^{C-1} \exp{((\boldsymbol{a}_i^{hidden})^T \boldsymbol{w}_{c'})}} , -$$ - -

    which reduces to the logistic function in the binary case. -The likelihood of this \( C \)-class classifier -is now given as: -

    - -$$ -P(\mathcal{D} \mid \boldsymbol{\theta}) = \prod_{i=1}^n \prod_{c=0}^{C-1} [P(y_{ic} = 1)]^{y_{ic}} . -$$ - -

    Again we take the negative log-likelihood to define our cost function:

    - -$$ -\mathcal{C}(\boldsymbol{\theta}) = - \log{P(\mathcal{D} \mid \boldsymbol{\theta})}. -$$ - -

    See the logistic regression lectures for a full definition of the cost function.

    - -

    The back propagation equations need now only a small change, namely the definition of a new cost function. We are thus ready to use the same equations as before!

    - -









    -

    Example: binary classification problem

    - -

    As an example of the above, relevant for project 2 as well, let us consider a binary class. As discussed in our logistic regression lectures, we defined a cost function in terms of the parameters \( \beta \) as

    -$$ -\mathcal{C}(\boldsymbol{\beta}) = - \sum_{i=1}^n \left(y_i\log{p(y_i \vert x_i,\boldsymbol{\beta})}+(1-y_i)\log{1-p(y_i \vert x_i,\boldsymbol{\beta})}\right), -$$ - -

    where we had defined the logistic (sigmoid) function

    -$$ -p(y_i =1\vert x_i,\boldsymbol{\beta})=\frac{\exp{(\beta_0+\beta_1 x_i)}}{1+\exp{(\beta_0+\beta_1 x_i)}}, -$$ - -

    and

    -$$ -p(y_i =0\vert x_i,\boldsymbol{\beta})=1-p(y_i =1\vert x_i,\boldsymbol{\beta}). -$$ - -

    The parameters \( \boldsymbol{\beta} \) were defined using a minimization method like gradient descent or Newton-Raphson's method.

    - -

    Now we replace \( x_i \) with the activation \( z_i^l \) for a given layer \( l \) and the outputs as \( y_i=a_i^l=f(z_i^l) \), with \( z_i^l \) now being a function of the weights \( w_{ij}^l \) and biases \( b_i^l \). -We have then -

    -$$ -a_i^l = y_i = \frac{\exp{(z_i^l)}}{1+\exp{(z_i^l)}}, -$$ - -

    with

    -$$ -z_i^l = \sum_{j}w_{ij}^l a_j^{l-1}+b_i^l, -$$ - -

    where the superscript \( l-1 \) indicates that these are the outputs from layer \( l-1 \). -Our cost function at the final layer \( l=L \) is now -

    -$$ -\mathcal{C}(\boldsymbol{W}) = - \sum_{i=1}^n \left(t_i\log{a_i^L}+(1-t_i)\log{(1-a_i^L)}\right), -$$ - -

    where we have defined the targets \( t_i \). The derivatives of the cost function with respect to the output \( a_i^L \) are then easily calculated and we get

    -$$ -\frac{\partial \mathcal{C}(\boldsymbol{W})}{\partial a_i^L} = \frac{a_i^L-t_i}{a_i^L(1-a_i^L)}. -$$ - -

    In case we use another activation function than the logistic one, we need to evaluate other derivatives.

    - -









    -

    The Softmax function

    -

    In case we employ the more general case given by the Softmax equation, we need to evaluate the derivative of the activation function with respect to the activation \( z_i^l \), that is we need

    -$$ -\frac{\partial f(z_i^l)}{\partial w_{jk}^l} = -\frac{\partial f(z_i^l)}{\partial z_j^l} \frac{\partial z_j^l}{\partial w_{jk}^l}= \frac{\partial f(z_i^l)}{\partial z_j^l}a_k^{l-1}. -$$ - -

    For the Softmax function we have

    -$$ -f(z_i^l) = \frac{\exp{(z_i^l)}}{\sum_{m=1}^K\exp{(z_m^l)}}. -$$ - -

    Its derivative with respect to \( z_j^l \) gives

    -$$ -\frac{\partial f(z_i^l)}{\partial z_j^l}= f(z_i^l)\left(\delta_{ij}-f(z_j^l)\right), -$$ - -

    which in case of the simply binary model reduces to having \( i=j \).

    - - -

    Developing a code for doing neural networks with back propagation

    - -

    One can identify a set of key steps when using neural networks to solve supervised learning problems:

    - -
      -
    1. Collect and pre-process data
    2. -
    3. Define model and architecture
    4. -
    5. Choose cost function and optimizer
    6. -
    7. Train the model
    8. -
    9. Evaluate model performance on test data
    10. -
    11. Adjust hyperparameters (if necessary, network architecture)
    12. -
    -









    -

    Collect and pre-process data

    - -

    Here we will be using the MNIST dataset, which is readily available through the scikit-learn -package. You may also find it for example here. -The MNIST (Modified National Institute of Standards and Technology) database is a large database -of handwritten digits that is commonly used for training various image processing systems. -The MNIST dataset consists of 70 000 images of size \( 28\times 28 \) pixels, each labeled from 0 to 9. -The scikit-learn dataset we will use consists of a selection of 1797 images of size \( 8\times 8 \) collected and processed from this database. -

    - -

    To feed data into a feed-forward neural network we need to represent -the inputs as a design/feature matrix \( X = (n_{inputs}, n_{features}) \). Each -row represents an input, in this case a handwritten digit, and -each column represents a feature, in this case a pixel. The -correct answers, also known as labels or targets are -represented as a 1D array of integers -\( Y = (n_{inputs}) = (5, 3, 1, 8,...) \). -

    - -

    As an example, say we want to build a neural network using supervised learning to predict Body-Mass Index (BMI) from -measurements of height (in m) -and weight (in kg). If we have measurements of 5 people the design/feature matrix could be for example: -

    - -

    $$ X = \begin{bmatrix} -1.85 & 81\\ -1.71 & 65\\ -1.95 & 103\\ -1.55 & 42\\ -1.63 & 56 -\end{bmatrix} ,$$ -

    - -

    and the targets would be:

    - -

    $$ Y = (23.7, 22.2, 27.1, 17.5, 21.1) $$

    - -

    Since each input image is a 2D matrix, we need to flatten the image -(i.e. "unravel" the 2D matrix into a 1D array) to turn the data into a -design/feature matrix. This means we lose all spatial information in the -image, such as locality and translational invariance. More complicated -architectures such as Convolutional Neural Networks can take advantage -of such information, and are most commonly applied when analyzing -images. -

    - - - -
    -
    -
    -
    -
    -
    # import necessary packages
    -import numpy as np
    -import matplotlib.pyplot as plt
    -from sklearn import datasets
    -
    -
    -# ensure the same random numbers appear every time
    -np.random.seed(0)
    -
    -# display images in notebook
    -%matplotlib inline
    -plt.rcParams['figure.figsize'] = (12,12)
    -
    -
    -# download MNIST dataset
    -digits = datasets.load_digits()
    -
    -# define inputs and labels
    -inputs = digits.images
    -labels = digits.target
    -
    -print("inputs = (n_inputs, pixel_width, pixel_height) = " + str(inputs.shape))
    -print("labels = (n_inputs) = " + str(labels.shape))
    -
    -
    -# flatten the image
    -# the value -1 means dimension is inferred from the remaining dimensions: 8x8 = 64
    -n_inputs = len(inputs)
    -inputs = inputs.reshape(n_inputs, -1)
    -print("X = (n_inputs, n_features) = " + str(inputs.shape))
    -
    -
    -# choose some random images to display
    -indices = np.arange(n_inputs)
    -random_indices = np.random.choice(indices, size=5)
    -
    -for i, image in enumerate(digits.images[random_indices]):
    -    plt.subplot(1, 5, i+1)
    -    plt.axis('off')
    -    plt.imshow(image, cmap=plt.cm.gray_r, interpolation='nearest')
    -    plt.title("Label: %d" % digits.target[random_indices[i]])
    -plt.show()
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    - - -









    -

    Train and test datasets

    - -

    Performing analysis before partitioning the dataset is a major error, that can lead to incorrect conclusions.

    - -

    We will reserve \( 80 \% \) of our dataset for training and \( 20 \% \) for testing.

    - -

    It is important that the train and test datasets are drawn randomly from our dataset, to ensure -no bias in the sampling. -Say you are taking measurements of weather data to predict the weather in the coming 5 days. -You don't want to train your model on measurements taken from the hours 00.00 to 12.00, and then test it on data -collected from 12.00 to 24.00. -

    - - - -
    -
    -
    -
    -
    -
    from sklearn.model_selection import train_test_split
    -
    -# one-liner from scikit-learn library
    -train_size = 0.8
    -test_size = 1 - train_size
    -X_train, X_test, Y_train, Y_test = train_test_split(inputs, labels, train_size=train_size,
    -                                                    test_size=test_size)
    -
    -# equivalently in numpy
    -def train_test_split_numpy(inputs, labels, train_size, test_size):
    -    n_inputs = len(inputs)
    -    inputs_shuffled = inputs.copy()
    -    labels_shuffled = labels.copy()
    -    
    -    np.random.shuffle(inputs_shuffled)
    -    np.random.shuffle(labels_shuffled)
    -    
    -    train_end = int(n_inputs*train_size)
    -    X_train, X_test = inputs_shuffled[:train_end], inputs_shuffled[train_end:]
    -    Y_train, Y_test = labels_shuffled[:train_end], labels_shuffled[train_end:]
    -    
    -    return X_train, X_test, Y_train, Y_test
    -
    -#X_train, X_test, Y_train, Y_test = train_test_split_numpy(inputs, labels, train_size, test_size)
    -
    -print("Number of training images: " + str(len(X_train)))
    -print("Number of test images: " + str(len(X_test)))
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    - - -









    -

    Define model and architecture

    - -

    Our simple feed-forward neural network will consist of an input layer, a single hidden layer and an output layer. The activation \( y \) of each neuron is a weighted sum of inputs, passed through an activation function. In case of the simple perceptron model we have

    - -

    $$ z = \sum_{i=1}^n w_i a_i ,$$

    - -

    $$ y = f(z) ,$$

    - -

    where \( f \) is the activation function, \( a_i \) represents input from neuron \( i \) in the preceding layer -and \( w_i \) is the weight to input \( i \). -The activation of the neurons in the input layer is just the features (e.g. a pixel value). -

    - -

    The simplest activation function for a neuron is the Heaviside function:

    - -

    $$ f(z) = -\begin{cases} -1, & z > 0\\ -0, & \text{otherwise} -\end{cases} -$$ -

    - -

    A feed-forward neural network with this activation is known as a perceptron. -For a binary classifier (i.e. two classes, 0 or 1, dog or not-dog) we can also use this in our output layer. -This activation can be generalized to \( k \) classes (using e.g. the one-against-all strategy), -and we call these architectures multiclass perceptrons. -

    - -

    However, it is now common to use the terms Single Layer Perceptron (SLP) (1 hidden layer) and -Multilayer Perceptron (MLP) (2 or more hidden layers) to refer to feed-forward neural networks with any activation function. -

    - -

    Typical choices for activation functions include the sigmoid function, hyperbolic tangent, and Rectified Linear Unit (ReLU). -We will be using the sigmoid function \( \sigma(x) \): -

    - -

    $$ f(x) = \sigma(x) = \frac{1}{1 + e^{-x}} ,$$

    - -

    which is inspired by probability theory (see logistic regression) and was most commonly used until about 2011. See the discussion below concerning other activation functions.

    - - -

    Layers

    - - -

    Since each input image has 8x8 = 64 pixels or features, we have an input layer of 64 neurons.

    - - -

    We will use 50 neurons in the hidden layer receiving input from the neurons in the input layer. -Since each neuron in the hidden layer is connected to the 64 inputs we have 64x50 = 3200 weights to the hidden layer. -

    - - -

    If we were building a binary classifier, it would be sufficient with a single neuron in the output layer, -which could output 0 or 1 according to the Heaviside function. This would be an example of a hard classifier, meaning it outputs the class of the input directly. However, if we are dealing with noisy data it is often beneficial to use a soft classifier, which outputs the probability of being in class 0 or 1. -

    - -

    For a soft binary classifier, we could use a single neuron and interpret the output as either being the probability of being in class 0 or the probability of being in class 1. Alternatively we could use 2 neurons, and interpret each neuron as the probability of being in each class.

    - -

    Since we are doing multiclass classification, with 10 categories, it is natural to use 10 neurons in the output layer. We number the neurons \( j = 0,1,...,9 \). The activation of each output neuron \( j \) will be according to the softmax function:

    - -

    $$ P(\text{class \( j \)} \mid \text{input \( \boldsymbol{a} \)}) = \frac{\exp{(\boldsymbol{a}^T \boldsymbol{w}_j)}} -{\sum_{c=0}^{9} \exp{(\boldsymbol{a}^T \boldsymbol{w}_c)}} ,$$ -

    - -

    i.e. each neuron \( j \) outputs the probability of being in class \( j \) given an input from the hidden layer \( \boldsymbol{a} \), with \( \boldsymbol{w}_j \) the weights of neuron \( j \) to the inputs. -The denominator is a normalization factor to ensure the outputs (probabilities) sum up to 1. -The exponent is just the weighted sum of inputs as before: -

    - -

    $$ z_j = \sum_{i=1}^n w_ {ij} a_i+b_j.$$

    - -

    Since each neuron in the output layer is connected to the 50 inputs from the hidden layer we have 50x10 = 500 -weights to the output layer. -

    - - -

    Weights and biases

    - -

    Typically weights are initialized with small values distributed around zero, drawn from a uniform -or normal distribution. Setting all weights to zero means all neurons give the same output, making the network useless. -

    - -

    Adding a bias value to the weighted sum of inputs allows the neural network to represent a greater range -of values. Without it, any input with the value 0 will be mapped to zero (before being passed through the activation). The bias unit has an output of 1, and a weight to each neuron \( j \), \( b_j \): -

    - -

    $$ z_j = \sum_{i=1}^n w_ {ij} a_i + b_j.$$

    - -

    The bias weights \( \boldsymbol{b} \) are often initialized to zero, but a small value like \( 0.01 \) ensures all neurons have some output which can be backpropagated in the first training cycle.

    - - -
    -
    -
    -
    -
    -
    # building our neural network
    -
    -n_inputs, n_features = X_train.shape
    -n_hidden_neurons = 50
    -n_categories = 10
    -
    -# we make the weights normally distributed using numpy.random.randn
    -
    -# weights and bias in the hidden layer
    -hidden_weights = np.random.randn(n_features, n_hidden_neurons)
    -hidden_bias = np.zeros(n_hidden_neurons) + 0.01
    -
    -# weights and bias in the output layer
    -output_weights = np.random.randn(n_hidden_neurons, n_categories)
    -output_bias = np.zeros(n_categories) + 0.01
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    - - -









    -

    Feed-forward pass

    - -

    Denote \( F \) the number of features, \( H \) the number of hidden neurons and \( C \) the number of categories. -For each input image we calculate a weighted sum of input features (pixel values) to each neuron \( j \) in the hidden layer \( l \): -

    - -

    $$ z_{j}^{l} = \sum_{i=1}^{F} w_{ij}^{l} x_i + b_{j}^{l},$$

    - -

    this is then passed through our activation function

    - -

    $$ a_{j}^{l} = f(z_{j}^{l}) .$$

    - -

    We calculate a weighted sum of inputs (activations in the hidden layer) to each neuron \( j \) in the output layer:

    - -

    $$ z_{j}^{L} = \sum_{i=1}^{H} w_{ij}^{L} a_{i}^{l} + b_{j}^{L}.$$

    - -

    Finally we calculate the output of neuron \( j \) in the output layer using the softmax function:

    - -

    $$ a_{j}^{L} = \frac{\exp{(z_j^{L})}} -{\sum_{c=0}^{C-1} \exp{(z_c^{L})}} .$$ -

    - - -

    Matrix multiplications

    - -

    Since our data has the dimensions \( X = (n_{inputs}, n_{features}) \) and our weights to the hidden -layer have the dimensions -\( W_{hidden} = (n_{features}, n_{hidden}) \), -we can easily feed the network all our training data in one go by taking the matrix product -

    - -

    $$ X W^{h} = (n_{inputs}, n_{hidden}),$$

    - -

    and obtain a matrix that holds the weighted sum of inputs to the hidden layer -for each input image and each hidden neuron. -We also add the bias to obtain a matrix of weighted sums to the hidden layer \( Z^{h} \): -

    - -

    $$ \boldsymbol{z}^{l} = \boldsymbol{X} \boldsymbol{W}^{l} + \boldsymbol{b}^{l} ,$$

    - -

    meaning the same bias (1D array with size equal number of hidden neurons) is added to each input image. -This is then passed through the activation: -

    - -

    $$ \boldsymbol{a}^{l} = f(\boldsymbol{z}^l) .$$

    - -

    This is fed to the output layer:

    - -

    $$ \boldsymbol{z}^{L} = \boldsymbol{a}^{L} \boldsymbol{W}^{L} + \boldsymbol{b}^{L} .$$

    - -

    Finally we receive our output values for each image and each category by passing it through the softmax function:

    - -

    $$ output = softmax (\boldsymbol{z}^{L}) = (n_{inputs}, n_{categories}) .$$

    - - - -
    -
    -
    -
    -
    -
    # setup the feed-forward pass, subscript h = hidden layer
    -
    -def sigmoid(x):
    -    return 1/(1 + np.exp(-x))
    -
    -def feed_forward(X):
    -    # weighted sum of inputs to the hidden layer
    -    z_h = np.matmul(X, hidden_weights) + hidden_bias
    -    # activation in the hidden layer
    -    a_h = sigmoid(z_h)
    -    
    -    # weighted sum of inputs to the output layer
    -    z_o = np.matmul(a_h, output_weights) + output_bias
    -    # softmax output
    -    # axis 0 holds each input and axis 1 the probabilities of each category
    -    exp_term = np.exp(z_o)
    -    probabilities = exp_term / np.sum(exp_term, axis=1, keepdims=True)
    -    
    -    return probabilities
    -
    -probabilities = feed_forward(X_train)
    -print("probabilities = (n_inputs, n_categories) = " + str(probabilities.shape))
    -print("probability that image 0 is in category 0,1,2,...,9 = \n" + str(probabilities[0]))
    -print("probabilities sum up to: " + str(probabilities[0].sum()))
    -print()
    -
    -# we obtain a prediction by taking the class with the highest likelihood
    -def predict(X):
    -    probabilities = feed_forward(X)
    -    return np.argmax(probabilities, axis=1)
    -
    -predictions = predict(X_train)
    -print("predictions = (n_inputs) = " + str(predictions.shape))
    -print("prediction for image 0: " + str(predictions[0]))
    -print("correct label for image 0: " + str(Y_train[0]))
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    - - -









    -

    Choose cost function and optimizer

    - -

    To measure how well our neural network is doing we need to introduce a cost function. -We will call the function that gives the error of a single sample output the loss function, and the function -that gives the total error of our network across all samples the cost function. -A typical choice for multiclass classification is the cross-entropy loss, also known as the negative log likelihood. -

    - -

    In multiclass classification it is common to treat each integer label as a so called one-hot vector:

    - -

    $$ y = 5 \quad \rightarrow \quad \boldsymbol{y} = (0, 0, 0, 0, 0, 1, 0, 0, 0, 0) ,$$

    - -

    $$ y = 1 \quad \rightarrow \quad \boldsymbol{y} = (0, 1, 0, 0, 0, 0, 0, 0, 0, 0) ,$$

    - -

    i.e. a binary bit string of length \( C \), where \( C = 10 \) is the number of classes in the MNIST dataset.

    - -

    Let \( y_{ic} \) denote the \( c \)-th component of the \( i \)-th one-hot vector. -We define the cost function \( \mathcal{C} \) as a sum over the cross-entropy loss for each point \( \boldsymbol{x}_i \) in the dataset. -

    - -

    In the one-hot representation only one of the terms in the loss function is non-zero, namely the -probability of the correct category \( c' \) -(i.e. the category \( c' \) such that \( y_{ic'} = 1 \)). This means that the cross entropy loss only punishes you for how wrong -you got the correct label. The probability of category \( c \) is given by the softmax function. The vector \( \boldsymbol{\theta} \) represents the parameters of our network, i.e. all the weights and biases. -

    - - -









    -

    Optimizing the cost function

    - -

    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 gradient descent 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 local minimum of the cost function. -Each parameter \( \theta \) is iteratively adjusted according to the rule -

    - -

    $$ \theta_{i+1} = \theta_i - \eta \nabla \mathcal{C}(\theta_i) ,$$

    - -

    where \( \eta \) is known as the learning rate, 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. -

    - -

    A simple and effective improvement is a variant called Batch Gradient Descent. -Instead of calculating the gradient on the whole dataset, we calculate an approximation of the gradient -on a subset of the data called a minibatch. -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: -

    - -

    $$ \nabla \mathcal{C}(\theta) = \frac{1}{N} \sum_{i=1}^N \nabla \mathcal{L}_i(\theta) \quad \rightarrow \quad -\frac{1}{M} \sum_{i \in B_k} \nabla \mathcal{L}_i(\theta) ,$$ -

    - -

    i.e. instead of averaging the loss over the entire dataset, we average over a minibatch.

    - -

    This has two important benefits:

    -
      -
    1. Introducing stochasticity decreases the chance that the algorithm becomes stuck in a local minima.
    2. -
    3. It significantly speeds up the calculation, since we do not have to use the entire dataset to calculate the gradient.
    4. -
    -

    The various optmization methods, with codes and algorithms, are discussed in our lectures on Gradient descent approaches.

    - - -

    Regularization

    - -

    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 overfitting. -

    - -

    We will measure the size of the weights using the so called L2-norm, meaning our cost function becomes:

    - -

    $$ \mathcal{C}(\theta) = \frac{1}{N} \sum_{i=1}^N \mathcal{L}_i(\theta) \quad \rightarrow \quad -\frac{1}{N} \sum_{i=1}^N \mathcal{L}_i(\theta) + \lambda \lvert \lvert \boldsymbol{w} \rvert \rvert_2^2 -= \frac{1}{N} \sum_{i=1}^N \mathcal{L}(\theta) + \lambda \sum_{ij} w_{ij}^2,$$ -

    - -

    i.e. we sum up all the weights squared. The factor \( \lambda \) is known as a regularization parameter.

    - -

    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 backpropagation algorithm discussed -above. This is a clever use of the chain rule that allows us to -calculate the gradient efficently. -

    - -









    -

    Matrix multiplication

    - -

    To more efficently train our network these equations are implemented using matrix operations. -The error in the output layer is calculated simply as, with \( \boldsymbol{t} \) being our targets, -

    - -

    $$ \delta_L = \boldsymbol{t} - \boldsymbol{y} = (n_{inputs}, n_{categories}) .$$

    - -

    The gradient for the output weights is calculated as

    - -

    $$ \nabla W_{L} = \boldsymbol{a}^T \delta_L = (n_{hidden}, n_{categories}) ,$$

    - -

    where \( \boldsymbol{a} = (n_{inputs}, n_{hidden}) \). This simply means that we are summing up the gradients for each input. -Since we are going backwards we have to transpose the activation matrix. -

    - -

    The gradient with respect to the output bias is then

    - -

    $$ \nabla \boldsymbol{b}_{L} = \sum_{i=1}^{n_{inputs}} \delta_L = (n_{categories}) .$$

    - -

    The error in the hidden layer is

    - -

    $$ \Delta_h = \delta_L W_{L}^T \circ f'(z_{h}) = \delta_L W_{L}^T \circ a_{h} \circ (1 - a_{h}) = (n_{inputs}, n_{hidden}) ,$$

    - -

    where \( f'(a_{h}) \) is the derivative of the activation in the hidden layer. The matrix products mean -that we are summing up the products for each neuron in the output layer. The symbol \( \circ \) denotes -the Hadamard product, meaning element-wise multiplication. -

    - -

    This again gives us the gradients in the hidden layer:

    - -

    $$ \nabla W_{h} = X^T \delta_h = (n_{features}, n_{hidden}) ,$$

    - -

    $$ \nabla b_{h} = \sum_{i=1}^{n_{inputs}} \delta_h = (n_{hidden}) .$$

    - - - -
    -
    -
    -
    -
    -
    # to categorical turns our integer vector into a onehot representation
    -from sklearn.metrics import accuracy_score
    -
    -# one-hot in numpy
    -def to_categorical_numpy(integer_vector):
    -    n_inputs = len(integer_vector)
    -    n_categories = np.max(integer_vector) + 1
    -    onehot_vector = np.zeros((n_inputs, n_categories))
    -    onehot_vector[range(n_inputs), integer_vector] = 1
    -    
    -    return onehot_vector
    -
    -#Y_train_onehot, Y_test_onehot = to_categorical(Y_train), to_categorical(Y_test)
    -Y_train_onehot, Y_test_onehot = to_categorical_numpy(Y_train), to_categorical_numpy(Y_test)
    -
    -def feed_forward_train(X):
    -    # weighted sum of inputs to the hidden layer
    -    z_h = np.matmul(X, hidden_weights) + hidden_bias
    -    # activation in the hidden layer
    -    a_h = sigmoid(z_h)
    -    
    -    # weighted sum of inputs to the output layer
    -    z_o = np.matmul(a_h, output_weights) + output_bias
    -    # softmax output
    -    # axis 0 holds each input and axis 1 the probabilities of each category
    -    exp_term = np.exp(z_o)
    -    probabilities = exp_term / np.sum(exp_term, axis=1, keepdims=True)
    -    
    -    # for backpropagation need activations in hidden and output layers
    -    return a_h, probabilities
    -
    -def backpropagation(X, Y):
    -    a_h, probabilities = feed_forward_train(X)
    -    
    -    # error in the output layer
    -    error_output = probabilities - Y
    -    # error in the hidden layer
    -    error_hidden = np.matmul(error_output, output_weights.T) * a_h * (1 - a_h)
    -    
    -    # gradients for the output layer
    -    output_weights_gradient = np.matmul(a_h.T, error_output)
    -    output_bias_gradient = np.sum(error_output, axis=0)
    -    
    -    # gradient for the hidden layer
    -    hidden_weights_gradient = np.matmul(X.T, error_hidden)
    -    hidden_bias_gradient = np.sum(error_hidden, axis=0)
    -
    -    return output_weights_gradient, output_bias_gradient, hidden_weights_gradient, hidden_bias_gradient
    -
    -print("Old accuracy on training data: " + str(accuracy_score(predict(X_train), Y_train)))
    -
    -eta = 0.01
    -lmbd = 0.01
    -for i in range(1000):
    -    # calculate gradients
    -    dWo, dBo, dWh, dBh = backpropagation(X_train, Y_train_onehot)
    -    
    -    # regularization term gradients
    -    dWo += lmbd * output_weights
    -    dWh += lmbd * hidden_weights
    -    
    -    # update weights and biases
    -    output_weights -= eta * dWo
    -    output_bias -= eta * dBo
    -    hidden_weights -= eta * dWh
    -    hidden_bias -= eta * dBh
    -
    -print("New accuracy on training data: " + str(accuracy_score(predict(X_train), Y_train)))
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    - - -









    -

    Improving performance

    - -

    As we can see the network does not seem to be learning at all. It seems to be just guessing the label for each image. -In order to obtain a network that does something useful, we will have to do a bit more work. -

    - -

    The choice of hyperparameters such as learning rate and regularization parameter is hugely influential for the performance of the network. Typically a grid-search is performed, wherein we test different hyperparameters separated by orders of magnitude. For example we could test the learning rates \( \eta = 10^{-6}, 10^{-5},...,10^{-1} \) with different regularization parameters \( \lambda = 10^{-6},...,10^{-0} \).

    - -

    Next, we haven't implemented minibatching yet, which introduces stochasticity and is though to act as an important regularizer on the weights. We call a feed-forward + backward pass with a minibatch an iteration, and a full training period -going through the entire dataset (\( n/M \) batches) an epoch. -

    - -

    If this does not improve network performance, you may want to consider altering the network architecture, adding more neurons or hidden layers. -Andrew Ng goes through some of these considerations in this video. You can find a summary of the video here. -

    - -









    -

    Full object-oriented implementation

    - -

    It is very natural to think of the network as an object, with specific instances of the network -being realizations of this object with different hyperparameters. An implementation using Python classes provides a clean structure and interface, and the full implementation of our neural network is given below. -

    - - - -
    -
    -
    -
    -
    -
    class NeuralNetwork:
    -    def __init__(
    -            self,
    -            X_data,
    -            Y_data,
    -            n_hidden_neurons=50,
    -            n_categories=10,
    -            epochs=10,
    -            batch_size=100,
    -            eta=0.1,
    -            lmbd=0.0):
    -
    -        self.X_data_full = X_data
    -        self.Y_data_full = Y_data
    -
    -        self.n_inputs = X_data.shape[0]
    -        self.n_features = X_data.shape[1]
    -        self.n_hidden_neurons = n_hidden_neurons
    -        self.n_categories = n_categories
    -
    -        self.epochs = epochs
    -        self.batch_size = batch_size
    -        self.iterations = self.n_inputs // self.batch_size
    -        self.eta = eta
    -        self.lmbd = lmbd
    -
    -        self.create_biases_and_weights()
    -
    -    def create_biases_and_weights(self):
    -        self.hidden_weights = np.random.randn(self.n_features, self.n_hidden_neurons)
    -        self.hidden_bias = np.zeros(self.n_hidden_neurons) + 0.01
    -
    -        self.output_weights = np.random.randn(self.n_hidden_neurons, self.n_categories)
    -        self.output_bias = np.zeros(self.n_categories) + 0.01
    -
    -    def feed_forward(self):
    -        # feed-forward for training
    -        self.z_h = np.matmul(self.X_data, self.hidden_weights) + self.hidden_bias
    -        self.a_h = sigmoid(self.z_h)
    -
    -        self.z_o = np.matmul(self.a_h, self.output_weights) + self.output_bias
    -
    -        exp_term = np.exp(self.z_o)
    -        self.probabilities = exp_term / np.sum(exp_term, axis=1, keepdims=True)
    -
    -    def feed_forward_out(self, X):
    -        # feed-forward for output
    -        z_h = np.matmul(X, self.hidden_weights) + self.hidden_bias
    -        a_h = sigmoid(z_h)
    -
    -        z_o = np.matmul(a_h, self.output_weights) + self.output_bias
    -        
    -        exp_term = np.exp(z_o)
    -        probabilities = exp_term / np.sum(exp_term, axis=1, keepdims=True)
    -        return probabilities
    -
    -    def backpropagation(self):
    -        error_output = self.probabilities - self.Y_data
    -        error_hidden = np.matmul(error_output, self.output_weights.T) * self.a_h * (1 - self.a_h)
    -
    -        self.output_weights_gradient = np.matmul(self.a_h.T, error_output)
    -        self.output_bias_gradient = np.sum(error_output, axis=0)
    -
    -        self.hidden_weights_gradient = np.matmul(self.X_data.T, error_hidden)
    -        self.hidden_bias_gradient = np.sum(error_hidden, axis=0)
    -
    -        if self.lmbd > 0.0:
    -            self.output_weights_gradient += self.lmbd * self.output_weights
    -            self.hidden_weights_gradient += self.lmbd * self.hidden_weights
    -
    -        self.output_weights -= self.eta * self.output_weights_gradient
    -        self.output_bias -= self.eta * self.output_bias_gradient
    -        self.hidden_weights -= self.eta * self.hidden_weights_gradient
    -        self.hidden_bias -= self.eta * self.hidden_bias_gradient
    -
    -    def predict(self, X):
    -        probabilities = self.feed_forward_out(X)
    -        return np.argmax(probabilities, axis=1)
    -
    -    def predict_probabilities(self, X):
    -        probabilities = self.feed_forward_out(X)
    -        return probabilities
    -
    -    def train(self):
    -        data_indices = np.arange(self.n_inputs)
    -
    -        for i in range(self.epochs):
    -            for j in range(self.iterations):
    -                # pick datapoints with replacement
    -                chosen_datapoints = np.random.choice(
    -                    data_indices, size=self.batch_size, replace=False
    -                )
    -
    -                # minibatch training data
    -                self.X_data = self.X_data_full[chosen_datapoints]
    -                self.Y_data = self.Y_data_full[chosen_datapoints]
    -
    -                self.feed_forward()
    -                self.backpropagation()
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    - - -









    -

    Evaluate model performance on test data

    - -

    To measure the performance of our network we evaluate how well it does it data it has never seen before, i.e. the test data. -We measure the performance of the network using the accuracy score. -The accuracy is as you would expect just the number of images correctly labeled divided by the total number of images. A perfect classifier will have an accuracy score of \( 1 \). -

    - -

    $$ \text{Accuracy} = \frac{\sum_{i=1}^n I(\tilde{y}_i = y_i)}{n} ,$$

    - -

    where \( I \) is the indicator function, \( 1 \) if \( \tilde{y}_i = y_i \) and \( 0 \) otherwise.

    - - - -
    -
    -
    -
    -
    -
    epochs = 100
    -batch_size = 100
    -
    -dnn = NeuralNetwork(X_train, Y_train_onehot, eta=eta, lmbd=lmbd, epochs=epochs, batch_size=batch_size,
    -                    n_hidden_neurons=n_hidden_neurons, n_categories=n_categories)
    -dnn.train()
    -test_predict = dnn.predict(X_test)
    -
    -# accuracy score from scikit library
    -print("Accuracy score on test set: ", accuracy_score(Y_test, test_predict))
    -
    -# equivalent in numpy
    -def accuracy_score_numpy(Y_test, Y_pred):
    -    return np.sum(Y_test == Y_pred) / len(Y_test)
    -
    -#print("Accuracy score on test set: ", accuracy_score_numpy(Y_test, test_predict))
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    - - -









    -

    Adjust hyperparameters

    - -

    We now perform a grid search to find the optimal hyperparameters for the network. -Note that we are only using 1 layer with 50 neurons, and human performance is estimated to be around \( 98\% \) (\( 2\% \) error rate). -

    - - - -
    -
    -
    -
    -
    -
    eta_vals = np.logspace(-5, 1, 7)
    -lmbd_vals = np.logspace(-5, 1, 7)
    -# store the models for later use
    -DNN_numpy = np.zeros((len(eta_vals), len(lmbd_vals)), dtype=object)
    -
    -# grid search
    -for i, eta in enumerate(eta_vals):
    -    for j, lmbd in enumerate(lmbd_vals):
    -        dnn = NeuralNetwork(X_train, Y_train_onehot, eta=eta, lmbd=lmbd, epochs=epochs, batch_size=batch_size,
    -                            n_hidden_neurons=n_hidden_neurons, n_categories=n_categories)
    -        dnn.train()
    -        
    -        DNN_numpy[i][j] = dnn
    -        
    -        test_predict = dnn.predict(X_test)
    -        
    -        print("Learning rate  = ", eta)
    -        print("Lambda = ", lmbd)
    -        print("Accuracy score on test set: ", accuracy_score(Y_test, test_predict))
    -        print()
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    - - -









    -

    Visualization

    - - - -
    -
    -
    -
    -
    -
    # visual representation of grid search
    -# uses seaborn heatmap, you can also do this with matplotlib imshow
    -import seaborn as sns
    -
    -sns.set()
    -
    -train_accuracy = np.zeros((len(eta_vals), len(lmbd_vals)))
    -test_accuracy = np.zeros((len(eta_vals), len(lmbd_vals)))
    -
    -for i in range(len(eta_vals)):
    -    for j in range(len(lmbd_vals)):
    -        dnn = DNN_numpy[i][j]
    -        
    -        train_pred = dnn.predict(X_train) 
    -        test_pred = dnn.predict(X_test)
    -
    -        train_accuracy[i][j] = accuracy_score(Y_train, train_pred)
    -        test_accuracy[i][j] = accuracy_score(Y_test, test_pred)
    -
    -        
    -fig, ax = plt.subplots(figsize = (10, 10))
    -sns.heatmap(train_accuracy, annot=True, ax=ax, cmap="viridis")
    -ax.set_title("Training Accuracy")
    -ax.set_ylabel("$\eta$")
    -ax.set_xlabel("$\lambda$")
    -plt.show()
    -
    -fig, ax = plt.subplots(figsize = (10, 10))
    -sns.heatmap(test_accuracy, annot=True, ax=ax, cmap="viridis")
    -ax.set_title("Test Accuracy")
    -ax.set_ylabel("$\eta$")
    -ax.set_xlabel("$\lambda$")
    -plt.show()
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    - - -









    -

    scikit-learn implementation

    - -

    scikit-learn focuses more -on traditional machine learning methods, such as regression, -clustering, decision trees, etc. As such, it has only two types of -neural networks: Multi Layer Perceptron outputting continuous values, -MPLRegressor, and Multi Layer Perceptron outputting labels, -MLPClassifier. We will see how simple it is to use these classes. -

    - -

    scikit-learn implements a few improvements from our neural network, -such as early stopping, a varying learning rate, different -optimization methods, etc. We would therefore expect a better -performance overall. -

    - - - -
    -
    -
    -
    -
    -
    from sklearn.neural_network import MLPClassifier
    -# store models for later use
    -DNN_scikit = np.zeros((len(eta_vals), len(lmbd_vals)), dtype=object)
    -
    -for i, eta in enumerate(eta_vals):
    -    for j, lmbd in enumerate(lmbd_vals):
    -        dnn = MLPClassifier(hidden_layer_sizes=(n_hidden_neurons), activation='logistic',
    -                            alpha=lmbd, learning_rate_init=eta, max_iter=epochs)
    -        dnn.fit(X_train, Y_train)
    -        
    -        DNN_scikit[i][j] = dnn
    -        
    -        print("Learning rate  = ", eta)
    -        print("Lambda = ", lmbd)
    -        print("Accuracy score on test set: ", dnn.score(X_test, Y_test))
    -        print()
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    - - -









    -

    Visualization

    - - -
    -
    -
    -
    -
    -
    # optional
    -# visual representation of grid search
    -# uses seaborn heatmap, could probably do this in matplotlib
    -import seaborn as sns
    -
    -sns.set()
    -
    -train_accuracy = np.zeros((len(eta_vals), len(lmbd_vals)))
    -test_accuracy = np.zeros((len(eta_vals), len(lmbd_vals)))
    -
    -for i in range(len(eta_vals)):
    -    for j in range(len(lmbd_vals)):
    -        dnn = DNN_scikit[i][j]
    -        
    -        train_pred = dnn.predict(X_train) 
    -        test_pred = dnn.predict(X_test)
    -
    -        train_accuracy[i][j] = accuracy_score(Y_train, train_pred)
    -        test_accuracy[i][j] = accuracy_score(Y_test, test_pred)
    -
    -        
    -fig, ax = plt.subplots(figsize = (10, 10))
    -sns.heatmap(train_accuracy, annot=True, ax=ax, cmap="viridis")
    -ax.set_title("Training Accuracy")
    -ax.set_ylabel("$\eta$")
    -ax.set_xlabel("$\lambda$")
    -plt.show()
    -
    -fig, ax = plt.subplots(figsize = (10, 10))
    -sns.heatmap(test_accuracy, annot=True, ax=ax, cmap="viridis")
    -ax.set_title("Test Accuracy")
    -ax.set_ylabel("$\eta$")
    -ax.set_xlabel("$\lambda$")
    -plt.show()
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    - -









    Building neural networks in Tensorflow and Keras

    @@ -2251,7 +922,7 @@ plt.show()









    -

    The Breast Cancer Data, now with Keras

    +

    Using Pytorch with the full MNIST data set

    @@ -2260,171 +931,82 @@ plt.show()
    -
    import tensorflow as tf
    -from tensorflow.keras.layers import Input
    -from tensorflow.keras.models import Sequential      #This allows appending layers to existing models
    -from tensorflow.keras.layers import Dense           #This allows defining the characteristics of a particular layer
    -from tensorflow.keras import optimizers             #This allows using whichever optimiser we want (sgd,adam,RMSprop)
    -from tensorflow.keras import regularizers           #This allows using whichever regularizer we want (l1,l2,l1_l2)
    -from tensorflow.keras.utils import to_categorical   #This allows using categorical cross entropy as the cost function
    -import numpy as np
    -import matplotlib.pyplot as plt
    -import seaborn as sns
    -from sklearn.model_selection import train_test_split as splitter
    -from sklearn.datasets import load_breast_cancer
    -import pickle
    -import os 
    +  
    import torch
    +import torch.nn as nn
    +import torch.optim as optim
    +import torchvision
    +import torchvision.transforms as transforms
    +
    +# Device configuration: use GPU if available
    +device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
    +
    +# MNIST dataset (downloads if not already present)
    +transform = transforms.Compose([
    +    transforms.ToTensor(),
    +    transforms.Normalize((0.5,), (0.5,))  # normalize to mean=0.5, std=0.5 (approx. [-1,1] pixel range)
    +])
    +train_dataset = torchvision.datasets.MNIST(root='./data', train=True, download=True, transform=transform)
    +test_dataset  = torchvision.datasets.MNIST(root='./data', train=False, download=True, transform=transform)
    +
    +train_loader = torch.utils.data.DataLoader(train_dataset, batch_size=64, shuffle=True)
    +test_loader  = torch.utils.data.DataLoader(test_dataset, batch_size=64, shuffle=False)
     
     
    -"""Load breast cancer dataset"""
    +class NeuralNet(nn.Module):
    +    def __init__(self):
    +        super(NeuralNet, self).__init__()
    +        self.fc1 = nn.Linear(28*28, 100)   # first hidden layer (784 -> 100)
    +        self.fc2 = nn.Linear(100, 100)    # second hidden layer (100 -> 100)
    +        self.fc3 = nn.Linear(100, 10)     # output layer (100 -> 10 classes)
    +    def forward(self, x):
    +        x = x.view(x.size(0), -1)         # flatten images into vectors of size 784
    +        x = torch.relu(self.fc1(x))       # hidden layer 1 + ReLU activation
    +        x = torch.relu(self.fc2(x))       # hidden layer 2 + ReLU activation
    +        x = self.fc3(x)                   # output layer (logits for 10 classes)
    +        return x
     
    -np.random.seed(0)        #create same seed for random number every time
    -
    -cancer=load_breast_cancer()      #Download breast cancer dataset
    -
    -inputs=cancer.data                     #Feature matrix of 569 rows (samples) and 30 columns (parameters)
    -outputs=cancer.target                  #Label array of 569 rows (0 for benign and 1 for malignant)
    -labels=cancer.feature_names[0:30]
    -
    -print('The content of the breast cancer dataset is:')      #Print information about the datasets
    -print(labels)
    -print('-------------------------')
    -print("inputs =  " + str(inputs.shape))
    -print("outputs =  " + str(outputs.shape))
    -print("labels =  "+ str(labels.shape))
    -
    -x=inputs      #Reassign the Feature and Label matrices to other variables
    -y=outputs
    -
    -#%% 
    -
    -# Visualisation of dataset (for correlation analysis)
    -
    -plt.figure()
    -plt.scatter(x[:,0],x[:,2],s=40,c=y,cmap=plt.cm.Spectral)
    -plt.xlabel('Mean radius',fontweight='bold')
    -plt.ylabel('Mean perimeter',fontweight='bold')
    -plt.show()
    -
    -plt.figure()
    -plt.scatter(x[:,5],x[:,6],s=40,c=y, cmap=plt.cm.Spectral)
    -plt.xlabel('Mean compactness',fontweight='bold')
    -plt.ylabel('Mean concavity',fontweight='bold')
    -plt.show()
    +model = NeuralNet().to(device)
     
     
    -plt.figure()
    -plt.scatter(x[:,0],x[:,1],s=40,c=y,cmap=plt.cm.Spectral)
    -plt.xlabel('Mean radius',fontweight='bold')
    -plt.ylabel('Mean texture',fontweight='bold')
    -plt.show()
    +criterion = nn.CrossEntropyLoss()
    +optimizer = optim.SGD(model.parameters(), lr=0.01, weight_decay=1e-4)
     
    -plt.figure()
    -plt.scatter(x[:,2],x[:,1],s=40,c=y,cmap=plt.cm.Spectral)
    -plt.xlabel('Mean perimeter',fontweight='bold')
    -plt.ylabel('Mean compactness',fontweight='bold')
    -plt.show()
    +num_epochs = 10
    +for epoch in range(num_epochs):
    +    model.train()  # set model to training mode
    +    running_loss = 0.0
    +    for images, labels in train_loader:
    +        # Move data to device (GPU if available, else CPU)
    +        images, labels = images.to(device), labels.to(device)
    +
    +        optimizer.zero_grad()            # reset gradients to zero
    +        outputs = model(images)          # forward pass: compute predictions
    +        loss = criterion(outputs, labels)  # compute cross-entropy loss
    +        loss.backward()                 # backpropagate to compute gradients
    +        optimizer.step()                # update weights using SGD step 
    +
    +        running_loss += loss.item()
    +    # Compute average loss over all batches in this epoch
    +    avg_loss = running_loss / len(train_loader)
    +    print(f"Epoch {epoch+1}/{num_epochs}, Loss: {avg_loss:.4f}")
    +
    +#Evaluation on the Test Set
     
     
    -# Generate training and testing datasets
     
    -#Select features relevant to classification (texture,perimeter,compactness and symmetery) 
    -#and add to input matrix
    +model.eval()  # set model to evaluation mode 
    +correct = 0
    +total = 0
    +with torch.no_grad():  # disable gradient calculation for evaluation 
    +    for images, labels in test_loader:
    +        images, labels = images.to(device), labels.to(device)
    +        outputs = model(images)
    +        _, predicted = torch.max(outputs, dim=1)  # class with highest score
    +        total += labels.size(0)
    +        correct += (predicted == labels).sum().item()
     
    -temp1=np.reshape(x[:,1],(len(x[:,1]),1))
    -temp2=np.reshape(x[:,2],(len(x[:,2]),1))
    -X=np.hstack((temp1,temp2))      
    -temp=np.reshape(x[:,5],(len(x[:,5]),1))
    -X=np.hstack((X,temp))       
    -temp=np.reshape(x[:,8],(len(x[:,8]),1))
    -X=np.hstack((X,temp))       
    -
    -X_train,X_test,y_train,y_test=splitter(X,y,test_size=0.1)   #Split datasets into training and testing
    -
    -y_train=to_categorical(y_train)     #Convert labels to categorical when using categorical cross entropy
    -y_test=to_categorical(y_test)
    -
    -del temp1,temp2,temp
    -
    -# %%
    -
    -# Define tunable parameters"
    -
    -eta=np.logspace(-3,-1,3)                    #Define vector of learning rates (parameter to SGD optimiser)
    -lamda=0.01                                  #Define hyperparameter
    -n_layers=2                                  #Define number of hidden layers in the model
    -n_neuron=np.logspace(0,3,4,dtype=int)       #Define number of neurons per layer
    -epochs=100                                   #Number of reiterations over the input data
    -batch_size=100                              #Number of samples per gradient update
    -
    -# %%
    -
    -"""Define function to return Deep Neural Network model"""
    -
    -def NN_model(inputsize,n_layers,n_neuron,eta,lamda):
    -    model=Sequential()      
    -    for i in range(n_layers):       #Run loop to add hidden layers to the model
    -        if (i==0):                  #First layer requires input dimensions
    -            model.add(Dense(n_neuron,activation='relu',kernel_regularizer=regularizers.l2(lamda),input_dim=inputsize))
    -        else:                       #Subsequent layers are capable of automatic shape inferencing
    -            model.add(Dense(n_neuron,activation='relu',kernel_regularizer=regularizers.l2(lamda)))
    -    model.add(Dense(2,activation='softmax'))  #2 outputs - ordered and disordered (softmax for prob)
    -    sgd=optimizers.SGD(learning_rate=eta)
    -    model.compile(loss='categorical_crossentropy',optimizer=sgd,metrics=['accuracy'])
    -    return model
    -
    -    
    -Train_accuracy=np.zeros((len(n_neuron),len(eta)))      #Define matrices to store accuracy scores as a function
    -Test_accuracy=np.zeros((len(n_neuron),len(eta)))       #of learning rate and number of hidden neurons for 
    -
    -for i in range(len(n_neuron)):     #run loops over hidden neurons and learning rates to calculate 
    -    for j in range(len(eta)):      #accuracy scores 
    -        DNN_model=NN_model(X_train.shape[1],n_layers,n_neuron[i],eta[j],lamda)
    -        DNN_model.fit(X_train,y_train,epochs=epochs,batch_size=batch_size,verbose=1)
    -        Train_accuracy[i,j]=DNN_model.evaluate(X_train,y_train)[1]
    -        Test_accuracy[i,j]=DNN_model.evaluate(X_test,y_test)[1]
    -               
    -
    -def plot_data(x,y,data,title=None):
    -
    -    # plot results
    -    fontsize=16
    -
    -
    -    fig = plt.figure()
    -    ax = fig.add_subplot(111)
    -    cax = ax.matshow(data, interpolation='nearest', vmin=0, vmax=1)
    -    
    -    cbar=fig.colorbar(cax)
    -    cbar.ax.set_ylabel('accuracy (%)',rotation=90,fontsize=fontsize)
    -    cbar.set_ticks([0,.2,.4,0.6,0.8,1.0])
    -    cbar.set_ticklabels(['0%','20%','40%','60%','80%','100%'])
    -
    -    # put text on matrix elements
    -    for i, x_val in enumerate(np.arange(len(x))):
    -        for j, y_val in enumerate(np.arange(len(y))):
    -            c = "${0:.1f}\\%$".format( 100*data[j,i])  
    -            ax.text(x_val, y_val, c, va='center', ha='center')
    -
    -    # convert axis vaues to to string labels
    -    x=[str(i) for i in x]
    -    y=[str(i) for i in y]
    -
    -
    -    ax.set_xticklabels(['']+x)
    -    ax.set_yticklabels(['']+y)
    -
    -    ax.set_xlabel('$\\mathrm{learning\\ rate}$',fontsize=fontsize)
    -    ax.set_ylabel('$\\mathrm{hidden\\ neurons}$',fontsize=fontsize)
    -    if title is not None:
    -        ax.set_title(title)
    -
    -    plt.tight_layout()
    -
    -    plt.show()
    -    
    -plot_data(eta,n_neuron,Train_accuracy, 'training')
    -plot_data(eta,n_neuron,Test_accuracy, 'testing')
    +accuracy = 100 * correct / total
    +print(f"Test Accuracy: {accuracy:.2f}%")
     
    @@ -2442,7 +1024,81 @@ plot_data(eta,n_neuron,Test_accuracy, 'testing&









    -

    Building a neural network code

    +

    And a similar example using Tensorflow with Keras

    + + + +
    +
    +
    +
    +
    +
    import tensorflow as tf
    +from tensorflow import keras
    +from tensorflow.keras import layers, regularizers
    +
    +# Check for GPU (TensorFlow will use it automatically if available)
    +gpus = tf.config.list_physical_devices('GPU')
    +print(f"GPUs available: {gpus}")
    +
    +# 1) Load and preprocess MNIST
    +(x_train, y_train), (x_test, y_test) = keras.datasets.mnist.load_data()
    +# Normalize to [0, 1]
    +x_train = (x_train.astype("float32") / 255.0)
    +x_test  = (x_test.astype("float32") / 255.0)
    +
    +# 2) Build the model: 784 -> 100 -> 100 -> 10
    +l2_reg = 1e-4  # L2 regularization strength
    +
    +model = keras.Sequential([
    +    layers.Input(shape=(28, 28)),
    +    layers.Flatten(),
    +    layers.Dense(100, activation="relu",
    +                 kernel_regularizer=regularizers.l2(l2_reg)),
    +    layers.Dense(100, activation="relu",
    +                 kernel_regularizer=regularizers.l2(l2_reg)),
    +    layers.Dense(10, activation="softmax")  # output probabilities for 10 classes
    +])
    +
    +# 3) Compile with SGD + weight decay via L2 regularizers
    +model.compile(
    +    optimizer=keras.optimizers.SGD(learning_rate=0.01),
    +    loss="sparse_categorical_crossentropy",
    +    metrics=["accuracy"],
    +)
    +
    +model.summary()
    +
    +# 4) Train
    +history = model.fit(
    +    x_train, y_train,
    +    epochs=10,
    +    batch_size=64,
    +    validation_split=0.1,  # optional: monitor validation during training
    +    verbose=1
    +)
    +
    +# 5) Evaluate on test set
    +test_loss, test_acc = model.evaluate(x_test, y_test, verbose=0)
    +print(f"Test accuracy: {test_acc:.4f}, Test loss: {test_loss:.4f}")
    +
    +
    +
    +
    +
    +
    +
    +
    +
    +
    +
    +
    +
    +
    + + +









    +

    Building our own neural network code

    Here we present a flexible object oriented codebase for a feed forward neural network, along with a demonstration of how @@ -6462,7 +5118,7 @@ $$

    - © 1999-2024, Morten Hjorth-Jensen. Released under CC Attribution-NonCommercial 4.0 license + © 1999-2025, Morten Hjorth-Jensen. Released under CC Attribution-NonCommercial 4.0 license
    diff --git a/doc/pub/week43/html/week43.html b/doc/pub/week43/html/week43.html index 9210219f9..a5349e8d7 100644 --- a/doc/pub/week43/html/week43.html +++ b/doc/pub/week43/html/week43.html @@ -145,15 +145,6 @@ div.toc p,a { 2, None, 'exercises-and-lab-session-week-43'), - ('Mathematics of deep learning', - 2, - None, - 'mathematics-of-deep-learning'), - ('Reminder on books with hands-on material and codes', - 2, - None, - 'reminder-on-books-with-hands-on-material-and-codes'), - ('Reading recommendations', 2, None, 'reading-recommendations'), ('Using Automatic differentiation', 2, None, @@ -162,10 +153,10 @@ div.toc p,a { 2, None, 'back-propagation-and-automatic-differentiation'), - ('Lecture Monday October 21', + ('Lecture Monday October 20', 2, None, - 'lecture-monday-october-21'), + 'lecture-monday-october-20'), ('Setting up the back propagation algorithm and algorithm for a ' 'feed forward NN, initalizations', 2, @@ -199,63 +190,6 @@ div.toc p,a { 2, None, 'more-on-activation-functions-output-layers'), - ('Setting up a Multi-layer perceptron model for classification', - 2, - None, - 'setting-up-a-multi-layer-perceptron-model-for-classification'), - ('Defining the cost function', - 2, - None, - 'defining-the-cost-function'), - ('Example: binary classification problem', - 2, - None, - 'example-binary-classification-problem'), - ('The Softmax function', 2, None, 'the-softmax-function'), - ('Developing a code for doing neural networks with back ' - 'propagation', - 2, - None, - 'developing-a-code-for-doing-neural-networks-with-back-propagation'), - ('Collect and pre-process data', - 2, - None, - 'collect-and-pre-process-data'), - ('Train and test datasets', 2, None, 'train-and-test-datasets'), - ('Define model and architecture', - 2, - None, - 'define-model-and-architecture'), - ('Layers', 2, None, 'layers'), - ('Weights and biases', 2, None, 'weights-and-biases'), - ('Feed-forward pass', 2, None, 'feed-forward-pass'), - ('Matrix multiplications', 2, None, 'matrix-multiplications'), - ('Choose cost function and optimizer', - 2, - None, - 'choose-cost-function-and-optimizer'), - ('Optimizing the cost function', - 2, - None, - 'optimizing-the-cost-function'), - ('Regularization', 2, None, 'regularization'), - ('Matrix multiplication', 2, None, 'matrix-multiplication'), - ('Improving performance', 2, None, 'improving-performance'), - ('Full object-oriented implementation', - 2, - None, - 'full-object-oriented-implementation'), - ('Evaluate model performance on test data', - 2, - None, - 'evaluate-model-performance-on-test-data'), - ('Adjust hyperparameters', 2, None, 'adjust-hyperparameters'), - ('Visualization', 2, None, 'visualization'), - ('scikit-learn implementation', - 2, - None, - 'scikit-learn-implementation'), - ('Visualization', 2, None, 'visualization'), ('Building neural networks in Tensorflow and Keras', 2, None, @@ -266,14 +200,18 @@ div.toc p,a { 2, None, 'collect-and-pre-process-data'), - ('The Breast Cancer Data, now with Keras', + ('Using Pytorch with the full MNIST data set', 2, None, - 'the-breast-cancer-data-now-with-keras'), - ('Building a neural network code', + 'using-pytorch-with-the-full-mnist-data-set'), + ('And a similar example using Tensorflow with Keras', 2, None, - 'building-a-neural-network-code'), + 'and-a-similar-example-using-tensorflow-with-keras'), + ('Building our own neural network code', + 2, + None, + 'building-our-own-neural-network-code'), ('Learning rate methods', 3, None, 'learning-rate-methods'), ('Usage of the above learning rate schedulers', 3, @@ -438,18 +376,15 @@ MathJax.Hub.Config({
    -Morten Hjorth-Jensen [1, 2] +Morten Hjorth-Jensen
    - +
    -[1] Department of Physics, University of Oslo -
    -
    -[2] Department of Physics and Astronomy and Facility for Rare Isotope Beams, Michigan State University +Department of Physics, University of Oslo, Norway

    -

    October 21, 2024

    +

    October 20, 2025


    @@ -457,14 +392,14 @@ MathJax.Hub.Config({

    Plans for week 43

    -Material for the lecture on Monday October 21, 2024 +Material for the lecture on Monday October 20, 2025

    @@ -482,42 +417,11 @@ MathJax.Hub.Config({
    -









    -

    Mathematics of deep learning

    - -
    -Two recent books online -

    -

      -
    1. The Modern Mathematics of Deep Learning, by Julius Berner, Philipp Grohs, Gitta Kutyniok, Philipp Petersen at https://arxiv.org/abs/2105.04026, published as Mathematical Aspects of Deep Learning, pp. 1-111. Cambridge University Press, 2022
    2. -
    3. Mathematical Introduction to Deep Learning: Methods, Implementations, and Theory, Arnulf Jentzen, Benno Kuckuck, Philippe von Wurstemberger at https://doi.org/10.48550/arXiv.2310.20360
    4. -
    -
    - - -









    -

    Reminder on books with hands-on material and codes

    -
    - -

    -

    -
    - - -









    -

    Reading recommendations

    - -
      -
    1. Rashkca et al., chapter 11, jupyter-notebook sent separately, from GitHub site at https://github.com/rasbt/machine-learning-book. See also chapters 12 and 13 on using Pytorch to make a Neural network code.
    2. -
    3. Goodfellow et al, chapter 6 and 7 contain most of the neural network background.
    4. -










    Using Automatic differentiation

    In our discussions of ordinary differential equations and neural network codes -we will also study the usage of Autograd, see for example https://www.youtube.com/watch?v=fRf4l5qaX1M&ab_channel=AlexSmola in computing gradients for deep learning. For the documentation of Autograd and examples see the lectures slides from week 39 and the Autograd documentation at https://github.com/HIPS/autograd. +we will also study the usage of Autograd, see for example https://www.youtube.com/watch?v=fRf4l5qaX1M&ab_channel=AlexSmola in computing gradients for deep learning. For the documentation of Autograd and examples see the Autograd documentation at https://github.com/HIPS/autograd and the lecture slides from week 40, see https://compphysics.github.io/MachineLearning/doc/LectureNotes/_build/html/week41.html.











    @@ -530,11 +434,11 @@ we will also study the usage of Autograd, see for example http://cs231n.stanford.edu/slides/2017/cs231n_2017_lecture4.pdf









    -

    Lecture Monday October 21

    +

    Lecture Monday October 20











    Setting up the back propagation algorithm and algorithm for a feed forward NN, initalizations

    -

    This is a reminder from where we ended last week.

    +

    This is a reminder from last week.

    The architecture (our model) @@ -714,1239 +618,6 @@ gradient descent optimization does in general not get stuck.
  • For classification the softmax activation function is generally a good choice for classification tasks (when the classes are mutually exclusive).
  • For regression tasks, you can simply use no activation function at all.
  • - -

    Setting up a Multi-layer perceptron model for classification

    - -

    We are now gong to develop an example based on the MNIST data -base. This is a classification problem and we need to use our -cross-entropy function we discussed in connection with logistic -regression. The cross-entropy defines our cost function for the -classificaton problems with neural networks. -

    - -

    In binary classification with two classes \( (0, 1) \) we define the -logistic/sigmoid function as the probability that a particular input -is in class \( 0 \) or \( 1 \). This is possible because the logistic -function takes any input from the real numbers and inputs a number -between 0 and 1, and can therefore be interpreted as a probability. It -also has other nice properties, such as a derivative that is simple to -calculate. -

    - -

    For an input \( \boldsymbol{a} \) from the hidden layer, the probability that the input \( \boldsymbol{x} \) -is in class 0 or 1 is just. We let \( \theta \) represent the unknown weights and biases to be adjusted by our equations). The variable \( x \) -represents our activation values \( z \). We have -

    -$$ -P(y = 0 \mid \boldsymbol{x}, \boldsymbol{\theta}) = \frac{1}{1 + \exp{(- \boldsymbol{x}})} , -$$ - -

    and

    -$$ -P(y = 1 \mid \boldsymbol{x}, \boldsymbol{\theta}) = 1 - P(y = 0 \mid \boldsymbol{x}, \boldsymbol{\theta}) , -$$ - -

    where \( y \in \{0, 1\} \) and \( \boldsymbol{\theta} \) represents the weights and biases -of our network. -

    - - -









    -

    Defining the cost function

    - -

    Our cost function is given as (see the Logistic regression lectures)

    -$$ -\mathcal{C}(\boldsymbol{\theta}) = - \ln P(\mathcal{D} \mid \boldsymbol{\theta}) = - \sum_{i=1}^n -y_i \ln[P(y_i = 0)] + (1 - y_i) \ln [1 - P(y_i = 0)] = \sum_{i=1}^n \mathcal{L}_i(\boldsymbol{\theta}) . -$$ - -

    This last equality means that we can interpret our cost function as a sum over the loss function -for each point in the dataset \( \mathcal{L}_i(\boldsymbol{\theta}) \). -The negative sign is just so that we can think about our algorithm as minimizing a positive number, rather -than maximizing a negative number. -

    - -

    In multiclass classification it is common to treat each integer label as a so called one-hot vector:

    - -

    \( y = 5 \quad \rightarrow \quad \boldsymbol{y} = (0, 0, 0, 0, 0, 1, 0, 0, 0, 0) , \) and

    - -\( y = 1 \quad \rightarrow \quad \boldsymbol{y} = (0, 1, 0, 0, 0, 0, 0, 0, 0, 0) , \) - -

    i.e. a binary bit string of length \( C \), where \( C = 10 \) is the number of classes in the MNIST dataset (numbers from \( 0 \) to \( 9 \))..

    - -

    If \( \boldsymbol{x}_i \) is the \( i \)-th input (image), \( y_{ic} \) refers to the \( c \)-th component of the \( i \)-th -output vector \( \boldsymbol{y}_i \). -The probability of \( \boldsymbol{x}_i \) being in class \( c \) will be given by the softmax function: -

    - -$$ -P(y_{ic} = 1 \mid \boldsymbol{x}_i, \boldsymbol{\theta}) = \frac{\exp{((\boldsymbol{a}_i^{hidden})^T \boldsymbol{w}_c)}} -{\sum_{c'=0}^{C-1} \exp{((\boldsymbol{a}_i^{hidden})^T \boldsymbol{w}_{c'})}} , -$$ - -

    which reduces to the logistic function in the binary case. -The likelihood of this \( C \)-class classifier -is now given as: -

    - -$$ -P(\mathcal{D} \mid \boldsymbol{\theta}) = \prod_{i=1}^n \prod_{c=0}^{C-1} [P(y_{ic} = 1)]^{y_{ic}} . -$$ - -

    Again we take the negative log-likelihood to define our cost function:

    - -$$ -\mathcal{C}(\boldsymbol{\theta}) = - \log{P(\mathcal{D} \mid \boldsymbol{\theta})}. -$$ - -

    See the logistic regression lectures for a full definition of the cost function.

    - -

    The back propagation equations need now only a small change, namely the definition of a new cost function. We are thus ready to use the same equations as before!

    - -









    -

    Example: binary classification problem

    - -

    As an example of the above, relevant for project 2 as well, let us consider a binary class. As discussed in our logistic regression lectures, we defined a cost function in terms of the parameters \( \beta \) as

    -$$ -\mathcal{C}(\boldsymbol{\beta}) = - \sum_{i=1}^n \left(y_i\log{p(y_i \vert x_i,\boldsymbol{\beta})}+(1-y_i)\log{1-p(y_i \vert x_i,\boldsymbol{\beta})}\right), -$$ - -

    where we had defined the logistic (sigmoid) function

    -$$ -p(y_i =1\vert x_i,\boldsymbol{\beta})=\frac{\exp{(\beta_0+\beta_1 x_i)}}{1+\exp{(\beta_0+\beta_1 x_i)}}, -$$ - -

    and

    -$$ -p(y_i =0\vert x_i,\boldsymbol{\beta})=1-p(y_i =1\vert x_i,\boldsymbol{\beta}). -$$ - -

    The parameters \( \boldsymbol{\beta} \) were defined using a minimization method like gradient descent or Newton-Raphson's method.

    - -

    Now we replace \( x_i \) with the activation \( z_i^l \) for a given layer \( l \) and the outputs as \( y_i=a_i^l=f(z_i^l) \), with \( z_i^l \) now being a function of the weights \( w_{ij}^l \) and biases \( b_i^l \). -We have then -

    -$$ -a_i^l = y_i = \frac{\exp{(z_i^l)}}{1+\exp{(z_i^l)}}, -$$ - -

    with

    -$$ -z_i^l = \sum_{j}w_{ij}^l a_j^{l-1}+b_i^l, -$$ - -

    where the superscript \( l-1 \) indicates that these are the outputs from layer \( l-1 \). -Our cost function at the final layer \( l=L \) is now -

    -$$ -\mathcal{C}(\boldsymbol{W}) = - \sum_{i=1}^n \left(t_i\log{a_i^L}+(1-t_i)\log{(1-a_i^L)}\right), -$$ - -

    where we have defined the targets \( t_i \). The derivatives of the cost function with respect to the output \( a_i^L \) are then easily calculated and we get

    -$$ -\frac{\partial \mathcal{C}(\boldsymbol{W})}{\partial a_i^L} = \frac{a_i^L-t_i}{a_i^L(1-a_i^L)}. -$$ - -

    In case we use another activation function than the logistic one, we need to evaluate other derivatives.

    - -









    -

    The Softmax function

    -

    In case we employ the more general case given by the Softmax equation, we need to evaluate the derivative of the activation function with respect to the activation \( z_i^l \), that is we need

    -$$ -\frac{\partial f(z_i^l)}{\partial w_{jk}^l} = -\frac{\partial f(z_i^l)}{\partial z_j^l} \frac{\partial z_j^l}{\partial w_{jk}^l}= \frac{\partial f(z_i^l)}{\partial z_j^l}a_k^{l-1}. -$$ - -

    For the Softmax function we have

    -$$ -f(z_i^l) = \frac{\exp{(z_i^l)}}{\sum_{m=1}^K\exp{(z_m^l)}}. -$$ - -

    Its derivative with respect to \( z_j^l \) gives

    -$$ -\frac{\partial f(z_i^l)}{\partial z_j^l}= f(z_i^l)\left(\delta_{ij}-f(z_j^l)\right), -$$ - -

    which in case of the simply binary model reduces to having \( i=j \).

    - - -

    Developing a code for doing neural networks with back propagation

    - -

    One can identify a set of key steps when using neural networks to solve supervised learning problems:

    - -
      -
    1. Collect and pre-process data
    2. -
    3. Define model and architecture
    4. -
    5. Choose cost function and optimizer
    6. -
    7. Train the model
    8. -
    9. Evaluate model performance on test data
    10. -
    11. Adjust hyperparameters (if necessary, network architecture)
    12. -
    -









    -

    Collect and pre-process data

    - -

    Here we will be using the MNIST dataset, which is readily available through the scikit-learn -package. You may also find it for example here. -The MNIST (Modified National Institute of Standards and Technology) database is a large database -of handwritten digits that is commonly used for training various image processing systems. -The MNIST dataset consists of 70 000 images of size \( 28\times 28 \) pixels, each labeled from 0 to 9. -The scikit-learn dataset we will use consists of a selection of 1797 images of size \( 8\times 8 \) collected and processed from this database. -

    - -

    To feed data into a feed-forward neural network we need to represent -the inputs as a design/feature matrix \( X = (n_{inputs}, n_{features}) \). Each -row represents an input, in this case a handwritten digit, and -each column represents a feature, in this case a pixel. The -correct answers, also known as labels or targets are -represented as a 1D array of integers -\( Y = (n_{inputs}) = (5, 3, 1, 8,...) \). -

    - -

    As an example, say we want to build a neural network using supervised learning to predict Body-Mass Index (BMI) from -measurements of height (in m) -and weight (in kg). If we have measurements of 5 people the design/feature matrix could be for example: -

    - -

    $$ X = \begin{bmatrix} -1.85 & 81\\ -1.71 & 65\\ -1.95 & 103\\ -1.55 & 42\\ -1.63 & 56 -\end{bmatrix} ,$$ -

    - -

    and the targets would be:

    - -

    $$ Y = (23.7, 22.2, 27.1, 17.5, 21.1) $$

    - -

    Since each input image is a 2D matrix, we need to flatten the image -(i.e. "unravel" the 2D matrix into a 1D array) to turn the data into a -design/feature matrix. This means we lose all spatial information in the -image, such as locality and translational invariance. More complicated -architectures such as Convolutional Neural Networks can take advantage -of such information, and are most commonly applied when analyzing -images. -

    - - - -
    -
    -
    -
    -
    -
    # import necessary packages
    -import numpy as np
    -import matplotlib.pyplot as plt
    -from sklearn import datasets
    -
    -
    -# ensure the same random numbers appear every time
    -np.random.seed(0)
    -
    -# display images in notebook
    -%matplotlib inline
    -plt.rcParams['figure.figsize'] = (12,12)
    -
    -
    -# download MNIST dataset
    -digits = datasets.load_digits()
    -
    -# define inputs and labels
    -inputs = digits.images
    -labels = digits.target
    -
    -print("inputs = (n_inputs, pixel_width, pixel_height) = " + str(inputs.shape))
    -print("labels = (n_inputs) = " + str(labels.shape))
    -
    -
    -# flatten the image
    -# the value -1 means dimension is inferred from the remaining dimensions: 8x8 = 64
    -n_inputs = len(inputs)
    -inputs = inputs.reshape(n_inputs, -1)
    -print("X = (n_inputs, n_features) = " + str(inputs.shape))
    -
    -
    -# choose some random images to display
    -indices = np.arange(n_inputs)
    -random_indices = np.random.choice(indices, size=5)
    -
    -for i, image in enumerate(digits.images[random_indices]):
    -    plt.subplot(1, 5, i+1)
    -    plt.axis('off')
    -    plt.imshow(image, cmap=plt.cm.gray_r, interpolation='nearest')
    -    plt.title("Label: %d" % digits.target[random_indices[i]])
    -plt.show()
    -
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    - - -









    -

    Train and test datasets

    - -

    Performing analysis before partitioning the dataset is a major error, that can lead to incorrect conclusions.

    - -

    We will reserve \( 80 \% \) of our dataset for training and \( 20 \% \) for testing.

    - -

    It is important that the train and test datasets are drawn randomly from our dataset, to ensure -no bias in the sampling. -Say you are taking measurements of weather data to predict the weather in the coming 5 days. -You don't want to train your model on measurements taken from the hours 00.00 to 12.00, and then test it on data -collected from 12.00 to 24.00. -

    - - - -
    -
    -
    -
    -
    -
    from sklearn.model_selection import train_test_split
    -
    -# one-liner from scikit-learn library
    -train_size = 0.8
    -test_size = 1 - train_size
    -X_train, X_test, Y_train, Y_test = train_test_split(inputs, labels, train_size=train_size,
    -                                                    test_size=test_size)
    -
    -# equivalently in numpy
    -def train_test_split_numpy(inputs, labels, train_size, test_size):
    -    n_inputs = len(inputs)
    -    inputs_shuffled = inputs.copy()
    -    labels_shuffled = labels.copy()
    -    
    -    np.random.shuffle(inputs_shuffled)
    -    np.random.shuffle(labels_shuffled)
    -    
    -    train_end = int(n_inputs*train_size)
    -    X_train, X_test = inputs_shuffled[:train_end], inputs_shuffled[train_end:]
    -    Y_train, Y_test = labels_shuffled[:train_end], labels_shuffled[train_end:]
    -    
    -    return X_train, X_test, Y_train, Y_test
    -
    -#X_train, X_test, Y_train, Y_test = train_test_split_numpy(inputs, labels, train_size, test_size)
    -
    -print("Number of training images: " + str(len(X_train)))
    -print("Number of test images: " + str(len(X_test)))
    -
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    - - -









    -

    Define model and architecture

    - -

    Our simple feed-forward neural network will consist of an input layer, a single hidden layer and an output layer. The activation \( y \) of each neuron is a weighted sum of inputs, passed through an activation function. In case of the simple perceptron model we have

    - -

    $$ z = \sum_{i=1}^n w_i a_i ,$$

    - -

    $$ y = f(z) ,$$

    - -

    where \( f \) is the activation function, \( a_i \) represents input from neuron \( i \) in the preceding layer -and \( w_i \) is the weight to input \( i \). -The activation of the neurons in the input layer is just the features (e.g. a pixel value). -

    - -

    The simplest activation function for a neuron is the Heaviside function:

    - -

    $$ f(z) = -\begin{cases} -1, & z > 0\\ -0, & \text{otherwise} -\end{cases} -$$ -

    - -

    A feed-forward neural network with this activation is known as a perceptron. -For a binary classifier (i.e. two classes, 0 or 1, dog or not-dog) we can also use this in our output layer. -This activation can be generalized to \( k \) classes (using e.g. the one-against-all strategy), -and we call these architectures multiclass perceptrons. -

    - -

    However, it is now common to use the terms Single Layer Perceptron (SLP) (1 hidden layer) and -Multilayer Perceptron (MLP) (2 or more hidden layers) to refer to feed-forward neural networks with any activation function. -

    - -

    Typical choices for activation functions include the sigmoid function, hyperbolic tangent, and Rectified Linear Unit (ReLU). -We will be using the sigmoid function \( \sigma(x) \): -

    - -

    $$ f(x) = \sigma(x) = \frac{1}{1 + e^{-x}} ,$$

    - -

    which is inspired by probability theory (see logistic regression) and was most commonly used until about 2011. See the discussion below concerning other activation functions.

    - - -

    Layers

    - -
      -
    • Input
    • -
    -

    Since each input image has 8x8 = 64 pixels or features, we have an input layer of 64 neurons.

    - -
      -
    • Hidden layer
    • -
    -

    We will use 50 neurons in the hidden layer receiving input from the neurons in the input layer. -Since each neuron in the hidden layer is connected to the 64 inputs we have 64x50 = 3200 weights to the hidden layer. -

    - -
      -
    • Output
    • -
    -

    If we were building a binary classifier, it would be sufficient with a single neuron in the output layer, -which could output 0 or 1 according to the Heaviside function. This would be an example of a hard classifier, meaning it outputs the class of the input directly. However, if we are dealing with noisy data it is often beneficial to use a soft classifier, which outputs the probability of being in class 0 or 1. -

    - -

    For a soft binary classifier, we could use a single neuron and interpret the output as either being the probability of being in class 0 or the probability of being in class 1. Alternatively we could use 2 neurons, and interpret each neuron as the probability of being in each class.

    - -

    Since we are doing multiclass classification, with 10 categories, it is natural to use 10 neurons in the output layer. We number the neurons \( j = 0,1,...,9 \). The activation of each output neuron \( j \) will be according to the softmax function:

    - -

    $$ P(\text{class \( j \)} \mid \text{input \( \boldsymbol{a} \)}) = \frac{\exp{(\boldsymbol{a}^T \boldsymbol{w}_j)}} -{\sum_{c=0}^{9} \exp{(\boldsymbol{a}^T \boldsymbol{w}_c)}} ,$$ -

    - -

    i.e. each neuron \( j \) outputs the probability of being in class \( j \) given an input from the hidden layer \( \boldsymbol{a} \), with \( \boldsymbol{w}_j \) the weights of neuron \( j \) to the inputs. -The denominator is a normalization factor to ensure the outputs (probabilities) sum up to 1. -The exponent is just the weighted sum of inputs as before: -

    - -

    $$ z_j = \sum_{i=1}^n w_ {ij} a_i+b_j.$$

    - -

    Since each neuron in the output layer is connected to the 50 inputs from the hidden layer we have 50x10 = 500 -weights to the output layer. -

    - - -

    Weights and biases

    - -

    Typically weights are initialized with small values distributed around zero, drawn from a uniform -or normal distribution. Setting all weights to zero means all neurons give the same output, making the network useless. -

    - -

    Adding a bias value to the weighted sum of inputs allows the neural network to represent a greater range -of values. Without it, any input with the value 0 will be mapped to zero (before being passed through the activation). The bias unit has an output of 1, and a weight to each neuron \( j \), \( b_j \): -

    - -

    $$ z_j = \sum_{i=1}^n w_ {ij} a_i + b_j.$$

    - -

    The bias weights \( \boldsymbol{b} \) are often initialized to zero, but a small value like \( 0.01 \) ensures all neurons have some output which can be backpropagated in the first training cycle.

    - - -
    -
    -
    -
    -
    -
    # building our neural network
    -
    -n_inputs, n_features = X_train.shape
    -n_hidden_neurons = 50
    -n_categories = 10
    -
    -# we make the weights normally distributed using numpy.random.randn
    -
    -# weights and bias in the hidden layer
    -hidden_weights = np.random.randn(n_features, n_hidden_neurons)
    -hidden_bias = np.zeros(n_hidden_neurons) + 0.01
    -
    -# weights and bias in the output layer
    -output_weights = np.random.randn(n_hidden_neurons, n_categories)
    -output_bias = np.zeros(n_categories) + 0.01
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    - - -









    -

    Feed-forward pass

    - -

    Denote \( F \) the number of features, \( H \) the number of hidden neurons and \( C \) the number of categories. -For each input image we calculate a weighted sum of input features (pixel values) to each neuron \( j \) in the hidden layer \( l \): -

    - -

    $$ z_{j}^{l} = \sum_{i=1}^{F} w_{ij}^{l} x_i + b_{j}^{l},$$

    - -

    this is then passed through our activation function

    - -

    $$ a_{j}^{l} = f(z_{j}^{l}) .$$

    - -

    We calculate a weighted sum of inputs (activations in the hidden layer) to each neuron \( j \) in the output layer:

    - -

    $$ z_{j}^{L} = \sum_{i=1}^{H} w_{ij}^{L} a_{i}^{l} + b_{j}^{L}.$$

    - -

    Finally we calculate the output of neuron \( j \) in the output layer using the softmax function:

    - -

    $$ a_{j}^{L} = \frac{\exp{(z_j^{L})}} -{\sum_{c=0}^{C-1} \exp{(z_c^{L})}} .$$ -

    - - -

    Matrix multiplications

    - -

    Since our data has the dimensions \( X = (n_{inputs}, n_{features}) \) and our weights to the hidden -layer have the dimensions -\( W_{hidden} = (n_{features}, n_{hidden}) \), -we can easily feed the network all our training data in one go by taking the matrix product -

    - -

    $$ X W^{h} = (n_{inputs}, n_{hidden}),$$

    - -

    and obtain a matrix that holds the weighted sum of inputs to the hidden layer -for each input image and each hidden neuron. -We also add the bias to obtain a matrix of weighted sums to the hidden layer \( Z^{h} \): -

    - -

    $$ \boldsymbol{z}^{l} = \boldsymbol{X} \boldsymbol{W}^{l} + \boldsymbol{b}^{l} ,$$

    - -

    meaning the same bias (1D array with size equal number of hidden neurons) is added to each input image. -This is then passed through the activation: -

    - -

    $$ \boldsymbol{a}^{l} = f(\boldsymbol{z}^l) .$$

    - -

    This is fed to the output layer:

    - -

    $$ \boldsymbol{z}^{L} = \boldsymbol{a}^{L} \boldsymbol{W}^{L} + \boldsymbol{b}^{L} .$$

    - -

    Finally we receive our output values for each image and each category by passing it through the softmax function:

    - -

    $$ output = softmax (\boldsymbol{z}^{L}) = (n_{inputs}, n_{categories}) .$$

    - - - -
    -
    -
    -
    -
    -
    # setup the feed-forward pass, subscript h = hidden layer
    -
    -def sigmoid(x):
    -    return 1/(1 + np.exp(-x))
    -
    -def feed_forward(X):
    -    # weighted sum of inputs to the hidden layer
    -    z_h = np.matmul(X, hidden_weights) + hidden_bias
    -    # activation in the hidden layer
    -    a_h = sigmoid(z_h)
    -    
    -    # weighted sum of inputs to the output layer
    -    z_o = np.matmul(a_h, output_weights) + output_bias
    -    # softmax output
    -    # axis 0 holds each input and axis 1 the probabilities of each category
    -    exp_term = np.exp(z_o)
    -    probabilities = exp_term / np.sum(exp_term, axis=1, keepdims=True)
    -    
    -    return probabilities
    -
    -probabilities = feed_forward(X_train)
    -print("probabilities = (n_inputs, n_categories) = " + str(probabilities.shape))
    -print("probability that image 0 is in category 0,1,2,...,9 = \n" + str(probabilities[0]))
    -print("probabilities sum up to: " + str(probabilities[0].sum()))
    -print()
    -
    -# we obtain a prediction by taking the class with the highest likelihood
    -def predict(X):
    -    probabilities = feed_forward(X)
    -    return np.argmax(probabilities, axis=1)
    -
    -predictions = predict(X_train)
    -print("predictions = (n_inputs) = " + str(predictions.shape))
    -print("prediction for image 0: " + str(predictions[0]))
    -print("correct label for image 0: " + str(Y_train[0]))
    -
    -
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    - - -









    -

    Choose cost function and optimizer

    - -

    To measure how well our neural network is doing we need to introduce a cost function. -We will call the function that gives the error of a single sample output the loss function, and the function -that gives the total error of our network across all samples the cost function. -A typical choice for multiclass classification is the cross-entropy loss, also known as the negative log likelihood. -

    - -

    In multiclass classification it is common to treat each integer label as a so called one-hot vector:

    - -

    $$ y = 5 \quad \rightarrow \quad \boldsymbol{y} = (0, 0, 0, 0, 0, 1, 0, 0, 0, 0) ,$$

    - -

    $$ y = 1 \quad \rightarrow \quad \boldsymbol{y} = (0, 1, 0, 0, 0, 0, 0, 0, 0, 0) ,$$

    - -

    i.e. a binary bit string of length \( C \), where \( C = 10 \) is the number of classes in the MNIST dataset.

    - -

    Let \( y_{ic} \) denote the \( c \)-th component of the \( i \)-th one-hot vector. -We define the cost function \( \mathcal{C} \) as a sum over the cross-entropy loss for each point \( \boldsymbol{x}_i \) in the dataset. -

    - -

    In the one-hot representation only one of the terms in the loss function is non-zero, namely the -probability of the correct category \( c' \) -(i.e. the category \( c' \) such that \( y_{ic'} = 1 \)). This means that the cross entropy loss only punishes you for how wrong -you got the correct label. The probability of category \( c \) is given by the softmax function. The vector \( \boldsymbol{\theta} \) represents the parameters of our network, i.e. all the weights and biases. -

    - - -









    -

    Optimizing the cost function

    - -

    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 gradient descent 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 local minimum of the cost function. -Each parameter \( \theta \) is iteratively adjusted according to the rule -

    - -

    $$ \theta_{i+1} = \theta_i - \eta \nabla \mathcal{C}(\theta_i) ,$$

    - -

    where \( \eta \) is known as the learning rate, 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. -

    - -

    A simple and effective improvement is a variant called Batch Gradient Descent. -Instead of calculating the gradient on the whole dataset, we calculate an approximation of the gradient -on a subset of the data called a minibatch. -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: -

    - -

    $$ \nabla \mathcal{C}(\theta) = \frac{1}{N} \sum_{i=1}^N \nabla \mathcal{L}_i(\theta) \quad \rightarrow \quad -\frac{1}{M} \sum_{i \in B_k} \nabla \mathcal{L}_i(\theta) ,$$ -

    - -

    i.e. instead of averaging the loss over the entire dataset, we average over a minibatch.

    - -

    This has two important benefits:

    -
      -
    1. Introducing stochasticity decreases the chance that the algorithm becomes stuck in a local minima.
    2. -
    3. It significantly speeds up the calculation, since we do not have to use the entire dataset to calculate the gradient.
    4. -
    -

    The various optmization methods, with codes and algorithms, are discussed in our lectures on Gradient descent approaches.

    - - -

    Regularization

    - -

    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 overfitting. -

    - -

    We will measure the size of the weights using the so called L2-norm, meaning our cost function becomes:

    - -

    $$ \mathcal{C}(\theta) = \frac{1}{N} \sum_{i=1}^N \mathcal{L}_i(\theta) \quad \rightarrow \quad -\frac{1}{N} \sum_{i=1}^N \mathcal{L}_i(\theta) + \lambda \lvert \lvert \boldsymbol{w} \rvert \rvert_2^2 -= \frac{1}{N} \sum_{i=1}^N \mathcal{L}(\theta) + \lambda \sum_{ij} w_{ij}^2,$$ -

    - -

    i.e. we sum up all the weights squared. The factor \( \lambda \) is known as a regularization parameter.

    - -

    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 backpropagation algorithm discussed -above. This is a clever use of the chain rule that allows us to -calculate the gradient efficently. -

    - -









    -

    Matrix multiplication

    - -

    To more efficently train our network these equations are implemented using matrix operations. -The error in the output layer is calculated simply as, with \( \boldsymbol{t} \) being our targets, -

    - -

    $$ \delta_L = \boldsymbol{t} - \boldsymbol{y} = (n_{inputs}, n_{categories}) .$$

    - -

    The gradient for the output weights is calculated as

    - -

    $$ \nabla W_{L} = \boldsymbol{a}^T \delta_L = (n_{hidden}, n_{categories}) ,$$

    - -

    where \( \boldsymbol{a} = (n_{inputs}, n_{hidden}) \). This simply means that we are summing up the gradients for each input. -Since we are going backwards we have to transpose the activation matrix. -

    - -

    The gradient with respect to the output bias is then

    - -

    $$ \nabla \boldsymbol{b}_{L} = \sum_{i=1}^{n_{inputs}} \delta_L = (n_{categories}) .$$

    - -

    The error in the hidden layer is

    - -

    $$ \Delta_h = \delta_L W_{L}^T \circ f'(z_{h}) = \delta_L W_{L}^T \circ a_{h} \circ (1 - a_{h}) = (n_{inputs}, n_{hidden}) ,$$

    - -

    where \( f'(a_{h}) \) is the derivative of the activation in the hidden layer. The matrix products mean -that we are summing up the products for each neuron in the output layer. The symbol \( \circ \) denotes -the Hadamard product, meaning element-wise multiplication. -

    - -

    This again gives us the gradients in the hidden layer:

    - -

    $$ \nabla W_{h} = X^T \delta_h = (n_{features}, n_{hidden}) ,$$

    - -

    $$ \nabla b_{h} = \sum_{i=1}^{n_{inputs}} \delta_h = (n_{hidden}) .$$

    - - - -
    -
    -
    -
    -
    -
    # to categorical turns our integer vector into a onehot representation
    -from sklearn.metrics import accuracy_score
    -
    -# one-hot in numpy
    -def to_categorical_numpy(integer_vector):
    -    n_inputs = len(integer_vector)
    -    n_categories = np.max(integer_vector) + 1
    -    onehot_vector = np.zeros((n_inputs, n_categories))
    -    onehot_vector[range(n_inputs), integer_vector] = 1
    -    
    -    return onehot_vector
    -
    -#Y_train_onehot, Y_test_onehot = to_categorical(Y_train), to_categorical(Y_test)
    -Y_train_onehot, Y_test_onehot = to_categorical_numpy(Y_train), to_categorical_numpy(Y_test)
    -
    -def feed_forward_train(X):
    -    # weighted sum of inputs to the hidden layer
    -    z_h = np.matmul(X, hidden_weights) + hidden_bias
    -    # activation in the hidden layer
    -    a_h = sigmoid(z_h)
    -    
    -    # weighted sum of inputs to the output layer
    -    z_o = np.matmul(a_h, output_weights) + output_bias
    -    # softmax output
    -    # axis 0 holds each input and axis 1 the probabilities of each category
    -    exp_term = np.exp(z_o)
    -    probabilities = exp_term / np.sum(exp_term, axis=1, keepdims=True)
    -    
    -    # for backpropagation need activations in hidden and output layers
    -    return a_h, probabilities
    -
    -def backpropagation(X, Y):
    -    a_h, probabilities = feed_forward_train(X)
    -    
    -    # error in the output layer
    -    error_output = probabilities - Y
    -    # error in the hidden layer
    -    error_hidden = np.matmul(error_output, output_weights.T) * a_h * (1 - a_h)
    -    
    -    # gradients for the output layer
    -    output_weights_gradient = np.matmul(a_h.T, error_output)
    -    output_bias_gradient = np.sum(error_output, axis=0)
    -    
    -    # gradient for the hidden layer
    -    hidden_weights_gradient = np.matmul(X.T, error_hidden)
    -    hidden_bias_gradient = np.sum(error_hidden, axis=0)
    -
    -    return output_weights_gradient, output_bias_gradient, hidden_weights_gradient, hidden_bias_gradient
    -
    -print("Old accuracy on training data: " + str(accuracy_score(predict(X_train), Y_train)))
    -
    -eta = 0.01
    -lmbd = 0.01
    -for i in range(1000):
    -    # calculate gradients
    -    dWo, dBo, dWh, dBh = backpropagation(X_train, Y_train_onehot)
    -    
    -    # regularization term gradients
    -    dWo += lmbd * output_weights
    -    dWh += lmbd * hidden_weights
    -    
    -    # update weights and biases
    -    output_weights -= eta * dWo
    -    output_bias -= eta * dBo
    -    hidden_weights -= eta * dWh
    -    hidden_bias -= eta * dBh
    -
    -print("New accuracy on training data: " + str(accuracy_score(predict(X_train), Y_train)))
    -
    -
    -
    -
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    -
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    -
    -
    - - -









    -

    Improving performance

    - -

    As we can see the network does not seem to be learning at all. It seems to be just guessing the label for each image. -In order to obtain a network that does something useful, we will have to do a bit more work. -

    - -

    The choice of hyperparameters such as learning rate and regularization parameter is hugely influential for the performance of the network. Typically a grid-search is performed, wherein we test different hyperparameters separated by orders of magnitude. For example we could test the learning rates \( \eta = 10^{-6}, 10^{-5},...,10^{-1} \) with different regularization parameters \( \lambda = 10^{-6},...,10^{-0} \).

    - -

    Next, we haven't implemented minibatching yet, which introduces stochasticity and is though to act as an important regularizer on the weights. We call a feed-forward + backward pass with a minibatch an iteration, and a full training period -going through the entire dataset (\( n/M \) batches) an epoch. -

    - -

    If this does not improve network performance, you may want to consider altering the network architecture, adding more neurons or hidden layers. -Andrew Ng goes through some of these considerations in this video. You can find a summary of the video here. -

    - -









    -

    Full object-oriented implementation

    - -

    It is very natural to think of the network as an object, with specific instances of the network -being realizations of this object with different hyperparameters. An implementation using Python classes provides a clean structure and interface, and the full implementation of our neural network is given below. -

    - - - -
    -
    -
    -
    -
    -
    class NeuralNetwork:
    -    def __init__(
    -            self,
    -            X_data,
    -            Y_data,
    -            n_hidden_neurons=50,
    -            n_categories=10,
    -            epochs=10,
    -            batch_size=100,
    -            eta=0.1,
    -            lmbd=0.0):
    -
    -        self.X_data_full = X_data
    -        self.Y_data_full = Y_data
    -
    -        self.n_inputs = X_data.shape[0]
    -        self.n_features = X_data.shape[1]
    -        self.n_hidden_neurons = n_hidden_neurons
    -        self.n_categories = n_categories
    -
    -        self.epochs = epochs
    -        self.batch_size = batch_size
    -        self.iterations = self.n_inputs // self.batch_size
    -        self.eta = eta
    -        self.lmbd = lmbd
    -
    -        self.create_biases_and_weights()
    -
    -    def create_biases_and_weights(self):
    -        self.hidden_weights = np.random.randn(self.n_features, self.n_hidden_neurons)
    -        self.hidden_bias = np.zeros(self.n_hidden_neurons) + 0.01
    -
    -        self.output_weights = np.random.randn(self.n_hidden_neurons, self.n_categories)
    -        self.output_bias = np.zeros(self.n_categories) + 0.01
    -
    -    def feed_forward(self):
    -        # feed-forward for training
    -        self.z_h = np.matmul(self.X_data, self.hidden_weights) + self.hidden_bias
    -        self.a_h = sigmoid(self.z_h)
    -
    -        self.z_o = np.matmul(self.a_h, self.output_weights) + self.output_bias
    -
    -        exp_term = np.exp(self.z_o)
    -        self.probabilities = exp_term / np.sum(exp_term, axis=1, keepdims=True)
    -
    -    def feed_forward_out(self, X):
    -        # feed-forward for output
    -        z_h = np.matmul(X, self.hidden_weights) + self.hidden_bias
    -        a_h = sigmoid(z_h)
    -
    -        z_o = np.matmul(a_h, self.output_weights) + self.output_bias
    -        
    -        exp_term = np.exp(z_o)
    -        probabilities = exp_term / np.sum(exp_term, axis=1, keepdims=True)
    -        return probabilities
    -
    -    def backpropagation(self):
    -        error_output = self.probabilities - self.Y_data
    -        error_hidden = np.matmul(error_output, self.output_weights.T) * self.a_h * (1 - self.a_h)
    -
    -        self.output_weights_gradient = np.matmul(self.a_h.T, error_output)
    -        self.output_bias_gradient = np.sum(error_output, axis=0)
    -
    -        self.hidden_weights_gradient = np.matmul(self.X_data.T, error_hidden)
    -        self.hidden_bias_gradient = np.sum(error_hidden, axis=0)
    -
    -        if self.lmbd > 0.0:
    -            self.output_weights_gradient += self.lmbd * self.output_weights
    -            self.hidden_weights_gradient += self.lmbd * self.hidden_weights
    -
    -        self.output_weights -= self.eta * self.output_weights_gradient
    -        self.output_bias -= self.eta * self.output_bias_gradient
    -        self.hidden_weights -= self.eta * self.hidden_weights_gradient
    -        self.hidden_bias -= self.eta * self.hidden_bias_gradient
    -
    -    def predict(self, X):
    -        probabilities = self.feed_forward_out(X)
    -        return np.argmax(probabilities, axis=1)
    -
    -    def predict_probabilities(self, X):
    -        probabilities = self.feed_forward_out(X)
    -        return probabilities
    -
    -    def train(self):
    -        data_indices = np.arange(self.n_inputs)
    -
    -        for i in range(self.epochs):
    -            for j in range(self.iterations):
    -                # pick datapoints with replacement
    -                chosen_datapoints = np.random.choice(
    -                    data_indices, size=self.batch_size, replace=False
    -                )
    -
    -                # minibatch training data
    -                self.X_data = self.X_data_full[chosen_datapoints]
    -                self.Y_data = self.Y_data_full[chosen_datapoints]
    -
    -                self.feed_forward()
    -                self.backpropagation()
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    - - -









    -

    Evaluate model performance on test data

    - -

    To measure the performance of our network we evaluate how well it does it data it has never seen before, i.e. the test data. -We measure the performance of the network using the accuracy score. -The accuracy is as you would expect just the number of images correctly labeled divided by the total number of images. A perfect classifier will have an accuracy score of \( 1 \). -

    - -

    $$ \text{Accuracy} = \frac{\sum_{i=1}^n I(\tilde{y}_i = y_i)}{n} ,$$

    - -

    where \( I \) is the indicator function, \( 1 \) if \( \tilde{y}_i = y_i \) and \( 0 \) otherwise.

    - - - -
    -
    -
    -
    -
    -
    epochs = 100
    -batch_size = 100
    -
    -dnn = NeuralNetwork(X_train, Y_train_onehot, eta=eta, lmbd=lmbd, epochs=epochs, batch_size=batch_size,
    -                    n_hidden_neurons=n_hidden_neurons, n_categories=n_categories)
    -dnn.train()
    -test_predict = dnn.predict(X_test)
    -
    -# accuracy score from scikit library
    -print("Accuracy score on test set: ", accuracy_score(Y_test, test_predict))
    -
    -# equivalent in numpy
    -def accuracy_score_numpy(Y_test, Y_pred):
    -    return np.sum(Y_test == Y_pred) / len(Y_test)
    -
    -#print("Accuracy score on test set: ", accuracy_score_numpy(Y_test, test_predict))
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    - - -









    -

    Adjust hyperparameters

    - -

    We now perform a grid search to find the optimal hyperparameters for the network. -Note that we are only using 1 layer with 50 neurons, and human performance is estimated to be around \( 98\% \) (\( 2\% \) error rate). -

    - - - -
    -
    -
    -
    -
    -
    eta_vals = np.logspace(-5, 1, 7)
    -lmbd_vals = np.logspace(-5, 1, 7)
    -# store the models for later use
    -DNN_numpy = np.zeros((len(eta_vals), len(lmbd_vals)), dtype=object)
    -
    -# grid search
    -for i, eta in enumerate(eta_vals):
    -    for j, lmbd in enumerate(lmbd_vals):
    -        dnn = NeuralNetwork(X_train, Y_train_onehot, eta=eta, lmbd=lmbd, epochs=epochs, batch_size=batch_size,
    -                            n_hidden_neurons=n_hidden_neurons, n_categories=n_categories)
    -        dnn.train()
    -        
    -        DNN_numpy[i][j] = dnn
    -        
    -        test_predict = dnn.predict(X_test)
    -        
    -        print("Learning rate  = ", eta)
    -        print("Lambda = ", lmbd)
    -        print("Accuracy score on test set: ", accuracy_score(Y_test, test_predict))
    -        print()
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    - - -









    -

    Visualization

    - - - -
    -
    -
    -
    -
    -
    # visual representation of grid search
    -# uses seaborn heatmap, you can also do this with matplotlib imshow
    -import seaborn as sns
    -
    -sns.set()
    -
    -train_accuracy = np.zeros((len(eta_vals), len(lmbd_vals)))
    -test_accuracy = np.zeros((len(eta_vals), len(lmbd_vals)))
    -
    -for i in range(len(eta_vals)):
    -    for j in range(len(lmbd_vals)):
    -        dnn = DNN_numpy[i][j]
    -        
    -        train_pred = dnn.predict(X_train) 
    -        test_pred = dnn.predict(X_test)
    -
    -        train_accuracy[i][j] = accuracy_score(Y_train, train_pred)
    -        test_accuracy[i][j] = accuracy_score(Y_test, test_pred)
    -
    -        
    -fig, ax = plt.subplots(figsize = (10, 10))
    -sns.heatmap(train_accuracy, annot=True, ax=ax, cmap="viridis")
    -ax.set_title("Training Accuracy")
    -ax.set_ylabel("$\eta$")
    -ax.set_xlabel("$\lambda$")
    -plt.show()
    -
    -fig, ax = plt.subplots(figsize = (10, 10))
    -sns.heatmap(test_accuracy, annot=True, ax=ax, cmap="viridis")
    -ax.set_title("Test Accuracy")
    -ax.set_ylabel("$\eta$")
    -ax.set_xlabel("$\lambda$")
    -plt.show()
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    - - -









    -

    scikit-learn implementation

    - -

    scikit-learn focuses more -on traditional machine learning methods, such as regression, -clustering, decision trees, etc. As such, it has only two types of -neural networks: Multi Layer Perceptron outputting continuous values, -MPLRegressor, and Multi Layer Perceptron outputting labels, -MLPClassifier. We will see how simple it is to use these classes. -

    - -

    scikit-learn implements a few improvements from our neural network, -such as early stopping, a varying learning rate, different -optimization methods, etc. We would therefore expect a better -performance overall. -

    - - - -
    -
    -
    -
    -
    -
    from sklearn.neural_network import MLPClassifier
    -# store models for later use
    -DNN_scikit = np.zeros((len(eta_vals), len(lmbd_vals)), dtype=object)
    -
    -for i, eta in enumerate(eta_vals):
    -    for j, lmbd in enumerate(lmbd_vals):
    -        dnn = MLPClassifier(hidden_layer_sizes=(n_hidden_neurons), activation='logistic',
    -                            alpha=lmbd, learning_rate_init=eta, max_iter=epochs)
    -        dnn.fit(X_train, Y_train)
    -        
    -        DNN_scikit[i][j] = dnn
    -        
    -        print("Learning rate  = ", eta)
    -        print("Lambda = ", lmbd)
    -        print("Accuracy score on test set: ", dnn.score(X_test, Y_test))
    -        print()
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    - - -









    -

    Visualization

    - - -
    -
    -
    -
    -
    -
    # optional
    -# visual representation of grid search
    -# uses seaborn heatmap, could probably do this in matplotlib
    -import seaborn as sns
    -
    -sns.set()
    -
    -train_accuracy = np.zeros((len(eta_vals), len(lmbd_vals)))
    -test_accuracy = np.zeros((len(eta_vals), len(lmbd_vals)))
    -
    -for i in range(len(eta_vals)):
    -    for j in range(len(lmbd_vals)):
    -        dnn = DNN_scikit[i][j]
    -        
    -        train_pred = dnn.predict(X_train) 
    -        test_pred = dnn.predict(X_test)
    -
    -        train_accuracy[i][j] = accuracy_score(Y_train, train_pred)
    -        test_accuracy[i][j] = accuracy_score(Y_test, test_pred)
    -
    -        
    -fig, ax = plt.subplots(figsize = (10, 10))
    -sns.heatmap(train_accuracy, annot=True, ax=ax, cmap="viridis")
    -ax.set_title("Training Accuracy")
    -ax.set_ylabel("$\eta$")
    -ax.set_xlabel("$\lambda$")
    -plt.show()
    -
    -fig, ax = plt.subplots(figsize = (10, 10))
    -sns.heatmap(test_accuracy, annot=True, ax=ax, cmap="viridis")
    -ax.set_title("Test Accuracy")
    -ax.set_ylabel("$\eta$")
    -ax.set_xlabel("$\lambda$")
    -plt.show()
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    -
    - -









    Building neural networks in Tensorflow and Keras

    @@ -2328,7 +999,7 @@ plt.show()









    -

    The Breast Cancer Data, now with Keras

    +

    Using Pytorch with the full MNIST data set

    @@ -2337,171 +1008,82 @@ plt.show()
    -
    import tensorflow as tf
    -from tensorflow.keras.layers import Input
    -from tensorflow.keras.models import Sequential      #This allows appending layers to existing models
    -from tensorflow.keras.layers import Dense           #This allows defining the characteristics of a particular layer
    -from tensorflow.keras import optimizers             #This allows using whichever optimiser we want (sgd,adam,RMSprop)
    -from tensorflow.keras import regularizers           #This allows using whichever regularizer we want (l1,l2,l1_l2)
    -from tensorflow.keras.utils import to_categorical   #This allows using categorical cross entropy as the cost function
    -import numpy as np
    -import matplotlib.pyplot as plt
    -import seaborn as sns
    -from sklearn.model_selection import train_test_split as splitter
    -from sklearn.datasets import load_breast_cancer
    -import pickle
    -import os 
    +  
    import torch
    +import torch.nn as nn
    +import torch.optim as optim
    +import torchvision
    +import torchvision.transforms as transforms
    +
    +# Device configuration: use GPU if available
    +device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
    +
    +# MNIST dataset (downloads if not already present)
    +transform = transforms.Compose([
    +    transforms.ToTensor(),
    +    transforms.Normalize((0.5,), (0.5,))  # normalize to mean=0.5, std=0.5 (approx. [-1,1] pixel range)
    +])
    +train_dataset = torchvision.datasets.MNIST(root='./data', train=True, download=True, transform=transform)
    +test_dataset  = torchvision.datasets.MNIST(root='./data', train=False, download=True, transform=transform)
    +
    +train_loader = torch.utils.data.DataLoader(train_dataset, batch_size=64, shuffle=True)
    +test_loader  = torch.utils.data.DataLoader(test_dataset, batch_size=64, shuffle=False)
     
     
    -"""Load breast cancer dataset"""
    +class NeuralNet(nn.Module):
    +    def __init__(self):
    +        super(NeuralNet, self).__init__()
    +        self.fc1 = nn.Linear(28*28, 100)   # first hidden layer (784 -> 100)
    +        self.fc2 = nn.Linear(100, 100)    # second hidden layer (100 -> 100)
    +        self.fc3 = nn.Linear(100, 10)     # output layer (100 -> 10 classes)
    +    def forward(self, x):
    +        x = x.view(x.size(0), -1)         # flatten images into vectors of size 784
    +        x = torch.relu(self.fc1(x))       # hidden layer 1 + ReLU activation
    +        x = torch.relu(self.fc2(x))       # hidden layer 2 + ReLU activation
    +        x = self.fc3(x)                   # output layer (logits for 10 classes)
    +        return x
     
    -np.random.seed(0)        #create same seed for random number every time
    -
    -cancer=load_breast_cancer()      #Download breast cancer dataset
    -
    -inputs=cancer.data                     #Feature matrix of 569 rows (samples) and 30 columns (parameters)
    -outputs=cancer.target                  #Label array of 569 rows (0 for benign and 1 for malignant)
    -labels=cancer.feature_names[0:30]
    -
    -print('The content of the breast cancer dataset is:')      #Print information about the datasets
    -print(labels)
    -print('-------------------------')
    -print("inputs =  " + str(inputs.shape))
    -print("outputs =  " + str(outputs.shape))
    -print("labels =  "+ str(labels.shape))
    -
    -x=inputs      #Reassign the Feature and Label matrices to other variables
    -y=outputs
    -
    -#%% 
    -
    -# Visualisation of dataset (for correlation analysis)
    -
    -plt.figure()
    -plt.scatter(x[:,0],x[:,2],s=40,c=y,cmap=plt.cm.Spectral)
    -plt.xlabel('Mean radius',fontweight='bold')
    -plt.ylabel('Mean perimeter',fontweight='bold')
    -plt.show()
    -
    -plt.figure()
    -plt.scatter(x[:,5],x[:,6],s=40,c=y, cmap=plt.cm.Spectral)
    -plt.xlabel('Mean compactness',fontweight='bold')
    -plt.ylabel('Mean concavity',fontweight='bold')
    -plt.show()
    +model = NeuralNet().to(device)
     
     
    -plt.figure()
    -plt.scatter(x[:,0],x[:,1],s=40,c=y,cmap=plt.cm.Spectral)
    -plt.xlabel('Mean radius',fontweight='bold')
    -plt.ylabel('Mean texture',fontweight='bold')
    -plt.show()
    +criterion = nn.CrossEntropyLoss()
    +optimizer = optim.SGD(model.parameters(), lr=0.01, weight_decay=1e-4)
     
    -plt.figure()
    -plt.scatter(x[:,2],x[:,1],s=40,c=y,cmap=plt.cm.Spectral)
    -plt.xlabel('Mean perimeter',fontweight='bold')
    -plt.ylabel('Mean compactness',fontweight='bold')
    -plt.show()
    +num_epochs = 10
    +for epoch in range(num_epochs):
    +    model.train()  # set model to training mode
    +    running_loss = 0.0
    +    for images, labels in train_loader:
    +        # Move data to device (GPU if available, else CPU)
    +        images, labels = images.to(device), labels.to(device)
    +
    +        optimizer.zero_grad()            # reset gradients to zero
    +        outputs = model(images)          # forward pass: compute predictions
    +        loss = criterion(outputs, labels)  # compute cross-entropy loss
    +        loss.backward()                 # backpropagate to compute gradients
    +        optimizer.step()                # update weights using SGD step 
    +
    +        running_loss += loss.item()
    +    # Compute average loss over all batches in this epoch
    +    avg_loss = running_loss / len(train_loader)
    +    print(f"Epoch {epoch+1}/{num_epochs}, Loss: {avg_loss:.4f}")
    +
    +#Evaluation on the Test Set
     
     
    -# Generate training and testing datasets
     
    -#Select features relevant to classification (texture,perimeter,compactness and symmetery) 
    -#and add to input matrix
    +model.eval()  # set model to evaluation mode 
    +correct = 0
    +total = 0
    +with torch.no_grad():  # disable gradient calculation for evaluation 
    +    for images, labels in test_loader:
    +        images, labels = images.to(device), labels.to(device)
    +        outputs = model(images)
    +        _, predicted = torch.max(outputs, dim=1)  # class with highest score
    +        total += labels.size(0)
    +        correct += (predicted == labels).sum().item()
     
    -temp1=np.reshape(x[:,1],(len(x[:,1]),1))
    -temp2=np.reshape(x[:,2],(len(x[:,2]),1))
    -X=np.hstack((temp1,temp2))      
    -temp=np.reshape(x[:,5],(len(x[:,5]),1))
    -X=np.hstack((X,temp))       
    -temp=np.reshape(x[:,8],(len(x[:,8]),1))
    -X=np.hstack((X,temp))       
    -
    -X_train,X_test,y_train,y_test=splitter(X,y,test_size=0.1)   #Split datasets into training and testing
    -
    -y_train=to_categorical(y_train)     #Convert labels to categorical when using categorical cross entropy
    -y_test=to_categorical(y_test)
    -
    -del temp1,temp2,temp
    -
    -# %%
    -
    -# Define tunable parameters"
    -
    -eta=np.logspace(-3,-1,3)                    #Define vector of learning rates (parameter to SGD optimiser)
    -lamda=0.01                                  #Define hyperparameter
    -n_layers=2                                  #Define number of hidden layers in the model
    -n_neuron=np.logspace(0,3,4,dtype=int)       #Define number of neurons per layer
    -epochs=100                                   #Number of reiterations over the input data
    -batch_size=100                              #Number of samples per gradient update
    -
    -# %%
    -
    -"""Define function to return Deep Neural Network model"""
    -
    -def NN_model(inputsize,n_layers,n_neuron,eta,lamda):
    -    model=Sequential()      
    -    for i in range(n_layers):       #Run loop to add hidden layers to the model
    -        if (i==0):                  #First layer requires input dimensions
    -            model.add(Dense(n_neuron,activation='relu',kernel_regularizer=regularizers.l2(lamda),input_dim=inputsize))
    -        else:                       #Subsequent layers are capable of automatic shape inferencing
    -            model.add(Dense(n_neuron,activation='relu',kernel_regularizer=regularizers.l2(lamda)))
    -    model.add(Dense(2,activation='softmax'))  #2 outputs - ordered and disordered (softmax for prob)
    -    sgd=optimizers.SGD(learning_rate=eta)
    -    model.compile(loss='categorical_crossentropy',optimizer=sgd,metrics=['accuracy'])
    -    return model
    -
    -    
    -Train_accuracy=np.zeros((len(n_neuron),len(eta)))      #Define matrices to store accuracy scores as a function
    -Test_accuracy=np.zeros((len(n_neuron),len(eta)))       #of learning rate and number of hidden neurons for 
    -
    -for i in range(len(n_neuron)):     #run loops over hidden neurons and learning rates to calculate 
    -    for j in range(len(eta)):      #accuracy scores 
    -        DNN_model=NN_model(X_train.shape[1],n_layers,n_neuron[i],eta[j],lamda)
    -        DNN_model.fit(X_train,y_train,epochs=epochs,batch_size=batch_size,verbose=1)
    -        Train_accuracy[i,j]=DNN_model.evaluate(X_train,y_train)[1]
    -        Test_accuracy[i,j]=DNN_model.evaluate(X_test,y_test)[1]
    -               
    -
    -def plot_data(x,y,data,title=None):
    -
    -    # plot results
    -    fontsize=16
    -
    -
    -    fig = plt.figure()
    -    ax = fig.add_subplot(111)
    -    cax = ax.matshow(data, interpolation='nearest', vmin=0, vmax=1)
    -    
    -    cbar=fig.colorbar(cax)
    -    cbar.ax.set_ylabel('accuracy (%)',rotation=90,fontsize=fontsize)
    -    cbar.set_ticks([0,.2,.4,0.6,0.8,1.0])
    -    cbar.set_ticklabels(['0%','20%','40%','60%','80%','100%'])
    -
    -    # put text on matrix elements
    -    for i, x_val in enumerate(np.arange(len(x))):
    -        for j, y_val in enumerate(np.arange(len(y))):
    -            c = "${0:.1f}\\%$".format( 100*data[j,i])  
    -            ax.text(x_val, y_val, c, va='center', ha='center')
    -
    -    # convert axis vaues to to string labels
    -    x=[str(i) for i in x]
    -    y=[str(i) for i in y]
    -
    -
    -    ax.set_xticklabels(['']+x)
    -    ax.set_yticklabels(['']+y)
    -
    -    ax.set_xlabel('$\\mathrm{learning\\ rate}$',fontsize=fontsize)
    -    ax.set_ylabel('$\\mathrm{hidden\\ neurons}$',fontsize=fontsize)
    -    if title is not None:
    -        ax.set_title(title)
    -
    -    plt.tight_layout()
    -
    -    plt.show()
    -    
    -plot_data(eta,n_neuron,Train_accuracy, 'training')
    -plot_data(eta,n_neuron,Test_accuracy, 'testing')
    +accuracy = 100 * correct / total
    +print(f"Test Accuracy: {accuracy:.2f}%")
     
    @@ -2519,7 +1101,81 @@ plot_data(eta,n_neuron,Test_accuracy, 'testing&









    -

    Building a neural network code

    +

    And a similar example using Tensorflow with Keras

    + + + +
    +
    +
    +
    +
    +
    import tensorflow as tf
    +from tensorflow import keras
    +from tensorflow.keras import layers, regularizers
    +
    +# Check for GPU (TensorFlow will use it automatically if available)
    +gpus = tf.config.list_physical_devices('GPU')
    +print(f"GPUs available: {gpus}")
    +
    +# 1) Load and preprocess MNIST
    +(x_train, y_train), (x_test, y_test) = keras.datasets.mnist.load_data()
    +# Normalize to [0, 1]
    +x_train = (x_train.astype("float32") / 255.0)
    +x_test  = (x_test.astype("float32") / 255.0)
    +
    +# 2) Build the model: 784 -> 100 -> 100 -> 10
    +l2_reg = 1e-4  # L2 regularization strength
    +
    +model = keras.Sequential([
    +    layers.Input(shape=(28, 28)),
    +    layers.Flatten(),
    +    layers.Dense(100, activation="relu",
    +                 kernel_regularizer=regularizers.l2(l2_reg)),
    +    layers.Dense(100, activation="relu",
    +                 kernel_regularizer=regularizers.l2(l2_reg)),
    +    layers.Dense(10, activation="softmax")  # output probabilities for 10 classes
    +])
    +
    +# 3) Compile with SGD + weight decay via L2 regularizers
    +model.compile(
    +    optimizer=keras.optimizers.SGD(learning_rate=0.01),
    +    loss="sparse_categorical_crossentropy",
    +    metrics=["accuracy"],
    +)
    +
    +model.summary()
    +
    +# 4) Train
    +history = model.fit(
    +    x_train, y_train,
    +    epochs=10,
    +    batch_size=64,
    +    validation_split=0.1,  # optional: monitor validation during training
    +    verbose=1
    +)
    +
    +# 5) Evaluate on test set
    +test_loss, test_acc = model.evaluate(x_test, y_test, verbose=0)
    +print(f"Test accuracy: {test_acc:.4f}, Test loss: {test_loss:.4f}")
    +
    +
    +
    +
    +
    +
    +
    +
    +
    +
    +
    +
    +
    +
    + + +









    +

    Building our own neural network code

    Here we present a flexible object oriented codebase for a feed forward neural network, along with a demonstration of how @@ -6539,7 +5195,7 @@ $$

    - © 1999-2024, Morten Hjorth-Jensen. Released under CC Attribution-NonCommercial 4.0 license + © 1999-2025, Morten Hjorth-Jensen. Released under CC Attribution-NonCommercial 4.0 license
    diff --git a/doc/pub/week43/ipynb/ipynb-week43-src.tar.gz b/doc/pub/week43/ipynb/ipynb-week43-src.tar.gz index 27f05a662..686438690 100644 Binary files a/doc/pub/week43/ipynb/ipynb-week43-src.tar.gz and b/doc/pub/week43/ipynb/ipynb-week43-src.tar.gz differ diff --git a/doc/pub/week43/ipynb/week43.ipynb b/doc/pub/week43/ipynb/week43.ipynb index 0635c602d..bcf841703 100644 --- a/doc/pub/week43/ipynb/week43.ipynb +++ b/doc/pub/week43/ipynb/week43.ipynb @@ -2,7 +2,7 @@ "cells": [ { "cell_type": "markdown", - "id": "6107bf3a", + "id": "b4262ce2", "metadata": { "editable": true }, @@ -14,42 +14,39 @@ }, { "cell_type": "markdown", - "id": "fdc249e0", + "id": "9203032a", "metadata": { "editable": true }, "source": [ "# Week 43: Deep Learning: Constructing a Neural Network code and solving differential equations\n", - "**Morten Hjorth-Jensen**, Department of Physics, University of Oslo and Department of Physics and Astronomy and Facility for Rare Isotope Beams, Michigan State University\n", + "**Morten Hjorth-Jensen**, Department of Physics, University of Oslo, Norway\n", "\n", - "Date: **October 21, 2024**" + "Date: **October 20, 2025**" ] }, { "cell_type": "markdown", - "id": "92454b8c", + "id": "56b9fe61", "metadata": { "editable": true }, "source": [ "## Plans for week 43\n", "\n", - "**Material for the lecture on Monday October 21, 2024.**\n", + "**Material for the lecture on Monday October 20, 2025.**\n", "\n", " * Building our own Feed-forward Neural Network with intro to Tensorflow\n", "\n", " * Solving differential equations with Neural Networks\n", - "\n", - " * Video of lecture at \n", - "\n", - " * Video os second part, solving differential equations with neural networks at \n", - "\n", - " * Whiteboard notes on solving differential equations at " + "\n", + "\n", + "" ] }, { "cell_type": "markdown", - "id": "7ad9295b", + "id": "0b8b78a7", "metadata": { "editable": true }, @@ -66,48 +63,7 @@ }, { "cell_type": "markdown", - "id": "cbe78b79", - "metadata": { - "editable": true - }, - "source": [ - "## Mathematics of deep learning\n", - "\n", - "**Two recent books online.**\n", - "\n", - "1. The Modern Mathematics of Deep Learning, by Julius Berner, Philipp Grohs, Gitta Kutyniok, Philipp Petersen at , published as [Mathematical Aspects of Deep Learning, pp. 1-111. Cambridge University Press, 2022](https://doi.org/10.1017/9781009025096.002)\n", - "\n", - "2. Mathematical Introduction to Deep Learning: Methods, Implementations, and Theory, Arnulf Jentzen, Benno Kuckuck, Philippe von Wurstemberger at " - ] - }, - { - "cell_type": "markdown", - "id": "52f3d73d", - "metadata": { - "editable": true - }, - "source": [ - "## Reminder on books with hands-on material and codes\n", - "* Sebastian Rashcka et al, Machine learning with Scikit-Learn and PyTorch at " - ] - }, - { - "cell_type": "markdown", - "id": "afcf91a9", - "metadata": { - "editable": true - }, - "source": [ - "## Reading recommendations\n", - "\n", - "1. Rashkca et al., chapter 11, jupyter-notebook sent separately, from GitHub site at . See also chapters 12 and 13 on using Pytorch to make a Neural network code. \n", - "\n", - "2. Goodfellow et al, chapter 6 and 7 contain most of the neural network background." - ] - }, - { - "cell_type": "markdown", - "id": "73c52766", + "id": "211ed9dd", "metadata": { "editable": true }, @@ -115,12 +71,12 @@ "## Using Automatic differentiation\n", "\n", "In our discussions of ordinary differential equations and neural network codes\n", - "we will also study the usage of Autograd, see for example in computing gradients for deep learning. For the documentation of Autograd and examples see the lectures slides from [week 39](https://compphysics.github.io/MachineLearning/doc/pub/week39/html/week39.html) and the Autograd documentation at ." + "we will also study the usage of Autograd, see for example in computing gradients for deep learning. For the documentation of Autograd and examples see the Autograd documentation at and the lecture slides from week 40, see ." ] }, { "cell_type": "markdown", - "id": "0c8d3f87", + "id": "22d4d145", "metadata": { "editable": true }, @@ -137,23 +93,23 @@ }, { "cell_type": "markdown", - "id": "e37a061f", + "id": "96f43859", "metadata": { "editable": true }, "source": [ - "## Lecture Monday October 21" + "## Lecture Monday October 20" ] }, { "cell_type": "markdown", - "id": "c9dcc967", + "id": "a38b1a5e", "metadata": { "editable": true }, "source": [ "## Setting up the back propagation algorithm and algorithm for a feed forward NN, initalizations\n", - "This is a reminder from where we ended last week.\n", + "This is a reminder from last week.\n", "\n", "**The architecture (our model).**\n", "\n", @@ -174,7 +130,7 @@ }, { "cell_type": "markdown", - "id": "5ff0f230", + "id": "8e9e7f7a", "metadata": { "editable": true }, @@ -197,7 +153,7 @@ }, { "cell_type": "markdown", - "id": "9bfa26c0", + "id": "64ec6fe3", "metadata": { "editable": true }, @@ -209,7 +165,7 @@ }, { "cell_type": "markdown", - "id": "eb6f6d75", + "id": "ce7deff8", "metadata": { "editable": true }, @@ -221,7 +177,7 @@ }, { "cell_type": "markdown", - "id": "8474f6a3", + "id": "0794bf9c", "metadata": { "editable": true }, @@ -231,7 +187,7 @@ }, { "cell_type": "markdown", - "id": "0edb9d87", + "id": "966295a4", "metadata": { "editable": true }, @@ -243,7 +199,7 @@ }, { "cell_type": "markdown", - "id": "5e0a7cea", + "id": "1a24ff59", "metadata": { "editable": true }, @@ -257,7 +213,7 @@ }, { "cell_type": "markdown", - "id": "790a822d", + "id": "0e7ea1ba", "metadata": { "editable": true }, @@ -269,7 +225,7 @@ }, { "cell_type": "markdown", - "id": "adec1944", + "id": "bdefff6b", "metadata": { "editable": true }, @@ -281,7 +237,7 @@ }, { "cell_type": "markdown", - "id": "556caafc", + "id": "de1257ed", "metadata": { "editable": true }, @@ -291,7 +247,7 @@ }, { "cell_type": "markdown", - "id": "17f55244", + "id": "3c04f532", "metadata": { "editable": true }, @@ -303,7 +259,7 @@ }, { "cell_type": "markdown", - "id": "d2cb9b96", + "id": "59d21e46", "metadata": { "editable": true }, @@ -315,7 +271,7 @@ }, { "cell_type": "markdown", - "id": "ededcd6c", + "id": "22face27", "metadata": { "editable": true }, @@ -325,7 +281,7 @@ }, { "cell_type": "markdown", - "id": "837b7226", + "id": "1e72f57e", "metadata": { "editable": true }, @@ -337,7 +293,7 @@ }, { "cell_type": "markdown", - "id": "be1f3b39", + "id": "a9ebc5c4", "metadata": { "editable": true }, @@ -349,7 +305,7 @@ }, { "cell_type": "markdown", - "id": "a320c88d", + "id": "2ab07a4a", "metadata": { "editable": true }, @@ -372,7 +328,7 @@ }, { "cell_type": "markdown", - "id": "d832d09f", + "id": "15174e2a", "metadata": { "editable": true }, @@ -384,7 +340,7 @@ }, { "cell_type": "markdown", - "id": "588ddc37", + "id": "3e037a7e", "metadata": { "editable": true }, @@ -396,7 +352,7 @@ }, { "cell_type": "markdown", - "id": "ff490c14", + "id": "854aa7cd", "metadata": { "editable": true }, @@ -406,7 +362,7 @@ }, { "cell_type": "markdown", - "id": "33129f1d", + "id": "3b300627", "metadata": { "editable": true }, @@ -418,7 +374,7 @@ }, { "cell_type": "markdown", - "id": "2cd95b52", + "id": "60c47f86", "metadata": { "editable": true }, @@ -439,7 +395,7 @@ }, { "cell_type": "markdown", - "id": "36bff826", + "id": "de3db402", "metadata": { "editable": true }, @@ -453,7 +409,7 @@ }, { "cell_type": "markdown", - "id": "9ef16459", + "id": "c9b3f789", "metadata": { "editable": true }, @@ -465,7 +421,7 @@ }, { "cell_type": "markdown", - "id": "4cc08f94", + "id": "9e6ba2c1", "metadata": { "editable": true }, @@ -487,7 +443,7 @@ }, { "cell_type": "markdown", - "id": "ea028825", + "id": "a0ca6ce2", "metadata": { "editable": true }, @@ -509,1499 +465,7 @@ }, { "cell_type": "markdown", - "id": "921a49ef", - "metadata": { - "editable": true - }, - "source": [ - "## Setting up a Multi-layer perceptron model for classification\n", - "\n", - "We are now gong to develop an example based on the MNIST data\n", - "base. This is a classification problem and we need to use our\n", - "cross-entropy function we discussed in connection with logistic\n", - "regression. The cross-entropy defines our cost function for the\n", - "classificaton problems with neural networks.\n", - "\n", - "In binary classification with two classes $(0, 1)$ we define the\n", - "logistic/sigmoid function as the probability that a particular input\n", - "is in class $0$ or $1$. This is possible because the logistic\n", - "function takes any input from the real numbers and inputs a number\n", - "between 0 and 1, and can therefore be interpreted as a probability. It\n", - "also has other nice properties, such as a derivative that is simple to\n", - "calculate.\n", - "\n", - "For an input $\\boldsymbol{a}$ from the hidden layer, the probability that the input $\\boldsymbol{x}$\n", - "is in class 0 or 1 is just. We let $\\theta$ represent the unknown weights and biases to be adjusted by our equations). The variable $x$\n", - "represents our activation values $z$. We have" - ] - }, - { - "cell_type": "markdown", - "id": "9a029a10", - "metadata": { - "editable": true - }, - "source": [ - "$$\n", - "P(y = 0 \\mid \\boldsymbol{x}, \\boldsymbol{\\theta}) = \\frac{1}{1 + \\exp{(- \\boldsymbol{x}})} ,\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "id": "40d7c3b7", - "metadata": { - "editable": true - }, - "source": [ - "and" - ] - }, - { - "cell_type": "markdown", - "id": "cf8c63fe", - "metadata": { - "editable": true - }, - "source": [ - "$$\n", - "P(y = 1 \\mid \\boldsymbol{x}, \\boldsymbol{\\theta}) = 1 - P(y = 0 \\mid \\boldsymbol{x}, \\boldsymbol{\\theta}) ,\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "id": "1b6c3403", - "metadata": { - "editable": true - }, - "source": [ - "where $y \\in \\{0, 1\\}$ and $\\boldsymbol{\\theta}$ represents the weights and biases\n", - "of our network." - ] - }, - { - "cell_type": "markdown", - "id": "8143e962", - "metadata": { - "editable": true - }, - "source": [ - "## Defining the cost function\n", - "\n", - "Our cost function is given as (see the Logistic regression lectures)" - ] - }, - { - "cell_type": "markdown", - "id": "6619f034", - "metadata": { - "editable": true - }, - "source": [ - "$$\n", - "\\mathcal{C}(\\boldsymbol{\\theta}) = - \\ln P(\\mathcal{D} \\mid \\boldsymbol{\\theta}) = - \\sum_{i=1}^n\n", - "y_i \\ln[P(y_i = 0)] + (1 - y_i) \\ln [1 - P(y_i = 0)] = \\sum_{i=1}^n \\mathcal{L}_i(\\boldsymbol{\\theta}) .\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "id": "6b4e1124", - "metadata": { - "editable": true - }, - "source": [ - "This last equality means that we can interpret our *cost* function as a sum over the *loss* function\n", - "for each point in the dataset $\\mathcal{L}_i(\\boldsymbol{\\theta})$. \n", - "The negative sign is just so that we can think about our algorithm as minimizing a positive number, rather\n", - "than maximizing a negative number. \n", - "\n", - "In *multiclass* classification it is common to treat each integer label as a so called *one-hot* vector: \n", - "\n", - "$y = 5 \\quad \\rightarrow \\quad \\boldsymbol{y} = (0, 0, 0, 0, 0, 1, 0, 0, 0, 0) ,$ and\n", - "\n", - "$y = 1 \\quad \\rightarrow \\quad \\boldsymbol{y} = (0, 1, 0, 0, 0, 0, 0, 0, 0, 0) ,$ \n", - "\n", - "i.e. a binary bit string of length $C$, where $C = 10$ is the number of classes in the MNIST dataset (numbers from $0$ to $9$).. \n", - "\n", - "If $\\boldsymbol{x}_i$ is the $i$-th input (image), $y_{ic}$ refers to the $c$-th component of the $i$-th\n", - "output vector $\\boldsymbol{y}_i$. \n", - "The probability of $\\boldsymbol{x}_i$ being in class $c$ will be given by the softmax function:" - ] - }, - { - "cell_type": "markdown", - "id": "f0373257", - "metadata": { - "editable": true - }, - "source": [ - "$$\n", - "P(y_{ic} = 1 \\mid \\boldsymbol{x}_i, \\boldsymbol{\\theta}) = \\frac{\\exp{((\\boldsymbol{a}_i^{hidden})^T \\boldsymbol{w}_c)}}\n", - "{\\sum_{c'=0}^{C-1} \\exp{((\\boldsymbol{a}_i^{hidden})^T \\boldsymbol{w}_{c'})}} ,\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "id": "f958a039", - "metadata": { - "editable": true - }, - "source": [ - "which reduces to the logistic function in the binary case. \n", - "The likelihood of this $C$-class classifier\n", - "is now given as:" - ] - }, - { - "cell_type": "markdown", - "id": "e67e2ba4", - "metadata": { - "editable": true - }, - "source": [ - "$$\n", - "P(\\mathcal{D} \\mid \\boldsymbol{\\theta}) = \\prod_{i=1}^n \\prod_{c=0}^{C-1} [P(y_{ic} = 1)]^{y_{ic}} .\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "id": "de66b0e1", - "metadata": { - "editable": true - }, - "source": [ - "Again we take the negative log-likelihood to define our cost function:" - ] - }, - { - "cell_type": "markdown", - "id": "8f041533", - "metadata": { - "editable": true - }, - "source": [ - "$$\n", - "\\mathcal{C}(\\boldsymbol{\\theta}) = - \\log{P(\\mathcal{D} \\mid \\boldsymbol{\\theta})}.\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "id": "8840e115", - "metadata": { - "editable": true - }, - "source": [ - "See the logistic regression lectures for a full definition of the cost function.\n", - "\n", - "The back propagation equations need now only a small change, namely the definition of a new cost function. We are thus ready to use the same equations as before!" - ] - }, - { - "cell_type": "markdown", - "id": "f21c7506", - "metadata": { - "editable": true - }, - "source": [ - "## Example: binary classification problem\n", - "\n", - "As an example of the above, relevant for project 2 as well, let us consider a binary class. As discussed in our logistic regression lectures, we defined a cost function in terms of the parameters $\\beta$ as" - ] - }, - { - "cell_type": "markdown", - "id": "72c3c921", - "metadata": { - "editable": true - }, - "source": [ - "$$\n", - "\\mathcal{C}(\\boldsymbol{\\beta}) = - \\sum_{i=1}^n \\left(y_i\\log{p(y_i \\vert x_i,\\boldsymbol{\\beta})}+(1-y_i)\\log{1-p(y_i \\vert x_i,\\boldsymbol{\\beta})}\\right),\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "id": "e37b9409", - "metadata": { - "editable": true - }, - "source": [ - "where we had defined the logistic (sigmoid) function" - ] - }, - { - "cell_type": "markdown", - "id": "0f635478", - "metadata": { - "editable": true - }, - "source": [ - "$$\n", - "p(y_i =1\\vert x_i,\\boldsymbol{\\beta})=\\frac{\\exp{(\\beta_0+\\beta_1 x_i)}}{1+\\exp{(\\beta_0+\\beta_1 x_i)}},\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "id": "96e12d56", - "metadata": { - "editable": true - }, - "source": [ - "and" - ] - }, - { - "cell_type": "markdown", - "id": "25625fe3", - "metadata": { - "editable": true - }, - "source": [ - "$$\n", - "p(y_i =0\\vert x_i,\\boldsymbol{\\beta})=1-p(y_i =1\\vert x_i,\\boldsymbol{\\beta}).\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "id": "cd61de5c", - "metadata": { - "editable": true - }, - "source": [ - "The parameters $\\boldsymbol{\\beta}$ were defined using a minimization method like gradient descent or Newton-Raphson's method. \n", - "\n", - "Now we replace $x_i$ with the activation $z_i^l$ for a given layer $l$ and the outputs as $y_i=a_i^l=f(z_i^l)$, with $z_i^l$ now being a function of the weights $w_{ij}^l$ and biases $b_i^l$. \n", - "We have then" - ] - }, - { - "cell_type": "markdown", - "id": "9bb7f55b", - "metadata": { - "editable": true - }, - "source": [ - "$$\n", - "a_i^l = y_i = \\frac{\\exp{(z_i^l)}}{1+\\exp{(z_i^l)}},\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "id": "6e427758", - "metadata": { - "editable": true - }, - "source": [ - "with" - ] - }, - { - "cell_type": "markdown", - "id": "e28000bc", - "metadata": { - "editable": true - }, - "source": [ - "$$\n", - "z_i^l = \\sum_{j}w_{ij}^l a_j^{l-1}+b_i^l,\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "id": "1986d31a", - "metadata": { - "editable": true - }, - "source": [ - "where the superscript $l-1$ indicates that these are the outputs from layer $l-1$.\n", - "Our cost function at the final layer $l=L$ is now" - ] - }, - { - "cell_type": "markdown", - "id": "c1797668", - "metadata": { - "editable": true - }, - "source": [ - "$$\n", - "\\mathcal{C}(\\boldsymbol{W}) = - \\sum_{i=1}^n \\left(t_i\\log{a_i^L}+(1-t_i)\\log{(1-a_i^L)}\\right),\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "id": "07583c6a", - "metadata": { - "editable": true - }, - "source": [ - "where we have defined the targets $t_i$. The derivatives of the cost function with respect to the output $a_i^L$ are then easily calculated and we get" - ] - }, - { - "cell_type": "markdown", - "id": "978e292d", - "metadata": { - "editable": true - }, - "source": [ - "$$\n", - "\\frac{\\partial \\mathcal{C}(\\boldsymbol{W})}{\\partial a_i^L} = \\frac{a_i^L-t_i}{a_i^L(1-a_i^L)}.\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "id": "d6385ead", - "metadata": { - "editable": true - }, - "source": [ - "In case we use another activation function than the logistic one, we need to evaluate other derivatives." - ] - }, - { - "cell_type": "markdown", - "id": "8335897f", - "metadata": { - "editable": true - }, - "source": [ - "## The Softmax function\n", - "In case we employ the more general case given by the Softmax equation, we need to evaluate the derivative of the activation function with respect to the activation $z_i^l$, that is we need" - ] - }, - { - "cell_type": "markdown", - "id": "50f96054", - "metadata": { - "editable": true - }, - "source": [ - "$$\n", - "\\frac{\\partial f(z_i^l)}{\\partial w_{jk}^l} =\n", - "\\frac{\\partial f(z_i^l)}{\\partial z_j^l} \\frac{\\partial z_j^l}{\\partial w_{jk}^l}= \\frac{\\partial f(z_i^l)}{\\partial z_j^l}a_k^{l-1}.\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "id": "db6ebd31", - "metadata": { - "editable": true - }, - "source": [ - "For the Softmax function we have" - ] - }, - { - "cell_type": "markdown", - "id": "e5c3f583", - "metadata": { - "editable": true - }, - "source": [ - "$$\n", - "f(z_i^l) = \\frac{\\exp{(z_i^l)}}{\\sum_{m=1}^K\\exp{(z_m^l)}}.\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "id": "7988ff75", - "metadata": { - "editable": true - }, - "source": [ - "Its derivative with respect to $z_j^l$ gives" - ] - }, - { - "cell_type": "markdown", - "id": "d3073ab9", - "metadata": { - "editable": true - }, - "source": [ - "$$\n", - "\\frac{\\partial f(z_i^l)}{\\partial z_j^l}= f(z_i^l)\\left(\\delta_{ij}-f(z_j^l)\\right),\n", - "$$" - ] - }, - { - "cell_type": "markdown", - "id": "a4be6483", - "metadata": { - "editable": true - }, - "source": [ - "which in case of the simply binary model reduces to having $i=j$." - ] - }, - { - "cell_type": "markdown", - "id": "cbbc9199", - "metadata": { - "editable": true - }, - "source": [ - "## Developing a code for doing neural networks with back propagation\n", - "\n", - "One can identify a set of key steps when using neural networks to solve supervised learning problems: \n", - "\n", - "1. Collect and pre-process data \n", - "\n", - "2. Define model and architecture \n", - "\n", - "3. Choose cost function and optimizer \n", - "\n", - "4. Train the model \n", - "\n", - "5. Evaluate model performance on test data \n", - "\n", - "6. Adjust hyperparameters (if necessary, network architecture)" - ] - }, - { - "cell_type": "markdown", - "id": "67083baf", - "metadata": { - "editable": true - }, - "source": [ - "## Collect and pre-process data\n", - "\n", - "Here we will be using the MNIST dataset, which is readily available through the **scikit-learn**\n", - "package. You may also find it for example [here](http://yann.lecun.com/exdb/mnist/). \n", - "The *MNIST* (Modified National Institute of Standards and Technology) database is a large database\n", - "of handwritten digits that is commonly used for training various image processing systems. \n", - "The MNIST dataset consists of 70 000 images of size $28\\times 28$ pixels, each labeled from 0 to 9. \n", - "The scikit-learn dataset we will use consists of a selection of 1797 images of size $8\\times 8$ collected and processed from this database. \n", - "\n", - "To feed data into a feed-forward neural network we need to represent\n", - "the inputs as a design/feature matrix $X = (n_{inputs}, n_{features})$. Each\n", - "row represents an *input*, in this case a handwritten digit, and\n", - "each column represents a *feature*, in this case a pixel. The\n", - "correct answers, also known as *labels* or *targets* are\n", - "represented as a 1D array of integers \n", - "$Y = (n_{inputs}) = (5, 3, 1, 8,...)$.\n", - "\n", - "As an example, say we want to build a neural network using supervised learning to predict Body-Mass Index (BMI) from\n", - "measurements of height (in m) \n", - "and weight (in kg). If we have measurements of 5 people the design/feature matrix could be for example: \n", - "\n", - "$$ X = \\begin{bmatrix}\n", - "1.85 & 81\\\\\n", - "1.71 & 65\\\\\n", - "1.95 & 103\\\\\n", - "1.55 & 42\\\\\n", - "1.63 & 56\n", - "\\end{bmatrix} ,$$ \n", - "\n", - "and the targets would be: \n", - "\n", - "$$ Y = (23.7, 22.2, 27.1, 17.5, 21.1) $$ \n", - "\n", - "Since each input image is a 2D matrix, we need to flatten the image\n", - "(i.e. \"unravel\" the 2D matrix into a 1D array) to turn the data into a\n", - "design/feature matrix. This means we lose all spatial information in the\n", - "image, such as locality and translational invariance. More complicated\n", - "architectures such as Convolutional Neural Networks can take advantage\n", - "of such information, and are most commonly applied when analyzing\n", - "images." - ] - }, - { - "cell_type": "code", - "execution_count": 1, - "id": "ce086d04", - "metadata": { - "collapsed": false, - "editable": true - }, - "outputs": [], - "source": [ - "%matplotlib inline\n", - "\n", - "# import necessary packages\n", - "import numpy as np\n", - "import matplotlib.pyplot as plt\n", - "from sklearn import datasets\n", - "\n", - "\n", - "# ensure the same random numbers appear every time\n", - "np.random.seed(0)\n", - "\n", - "# display images in notebook\n", - "%matplotlib inline\n", - "plt.rcParams['figure.figsize'] = (12,12)\n", - "\n", - "\n", - "# download MNIST dataset\n", - "digits = datasets.load_digits()\n", - "\n", - "# define inputs and labels\n", - "inputs = digits.images\n", - "labels = digits.target\n", - "\n", - "print(\"inputs = (n_inputs, pixel_width, pixel_height) = \" + str(inputs.shape))\n", - "print(\"labels = (n_inputs) = \" + str(labels.shape))\n", - "\n", - "\n", - "# flatten the image\n", - "# the value -1 means dimension is inferred from the remaining dimensions: 8x8 = 64\n", - "n_inputs = len(inputs)\n", - "inputs = inputs.reshape(n_inputs, -1)\n", - "print(\"X = (n_inputs, n_features) = \" + str(inputs.shape))\n", - "\n", - "\n", - "# choose some random images to display\n", - "indices = np.arange(n_inputs)\n", - "random_indices = np.random.choice(indices, size=5)\n", - "\n", - "for i, image in enumerate(digits.images[random_indices]):\n", - " plt.subplot(1, 5, i+1)\n", - " plt.axis('off')\n", - " plt.imshow(image, cmap=plt.cm.gray_r, interpolation='nearest')\n", - " plt.title(\"Label: %d\" % digits.target[random_indices[i]])\n", - "plt.show()" - ] - }, - { - "cell_type": "markdown", - "id": "54bfb494", - "metadata": { - "editable": true - }, - "source": [ - "## Train and test datasets\n", - "\n", - "Performing analysis before partitioning the dataset is a major error, that can lead to incorrect conclusions. \n", - "\n", - "We will reserve $80 \\%$ of our dataset for training and $20 \\%$ for testing. \n", - "\n", - "It is important that the train and test datasets are drawn randomly from our dataset, to ensure\n", - "no bias in the sampling. \n", - "Say you are taking measurements of weather data to predict the weather in the coming 5 days.\n", - "You don't want to train your model on measurements taken from the hours 00.00 to 12.00, and then test it on data\n", - "collected from 12.00 to 24.00." - ] - }, - { - "cell_type": "code", - "execution_count": 2, - "id": "63b09387", - "metadata": { - "collapsed": false, - "editable": true - }, - "outputs": [], - "source": [ - "from sklearn.model_selection import train_test_split\n", - "\n", - "# one-liner from scikit-learn library\n", - "train_size = 0.8\n", - "test_size = 1 - train_size\n", - "X_train, X_test, Y_train, Y_test = train_test_split(inputs, labels, train_size=train_size,\n", - " test_size=test_size)\n", - "\n", - "# equivalently in numpy\n", - "def train_test_split_numpy(inputs, labels, train_size, test_size):\n", - " n_inputs = len(inputs)\n", - " inputs_shuffled = inputs.copy()\n", - " labels_shuffled = labels.copy()\n", - " \n", - " np.random.shuffle(inputs_shuffled)\n", - " np.random.shuffle(labels_shuffled)\n", - " \n", - " train_end = int(n_inputs*train_size)\n", - " X_train, X_test = inputs_shuffled[:train_end], inputs_shuffled[train_end:]\n", - " Y_train, Y_test = labels_shuffled[:train_end], labels_shuffled[train_end:]\n", - " \n", - " return X_train, X_test, Y_train, Y_test\n", - "\n", - "#X_train, X_test, Y_train, Y_test = train_test_split_numpy(inputs, labels, train_size, test_size)\n", - "\n", - "print(\"Number of training images: \" + str(len(X_train)))\n", - "print(\"Number of test images: \" + str(len(X_test)))" - ] - }, - { - "cell_type": "markdown", - "id": "8af9f143", - "metadata": { - "editable": true - }, - "source": [ - "## Define model and architecture\n", - "\n", - "Our simple feed-forward neural network will consist of an *input* layer, a single *hidden* layer and an *output* layer. The activation $y$ of each neuron is a weighted sum of inputs, passed through an activation function. In case of the simple perceptron model we have \n", - "\n", - "$$ z = \\sum_{i=1}^n w_i a_i ,$$\n", - "\n", - "$$ y = f(z) ,$$\n", - "\n", - "where $f$ is the activation function, $a_i$ represents input from neuron $i$ in the preceding layer\n", - "and $w_i$ is the weight to input $i$. \n", - "The activation of the neurons in the input layer is just the features (e.g. a pixel value). \n", - "\n", - "The simplest activation function for a neuron is the *Heaviside* function:\n", - "\n", - "$$ f(z) = \n", - "\\begin{cases}\n", - "1, & z > 0\\\\\n", - "0, & \\text{otherwise}\n", - "\\end{cases}\n", - "$$\n", - "\n", - "A feed-forward neural network with this activation is known as a *perceptron*. \n", - "For a binary classifier (i.e. two classes, 0 or 1, dog or not-dog) we can also use this in our output layer. \n", - "This activation can be generalized to $k$ classes (using e.g. the *one-against-all* strategy), \n", - "and we call these architectures *multiclass perceptrons*. \n", - "\n", - "However, it is now common to use the terms Single Layer Perceptron (SLP) (1 hidden layer) and \n", - "Multilayer Perceptron (MLP) (2 or more hidden layers) to refer to feed-forward neural networks with any activation function. \n", - "\n", - "Typical choices for activation functions include the sigmoid function, hyperbolic tangent, and Rectified Linear Unit (ReLU). \n", - "We will be using the sigmoid function $\\sigma(x)$: \n", - "\n", - "$$ f(x) = \\sigma(x) = \\frac{1}{1 + e^{-x}} ,$$\n", - "\n", - "which is inspired by probability theory (see logistic regression) and was most commonly used until about 2011. See the discussion below concerning other activation functions." - ] - }, - { - "cell_type": "markdown", - "id": "0878e62d", - "metadata": { - "editable": true - }, - "source": [ - "## Layers\n", - "\n", - "* Input \n", - "\n", - "Since each input image has 8x8 = 64 pixels or features, we have an input layer of 64 neurons. \n", - "\n", - "* Hidden layer\n", - "\n", - "We will use 50 neurons in the hidden layer receiving input from the neurons in the input layer. \n", - "Since each neuron in the hidden layer is connected to the 64 inputs we have 64x50 = 3200 weights to the hidden layer. \n", - "\n", - "* Output\n", - "\n", - "If we were building a binary classifier, it would be sufficient with a single neuron in the output layer,\n", - "which could output 0 or 1 according to the Heaviside function. This would be an example of a *hard* classifier, meaning it outputs the class of the input directly. However, if we are dealing with noisy data it is often beneficial to use a *soft* classifier, which outputs the probability of being in class 0 or 1. \n", - "\n", - "For a soft binary classifier, we could use a single neuron and interpret the output as either being the probability of being in class 0 or the probability of being in class 1. Alternatively we could use 2 neurons, and interpret each neuron as the probability of being in each class. \n", - "\n", - "Since we are doing multiclass classification, with 10 categories, it is natural to use 10 neurons in the output layer. We number the neurons $j = 0,1,...,9$. The activation of each output neuron $j$ will be according to the *softmax* function: \n", - "\n", - "$$ P(\\text{class $j$} \\mid \\text{input $\\boldsymbol{a}$}) = \\frac{\\exp{(\\boldsymbol{a}^T \\boldsymbol{w}_j)}}\n", - "{\\sum_{c=0}^{9} \\exp{(\\boldsymbol{a}^T \\boldsymbol{w}_c)}} ,$$ \n", - "\n", - "i.e. each neuron $j$ outputs the probability of being in class $j$ given an input from the hidden layer $\\boldsymbol{a}$, with $\\boldsymbol{w}_j$ the weights of neuron $j$ to the inputs. \n", - "The denominator is a normalization factor to ensure the outputs (probabilities) sum up to 1. \n", - "The exponent is just the weighted sum of inputs as before: \n", - "\n", - "$$ z_j = \\sum_{i=1}^n w_ {ij} a_i+b_j.$$ \n", - "\n", - "Since each neuron in the output layer is connected to the 50 inputs from the hidden layer we have 50x10 = 500\n", - "weights to the output layer." - ] - }, - { - "cell_type": "markdown", - "id": "32e84e6b", - "metadata": { - "editable": true - }, - "source": [ - "## Weights and biases\n", - "\n", - "Typically weights are initialized with small values distributed around zero, drawn from a uniform\n", - "or normal distribution. Setting all weights to zero means all neurons give the same output, making the network useless. \n", - "\n", - "Adding a bias value to the weighted sum of inputs allows the neural network to represent a greater range\n", - "of values. Without it, any input with the value 0 will be mapped to zero (before being passed through the activation). The bias unit has an output of 1, and a weight to each neuron $j$, $b_j$: \n", - "\n", - "$$ z_j = \\sum_{i=1}^n w_ {ij} a_i + b_j.$$ \n", - "\n", - "The bias weights $\\boldsymbol{b}$ are often initialized to zero, but a small value like $0.01$ ensures all neurons have some output which can be backpropagated in the first training cycle." - ] - }, - { - "cell_type": "code", - "execution_count": 3, - "id": "2f1c2946", - "metadata": { - "collapsed": false, - "editable": true - }, - "outputs": [], - "source": [ - "# building our neural network\n", - "\n", - "n_inputs, n_features = X_train.shape\n", - "n_hidden_neurons = 50\n", - "n_categories = 10\n", - "\n", - "# we make the weights normally distributed using numpy.random.randn\n", - "\n", - "# weights and bias in the hidden layer\n", - "hidden_weights = np.random.randn(n_features, n_hidden_neurons)\n", - "hidden_bias = np.zeros(n_hidden_neurons) + 0.01\n", - "\n", - "# weights and bias in the output layer\n", - "output_weights = np.random.randn(n_hidden_neurons, n_categories)\n", - "output_bias = np.zeros(n_categories) + 0.01" - ] - }, - { - "cell_type": "markdown", - "id": "8f3da5d5", - "metadata": { - "editable": true - }, - "source": [ - "## Feed-forward pass\n", - "\n", - "Denote $F$ the number of features, $H$ the number of hidden neurons and $C$ the number of categories. \n", - "For each input image we calculate a weighted sum of input features (pixel values) to each neuron $j$ in the hidden layer $l$: \n", - "\n", - "$$ z_{j}^{l} = \\sum_{i=1}^{F} w_{ij}^{l} x_i + b_{j}^{l},$$\n", - "\n", - "this is then passed through our activation function \n", - "\n", - "$$ a_{j}^{l} = f(z_{j}^{l}) .$$ \n", - "\n", - "We calculate a weighted sum of inputs (activations in the hidden layer) to each neuron $j$ in the output layer: \n", - "\n", - "$$ z_{j}^{L} = \\sum_{i=1}^{H} w_{ij}^{L} a_{i}^{l} + b_{j}^{L}.$$ \n", - "\n", - "Finally we calculate the output of neuron $j$ in the output layer using the softmax function: \n", - "\n", - "$$ a_{j}^{L} = \\frac{\\exp{(z_j^{L})}}\n", - "{\\sum_{c=0}^{C-1} \\exp{(z_c^{L})}} .$$" - ] - }, - { - "cell_type": "markdown", - "id": "bd250632", - "metadata": { - "editable": true - }, - "source": [ - "## Matrix multiplications\n", - "\n", - "Since our data has the dimensions $X = (n_{inputs}, n_{features})$ and our weights to the hidden\n", - "layer have the dimensions \n", - "$W_{hidden} = (n_{features}, n_{hidden})$,\n", - "we can easily feed the network all our training data in one go by taking the matrix product \n", - "\n", - "$$ X W^{h} = (n_{inputs}, n_{hidden}),$$ \n", - "\n", - "and obtain a matrix that holds the weighted sum of inputs to the hidden layer\n", - "for each input image and each hidden neuron. \n", - "We also add the bias to obtain a matrix of weighted sums to the hidden layer $Z^{h}$: \n", - "\n", - "$$ \\boldsymbol{z}^{l} = \\boldsymbol{X} \\boldsymbol{W}^{l} + \\boldsymbol{b}^{l} ,$$\n", - "\n", - "meaning the same bias (1D array with size equal number of hidden neurons) is added to each input image. \n", - "This is then passed through the activation: \n", - "\n", - "$$ \\boldsymbol{a}^{l} = f(\\boldsymbol{z}^l) .$$ \n", - "\n", - "This is fed to the output layer: \n", - "\n", - "$$ \\boldsymbol{z}^{L} = \\boldsymbol{a}^{L} \\boldsymbol{W}^{L} + \\boldsymbol{b}^{L} .$$\n", - "\n", - "Finally we receive our output values for each image and each category by passing it through the softmax function: \n", - "\n", - "$$ output = softmax (\\boldsymbol{z}^{L}) = (n_{inputs}, n_{categories}) .$$" - ] - }, - { - "cell_type": "code", - "execution_count": 4, - "id": "9367a90d", - "metadata": { - "collapsed": false, - "editable": true - }, - "outputs": [], - "source": [ - "# setup the feed-forward pass, subscript h = hidden layer\n", - "\n", - "def sigmoid(x):\n", - " return 1/(1 + np.exp(-x))\n", - "\n", - "def feed_forward(X):\n", - " # weighted sum of inputs to the hidden layer\n", - " z_h = np.matmul(X, hidden_weights) + hidden_bias\n", - " # activation in the hidden layer\n", - " a_h = sigmoid(z_h)\n", - " \n", - " # weighted sum of inputs to the output layer\n", - " z_o = np.matmul(a_h, output_weights) + output_bias\n", - " # softmax output\n", - " # axis 0 holds each input and axis 1 the probabilities of each category\n", - " exp_term = np.exp(z_o)\n", - " probabilities = exp_term / np.sum(exp_term, axis=1, keepdims=True)\n", - " \n", - " return probabilities\n", - "\n", - "probabilities = feed_forward(X_train)\n", - "print(\"probabilities = (n_inputs, n_categories) = \" + str(probabilities.shape))\n", - "print(\"probability that image 0 is in category 0,1,2,...,9 = \\n\" + str(probabilities[0]))\n", - "print(\"probabilities sum up to: \" + str(probabilities[0].sum()))\n", - "print()\n", - "\n", - "# we obtain a prediction by taking the class with the highest likelihood\n", - "def predict(X):\n", - " probabilities = feed_forward(X)\n", - " return np.argmax(probabilities, axis=1)\n", - "\n", - "predictions = predict(X_train)\n", - "print(\"predictions = (n_inputs) = \" + str(predictions.shape))\n", - "print(\"prediction for image 0: \" + str(predictions[0]))\n", - "print(\"correct label for image 0: \" + str(Y_train[0]))" - ] - }, - { - "cell_type": "markdown", - "id": "06333cb2", - "metadata": { - "editable": true - }, - "source": [ - "## Choose cost function and optimizer\n", - "\n", - "To measure how well our neural network is doing we need to introduce a cost function. \n", - "We will call the function that gives the error of a single sample output the *loss* function, and the function\n", - "that gives the total error of our network across all samples the *cost* function.\n", - "A typical choice for multiclass classification is the *cross-entropy* loss, also known as the negative log likelihood. \n", - "\n", - "In *multiclass* classification it is common to treat each integer label as a so called *one-hot* vector: \n", - "\n", - "$$ y = 5 \\quad \\rightarrow \\quad \\boldsymbol{y} = (0, 0, 0, 0, 0, 1, 0, 0, 0, 0) ,$$ \n", - "\n", - "$$ y = 1 \\quad \\rightarrow \\quad \\boldsymbol{y} = (0, 1, 0, 0, 0, 0, 0, 0, 0, 0) ,$$ \n", - "\n", - "i.e. a binary bit string of length $C$, where $C = 10$ is the number of classes in the MNIST dataset. \n", - "\n", - "Let $y_{ic}$ denote the $c$-th component of the $i$-th one-hot vector. \n", - "We define the cost function $\\mathcal{C}$ as a sum over the cross-entropy loss for each point $\\boldsymbol{x}_i$ in the dataset.\n", - "\n", - "In the one-hot representation only one of the terms in the loss function is non-zero, namely the\n", - "probability of the correct category $c'$ \n", - "(i.e. the category $c'$ such that $y_{ic'} = 1$). This means that the cross entropy loss only punishes you for how wrong\n", - "you got the correct label. The probability of category $c$ is given by the softmax function. The vector $\\boldsymbol{\\theta}$ represents the parameters of our network, i.e. all the weights and biases." - ] - }, - { - "cell_type": "markdown", - "id": "c7de629a", - "metadata": { - "editable": true - }, - "source": [ - "## Optimizing the cost function\n", - "\n", - "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 *gradient descent* and its generalizations. The idea behind gradient descent\n", - "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 *local* minimum of the cost function. \n", - "Each parameter $\\theta$ is iteratively adjusted according to the rule \n", - "\n", - "$$ \\theta_{i+1} = \\theta_i - \\eta \\nabla \\mathcal{C}(\\theta_i) ,$$\n", - "\n", - "where $\\eta$ is known as the *learning rate*, which controls how big a step we take towards the minimum. \n", - "This update can be repeated for any number of iterations, or until we are satisfied with the result. \n", - "\n", - "A simple and effective improvement is a variant called *Batch Gradient Descent*. \n", - "Instead of calculating the gradient on the whole dataset, we calculate an approximation of the gradient\n", - "on a subset of the data called a *minibatch*. \n", - "If there are $N$ data points and we have a minibatch size of $M$, the total number of batches\n", - "is $N/M$. \n", - "We denote each minibatch $B_k$, with $k = 1, 2,...,N/M$. The gradient then becomes: \n", - "\n", - "$$ \\nabla \\mathcal{C}(\\theta) = \\frac{1}{N} \\sum_{i=1}^N \\nabla \\mathcal{L}_i(\\theta) \\quad \\rightarrow \\quad\n", - "\\frac{1}{M} \\sum_{i \\in B_k} \\nabla \\mathcal{L}_i(\\theta) ,$$\n", - "\n", - "i.e. instead of averaging the loss over the entire dataset, we average over a minibatch. \n", - "\n", - "This has two important benefits: \n", - "1. Introducing stochasticity decreases the chance that the algorithm becomes stuck in a local minima. \n", - "\n", - "2. It significantly speeds up the calculation, since we do not have to use the entire dataset to calculate the gradient. \n", - "\n", - "The various optmization methods, with codes and algorithms, are discussed in our lectures on [Gradient descent approaches](https://compphysics.github.io/MachineLearning/doc/pub/Splines/html/Splines-bs.html)." - ] - }, - { - "cell_type": "markdown", - "id": "467898fe", - "metadata": { - "editable": true - }, - "source": [ - "## Regularization\n", - "\n", - "It is common to add an extra term to the cost function, proportional\n", - "to the size of the weights. This is equivalent to constraining the\n", - "size of the weights, so that they do not grow out of control.\n", - "Constraining the size of the weights means that the weights cannot\n", - "grow arbitrarily large to fit the training data, and in this way\n", - "reduces *overfitting*.\n", - "\n", - "We will measure the size of the weights using the so called *L2-norm*, meaning our cost function becomes: \n", - "\n", - "$$ \\mathcal{C}(\\theta) = \\frac{1}{N} \\sum_{i=1}^N \\mathcal{L}_i(\\theta) \\quad \\rightarrow \\quad\n", - "\\frac{1}{N} \\sum_{i=1}^N \\mathcal{L}_i(\\theta) + \\lambda \\lvert \\lvert \\boldsymbol{w} \\rvert \\rvert_2^2 \n", - "= \\frac{1}{N} \\sum_{i=1}^N \\mathcal{L}(\\theta) + \\lambda \\sum_{ij} w_{ij}^2,$$ \n", - "\n", - "i.e. we sum up all the weights squared. The factor $\\lambda$ is known as a regularization parameter.\n", - "\n", - "In order to train the model, we need to calculate the derivative of\n", - "the cost function with respect to every bias and weight in the\n", - "network. In total our network has $(64 + 1)\\times 50=3250$ weights in\n", - "the hidden layer and $(50 + 1)\\times 10=510$ weights to the output\n", - "layer ($+1$ for the bias), and the gradient must be calculated for\n", - "every parameter. We use the *backpropagation* algorithm discussed\n", - "above. This is a clever use of the chain rule that allows us to\n", - "calculate the gradient efficently." - ] - }, - { - "cell_type": "markdown", - "id": "da72e113", - "metadata": { - "editable": true - }, - "source": [ - "## Matrix multiplication\n", - "\n", - "To more efficently train our network these equations are implemented using matrix operations. \n", - "The error in the output layer is calculated simply as, with $\\boldsymbol{t}$ being our targets, \n", - "\n", - "$$ \\delta_L = \\boldsymbol{t} - \\boldsymbol{y} = (n_{inputs}, n_{categories}) .$$ \n", - "\n", - "The gradient for the output weights is calculated as \n", - "\n", - "$$ \\nabla W_{L} = \\boldsymbol{a}^T \\delta_L = (n_{hidden}, n_{categories}) ,$$\n", - "\n", - "where $\\boldsymbol{a} = (n_{inputs}, n_{hidden})$. This simply means that we are summing up the gradients for each input. \n", - "Since we are going backwards we have to transpose the activation matrix. \n", - "\n", - "The gradient with respect to the output bias is then \n", - "\n", - "$$ \\nabla \\boldsymbol{b}_{L} = \\sum_{i=1}^{n_{inputs}} \\delta_L = (n_{categories}) .$$ \n", - "\n", - "The error in the hidden layer is \n", - "\n", - "$$ \\Delta_h = \\delta_L W_{L}^T \\circ f'(z_{h}) = \\delta_L W_{L}^T \\circ a_{h} \\circ (1 - a_{h}) = (n_{inputs}, n_{hidden}) ,$$ \n", - "\n", - "where $f'(a_{h})$ is the derivative of the activation in the hidden layer. The matrix products mean\n", - "that we are summing up the products for each neuron in the output layer. The symbol $\\circ$ denotes\n", - "the *Hadamard product*, meaning element-wise multiplication. \n", - "\n", - "This again gives us the gradients in the hidden layer: \n", - "\n", - "$$ \\nabla W_{h} = X^T \\delta_h = (n_{features}, n_{hidden}) ,$$ \n", - "\n", - "$$ \\nabla b_{h} = \\sum_{i=1}^{n_{inputs}} \\delta_h = (n_{hidden}) .$$" - ] - }, - { - "cell_type": "code", - "execution_count": 5, - "id": "356881fc", - "metadata": { - "collapsed": false, - "editable": true - }, - "outputs": [], - "source": [ - "# to categorical turns our integer vector into a onehot representation\n", - "from sklearn.metrics import accuracy_score\n", - "\n", - "# one-hot in numpy\n", - "def to_categorical_numpy(integer_vector):\n", - " n_inputs = len(integer_vector)\n", - " n_categories = np.max(integer_vector) + 1\n", - " onehot_vector = np.zeros((n_inputs, n_categories))\n", - " onehot_vector[range(n_inputs), integer_vector] = 1\n", - " \n", - " return onehot_vector\n", - "\n", - "#Y_train_onehot, Y_test_onehot = to_categorical(Y_train), to_categorical(Y_test)\n", - "Y_train_onehot, Y_test_onehot = to_categorical_numpy(Y_train), to_categorical_numpy(Y_test)\n", - "\n", - "def feed_forward_train(X):\n", - " # weighted sum of inputs to the hidden layer\n", - " z_h = np.matmul(X, hidden_weights) + hidden_bias\n", - " # activation in the hidden layer\n", - " a_h = sigmoid(z_h)\n", - " \n", - " # weighted sum of inputs to the output layer\n", - " z_o = np.matmul(a_h, output_weights) + output_bias\n", - " # softmax output\n", - " # axis 0 holds each input and axis 1 the probabilities of each category\n", - " exp_term = np.exp(z_o)\n", - " probabilities = exp_term / np.sum(exp_term, axis=1, keepdims=True)\n", - " \n", - " # for backpropagation need activations in hidden and output layers\n", - " return a_h, probabilities\n", - "\n", - "def backpropagation(X, Y):\n", - " a_h, probabilities = feed_forward_train(X)\n", - " \n", - " # error in the output layer\n", - " error_output = probabilities - Y\n", - " # error in the hidden layer\n", - " error_hidden = np.matmul(error_output, output_weights.T) * a_h * (1 - a_h)\n", - " \n", - " # gradients for the output layer\n", - " output_weights_gradient = np.matmul(a_h.T, error_output)\n", - " output_bias_gradient = np.sum(error_output, axis=0)\n", - " \n", - " # gradient for the hidden layer\n", - " hidden_weights_gradient = np.matmul(X.T, error_hidden)\n", - " hidden_bias_gradient = np.sum(error_hidden, axis=0)\n", - "\n", - " return output_weights_gradient, output_bias_gradient, hidden_weights_gradient, hidden_bias_gradient\n", - "\n", - "print(\"Old accuracy on training data: \" + str(accuracy_score(predict(X_train), Y_train)))\n", - "\n", - "eta = 0.01\n", - "lmbd = 0.01\n", - "for i in range(1000):\n", - " # calculate gradients\n", - " dWo, dBo, dWh, dBh = backpropagation(X_train, Y_train_onehot)\n", - " \n", - " # regularization term gradients\n", - " dWo += lmbd * output_weights\n", - " dWh += lmbd * hidden_weights\n", - " \n", - " # update weights and biases\n", - " output_weights -= eta * dWo\n", - " output_bias -= eta * dBo\n", - " hidden_weights -= eta * dWh\n", - " hidden_bias -= eta * dBh\n", - "\n", - "print(\"New accuracy on training data: \" + str(accuracy_score(predict(X_train), Y_train)))" - ] - }, - { - "cell_type": "markdown", - "id": "978a1d33", - "metadata": { - "editable": true - }, - "source": [ - "## Improving performance\n", - "\n", - "As we can see the network does not seem to be learning at all. It seems to be just guessing the label for each image. \n", - "In order to obtain a network that does something useful, we will have to do a bit more work. \n", - "\n", - "The choice of *hyperparameters* such as learning rate and regularization parameter is hugely influential for the performance of the network. Typically a *grid-search* is performed, wherein we test different hyperparameters separated by orders of magnitude. For example we could test the learning rates $\\eta = 10^{-6}, 10^{-5},...,10^{-1}$ with different regularization parameters $\\lambda = 10^{-6},...,10^{-0}$. \n", - "\n", - "Next, we haven't implemented minibatching yet, which introduces stochasticity and is though to act as an important regularizer on the weights. We call a feed-forward + backward pass with a minibatch an *iteration*, and a full training period\n", - "going through the entire dataset ($n/M$ batches) an *epoch*.\n", - "\n", - "If this does not improve network performance, you may want to consider altering the network architecture, adding more neurons or hidden layers. \n", - "Andrew Ng goes through some of these considerations in this [video](https://youtu.be/F1ka6a13S9I). You can find a summary of the video [here](https://kevinzakka.github.io/2016/09/26/applying-deep-learning/)." - ] - }, - { - "cell_type": "markdown", - "id": "2c42fc5d", - "metadata": { - "editable": true - }, - "source": [ - "## Full object-oriented implementation\n", - "\n", - "It is very natural to think of the network as an object, with specific instances of the network\n", - "being realizations of this object with different hyperparameters. An implementation using Python classes provides a clean structure and interface, and the full implementation of our neural network is given below." - ] - }, - { - "cell_type": "code", - "execution_count": 6, - "id": "c54a3f5d", - "metadata": { - "collapsed": false, - "editable": true - }, - "outputs": [], - "source": [ - "class NeuralNetwork:\n", - " def __init__(\n", - " self,\n", - " X_data,\n", - " Y_data,\n", - " n_hidden_neurons=50,\n", - " n_categories=10,\n", - " epochs=10,\n", - " batch_size=100,\n", - " eta=0.1,\n", - " lmbd=0.0):\n", - "\n", - " self.X_data_full = X_data\n", - " self.Y_data_full = Y_data\n", - "\n", - " self.n_inputs = X_data.shape[0]\n", - " self.n_features = X_data.shape[1]\n", - " self.n_hidden_neurons = n_hidden_neurons\n", - " self.n_categories = n_categories\n", - "\n", - " self.epochs = epochs\n", - " self.batch_size = batch_size\n", - " self.iterations = self.n_inputs // self.batch_size\n", - " self.eta = eta\n", - " self.lmbd = lmbd\n", - "\n", - " self.create_biases_and_weights()\n", - "\n", - " def create_biases_and_weights(self):\n", - " self.hidden_weights = np.random.randn(self.n_features, self.n_hidden_neurons)\n", - " self.hidden_bias = np.zeros(self.n_hidden_neurons) + 0.01\n", - "\n", - " self.output_weights = np.random.randn(self.n_hidden_neurons, self.n_categories)\n", - " self.output_bias = np.zeros(self.n_categories) + 0.01\n", - "\n", - " def feed_forward(self):\n", - " # feed-forward for training\n", - " self.z_h = np.matmul(self.X_data, self.hidden_weights) + self.hidden_bias\n", - " self.a_h = sigmoid(self.z_h)\n", - "\n", - " self.z_o = np.matmul(self.a_h, self.output_weights) + self.output_bias\n", - "\n", - " exp_term = np.exp(self.z_o)\n", - " self.probabilities = exp_term / np.sum(exp_term, axis=1, keepdims=True)\n", - "\n", - " def feed_forward_out(self, X):\n", - " # feed-forward for output\n", - " z_h = np.matmul(X, self.hidden_weights) + self.hidden_bias\n", - " a_h = sigmoid(z_h)\n", - "\n", - " z_o = np.matmul(a_h, self.output_weights) + self.output_bias\n", - " \n", - " exp_term = np.exp(z_o)\n", - " probabilities = exp_term / np.sum(exp_term, axis=1, keepdims=True)\n", - " return probabilities\n", - "\n", - " def backpropagation(self):\n", - " error_output = self.probabilities - self.Y_data\n", - " error_hidden = np.matmul(error_output, self.output_weights.T) * self.a_h * (1 - self.a_h)\n", - "\n", - " self.output_weights_gradient = np.matmul(self.a_h.T, error_output)\n", - " self.output_bias_gradient = np.sum(error_output, axis=0)\n", - "\n", - " self.hidden_weights_gradient = np.matmul(self.X_data.T, error_hidden)\n", - " self.hidden_bias_gradient = np.sum(error_hidden, axis=0)\n", - "\n", - " if self.lmbd > 0.0:\n", - " self.output_weights_gradient += self.lmbd * self.output_weights\n", - " self.hidden_weights_gradient += self.lmbd * self.hidden_weights\n", - "\n", - " self.output_weights -= self.eta * self.output_weights_gradient\n", - " self.output_bias -= self.eta * self.output_bias_gradient\n", - " self.hidden_weights -= self.eta * self.hidden_weights_gradient\n", - " self.hidden_bias -= self.eta * self.hidden_bias_gradient\n", - "\n", - " def predict(self, X):\n", - " probabilities = self.feed_forward_out(X)\n", - " return np.argmax(probabilities, axis=1)\n", - "\n", - " def predict_probabilities(self, X):\n", - " probabilities = self.feed_forward_out(X)\n", - " return probabilities\n", - "\n", - " def train(self):\n", - " data_indices = np.arange(self.n_inputs)\n", - "\n", - " for i in range(self.epochs):\n", - " for j in range(self.iterations):\n", - " # pick datapoints with replacement\n", - " chosen_datapoints = np.random.choice(\n", - " data_indices, size=self.batch_size, replace=False\n", - " )\n", - "\n", - " # minibatch training data\n", - " self.X_data = self.X_data_full[chosen_datapoints]\n", - " self.Y_data = self.Y_data_full[chosen_datapoints]\n", - "\n", - " self.feed_forward()\n", - " self.backpropagation()" - ] - }, - { - "cell_type": "markdown", - "id": "bde5d577", - "metadata": { - "editable": true - }, - "source": [ - "## Evaluate model performance on test data\n", - "\n", - "To measure the performance of our network we evaluate how well it does it data it has never seen before, i.e. the test data. \n", - "We measure the performance of the network using the *accuracy* score. \n", - "The accuracy is as you would expect just the number of images correctly labeled divided by the total number of images. A perfect classifier will have an accuracy score of $1$. \n", - "\n", - "$$ \\text{Accuracy} = \\frac{\\sum_{i=1}^n I(\\tilde{y}_i = y_i)}{n} ,$$ \n", - "\n", - "where $I$ is the indicator function, $1$ if $\\tilde{y}_i = y_i$ and $0$ otherwise." - ] - }, - { - "cell_type": "code", - "execution_count": 7, - "id": "0ff4f685", - "metadata": { - "collapsed": false, - "editable": true - }, - "outputs": [], - "source": [ - "epochs = 100\n", - "batch_size = 100\n", - "\n", - "dnn = NeuralNetwork(X_train, Y_train_onehot, eta=eta, lmbd=lmbd, epochs=epochs, batch_size=batch_size,\n", - " n_hidden_neurons=n_hidden_neurons, n_categories=n_categories)\n", - "dnn.train()\n", - "test_predict = dnn.predict(X_test)\n", - "\n", - "# accuracy score from scikit library\n", - "print(\"Accuracy score on test set: \", accuracy_score(Y_test, test_predict))\n", - "\n", - "# equivalent in numpy\n", - "def accuracy_score_numpy(Y_test, Y_pred):\n", - " return np.sum(Y_test == Y_pred) / len(Y_test)\n", - "\n", - "#print(\"Accuracy score on test set: \", accuracy_score_numpy(Y_test, test_predict))" - ] - }, - { - "cell_type": "markdown", - "id": "222281ee", - "metadata": { - "editable": true - }, - "source": [ - "## Adjust hyperparameters\n", - "\n", - "We now perform a grid search to find the optimal hyperparameters for the network. \n", - "Note that we are only using 1 layer with 50 neurons, and human performance is estimated to be around $98\\%$ ($2\\%$ error rate)." - ] - }, - { - "cell_type": "code", - "execution_count": 8, - "id": "bff5aecd", - "metadata": { - "collapsed": false, - "editable": true - }, - "outputs": [], - "source": [ - "eta_vals = np.logspace(-5, 1, 7)\n", - "lmbd_vals = np.logspace(-5, 1, 7)\n", - "# store the models for later use\n", - "DNN_numpy = np.zeros((len(eta_vals), len(lmbd_vals)), dtype=object)\n", - "\n", - "# grid search\n", - "for i, eta in enumerate(eta_vals):\n", - " for j, lmbd in enumerate(lmbd_vals):\n", - " dnn = NeuralNetwork(X_train, Y_train_onehot, eta=eta, lmbd=lmbd, epochs=epochs, batch_size=batch_size,\n", - " n_hidden_neurons=n_hidden_neurons, n_categories=n_categories)\n", - " dnn.train()\n", - " \n", - " DNN_numpy[i][j] = dnn\n", - " \n", - " test_predict = dnn.predict(X_test)\n", - " \n", - " print(\"Learning rate = \", eta)\n", - " print(\"Lambda = \", lmbd)\n", - " print(\"Accuracy score on test set: \", accuracy_score(Y_test, test_predict))\n", - " print()" - ] - }, - { - "cell_type": "markdown", - "id": "205932c1", - "metadata": { - "editable": true - }, - "source": [ - "## Visualization" - ] - }, - { - "cell_type": "code", - "execution_count": 9, - "id": "90a6c9a8", - "metadata": { - "collapsed": false, - "editable": true - }, - "outputs": [], - "source": [ - "# visual representation of grid search\n", - "# uses seaborn heatmap, you can also do this with matplotlib imshow\n", - "import seaborn as sns\n", - "\n", - "sns.set()\n", - "\n", - "train_accuracy = np.zeros((len(eta_vals), len(lmbd_vals)))\n", - "test_accuracy = np.zeros((len(eta_vals), len(lmbd_vals)))\n", - "\n", - "for i in range(len(eta_vals)):\n", - " for j in range(len(lmbd_vals)):\n", - " dnn = DNN_numpy[i][j]\n", - " \n", - " train_pred = dnn.predict(X_train) \n", - " test_pred = dnn.predict(X_test)\n", - "\n", - " train_accuracy[i][j] = accuracy_score(Y_train, train_pred)\n", - " test_accuracy[i][j] = accuracy_score(Y_test, test_pred)\n", - "\n", - " \n", - "fig, ax = plt.subplots(figsize = (10, 10))\n", - "sns.heatmap(train_accuracy, annot=True, ax=ax, cmap=\"viridis\")\n", - "ax.set_title(\"Training Accuracy\")\n", - "ax.set_ylabel(\"$\\eta$\")\n", - "ax.set_xlabel(\"$\\lambda$\")\n", - "plt.show()\n", - "\n", - "fig, ax = plt.subplots(figsize = (10, 10))\n", - "sns.heatmap(test_accuracy, annot=True, ax=ax, cmap=\"viridis\")\n", - "ax.set_title(\"Test Accuracy\")\n", - "ax.set_ylabel(\"$\\eta$\")\n", - "ax.set_xlabel(\"$\\lambda$\")\n", - "plt.show()" - ] - }, - { - "cell_type": "markdown", - "id": "8616f12b", - "metadata": { - "editable": true - }, - "source": [ - "## scikit-learn implementation\n", - "\n", - "**scikit-learn** focuses more\n", - "on traditional machine learning methods, such as regression,\n", - "clustering, decision trees, etc. As such, it has only two types of\n", - "neural networks: Multi Layer Perceptron outputting continuous values,\n", - "*MPLRegressor*, and Multi Layer Perceptron outputting labels,\n", - "*MLPClassifier*. We will see how simple it is to use these classes.\n", - "\n", - "**scikit-learn** implements a few improvements from our neural network,\n", - "such as early stopping, a varying learning rate, different\n", - "optimization methods, etc. We would therefore expect a better\n", - "performance overall." - ] - }, - { - "cell_type": "code", - "execution_count": 10, - "id": "38c2dff0", - "metadata": { - "collapsed": false, - "editable": true - }, - "outputs": [], - "source": [ - "from sklearn.neural_network import MLPClassifier\n", - "# store models for later use\n", - "DNN_scikit = np.zeros((len(eta_vals), len(lmbd_vals)), dtype=object)\n", - "\n", - "for i, eta in enumerate(eta_vals):\n", - " for j, lmbd in enumerate(lmbd_vals):\n", - " dnn = MLPClassifier(hidden_layer_sizes=(n_hidden_neurons), activation='logistic',\n", - " alpha=lmbd, learning_rate_init=eta, max_iter=epochs)\n", - " dnn.fit(X_train, Y_train)\n", - " \n", - " DNN_scikit[i][j] = dnn\n", - " \n", - " print(\"Learning rate = \", eta)\n", - " print(\"Lambda = \", lmbd)\n", - " print(\"Accuracy score on test set: \", dnn.score(X_test, Y_test))\n", - " print()" - ] - }, - { - "cell_type": "markdown", - "id": "766c15ae", - "metadata": { - "editable": true - }, - "source": [ - "## Visualization" - ] - }, - { - "cell_type": "code", - "execution_count": 11, - "id": "b8670cd3", - "metadata": { - "collapsed": false, - "editable": true - }, - "outputs": [], - "source": [ - "# optional\n", - "# visual representation of grid search\n", - "# uses seaborn heatmap, could probably do this in matplotlib\n", - "import seaborn as sns\n", - "\n", - "sns.set()\n", - "\n", - "train_accuracy = np.zeros((len(eta_vals), len(lmbd_vals)))\n", - "test_accuracy = np.zeros((len(eta_vals), len(lmbd_vals)))\n", - "\n", - "for i in range(len(eta_vals)):\n", - " for j in range(len(lmbd_vals)):\n", - " dnn = DNN_scikit[i][j]\n", - " \n", - " train_pred = dnn.predict(X_train) \n", - " test_pred = dnn.predict(X_test)\n", - "\n", - " train_accuracy[i][j] = accuracy_score(Y_train, train_pred)\n", - " test_accuracy[i][j] = accuracy_score(Y_test, test_pred)\n", - "\n", - " \n", - "fig, ax = plt.subplots(figsize = (10, 10))\n", - "sns.heatmap(train_accuracy, annot=True, ax=ax, cmap=\"viridis\")\n", - "ax.set_title(\"Training Accuracy\")\n", - "ax.set_ylabel(\"$\\eta$\")\n", - "ax.set_xlabel(\"$\\lambda$\")\n", - "plt.show()\n", - "\n", - "fig, ax = plt.subplots(figsize = (10, 10))\n", - "sns.heatmap(test_accuracy, annot=True, ax=ax, cmap=\"viridis\")\n", - "ax.set_title(\"Test Accuracy\")\n", - "ax.set_ylabel(\"$\\eta$\")\n", - "ax.set_xlabel(\"$\\lambda$\")\n", - "plt.show()" - ] - }, - { - "cell_type": "markdown", - "id": "512ca005", + "id": "a29b38bc", "metadata": { "editable": true }, @@ -2019,7 +483,7 @@ }, { "cell_type": "markdown", - "id": "0fa97800", + "id": "f64479f0", "metadata": { "editable": true }, @@ -2053,8 +517,8 @@ }, { "cell_type": "code", - "execution_count": 12, - "id": "7bdc829d", + "execution_count": 1, + "id": "b27970e4", "metadata": { "collapsed": false, "editable": true @@ -2066,7 +530,7 @@ }, { "cell_type": "markdown", - "id": "1fcedfc6", + "id": "9427cab2", "metadata": { "editable": true }, @@ -2077,8 +541,8 @@ }, { "cell_type": "code", - "execution_count": 13, - "id": "a96a6361", + "execution_count": 2, + "id": "265a9d8e", "metadata": { "collapsed": false, "editable": true @@ -2091,7 +555,7 @@ }, { "cell_type": "markdown", - "id": "540e8c9b", + "id": "d0362f60", "metadata": { "editable": true }, @@ -2101,8 +565,8 @@ }, { "cell_type": "code", - "execution_count": 14, - "id": "73b6c334", + "execution_count": 3, + "id": "31150e3d", "metadata": { "collapsed": false, "editable": true @@ -2115,7 +579,7 @@ }, { "cell_type": "markdown", - "id": "df6cd2ce", + "id": "d3ea5b10", "metadata": { "editable": true }, @@ -2129,8 +593,8 @@ }, { "cell_type": "code", - "execution_count": 15, - "id": "b5d544a0", + "execution_count": 4, + "id": "c9005b14", "metadata": { "collapsed": false, "editable": true @@ -2142,7 +606,7 @@ }, { "cell_type": "markdown", - "id": "a456ab5f", + "id": "6fd9e28c", "metadata": { "editable": true }, @@ -2154,7 +618,7 @@ }, { "cell_type": "markdown", - "id": "53a01445", + "id": "b2e58b9d", "metadata": { "editable": true }, @@ -2166,14 +630,16 @@ }, { "cell_type": "code", - "execution_count": 16, - "id": "3026f2a6", + "execution_count": 5, + "id": "6bcb2d1b", "metadata": { "collapsed": false, "editable": true }, "outputs": [], "source": [ + "%matplotlib inline\n", + "\n", "# import necessary packages\n", "import numpy as np\n", "import matplotlib.pyplot as plt\n", @@ -2221,8 +687,8 @@ }, { "cell_type": "code", - "execution_count": 17, - "id": "9b5cdbc5", + "execution_count": 6, + "id": "33f9b277", "metadata": { "collapsed": false, "editable": true @@ -2250,8 +716,8 @@ }, { "cell_type": "code", - "execution_count": 18, - "id": "62419d1b", + "execution_count": 7, + "id": "ef4311ca", "metadata": { "collapsed": false, "editable": true @@ -2280,8 +746,8 @@ }, { "cell_type": "code", - "execution_count": 19, - "id": "ba4de85c", + "execution_count": 8, + "id": "263854b8", "metadata": { "collapsed": false, "editable": true @@ -2307,8 +773,8 @@ }, { "cell_type": "code", - "execution_count": 20, - "id": "0ba97552", + "execution_count": 9, + "id": "b7d2c6cf", "metadata": { "collapsed": false, "editable": true @@ -2350,18 +816,116 @@ }, { "cell_type": "markdown", - "id": "e3785d9f", + "id": "e3189e7e", "metadata": { "editable": true }, "source": [ - "## The Breast Cancer Data, now with Keras" + "## Using Pytorch with the full MNIST data set" ] }, { "cell_type": "code", - "execution_count": 21, - "id": "9c50fc5e", + "execution_count": 10, + "id": "80b9b56f", + "metadata": { + "collapsed": false, + "editable": true + }, + "outputs": [], + "source": [ + "import torch\n", + "import torch.nn as nn\n", + "import torch.optim as optim\n", + "import torchvision\n", + "import torchvision.transforms as transforms\n", + "\n", + "# Device configuration: use GPU if available\n", + "device = torch.device(\"cuda\" if torch.cuda.is_available() else \"cpu\")\n", + "\n", + "# MNIST dataset (downloads if not already present)\n", + "transform = transforms.Compose([\n", + " transforms.ToTensor(),\n", + " transforms.Normalize((0.5,), (0.5,)) # normalize to mean=0.5, std=0.5 (approx. [-1,1] pixel range)\n", + "])\n", + "train_dataset = torchvision.datasets.MNIST(root='./data', train=True, download=True, transform=transform)\n", + "test_dataset = torchvision.datasets.MNIST(root='./data', train=False, download=True, transform=transform)\n", + "\n", + "train_loader = torch.utils.data.DataLoader(train_dataset, batch_size=64, shuffle=True)\n", + "test_loader = torch.utils.data.DataLoader(test_dataset, batch_size=64, shuffle=False)\n", + "\n", + "\n", + "class NeuralNet(nn.Module):\n", + " def __init__(self):\n", + " super(NeuralNet, self).__init__()\n", + " self.fc1 = nn.Linear(28*28, 100) # first hidden layer (784 -> 100)\n", + " self.fc2 = nn.Linear(100, 100) # second hidden layer (100 -> 100)\n", + " self.fc3 = nn.Linear(100, 10) # output layer (100 -> 10 classes)\n", + " def forward(self, x):\n", + " x = x.view(x.size(0), -1) # flatten images into vectors of size 784\n", + " x = torch.relu(self.fc1(x)) # hidden layer 1 + ReLU activation\n", + " x = torch.relu(self.fc2(x)) # hidden layer 2 + ReLU activation\n", + " x = self.fc3(x) # output layer (logits for 10 classes)\n", + " return x\n", + "\n", + "model = NeuralNet().to(device)\n", + "\n", + "\n", + "criterion = nn.CrossEntropyLoss()\n", + "optimizer = optim.SGD(model.parameters(), lr=0.01, weight_decay=1e-4)\n", + "\n", + "num_epochs = 10\n", + "for epoch in range(num_epochs):\n", + " model.train() # set model to training mode\n", + " running_loss = 0.0\n", + " for images, labels in train_loader:\n", + " # Move data to device (GPU if available, else CPU)\n", + " images, labels = images.to(device), labels.to(device)\n", + "\n", + " optimizer.zero_grad() # reset gradients to zero\n", + " outputs = model(images) # forward pass: compute predictions\n", + " loss = criterion(outputs, labels) # compute cross-entropy loss\n", + " loss.backward() # backpropagate to compute gradients\n", + " optimizer.step() # update weights using SGD step \n", + "\n", + " running_loss += loss.item()\n", + " # Compute average loss over all batches in this epoch\n", + " avg_loss = running_loss / len(train_loader)\n", + " print(f\"Epoch {epoch+1}/{num_epochs}, Loss: {avg_loss:.4f}\")\n", + "\n", + "#Evaluation on the Test Set\n", + "\n", + "\n", + "\n", + "model.eval() # set model to evaluation mode \n", + "correct = 0\n", + "total = 0\n", + "with torch.no_grad(): # disable gradient calculation for evaluation \n", + " for images, labels in test_loader:\n", + " images, labels = images.to(device), labels.to(device)\n", + " outputs = model(images)\n", + " _, predicted = torch.max(outputs, dim=1) # class with highest score\n", + " total += labels.size(0)\n", + " correct += (predicted == labels).sum().item()\n", + "\n", + "accuracy = 100 * correct / total\n", + "print(f\"Test Accuracy: {accuracy:.2f}%\")" + ] + }, + { + "cell_type": "markdown", + "id": "38da87d8", + "metadata": { + "editable": true + }, + "source": [ + "## And a similar example using Tensorflow with Keras" + ] + }, + { + "cell_type": "code", + "execution_count": 11, + "id": "ebe99aeb", "metadata": { "collapsed": false, "editable": true @@ -2370,180 +934,63 @@ "source": [ "\n", "import tensorflow as tf\n", - "from tensorflow.keras.layers import Input\n", - "from tensorflow.keras.models import Sequential #This allows appending layers to existing models\n", - "from tensorflow.keras.layers import Dense #This allows defining the characteristics of a particular layer\n", - "from tensorflow.keras import optimizers #This allows using whichever optimiser we want (sgd,adam,RMSprop)\n", - "from tensorflow.keras import regularizers #This allows using whichever regularizer we want (l1,l2,l1_l2)\n", - "from tensorflow.keras.utils import to_categorical #This allows using categorical cross entropy as the cost function\n", - "import numpy as np\n", - "import matplotlib.pyplot as plt\n", - "import seaborn as sns\n", - "from sklearn.model_selection import train_test_split as splitter\n", - "from sklearn.datasets import load_breast_cancer\n", - "import pickle\n", - "import os \n", + "from tensorflow import keras\n", + "from tensorflow.keras import layers, regularizers\n", "\n", + "# Check for GPU (TensorFlow will use it automatically if available)\n", + "gpus = tf.config.list_physical_devices('GPU')\n", + "print(f\"GPUs available: {gpus}\")\n", "\n", - "\"\"\"Load breast cancer dataset\"\"\"\n", + "# 1) Load and preprocess MNIST\n", + "(x_train, y_train), (x_test, y_test) = keras.datasets.mnist.load_data()\n", + "# Normalize to [0, 1]\n", + "x_train = (x_train.astype(\"float32\") / 255.0)\n", + "x_test = (x_test.astype(\"float32\") / 255.0)\n", "\n", - "np.random.seed(0) #create same seed for random number every time\n", + "# 2) Build the model: 784 -> 100 -> 100 -> 10\n", + "l2_reg = 1e-4 # L2 regularization strength\n", "\n", - "cancer=load_breast_cancer() #Download breast cancer dataset\n", + "model = keras.Sequential([\n", + " layers.Input(shape=(28, 28)),\n", + " layers.Flatten(),\n", + " layers.Dense(100, activation=\"relu\",\n", + " kernel_regularizer=regularizers.l2(l2_reg)),\n", + " layers.Dense(100, activation=\"relu\",\n", + " kernel_regularizer=regularizers.l2(l2_reg)),\n", + " layers.Dense(10, activation=\"softmax\") # output probabilities for 10 classes\n", + "])\n", "\n", - "inputs=cancer.data #Feature matrix of 569 rows (samples) and 30 columns (parameters)\n", - "outputs=cancer.target #Label array of 569 rows (0 for benign and 1 for malignant)\n", - "labels=cancer.feature_names[0:30]\n", + "# 3) Compile with SGD + weight decay via L2 regularizers\n", + "model.compile(\n", + " optimizer=keras.optimizers.SGD(learning_rate=0.01),\n", + " loss=\"sparse_categorical_crossentropy\",\n", + " metrics=[\"accuracy\"],\n", + ")\n", "\n", - "print('The content of the breast cancer dataset is:') #Print information about the datasets\n", - "print(labels)\n", - "print('-------------------------')\n", - "print(\"inputs = \" + str(inputs.shape))\n", - "print(\"outputs = \" + str(outputs.shape))\n", - "print(\"labels = \"+ str(labels.shape))\n", + "model.summary()\n", "\n", - "x=inputs #Reassign the Feature and Label matrices to other variables\n", - "y=outputs\n", + "# 4) Train\n", + "history = model.fit(\n", + " x_train, y_train,\n", + " epochs=10,\n", + " batch_size=64,\n", + " validation_split=0.1, # optional: monitor validation during training\n", + " verbose=1\n", + ")\n", "\n", - "#%% \n", - "\n", - "# Visualisation of dataset (for correlation analysis)\n", - "\n", - "plt.figure()\n", - "plt.scatter(x[:,0],x[:,2],s=40,c=y,cmap=plt.cm.Spectral)\n", - "plt.xlabel('Mean radius',fontweight='bold')\n", - "plt.ylabel('Mean perimeter',fontweight='bold')\n", - "plt.show()\n", - "\n", - "plt.figure()\n", - "plt.scatter(x[:,5],x[:,6],s=40,c=y, cmap=plt.cm.Spectral)\n", - "plt.xlabel('Mean compactness',fontweight='bold')\n", - "plt.ylabel('Mean concavity',fontweight='bold')\n", - "plt.show()\n", - "\n", - "\n", - "plt.figure()\n", - "plt.scatter(x[:,0],x[:,1],s=40,c=y,cmap=plt.cm.Spectral)\n", - "plt.xlabel('Mean radius',fontweight='bold')\n", - "plt.ylabel('Mean texture',fontweight='bold')\n", - "plt.show()\n", - "\n", - "plt.figure()\n", - "plt.scatter(x[:,2],x[:,1],s=40,c=y,cmap=plt.cm.Spectral)\n", - "plt.xlabel('Mean perimeter',fontweight='bold')\n", - "plt.ylabel('Mean compactness',fontweight='bold')\n", - "plt.show()\n", - "\n", - "\n", - "# Generate training and testing datasets\n", - "\n", - "#Select features relevant to classification (texture,perimeter,compactness and symmetery) \n", - "#and add to input matrix\n", - "\n", - "temp1=np.reshape(x[:,1],(len(x[:,1]),1))\n", - "temp2=np.reshape(x[:,2],(len(x[:,2]),1))\n", - "X=np.hstack((temp1,temp2)) \n", - "temp=np.reshape(x[:,5],(len(x[:,5]),1))\n", - "X=np.hstack((X,temp)) \n", - "temp=np.reshape(x[:,8],(len(x[:,8]),1))\n", - "X=np.hstack((X,temp)) \n", - "\n", - "X_train,X_test,y_train,y_test=splitter(X,y,test_size=0.1) #Split datasets into training and testing\n", - "\n", - "y_train=to_categorical(y_train) #Convert labels to categorical when using categorical cross entropy\n", - "y_test=to_categorical(y_test)\n", - "\n", - "del temp1,temp2,temp\n", - "\n", - "# %%\n", - "\n", - "# Define tunable parameters\"\n", - "\n", - "eta=np.logspace(-3,-1,3) #Define vector of learning rates (parameter to SGD optimiser)\n", - "lamda=0.01 #Define hyperparameter\n", - "n_layers=2 #Define number of hidden layers in the model\n", - "n_neuron=np.logspace(0,3,4,dtype=int) #Define number of neurons per layer\n", - "epochs=100 #Number of reiterations over the input data\n", - "batch_size=100 #Number of samples per gradient update\n", - "\n", - "# %%\n", - "\n", - "\"\"\"Define function to return Deep Neural Network model\"\"\"\n", - "\n", - "def NN_model(inputsize,n_layers,n_neuron,eta,lamda):\n", - " model=Sequential() \n", - " for i in range(n_layers): #Run loop to add hidden layers to the model\n", - " if (i==0): #First layer requires input dimensions\n", - " model.add(Dense(n_neuron,activation='relu',kernel_regularizer=regularizers.l2(lamda),input_dim=inputsize))\n", - " else: #Subsequent layers are capable of automatic shape inferencing\n", - " model.add(Dense(n_neuron,activation='relu',kernel_regularizer=regularizers.l2(lamda)))\n", - " model.add(Dense(2,activation='softmax')) #2 outputs - ordered and disordered (softmax for prob)\n", - " sgd=optimizers.SGD(learning_rate=eta)\n", - " model.compile(loss='categorical_crossentropy',optimizer=sgd,metrics=['accuracy'])\n", - " return model\n", - "\n", - " \n", - "Train_accuracy=np.zeros((len(n_neuron),len(eta))) #Define matrices to store accuracy scores as a function\n", - "Test_accuracy=np.zeros((len(n_neuron),len(eta))) #of learning rate and number of hidden neurons for \n", - "\n", - "for i in range(len(n_neuron)): #run loops over hidden neurons and learning rates to calculate \n", - " for j in range(len(eta)): #accuracy scores \n", - " DNN_model=NN_model(X_train.shape[1],n_layers,n_neuron[i],eta[j],lamda)\n", - " DNN_model.fit(X_train,y_train,epochs=epochs,batch_size=batch_size,verbose=1)\n", - " Train_accuracy[i,j]=DNN_model.evaluate(X_train,y_train)[1]\n", - " Test_accuracy[i,j]=DNN_model.evaluate(X_test,y_test)[1]\n", - " \n", - "\n", - "def plot_data(x,y,data,title=None):\n", - "\n", - " # plot results\n", - " fontsize=16\n", - "\n", - "\n", - " fig = plt.figure()\n", - " ax = fig.add_subplot(111)\n", - " cax = ax.matshow(data, interpolation='nearest', vmin=0, vmax=1)\n", - " \n", - " cbar=fig.colorbar(cax)\n", - " cbar.ax.set_ylabel('accuracy (%)',rotation=90,fontsize=fontsize)\n", - " cbar.set_ticks([0,.2,.4,0.6,0.8,1.0])\n", - " cbar.set_ticklabels(['0%','20%','40%','60%','80%','100%'])\n", - "\n", - " # put text on matrix elements\n", - " for i, x_val in enumerate(np.arange(len(x))):\n", - " for j, y_val in enumerate(np.arange(len(y))):\n", - " c = \"${0:.1f}\\\\%$\".format( 100*data[j,i]) \n", - " ax.text(x_val, y_val, c, va='center', ha='center')\n", - "\n", - " # convert axis vaues to to string labels\n", - " x=[str(i) for i in x]\n", - " y=[str(i) for i in y]\n", - "\n", - "\n", - " ax.set_xticklabels(['']+x)\n", - " ax.set_yticklabels(['']+y)\n", - "\n", - " ax.set_xlabel('$\\\\mathrm{learning\\\\ rate}$',fontsize=fontsize)\n", - " ax.set_ylabel('$\\\\mathrm{hidden\\\\ neurons}$',fontsize=fontsize)\n", - " if title is not None:\n", - " ax.set_title(title)\n", - "\n", - " plt.tight_layout()\n", - "\n", - " plt.show()\n", - " \n", - "plot_data(eta,n_neuron,Train_accuracy, 'training')\n", - "plot_data(eta,n_neuron,Test_accuracy, 'testing')" + "# 5) Evaluate on test set\n", + "test_loss, test_acc = model.evaluate(x_test, y_test, verbose=0)\n", + "print(f\"Test accuracy: {test_acc:.4f}, Test loss: {test_loss:.4f}\")" ] }, { "cell_type": "markdown", - "id": "ade357fd", + "id": "d675799d", "metadata": { "editable": true }, "source": [ - "## Building a neural network code\n", + "## Building our own neural network code\n", "\n", "Here we present a flexible object oriented codebase\n", "for a feed forward neural network, along with a demonstration of how\n", @@ -2557,7 +1004,7 @@ }, { "cell_type": "markdown", - "id": "77afb266", + "id": "5f0f9d3f", "metadata": { "editable": true }, @@ -2578,8 +1025,8 @@ }, { "cell_type": "code", - "execution_count": 22, - "id": "bfd96580", + "execution_count": 12, + "id": "d715d80c", "metadata": { "collapsed": false, "editable": true @@ -2720,7 +1167,7 @@ }, { "cell_type": "markdown", - "id": "ace26b9a", + "id": "c86a2a10", "metadata": { "editable": true }, @@ -2735,8 +1182,8 @@ }, { "cell_type": "code", - "execution_count": 23, - "id": "60867348", + "execution_count": 13, + "id": "c04fe314", "metadata": { "collapsed": false, "editable": true @@ -2749,7 +1196,7 @@ }, { "cell_type": "markdown", - "id": "12f1d032", + "id": "61a58ad8", "metadata": { "editable": true }, @@ -2760,8 +1207,8 @@ }, { "cell_type": "code", - "execution_count": 24, - "id": "78ae91c3", + "execution_count": 14, + "id": "c0662f37", "metadata": { "collapsed": false, "editable": true @@ -2783,7 +1230,7 @@ }, { "cell_type": "markdown", - "id": "e505e6ef", + "id": "c61d427f", "metadata": { "editable": true }, @@ -2798,8 +1245,8 @@ }, { "cell_type": "code", - "execution_count": 25, - "id": "195b3f3b", + "execution_count": 15, + "id": "b9393ed7", "metadata": { "collapsed": false, "editable": true @@ -2837,7 +1284,7 @@ }, { "cell_type": "markdown", - "id": "683f7300", + "id": "9b3e3442", "metadata": { "editable": true }, @@ -2849,8 +1296,8 @@ }, { "cell_type": "code", - "execution_count": 26, - "id": "5e9a52eb", + "execution_count": 16, + "id": "df1450c3", "metadata": { "collapsed": false, "editable": true @@ -2871,7 +1318,7 @@ }, { "cell_type": "markdown", - "id": "34fd5422", + "id": "12464028", "metadata": { "editable": true }, @@ -2886,8 +1333,8 @@ }, { "cell_type": "code", - "execution_count": 27, - "id": "429ec779", + "execution_count": 17, + "id": "030eac01", "metadata": { "collapsed": false, "editable": true @@ -2945,7 +1392,7 @@ }, { "cell_type": "markdown", - "id": "f1ffb711", + "id": "2e23398d", "metadata": { "editable": true }, @@ -2959,8 +1406,8 @@ }, { "cell_type": "code", - "execution_count": 28, - "id": "a08ff105", + "execution_count": 18, + "id": "dd8b1ca8", "metadata": { "collapsed": false, "editable": true @@ -2981,7 +1428,7 @@ }, { "cell_type": "markdown", - "id": "a6e789db", + "id": "5f3fee56", "metadata": { "editable": true }, @@ -3004,8 +1451,8 @@ }, { "cell_type": "code", - "execution_count": 29, - "id": "9f0ef730", + "execution_count": 19, + "id": "a687948a", "metadata": { "collapsed": false, "editable": true @@ -3477,7 +1924,7 @@ }, { "cell_type": "markdown", - "id": "6d6cae4f", + "id": "89b83980", "metadata": { "editable": true }, @@ -3488,8 +1935,8 @@ }, { "cell_type": "code", - "execution_count": 30, - "id": "e2c91847", + "execution_count": 20, + "id": "ec072ec1", "metadata": { "collapsed": false, "editable": true @@ -3533,7 +1980,7 @@ }, { "cell_type": "markdown", - "id": "e9049787", + "id": "299eeff2", "metadata": { "editable": true }, @@ -3548,8 +1995,8 @@ }, { "cell_type": "code", - "execution_count": 31, - "id": "a3af9356", + "execution_count": 21, + "id": "05c4af35", "metadata": { "collapsed": false, "editable": true @@ -3564,7 +2011,7 @@ }, { "cell_type": "markdown", - "id": "7c016294", + "id": "9731ba56", "metadata": { "editable": true }, @@ -3574,8 +2021,8 @@ }, { "cell_type": "code", - "execution_count": 32, - "id": "456a3a63", + "execution_count": 22, + "id": "daa31bab", "metadata": { "collapsed": false, "editable": true @@ -3590,7 +2037,7 @@ }, { "cell_type": "markdown", - "id": "a66bd6e5", + "id": "e59eb1cb", "metadata": { "editable": true }, @@ -3605,8 +2052,8 @@ }, { "cell_type": "code", - "execution_count": 33, - "id": "861e3e2b", + "execution_count": 23, + "id": "8045aaa7", "metadata": { "collapsed": false, "editable": true @@ -3620,7 +2067,7 @@ }, { "cell_type": "markdown", - "id": "614514f4", + "id": "f37f5dcc", "metadata": { "editable": true }, @@ -3634,8 +2081,8 @@ }, { "cell_type": "code", - "execution_count": 34, - "id": "595d3148", + "execution_count": 24, + "id": "81db6939", "metadata": { "collapsed": false, "editable": true @@ -3660,8 +2107,8 @@ }, { "cell_type": "code", - "execution_count": 35, - "id": "6d87e7d4", + "execution_count": 25, + "id": "23e49982", "metadata": { "collapsed": false, "editable": true @@ -3676,7 +2123,7 @@ }, { "cell_type": "markdown", - "id": "c21d1a42", + "id": "e6992d9e", "metadata": { "editable": true }, @@ -3686,8 +2133,8 @@ }, { "cell_type": "code", - "execution_count": 36, - "id": "a4c194ca", + "execution_count": 26, + "id": "48b68e30", "metadata": { "collapsed": false, "editable": true @@ -3702,7 +2149,7 @@ }, { "cell_type": "markdown", - "id": "11d9fe2d", + "id": "e5c5b96b", "metadata": { "editable": true }, @@ -3712,8 +2159,8 @@ }, { "cell_type": "code", - "execution_count": 37, - "id": "006df1f5", + "execution_count": 27, + "id": "8d367149", "metadata": { "collapsed": false, "editable": true @@ -3732,8 +2179,8 @@ }, { "cell_type": "code", - "execution_count": 38, - "id": "e5d4f374", + "execution_count": 28, + "id": "f1672be3", "metadata": { "collapsed": false, "editable": true @@ -3748,7 +2195,7 @@ }, { "cell_type": "markdown", - "id": "6d0775a4", + "id": "b23af8f2", "metadata": { "editable": true }, @@ -3762,8 +2209,8 @@ }, { "cell_type": "code", - "execution_count": 39, - "id": "0437ee65", + "execution_count": 29, + "id": "71ee7dd0", "metadata": { "collapsed": false, "editable": true @@ -3800,7 +2247,7 @@ }, { "cell_type": "markdown", - "id": "676f6839", + "id": "51fba00e", "metadata": { "editable": true }, @@ -3812,8 +2259,8 @@ }, { "cell_type": "code", - "execution_count": 40, - "id": "a0614327", + "execution_count": 30, + "id": "db11c06a", "metadata": { "collapsed": false, "editable": true @@ -3836,7 +2283,7 @@ }, { "cell_type": "markdown", - "id": "2e3e6a48", + "id": "e1909c0f", "metadata": { "editable": true }, @@ -3846,7 +2293,7 @@ }, { "cell_type": "markdown", - "id": "a0600f67", + "id": "b3b9b188", "metadata": { "editable": true }, @@ -3873,7 +2320,7 @@ }, { "cell_type": "markdown", - "id": "2e2db428", + "id": "3a7168e0", "metadata": { "editable": true }, @@ -3887,7 +2334,7 @@ }, { "cell_type": "markdown", - "id": "79bc94bf", + "id": "b0a223d2", "metadata": { "editable": true }, @@ -3904,7 +2351,7 @@ }, { "cell_type": "markdown", - "id": "8aae9608", + "id": "0fdac7ea", "metadata": { "editable": true }, @@ -3920,7 +2367,7 @@ }, { "cell_type": "markdown", - "id": "5d4d34df", + "id": "8d55e499", "metadata": { "editable": true }, @@ -3932,7 +2379,7 @@ }, { "cell_type": "markdown", - "id": "4789ccab", + "id": "5b17c7cf", "metadata": { "editable": true }, @@ -3950,7 +2397,7 @@ }, { "cell_type": "markdown", - "id": "f5bde685", + "id": "ebae7d02", "metadata": { "editable": true }, @@ -3971,7 +2418,7 @@ }, { "cell_type": "markdown", - "id": "4651cd07", + "id": "7616fec7", "metadata": { "editable": true }, @@ -3988,7 +2435,7 @@ }, { "cell_type": "markdown", - "id": "6254e156", + "id": "bd09d7f3", "metadata": { "editable": true }, @@ -4000,7 +2447,7 @@ }, { "cell_type": "markdown", - "id": "20333501", + "id": "cfdfa93e", "metadata": { "editable": true }, @@ -4011,7 +2458,7 @@ }, { "cell_type": "markdown", - "id": "813fe9a1", + "id": "30d21d85", "metadata": { "editable": true }, @@ -4028,7 +2475,7 @@ }, { "cell_type": "markdown", - "id": "ab52e1ed", + "id": "67dd2433", "metadata": { "editable": true }, @@ -4039,7 +2486,7 @@ }, { "cell_type": "markdown", - "id": "ad9ead42", + "id": "ea64e290", "metadata": { "editable": true }, @@ -4055,7 +2502,7 @@ }, { "cell_type": "markdown", - "id": "9d7307ee", + "id": "2d1100df", "metadata": { "editable": true }, @@ -4067,7 +2514,7 @@ }, { "cell_type": "markdown", - "id": "25cd1ecf", + "id": "17d0bc83", "metadata": { "editable": true }, @@ -4084,7 +2531,7 @@ }, { "cell_type": "markdown", - "id": "1628ddd6", + "id": "60b77787", "metadata": { "editable": true }, @@ -4096,7 +2543,7 @@ }, { "cell_type": "markdown", - "id": "6559be22", + "id": "1f0f808e", "metadata": { "editable": true }, @@ -4114,7 +2561,7 @@ }, { "cell_type": "markdown", - "id": "ad3489df", + "id": "7672566d", "metadata": { "editable": true }, @@ -4124,7 +2571,7 @@ }, { "cell_type": "markdown", - "id": "3baa5d51", + "id": "f6148b6d", "metadata": { "editable": true }, @@ -4136,7 +2583,7 @@ }, { "cell_type": "markdown", - "id": "6793951c", + "id": "8b47e354", "metadata": { "editable": true }, @@ -4153,7 +2600,7 @@ }, { "cell_type": "markdown", - "id": "029174ae", + "id": "60e92693", "metadata": { "editable": true }, @@ -4165,7 +2612,7 @@ }, { "cell_type": "markdown", - "id": "502a37dc", + "id": "30a51a78", "metadata": { "editable": true }, @@ -4176,7 +2623,7 @@ }, { "cell_type": "markdown", - "id": "86f46ea0", + "id": "5a70690e", "metadata": { "editable": true }, @@ -4188,7 +2635,7 @@ }, { "cell_type": "markdown", - "id": "3327e0e0", + "id": "b5500617", "metadata": { "editable": true }, @@ -4198,7 +2645,7 @@ }, { "cell_type": "markdown", - "id": "27d583c4", + "id": "b5620ab0", "metadata": { "editable": true }, @@ -4218,7 +2665,7 @@ }, { "cell_type": "markdown", - "id": "344a02b5", + "id": "12a1854b", "metadata": { "editable": true }, @@ -4235,7 +2682,7 @@ }, { "cell_type": "markdown", - "id": "2ba3f9de", + "id": "2cec4039", "metadata": { "editable": true }, @@ -4254,7 +2701,7 @@ }, { "cell_type": "markdown", - "id": "21fcac4a", + "id": "09c4d9c5", "metadata": { "editable": true }, @@ -4266,7 +2713,7 @@ }, { "cell_type": "markdown", - "id": "04a26245", + "id": "2600a336", "metadata": { "editable": true }, @@ -4276,7 +2723,7 @@ }, { "cell_type": "markdown", - "id": "bbe30d4d", + "id": "f4d5b46a", "metadata": { "editable": true }, @@ -4293,7 +2740,7 @@ }, { "cell_type": "markdown", - "id": "bf115ba7", + "id": "23180206", "metadata": { "editable": true }, @@ -4303,7 +2750,7 @@ }, { "cell_type": "markdown", - "id": "e07822af", + "id": "74730d77", "metadata": { "editable": true }, @@ -4319,7 +2766,7 @@ }, { "cell_type": "markdown", - "id": "0bd949a8", + "id": "b6ef3cb5", "metadata": { "editable": true }, @@ -4331,7 +2778,7 @@ }, { "cell_type": "markdown", - "id": "e682bd3f", + "id": "9cd49077", "metadata": { "editable": true }, @@ -4343,7 +2790,7 @@ }, { "cell_type": "markdown", - "id": "9a5d7cbb", + "id": "dce863d6", "metadata": { "editable": true }, @@ -4355,7 +2802,7 @@ }, { "cell_type": "markdown", - "id": "5005ba3b", + "id": "47a18e0b", "metadata": { "editable": true }, @@ -4365,7 +2812,7 @@ }, { "cell_type": "markdown", - "id": "a6c678bc", + "id": "726be424", "metadata": { "editable": true }, @@ -4377,7 +2824,7 @@ }, { "cell_type": "markdown", - "id": "5d9081a6", + "id": "0c9bf93e", "metadata": { "editable": true }, @@ -4394,7 +2841,7 @@ }, { "cell_type": "markdown", - "id": "d30b3296", + "id": "74c4ca01", "metadata": { "editable": true }, @@ -4404,7 +2851,7 @@ }, { "cell_type": "markdown", - "id": "ba7ad1dc", + "id": "8a043149", "metadata": { "editable": true }, @@ -4416,7 +2863,7 @@ }, { "cell_type": "markdown", - "id": "c5c85fae", + "id": "2ba13c5b", "metadata": { "editable": true }, @@ -4430,7 +2877,7 @@ }, { "cell_type": "markdown", - "id": "31455ab3", + "id": "aa9dbb9c", "metadata": { "editable": true }, @@ -4446,7 +2893,7 @@ }, { "cell_type": "markdown", - "id": "db892730", + "id": "24f5114f", "metadata": { "editable": true }, @@ -4458,7 +2905,7 @@ }, { "cell_type": "markdown", - "id": "77581ff5", + "id": "08733763", "metadata": { "editable": true }, @@ -4480,7 +2927,7 @@ }, { "cell_type": "markdown", - "id": "2066b3b8", + "id": "cf59ecfa", "metadata": { "editable": true }, @@ -4492,7 +2939,7 @@ }, { "cell_type": "markdown", - "id": "e5b2ec88", + "id": "cedbdb65", "metadata": { "editable": true }, @@ -4515,7 +2962,7 @@ }, { "cell_type": "markdown", - "id": "7e73e4d1", + "id": "7eabe8fa", "metadata": { "editable": true }, @@ -4531,7 +2978,7 @@ }, { "cell_type": "markdown", - "id": "6e75a17f", + "id": "3a26f5fa", "metadata": { "editable": true }, @@ -4543,7 +2990,7 @@ }, { "cell_type": "markdown", - "id": "508d5800", + "id": "e185ec9d", "metadata": { "editable": true }, @@ -4567,7 +3014,7 @@ }, { "cell_type": "markdown", - "id": "c2e068bb", + "id": "e940dec8", "metadata": { "editable": true }, @@ -4579,7 +3026,7 @@ }, { "cell_type": "markdown", - "id": "1c41a567", + "id": "18bede18", "metadata": { "editable": true }, @@ -4600,7 +3047,7 @@ }, { "cell_type": "markdown", - "id": "ee777fc2", + "id": "c45a3bda", "metadata": { "editable": true }, @@ -4612,7 +3059,7 @@ }, { "cell_type": "markdown", - "id": "4867702f", + "id": "53591954", "metadata": { "editable": true }, @@ -4631,7 +3078,7 @@ }, { "cell_type": "markdown", - "id": "e8b191a7", + "id": "0480113d", "metadata": { "editable": true }, @@ -4641,7 +3088,7 @@ }, { "cell_type": "markdown", - "id": "07edf9ef", + "id": "3ed45441", "metadata": { "editable": true }, @@ -4655,7 +3102,7 @@ }, { "cell_type": "markdown", - "id": "a44c683c", + "id": "b71fbab3", "metadata": { "editable": true }, @@ -4667,7 +3114,7 @@ }, { "cell_type": "markdown", - "id": "8e35cfd6", + "id": "f3a5de19", "metadata": { "editable": true }, @@ -4679,7 +3126,7 @@ }, { "cell_type": "markdown", - "id": "cad756d7", + "id": "f13cf97e", "metadata": { "editable": true }, @@ -4696,7 +3143,7 @@ }, { "cell_type": "markdown", - "id": "e89f3475", + "id": "e0dd9288", "metadata": { "editable": true }, @@ -4708,7 +3155,7 @@ }, { "cell_type": "markdown", - "id": "05770b4f", + "id": "455a7242", "metadata": { "editable": true }, @@ -4730,7 +3177,7 @@ }, { "cell_type": "markdown", - "id": "aba3f2e6", + "id": "42cf5d46", "metadata": { "editable": true }, @@ -4745,7 +3192,7 @@ }, { "cell_type": "markdown", - "id": "b9bfa280", + "id": "d5e3b554", "metadata": { "editable": true }, @@ -4755,8 +3202,8 @@ }, { "cell_type": "code", - "execution_count": 41, - "id": "4eebdf51", + "execution_count": 31, + "id": "0c3e3737", "metadata": { "collapsed": false, "editable": true @@ -4911,7 +3358,7 @@ }, { "cell_type": "markdown", - "id": "091cc419", + "id": "405313c5", "metadata": { "editable": true }, @@ -4925,8 +3372,8 @@ }, { "cell_type": "code", - "execution_count": 42, - "id": "665731ce", + "execution_count": 32, + "id": "6afd8ade", "metadata": { "collapsed": false, "editable": true @@ -5095,7 +3542,7 @@ }, { "cell_type": "markdown", - "id": "50bc17b7", + "id": "5751a242", "metadata": { "editable": true }, @@ -5108,7 +3555,7 @@ }, { "cell_type": "markdown", - "id": "340763a0", + "id": "6d1c21f9", "metadata": { "editable": true }, @@ -5125,7 +3572,7 @@ }, { "cell_type": "markdown", - "id": "26658651", + "id": "11c12b59", "metadata": { "editable": true }, @@ -5141,7 +3588,7 @@ }, { "cell_type": "markdown", - "id": "6abebf29", + "id": "38d3e5e2", "metadata": { "editable": true }, @@ -5154,7 +3601,7 @@ }, { "cell_type": "markdown", - "id": "a68128ae", + "id": "009b3e5f", "metadata": { "editable": true }, @@ -5171,7 +3618,7 @@ }, { "cell_type": "markdown", - "id": "b5000a32", + "id": "cca20977", "metadata": { "editable": true }, @@ -5183,7 +3630,7 @@ }, { "cell_type": "markdown", - "id": "306c6e46", + "id": "443a9c48", "metadata": { "editable": true }, @@ -5210,7 +3657,7 @@ }, { "cell_type": "markdown", - "id": "c7d0d8c3", + "id": "b8e68047", "metadata": { "editable": true }, @@ -5222,8 +3669,8 @@ }, { "cell_type": "code", - "execution_count": 43, - "id": "a2b6af75", + "execution_count": 33, + "id": "be900d51", "metadata": { "collapsed": false, "editable": true @@ -5402,7 +3849,7 @@ }, { "cell_type": "markdown", - "id": "78241a6c", + "id": "3683040a", "metadata": { "editable": true }, @@ -5422,7 +3869,7 @@ }, { "cell_type": "markdown", - "id": "e493bb17", + "id": "79e53a04", "metadata": { "editable": true }, @@ -5437,7 +3884,7 @@ }, { "cell_type": "markdown", - "id": "68995ee5", + "id": "48950bb1", "metadata": { "editable": true }, @@ -5451,7 +3898,7 @@ }, { "cell_type": "markdown", - "id": "f0e67441", + "id": "0e6fafd0", "metadata": { "editable": true }, @@ -5467,7 +3914,7 @@ }, { "cell_type": "markdown", - "id": "b0722fa9", + "id": "e1c87174", "metadata": { "editable": true }, @@ -5477,7 +3924,7 @@ }, { "cell_type": "markdown", - "id": "6376873b", + "id": "4fe0255f", "metadata": { "editable": true }, @@ -5499,7 +3946,7 @@ }, { "cell_type": "markdown", - "id": "57a0317c", + "id": "9537e9ef", "metadata": { "editable": true }, @@ -5512,8 +3959,8 @@ }, { "cell_type": "code", - "execution_count": 44, - "id": "d16f77f1", + "execution_count": 34, + "id": "cc9511ba", "metadata": { "collapsed": false, "editable": true @@ -5589,7 +4036,7 @@ }, { "cell_type": "markdown", - "id": "e704b947", + "id": "01b22037", "metadata": { "editable": true }, @@ -5601,7 +4048,7 @@ }, { "cell_type": "markdown", - "id": "1feb358d", + "id": "bc0da822", "metadata": { "editable": true }, @@ -5618,7 +4065,7 @@ }, { "cell_type": "markdown", - "id": "05027662", + "id": "e4ab7df8", "metadata": { "editable": true }, @@ -5630,7 +4077,7 @@ }, { "cell_type": "markdown", - "id": "96d6d6a0", + "id": "0f4d49b9", "metadata": { "editable": true }, @@ -5645,7 +4092,7 @@ }, { "cell_type": "markdown", - "id": "d4dfad8a", + "id": "f3570184", "metadata": { "editable": true }, @@ -5657,7 +4104,7 @@ }, { "cell_type": "markdown", - "id": "ffe7eb65", + "id": "1b905211", "metadata": { "editable": true }, @@ -5669,7 +4116,7 @@ }, { "cell_type": "markdown", - "id": "2e3acb6a", + "id": "789836cb", "metadata": { "editable": true }, @@ -5681,7 +4128,7 @@ }, { "cell_type": "markdown", - "id": "600af805", + "id": "0f363195", "metadata": { "editable": true }, @@ -5691,7 +4138,7 @@ }, { "cell_type": "markdown", - "id": "3a61de1c", + "id": "e1e7e2f5", "metadata": { "editable": true }, @@ -5708,7 +4155,7 @@ }, { "cell_type": "markdown", - "id": "6475eda5", + "id": "d1f651e2", "metadata": { "editable": true }, @@ -5720,7 +4167,7 @@ }, { "cell_type": "markdown", - "id": "4c506a87", + "id": "be94670f", "metadata": { "editable": true }, @@ -5732,7 +4179,7 @@ }, { "cell_type": "markdown", - "id": "24701ca8", + "id": "eca6785f", "metadata": { "editable": true }, @@ -5742,7 +4189,7 @@ }, { "cell_type": "markdown", - "id": "826b9055", + "id": "f68aa900", "metadata": { "editable": true }, @@ -5754,7 +4201,7 @@ }, { "cell_type": "markdown", - "id": "323573be", + "id": "e85f2435", "metadata": { "editable": true }, @@ -5764,8 +4211,8 @@ }, { "cell_type": "code", - "execution_count": 45, - "id": "4234c03b", + "execution_count": 35, + "id": "c0022a0a", "metadata": { "collapsed": false, "editable": true @@ -5930,7 +4377,7 @@ }, { "cell_type": "markdown", - "id": "5f7a90b0", + "id": "1ae49b85", "metadata": { "editable": true }, @@ -5952,7 +4399,7 @@ }, { "cell_type": "markdown", - "id": "532f1254", + "id": "f22aa870", "metadata": { "editable": true }, @@ -5969,7 +4416,7 @@ }, { "cell_type": "markdown", - "id": "ece44428", + "id": "12402f92", "metadata": { "editable": true }, @@ -5979,7 +4426,7 @@ }, { "cell_type": "markdown", - "id": "c34e3e05", + "id": "00b9799d", "metadata": { "editable": true }, @@ -5994,7 +4441,7 @@ }, { "cell_type": "markdown", - "id": "9186a55c", + "id": "63b91aa9", "metadata": { "editable": true }, @@ -6004,7 +4451,7 @@ }, { "cell_type": "markdown", - "id": "0644e2f2", + "id": "3e50772a", "metadata": { "editable": true }, @@ -6019,7 +4466,7 @@ }, { "cell_type": "markdown", - "id": "b3bdd092", + "id": "f9d74ee1", "metadata": { "editable": true }, @@ -6030,7 +4477,7 @@ }, { "cell_type": "markdown", - "id": "e1e12027", + "id": "9d885961", "metadata": { "editable": true }, @@ -6050,7 +4497,7 @@ }, { "cell_type": "markdown", - "id": "334ba808", + "id": "4bdb2a02", "metadata": { "editable": true }, @@ -6062,7 +4509,7 @@ }, { "cell_type": "markdown", - "id": "3e465af3", + "id": "c20b7d32", "metadata": { "editable": true }, @@ -6099,7 +4546,7 @@ }, { "cell_type": "markdown", - "id": "c854491a", + "id": "798502d3", "metadata": { "editable": true }, @@ -6109,7 +4556,7 @@ }, { "cell_type": "markdown", - "id": "6f5435eb", + "id": "ed43a985", "metadata": { "editable": true }, @@ -6121,8 +4568,8 @@ }, { "cell_type": "code", - "execution_count": 46, - "id": "aec3e689", + "execution_count": 36, + "id": "41414177", "metadata": { "collapsed": false, "editable": true @@ -6327,7 +4774,7 @@ }, { "cell_type": "markdown", - "id": "349c11e3", + "id": "b32f9258", "metadata": { "editable": true }, @@ -6344,7 +4791,7 @@ }, { "cell_type": "markdown", - "id": "d4adb530", + "id": "f211463a", "metadata": { "editable": true }, @@ -6361,7 +4808,7 @@ }, { "cell_type": "markdown", - "id": "8b9396bf", + "id": "2b4bd193", "metadata": { "editable": true }, @@ -6371,7 +4818,7 @@ }, { "cell_type": "markdown", - "id": "059b4467", + "id": "0ece9e81", "metadata": { "editable": true }, @@ -6386,7 +4833,7 @@ }, { "cell_type": "markdown", - "id": "5a7fcf9e", + "id": "e30e6123", "metadata": { "editable": true }, @@ -6400,7 +4847,7 @@ }, { "cell_type": "markdown", - "id": "df2d65c5", + "id": "01fabacb", "metadata": { "editable": true }, @@ -6413,7 +4860,7 @@ }, { "cell_type": "markdown", - "id": "ae173d6c", + "id": "c13d41fb", "metadata": { "editable": true }, @@ -6433,7 +4880,7 @@ }, { "cell_type": "markdown", - "id": "bdaf49ce", + "id": "eb96a414", "metadata": { "editable": true }, @@ -6445,7 +4892,7 @@ }, { "cell_type": "markdown", - "id": "8fc692b7", + "id": "f3bad2e3", "metadata": { "editable": true }, @@ -6457,7 +4904,7 @@ }, { "cell_type": "markdown", - "id": "3d9a8d27", + "id": "baf4acd6", "metadata": { "editable": true }, @@ -6469,7 +4916,7 @@ }, { "cell_type": "markdown", - "id": "8bb8693c", + "id": "32139235", "metadata": { "editable": true }, @@ -6479,7 +4926,7 @@ }, { "cell_type": "markdown", - "id": "8f12a71a", + "id": "dc2aa978", "metadata": { "editable": true }, @@ -6491,7 +4938,7 @@ }, { "cell_type": "markdown", - "id": "92c02c54", + "id": "1282e316", "metadata": { "editable": true }, @@ -6503,7 +4950,7 @@ }, { "cell_type": "markdown", - "id": "3574103a", + "id": "98dde5b2", "metadata": { "editable": true }, @@ -6515,7 +4962,7 @@ }, { "cell_type": "markdown", - "id": "0c5567ec", + "id": "d3e8bbe0", "metadata": { "editable": true }, @@ -6525,7 +4972,7 @@ }, { "cell_type": "markdown", - "id": "e239c04b", + "id": "8137a1b2", "metadata": { "editable": true }, @@ -6541,7 +4988,7 @@ }, { "cell_type": "markdown", - "id": "b32c6b70", + "id": "cbce36ed", "metadata": { "editable": true }, @@ -6551,7 +4998,7 @@ }, { "cell_type": "markdown", - "id": "dfb3bad0", + "id": "0a91d2c7", "metadata": { "editable": true }, @@ -6563,7 +5010,7 @@ }, { "cell_type": "markdown", - "id": "14519bf8", + "id": "df8b3382", "metadata": { "editable": true }, @@ -6580,7 +5027,7 @@ }, { "cell_type": "markdown", - "id": "a0882035", + "id": "1851cd76", "metadata": { "editable": true }, @@ -6590,7 +5037,7 @@ }, { "cell_type": "markdown", - "id": "bf1f5906", + "id": "a4246df0", "metadata": { "editable": true }, @@ -6606,7 +5053,7 @@ }, { "cell_type": "markdown", - "id": "61a16dd6", + "id": "cbecbbb8", "metadata": { "editable": true }, @@ -6620,7 +5067,7 @@ }, { "cell_type": "markdown", - "id": "99949d7b", + "id": "09484628", "metadata": { "editable": true }, @@ -6638,8 +5085,8 @@ }, { "cell_type": "code", - "execution_count": 47, - "id": "f9faf581", + "execution_count": 37, + "id": "dd51a62f", "metadata": { "collapsed": false, "editable": true @@ -6694,7 +5141,7 @@ }, { "cell_type": "markdown", - "id": "3cbeb7ac", + "id": "822af629", "metadata": { "editable": true }, @@ -6724,7 +5171,7 @@ }, { "cell_type": "markdown", - "id": "04a66fd1", + "id": "2c358905", "metadata": { "editable": true }, @@ -6752,8 +5199,8 @@ }, { "cell_type": "code", - "execution_count": 48, - "id": "83ad594f", + "execution_count": 38, + "id": "45c5e295", "metadata": { "collapsed": false, "editable": true @@ -6800,7 +5247,7 @@ }, { "cell_type": "markdown", - "id": "dbe6f74a", + "id": "4dd3869b", "metadata": { "editable": true }, @@ -6825,8 +5272,8 @@ }, { "cell_type": "code", - "execution_count": 49, - "id": "a29e5348", + "execution_count": 39, + "id": "7e2b77d3", "metadata": { "collapsed": false, "editable": true @@ -7060,7 +5507,7 @@ }, { "cell_type": "markdown", - "id": "f2171b20", + "id": "7bd8fcce", "metadata": { "editable": true }, @@ -7072,7 +5519,7 @@ }, { "cell_type": "markdown", - "id": "e2c87638", + "id": "fc2ee080", "metadata": { "editable": true }, @@ -7084,7 +5531,7 @@ }, { "cell_type": "markdown", - "id": "d8595812", + "id": "85ad3201", "metadata": { "editable": true }, @@ -7096,7 +5543,7 @@ }, { "cell_type": "markdown", - "id": "6969d557", + "id": "c1262c90", "metadata": { "editable": true }, @@ -7113,7 +5560,7 @@ }, { "cell_type": "markdown", - "id": "f39d16ef", + "id": "4bdfae8e", "metadata": { "editable": true }, @@ -7123,7 +5570,7 @@ }, { "cell_type": "markdown", - "id": "6c8e08dd", + "id": "35f806f3", "metadata": { "editable": true }, @@ -7135,7 +5582,7 @@ }, { "cell_type": "markdown", - "id": "699a4862", + "id": "5c0fa662", "metadata": { "editable": true }, @@ -7152,7 +5599,7 @@ }, { "cell_type": "markdown", - "id": "3e5b810b", + "id": "1ea04257", "metadata": { "editable": true }, @@ -7163,7 +5610,7 @@ }, { "cell_type": "markdown", - "id": "c3f9ac9b", + "id": "e55ce75f", "metadata": { "editable": true }, @@ -7183,7 +5630,7 @@ }, { "cell_type": "markdown", - "id": "56f7fba0", + "id": "43a96eca", "metadata": { "editable": true }, @@ -7193,7 +5640,7 @@ }, { "cell_type": "markdown", - "id": "2788d661", + "id": "3bdd1e79", "metadata": { "editable": true }, @@ -7219,7 +5666,7 @@ }, { "cell_type": "markdown", - "id": "2094e988", + "id": "5e607eee", "metadata": { "editable": true }, @@ -7235,7 +5682,7 @@ }, { "cell_type": "markdown", - "id": "aac9bb21", + "id": "aa448712", "metadata": { "editable": true }, @@ -7245,8 +5692,8 @@ }, { "cell_type": "code", - "execution_count": 50, - "id": "550bea3f", + "execution_count": 40, + "id": "e4e02379", "metadata": { "collapsed": false, "editable": true @@ -7477,7 +5924,7 @@ }, { "cell_type": "markdown", - "id": "80a6f6ef", + "id": "27428d8d", "metadata": { "editable": true }, diff --git a/doc/src/week43/Previousversions/exercisesweek43.do.txt b/doc/src/week43/Previousversions/exercisesweek43.do.txt new file mode 100644 index 000000000..105d59dd8 --- /dev/null +++ b/doc/src/week43/Previousversions/exercisesweek43.do.txt @@ -0,0 +1,1284 @@ +TITLE: Exercises weeks 43 and 44 +AUTHOR: October 23-27, 2023 +DATE: Deadline is Sunday November 5 at midnight + +You can hand in the exercises from week 43 and week 44 as one exercise and get a total score of two additional points. + +======= Overarching aims of the exercises weeks 43 and 44 ======= + +The aim of the exercises this week and next week is to get started with writing a neural network code +of relevance for project 2. + + +During week 41 we discussed three different types of gates, the +so-called XOR, the OR and the AND gates. In order to develop a code +for neural networks, it can be useful to set up a simpler system with +only two inputs and one output. This can make it easier to debug and +study the feed forward pass and the back propagation part. In the +exercise this and next week, we propose to study this system with just +one hidden layer and two hidden nodes. There is only one output node +and we can choose to use either a simple regression case (fitting a +line) or just a binary classification case with the cross-entropy as +cost function. + + +Their inputs and outputs can be +summarized using the following tables, first for the OR gate with +inputs $x_1$ and $x_2$ and outputs $y$: + +|---------------------| +| $x_1$ | $x_2$ | $y$ | +|---------------------| +| 0 | 0 | 0 | +| 0 | 1 | 1 | +| 1 | 0 | 1 | +| 1 | 1 | 1 | +|---------------------| + +!split +===== The AND and XOR Gates ===== + +The AND gate is defined as + +|---------------------| +| $x_1$ | $x_2$ | $y$ | +|---------------------| +| 0 | 0 | 0 | +| 0 | 1 | 0 | +| 1 | 0 | 0 | +| 1 | 1 | 1 | +|---------------------| + +And finally we have the XOR gate + +|---------------------| +| $x_1$ | $x_2$ | $y$ | +|---------------------| +| 0 | 0 | 0 | +| 0 | 1 | 1 | +| 1 | 0 | 1 | +| 1 | 1 | 0 | +|---------------------| + +!split +===== Representing the Data Sets ===== + +Our design matrix is defined by the input values $x_1$ and $x_2$. Since we have four possible outputs, our design matrix reads + +!bt +\bm{X}=\begin{bmatrix} 0 & 0 \\ + 0 & 1 \\ + 1 & 0 \\ + 1 & 1 \end{bmatrix}, +!et + +while the vector of outputs is $\bm{y}^T=[0,1,1,0]$ for the XOR gate, $\bm{y}^T=[0,0,0,1]$ for the AND gate and $\bm{y}^T=[0,1,1,1]$ for the OR gate. + + + +Your tasks here are + +o Set up the design matrix with the inputs as discussed above and a vector containing the output, the so-called targets. Note that the design matrix is the same for all gates. You need just to define different outputs. +o Construct a neural network with only one hidden layer and two hidden nodes using the Sigmoid function as activation function. +o Set up the output layer with only one output node and use again the Sigmoid function as activation function for the output. +o Initialize the weights and biases and perform a feed forward pass and compare the outputs with the targets. +o Set up the cost function (cross entropy for classification of binary cases). +o Calculate the gradients needed for the back propagation part. +o Use the gradients to train the network in the back propagation part. Think of using automatic differentiation. +o Train the network and study your results and compare with results obtained either with _scikit-learn_ or _TensorFlow_. + +Everything you develop here can be used directly into the code for the project. + + +!split +===== Setting up dimensionalities by hand ===== + +It can be useful to test the dimensionalities for the network. Let us assume we have performed an optimization for XOR gate and found that the weights for the hidden layer are given by +!bt +\bm{W_h}=\begin{bmatrix} 1 & 1 \\ + 1 & 1 \end{bmatrix}, +!et + +Multiplying $\bm{X}$ and $\bm{W}$ gives + +!bt +\bm{X}{W}_h=\begin{bmatrix} 0 & 0 \\ + 1 & 1 \\ + 1 & 1 \\ + 2 & 2 \end{bmatrix}, +!et +Assume also that the bias vector for the hidden layer is +!bt +\bm{b}_h=\begin{bmatrix} 0 \\ + -1\end{bmatrix}, +!et +Adding it gives us the input to the activation function of the hidden layer +!bt +\bm{z}_h=\bm{X}\bm{W}_h+\bm{b}_h=\begin{bmatrix} 0 & -1 \\ + 1 & 0 \\ + 1 & 0 \\ + 2 & 1 \end{bmatrix}, +!et + +Let us then assume that our activation function is the RELU function, which simply means that we take the max of $0$ and the elements of the input argument $\bm{z}_h$, that is we have +!bt +\bm{a}_h=\mathrm{RELU}(\bm{z}_h=\bm{X}\bm{W}_h+\bm{b}_h)=\begin{bmatrix} 0 & 0 \\ + 1 & 0 \\ + 1 & 0 \\ + 2 & 1 \end{bmatrix}, +!et +Assume also that the bias of the output layer is zero and that the weights of the output layer are +!bt +\bm{w}_o=\begin{bmatrix} 1 \\ + -2\end{bmatrix}, +!et +and multiplying with $\bm{a}_h$ gives the output +!bt +\bm{a}_o=\begin{bmatrix} 0 & 0 \\ + 1 & 0 \\ + 1 & 0 \\ + 2 & 1 \end{bmatrix}\begin{bmatrix} 1 \\ + -2\end{bmatrix}=\begin{bmatrix} 0 \\ 1 \\ 1 \\0\end{bmatrix}, +!et +the wanted result. Pay attention to the dimensionalities as well. + + +!split +===== Setting up the Neural Network ===== + +We define first our design matrix and the various output vectors for the different gates. + +!bc pycod +""" +Simple code that tests XOR, OR and AND gates with linear regression +""" + +# import necessary packages +import numpy as np +import matplotlib.pyplot as plt +from sklearn import datasets + +def sigmoid(x): + return 1/(1 + np.exp(-x)) + +def feed_forward(X): + # weighted sum of inputs to the hidden layer + z_h = np.matmul(X, hidden_weights) + hidden_bias + # activation in the hidden layer + a_h = sigmoid(z_h) + + # weighted sum of inputs to the output layer + z_o = np.matmul(a_h, output_weights) + output_bias + # softmax output + # axis 0 holds each input and axis 1 the probabilities of each category + probabilities = sigmoid(z_o) + return probabilities + + +# ensure the same random numbers appear every time +np.random.seed(0) + +# Design matrix +X = np.array([ [0, 0], [0, 1], [1, 0],[1, 1]],dtype=np.float64) + +# The XOR gate +yXOR = np.array( [ 0, 1 ,1, 0]) +# The OR gate +yOR = np.array( [ 0, 1 ,1, 1]) +# The AND gate +yAND = np.array( [ 0, 0 ,0, 1]) + +# Defining the neural network +n_inputs, n_features = X.shape +n_hidden_neurons = 2 +n_categories = 1 +n_features = 2 + +# we make the weights normally distributed using numpy.random.randn + +# weights and bias in the hidden layer +hidden_weights = np.random.randn(n_features, n_hidden_neurons) +hidden_bias = np.zeros(n_hidden_neurons) + 0.01 + +# weights and bias in the output layer +output_weights = np.random.randn(n_hidden_neurons, n_categories) +output_bias = np.zeros(n_categories) + 0.01 + +probabilities = feed_forward(X) +print(probabilities) + +!ec + +Not an impressive result, but this was our first forward pass with randomly assigned weights. Let us now add the full network with the back-propagation algorithm discussed above. + +!split +===== The Code using Scikit-Learn ===== + +!bc pycod +# import necessary packages +import numpy as np +import matplotlib.pyplot as plt +from sklearn.neural_network import MLPClassifier +from sklearn.metrics import accuracy_score +import seaborn as sns + +# ensure the same random numbers appear every time +np.random.seed(0) + +# Design matrix +X = np.array([ [0, 0], [0, 1], [1, 0],[1, 1]],dtype=np.float64) + +# The XOR gate +yXOR = np.array( [ 0, 1 ,1, 0]) +# The OR gate +yOR = np.array( [ 0, 1 ,1, 1]) +# The AND gate +yAND = np.array( [ 0, 0 ,0, 1]) + +# Defining the neural network +n_hidden_neurons = 2 + +eta_vals = np.logspace(-5, 1, 7) +lmbd_vals = np.logspace(-5, 1, 7) +# store models for later use +DNN_scikit = np.zeros((len(eta_vals), len(lmbd_vals)), dtype=object) +epochs = 100 + +for i, eta in enumerate(eta_vals): + for j, lmbd in enumerate(lmbd_vals): + dnn = MLPClassifier(hidden_layer_sizes=(n_hidden_neurons), activation='logistic', + alpha=lmbd, learning_rate_init=eta, max_iter=epochs) + dnn.fit(X, yXOR) + DNN_scikit[i][j] = dnn + print("Learning rate = ", eta) + print("Lambda = ", lmbd) + print("Accuracy score on data set: ", dnn.score(X, yXOR)) + print() + +sns.set() +test_accuracy = np.zeros((len(eta_vals), len(lmbd_vals))) +for i in range(len(eta_vals)): + for j in range(len(lmbd_vals)): + dnn = DNN_scikit[i][j] + test_pred = dnn.predict(X) + test_accuracy[i][j] = accuracy_score(yXOR, test_pred) + +fig, ax = plt.subplots(figsize = (10, 10)) +sns.heatmap(test_accuracy, annot=True, ax=ax, cmap="viridis") +ax.set_title("Test Accuracy") +ax.set_ylabel("$\eta$") +ax.set_xlabel("$\lambda$") +plt.show() + +!ec + +!split +===== Building a neural network code ===== + +Here we present a flexible object oriented codebase +for a feed forward neural network, along with a demonstration of how +to use it. Before we get into the details of the neural network, we +will first present some implementations of various schedulers, cost +functions and activation functions that can be used together with the +neural network. + +The codes here were developed by Eric Reber and Gregor Kajda during spring 2023. + +=== Learning rate methods === + +The code below shows object oriented implementations of the Constant, +Momentum, Adagrad, AdagradMomentum, RMS prop and Adam schedulers. All +of the classes belong to the shared abstract Scheduler class, and +share the update_change() and reset() methods allowing for any of the +schedulers to be seamlessly used during the training stage, as will +later be shown in the fit() method of the neural +network. Update_change() only has one parameter, the gradient +($δ^l_ja^{l−1}_k$), and returns the change which will be subtracted +from the weights. The reset() function takes no parameters, and resets +the desired variables. For Constant and Momentum, reset does nothing. + + +!bc pycod +import autograd.numpy as np + +class Scheduler: + """ + Abstract class for Schedulers + """ + + def __init__(self, eta): + self.eta = eta + + # should be overwritten + def update_change(self, gradient): + raise NotImplementedError + + # overwritten if needed + def reset(self): + pass + + +class Constant(Scheduler): + def __init__(self, eta): + super().__init__(eta) + + def update_change(self, gradient): + return self.eta * gradient + + def reset(self): + pass + + +class Momentum(Scheduler): + def __init__(self, eta: float, momentum: float): + super().__init__(eta) + self.momentum = momentum + self.change = 0 + + def update_change(self, gradient): + self.change = self.momentum * self.change + self.eta * gradient + return self.change + + def reset(self): + pass + + +class Adagrad(Scheduler): + def __init__(self, eta): + super().__init__(eta) + self.G_t = None + + def update_change(self, gradient): + delta = 1e-8 # avoid division ny zero + + if self.G_t is None: + self.G_t = np.zeros((gradient.shape[0], gradient.shape[0])) + + self.G_t += gradient @ gradient.T + + G_t_inverse = 1 / ( + delta + np.sqrt(np.reshape(np.diagonal(self.G_t), (self.G_t.shape[0], 1))) + ) + return self.eta * gradient * G_t_inverse + + def reset(self): + self.G_t = None + + +class AdagradMomentum(Scheduler): + def __init__(self, eta, momentum): + super().__init__(eta) + self.G_t = None + self.momentum = momentum + self.change = 0 + + def update_change(self, gradient): + delta = 1e-8 # avoid division ny zero + + if self.G_t is None: + self.G_t = np.zeros((gradient.shape[0], gradient.shape[0])) + + self.G_t += gradient @ gradient.T + + G_t_inverse = 1 / ( + delta + np.sqrt(np.reshape(np.diagonal(self.G_t), (self.G_t.shape[0], 1))) + ) + self.change = self.change * self.momentum + self.eta * gradient * G_t_inverse + return self.change + + def reset(self): + self.G_t = None + + +class RMS_prop(Scheduler): + def __init__(self, eta, rho): + super().__init__(eta) + self.rho = rho + self.second = 0.0 + + def update_change(self, gradient): + delta = 1e-8 # avoid division ny zero + self.second = self.rho * self.second + (1 - self.rho) * gradient * gradient + return self.eta * gradient / (np.sqrt(self.second + delta)) + + def reset(self): + self.second = 0.0 + + +class Adam(Scheduler): + def __init__(self, eta, rho, rho2): + super().__init__(eta) + self.rho = rho + self.rho2 = rho2 + self.moment = 0 + self.second = 0 + self.n_epochs = 1 + + def update_change(self, gradient): + delta = 1e-8 # avoid division ny zero + + self.moment = self.rho * self.moment + (1 - self.rho) * gradient + self.second = self.rho2 * self.second + (1 - self.rho2) * gradient * gradient + + moment_corrected = self.moment / (1 - self.rho**self.n_epochs) + second_corrected = self.second / (1 - self.rho2**self.n_epochs) + + return self.eta * moment_corrected / (np.sqrt(second_corrected + delta)) + + def reset(self): + self.n_epochs += 1 + self.moment = 0 + self.second = 0 + +!ec + +=== Usage of the above learning rate schedulers === + +To initalize a scheduler, simply create the object and pass in the +necessary parameters such as the learning rate and the momentum as +shown below. As the Scheduler class is an abstract class it should not +called directly, and will raise an error upon usage. + +!bc pycod +momentum_scheduler = Momentum(eta=1e-3, momentum=0.9) +adam_scheduler = Adam(eta=1e-3, rho=0.9, rho2=0.999) +!ec + +Here is a small example for how a segment of code using schedulers +could look. Switching out the schedulers is simple. + +!bc pycod +weights = np.ones((3,3)) +print(f"Before scheduler:\n{weights=}") + +epochs = 10 +for e in range(epochs): + gradient = np.random.rand(3, 3) + change = adam_scheduler.update_change(gradient) + weights = weights - change + adam_scheduler.reset() + +print(f"\nAfter scheduler:\n{weights=}") +!ec + + +=== Cost functions === + +Here we discuss cost functions that can be used when creating the +neural network. Every cost function takes the target vector as its +parameter, and returns a function valued only at $x$ such that it may +easily be differentiated. + + +!bc pycod +import autograd.numpy as np + +def CostOLS(target): + + def func(X): + return (1.0 / target.shape[0]) * np.sum((target - X) ** 2) + + return func + + +def CostLogReg(target): + + def func(X): + + return -(1.0 / target.shape[0]) * np.sum( + (target * np.log(X + 10e-10)) + ((1 - target) * np.log(1 - X + 10e-10)) + ) + + return func + + +def CostCrossEntropy(target): + + def func(X): + return -(1.0 / target.size) * np.sum(target * np.log(X + 10e-10)) + + return func +!ec + + +Below we give a short example of how these cost function may be used +to obtain results if you wish to test them out on your own using +AutoGrad's automatics differentiation. + +!bc pycod +from autograd import grad + +target = np.array([[1, 2, 3]]).T +a = np.array([[4, 5, 6]]).T + +cost_func = CostCrossEntropy +cost_func_derivative = grad(cost_func(target)) + +valued_at_a = cost_func_derivative(a) +print(f"Derivative of cost function {cost_func.__name__} valued at a:\n{valued_at_a}") +!ec + + +=== Activation functions === + +Finally, before we look at the neural network, we will look at the +activation functions which can be specified between the hidden layers +and as the output function. Each function can be valued for any given +vector or matrix X, and can be differentiated via derivate(). + +!bc pycod +import autograd.numpy as np +from autograd import elementwise_grad + +def identity(X): + return X + + +def sigmoid(X): + try: + return 1.0 / (1 + np.exp(-X)) + except FloatingPointError: + return np.where(X > np.zeros(X.shape), np.ones(X.shape), np.zeros(X.shape)) + + +def softmax(X): + X = X - np.max(X, axis=-1, keepdims=True) + delta = 10e-10 + return np.exp(X) / (np.sum(np.exp(X), axis=-1, keepdims=True) + delta) + + +def RELU(X): + return np.where(X > np.zeros(X.shape), X, np.zeros(X.shape)) + + +def LRELU(X): + delta = 10e-4 + return np.where(X > np.zeros(X.shape), X, delta * X) + + +def derivate(func): + if func.__name__ == "RELU": + + def func(X): + return np.where(X > 0, 1, 0) + + return func + + elif func.__name__ == "LRELU": + + def func(X): + delta = 10e-4 + return np.where(X > 0, 1, delta) + + return func + + else: + return elementwise_grad(func) +!ec + +Below follows a short demonstration of how to use an activation +function. The derivative of the activation function will be important +when calculating the output delta term during backpropagation. Note +that derivate() can also be used for cost functions for a more +generalized approach. + +!bc pycod +z = np.array([[4, 5, 6]]).T +print(f"Input to activation function:\n{z}") + +act_func = sigmoid +a = act_func(z) +print(f"\nOutput from {act_func.__name__} activation function:\n{a}") + +act_func_derivative = derivate(act_func) +valued_at_z = act_func_derivative(a) +print(f"\nDerivative of {act_func.__name__} activation function valued at z:\n{valued_at_z}") +!ec + +=== The Neural Network === + +Now that we have gotten a good understanding of the implementation of +some important components, we can take a look at an object oriented +implementation of a feed forward neural network. The feed forward +neural network has been implemented as a class named FFNN, which can +be initiated as a regressor or classifier dependant on the choice of +cost function. The FFNN can have any number of input nodes, hidden +layers with any amount of hidden nodes, and any amount of output nodes +meaning it can perform multiclass classification as well as binary +classification and regression problems. Although there is a lot of +code present, it makes for an easy to use and generalizeable interface +for creating many types of neural networks as will be demonstrated +below. + +!bc pycod +import math +import autograd.numpy as np +import sys +import warnings +from autograd import grad, elementwise_grad +from random import random, seed +from copy import deepcopy, copy +from typing import Tuple, Callable +from sklearn.utils import resample + +warnings.simplefilter("error") + + +class FFNN: + """ + Description: + ------------ + Feed Forward Neural Network with interface enabling flexible design of a + nerual networks architecture and the specification of activation function + in the hidden layers and output layer respectively. This model can be used + for both regression and classification problems, depending on the output function. + + Attributes: + ------------ + I dimensions (tuple[int]): A list of positive integers, which specifies the + number of nodes in each of the networks layers. The first integer in the array + defines the number of nodes in the input layer, the second integer defines number + of nodes in the first hidden layer and so on until the last number, which + specifies the number of nodes in the output layer. + II hidden_func (Callable): The activation function for the hidden layers + III output_func (Callable): The activation function for the output layer + IV cost_func (Callable): Our cost function + V seed (int): Sets random seed, makes results reproducible + """ + + def __init__( + self, + dimensions: tuple[int], + hidden_func: Callable = sigmoid, + output_func: Callable = lambda x: x, + cost_func: Callable = CostOLS, + seed: int = None, + ): + self.dimensions = dimensions + self.hidden_func = hidden_func + self.output_func = output_func + self.cost_func = cost_func + self.seed = seed + self.weights = list() + self.schedulers_weight = list() + self.schedulers_bias = list() + self.a_matrices = list() + self.z_matrices = list() + self.classification = None + + self.reset_weights() + self._set_classification() + + def fit( + self, + X: np.ndarray, + t: np.ndarray, + scheduler: Scheduler, + batches: int = 1, + epochs: int = 100, + lam: float = 0, + X_val: np.ndarray = None, + t_val: np.ndarray = None, + ): + """ + Description: + ------------ + This function performs the training the neural network by performing the feedforward and backpropagation + algorithm to update the networks weights. + + Parameters: + ------------ + I X (np.ndarray) : training data + II t (np.ndarray) : target data + III scheduler (Scheduler) : specified scheduler (algorithm for optimization of gradient descent) + IV scheduler_args (list[int]) : list of all arguments necessary for scheduler + + Optional Parameters: + ------------ + V batches (int) : number of batches the datasets are split into, default equal to 1 + VI epochs (int) : number of iterations used to train the network, default equal to 100 + VII lam (float) : regularization hyperparameter lambda + VIII X_val (np.ndarray) : validation set + IX t_val (np.ndarray) : validation target set + + Returns: + ------------ + I scores (dict) : A dictionary containing the performance metrics of the model. + The number of the metrics depends on the parameters passed to the fit-function. + + """ + + # setup + if self.seed is not None: + np.random.seed(self.seed) + + val_set = False + if X_val is not None and t_val is not None: + val_set = True + + # creating arrays for score metrics + train_errors = np.empty(epochs) + train_errors.fill(np.nan) + val_errors = np.empty(epochs) + val_errors.fill(np.nan) + + train_accs = np.empty(epochs) + train_accs.fill(np.nan) + val_accs = np.empty(epochs) + val_accs.fill(np.nan) + + self.schedulers_weight = list() + self.schedulers_bias = list() + + batch_size = X.shape[0] // batches + + X, t = resample(X, t) + + # this function returns a function valued only at X + cost_function_train = self.cost_func(t) + if val_set: + cost_function_val = self.cost_func(t_val) + + # create schedulers for each weight matrix + for i in range(len(self.weights)): + self.schedulers_weight.append(copy(scheduler)) + self.schedulers_bias.append(copy(scheduler)) + + print(f"{scheduler.__class__.__name__}: Eta={scheduler.eta}, Lambda={lam}") + + try: + for e in range(epochs): + for i in range(batches): + # allows for minibatch gradient descent + if i == batches - 1: + # If the for loop has reached the last batch, take all thats left + X_batch = X[i * batch_size :, :] + t_batch = t[i * batch_size :, :] + else: + X_batch = X[i * batch_size : (i + 1) * batch_size, :] + t_batch = t[i * batch_size : (i + 1) * batch_size, :] + + self._feedforward(X_batch) + self._backpropagate(X_batch, t_batch, lam) + + # reset schedulers for each epoch (some schedulers pass in this call) + for scheduler in self.schedulers_weight: + scheduler.reset() + + for scheduler in self.schedulers_bias: + scheduler.reset() + + # computing performance metrics + pred_train = self.predict(X) + train_error = cost_function_train(pred_train) + + train_errors[e] = train_error + if val_set: + + pred_val = self.predict(X_val) + val_error = cost_function_val(pred_val) + val_errors[e] = val_error + + if self.classification: + train_acc = self._accuracy(self.predict(X), t) + train_accs[e] = train_acc + if val_set: + val_acc = self._accuracy(pred_val, t_val) + val_accs[e] = val_acc + + # printing progress bar + progression = e / epochs + print_length = self._progress_bar( + progression, + train_error=train_errors[e], + train_acc=train_accs[e], + val_error=val_errors[e], + val_acc=val_accs[e], + ) + except KeyboardInterrupt: + # allows for stopping training at any point and seeing the result + pass + + # visualization of training progression (similiar to tensorflow progression bar) + sys.stdout.write("\r" + " " * print_length) + sys.stdout.flush() + self._progress_bar( + 1, + train_error=train_errors[e], + train_acc=train_accs[e], + val_error=val_errors[e], + val_acc=val_accs[e], + ) + sys.stdout.write("") + + # return performance metrics for the entire run + scores = dict() + + scores["train_errors"] = train_errors + + if val_set: + scores["val_errors"] = val_errors + + if self.classification: + scores["train_accs"] = train_accs + + if val_set: + scores["val_accs"] = val_accs + + return scores + + def predict(self, X: np.ndarray, *, threshold=0.5): + """ + Description: + ------------ + Performs prediction after training of the network has been finished. + + Parameters: + ------------ + I X (np.ndarray): The design matrix, with n rows of p features each + + Optional Parameters: + ------------ + II threshold (float) : sets minimal value for a prediction to be predicted as the positive class + in classification problems + + Returns: + ------------ + I z (np.ndarray): A prediction vector (row) for each row in our design matrix + This vector is thresholded if regression=False, meaning that classification results + in a vector of 1s and 0s, while regressions in an array of decimal numbers + + """ + + predict = self._feedforward(X) + + if self.classification: + return np.where(predict > threshold, 1, 0) + else: + return predict + + def reset_weights(self): + """ + Description: + ------------ + Resets/Reinitializes the weights in order to train the network for a new problem. + + """ + if self.seed is not None: + np.random.seed(self.seed) + + self.weights = list() + for i in range(len(self.dimensions) - 1): + weight_array = np.random.randn( + self.dimensions[i] + 1, self.dimensions[i + 1] + ) + weight_array[0, :] = np.random.randn(self.dimensions[i + 1]) * 0.01 + + self.weights.append(weight_array) + + def _feedforward(self, X: np.ndarray): + """ + Description: + ------------ + Calculates the activation of each layer starting at the input and ending at the output. + Each following activation is calculated from a weighted sum of each of the preceeding + activations (except in the case of the input layer). + + Parameters: + ------------ + I X (np.ndarray): The design matrix, with n rows of p features each + + Returns: + ------------ + I z (np.ndarray): A prediction vector (row) for each row in our design matrix + """ + + # reset matrices + self.a_matrices = list() + self.z_matrices = list() + + # if X is just a vector, make it into a matrix + if len(X.shape) == 1: + X = X.reshape((1, X.shape[0])) + + # Add a coloumn of zeros as the first coloumn of the design matrix, in order + # to add bias to our data + bias = np.ones((X.shape[0], 1)) * 0.01 + X = np.hstack([bias, X]) + + # a^0, the nodes in the input layer (one a^0 for each row in X - where the + # exponent indicates layer number). + a = X + self.a_matrices.append(a) + self.z_matrices.append(a) + + # The feed forward algorithm + for i in range(len(self.weights)): + if i < len(self.weights) - 1: + z = a @ self.weights[i] + self.z_matrices.append(z) + a = self.hidden_func(z) + # bias column again added to the data here + bias = np.ones((a.shape[0], 1)) * 0.01 + a = np.hstack([bias, a]) + self.a_matrices.append(a) + else: + try: + # a^L, the nodes in our output layers + z = a @ self.weights[i] + a = self.output_func(z) + self.a_matrices.append(a) + self.z_matrices.append(z) + except Exception as OverflowError: + print( + "OverflowError in fit() in FFNN\nHOW TO DEBUG ERROR: Consider lowering your learning rate or scheduler specific parameters such as momentum, or check if your input values need scaling" + ) + + # this will be a^L + return a + + def _backpropagate(self, X, t, lam): + """ + Description: + ------------ + Performs the backpropagation algorithm. In other words, this method + calculates the gradient of all the layers starting at the + output layer, and moving from right to left accumulates the gradient until + the input layer is reached. Each layers respective weights are updated while + the algorithm propagates backwards from the output layer (auto-differentation in reverse mode). + + Parameters: + ------------ + I X (np.ndarray): The design matrix, with n rows of p features each. + II t (np.ndarray): The target vector, with n rows of p targets. + III lam (float32): regularization parameter used to punish the weights in case of overfitting + + Returns: + ------------ + No return value. + + """ + out_derivative = derivate(self.output_func) + hidden_derivative = derivate(self.hidden_func) + + for i in range(len(self.weights) - 1, -1, -1): + # delta terms for output + if i == len(self.weights) - 1: + # for multi-class classification + if ( + self.output_func.__name__ == "softmax" + ): + delta_matrix = self.a_matrices[i + 1] - t + # for single class classification + else: + cost_func_derivative = grad(self.cost_func(t)) + delta_matrix = out_derivative( + self.z_matrices[i + 1] + ) * cost_func_derivative(self.a_matrices[i + 1]) + + # delta terms for hidden layer + else: + delta_matrix = ( + self.weights[i + 1][1:, :] @ delta_matrix.T + ).T * hidden_derivative(self.z_matrices[i + 1]) + + # calculate gradient + gradient_weights = self.a_matrices[i][:, 1:].T @ delta_matrix + gradient_bias = np.sum(delta_matrix, axis=0).reshape( + 1, delta_matrix.shape[1] + ) + + # regularization term + gradient_weights += self.weights[i][1:, :] * lam + + # use scheduler + update_matrix = np.vstack( + [ + self.schedulers_bias[i].update_change(gradient_bias), + self.schedulers_weight[i].update_change(gradient_weights), + ] + ) + + # update weights and bias + self.weights[i] -= update_matrix + + def _accuracy(self, prediction: np.ndarray, target: np.ndarray): + """ + Description: + ------------ + Calculates accuracy of given prediction to target + + Parameters: + ------------ + I prediction (np.ndarray): vector of predicitons output network + (1s and 0s in case of classification, and real numbers in case of regression) + II target (np.ndarray): vector of true values (What the network ideally should predict) + + Returns: + ------------ + A floating point number representing the percentage of correctly classified instances. + """ + assert prediction.size == target.size + return np.average((target == prediction)) + def _set_classification(self): + """ + Description: + ------------ + Decides if FFNN acts as classifier (True) og regressor (False), + sets self.classification during init() + """ + self.classification = False + if ( + self.cost_func.__name__ == "CostLogReg" + or self.cost_func.__name__ == "CostCrossEntropy" + ): + self.classification = True + + def _progress_bar(self, progression, **kwargs): + """ + Description: + ------------ + Displays progress of training + """ + print_length = 40 + num_equals = int(progression * print_length) + num_not = print_length - num_equals + arrow = ">" if num_equals > 0 else "" + bar = "[" + "=" * (num_equals - 1) + arrow + "-" * num_not + "]" + perc_print = self._format(progression * 100, decimals=5) + line = f" {bar} {perc_print}% " + + for key in kwargs: + if not np.isnan(kwargs[key]): + value = self._format(kwargs[key], decimals=4) + line += f"| {key}: {value} " + sys.stdout.write("\r" + line) + sys.stdout.flush() + return len(line) + + def _format(self, value, decimals=4): + """ + Description: + ------------ + Formats decimal numbers for progress bar + """ + if value > 0: + v = value + elif value < 0: + v = -10 * value + else: + v = 1 + n = 1 + math.floor(math.log10(v)) + if n >= decimals - 1: + return str(round(value)) + return f"{value:.{decimals-n-1}f}" +!ec + +Before we make a model, we will quickly generate a dataset we can use +for our linear regression problem as shown below + +!bc pycod +import autograd.numpy as np +from sklearn.model_selection import train_test_split + +def SkrankeFunction(x, y): + return np.ravel(0 + 1*x + 2*y + 3*x**2 + 4*x*y + 5*y**2) + +def create_X(x, y, n): + if len(x.shape) > 1: + x = np.ravel(x) + y = np.ravel(y) + + N = len(x) + l = int((n + 1) * (n + 2) / 2) # Number of elements in beta + X = np.ones((N, l)) + + for i in range(1, n + 1): + q = int((i) * (i + 1) / 2) + for k in range(i + 1): + X[:, q + k] = (x ** (i - k)) * (y**k) + + return X + +step=0.5 +x = np.arange(0, 1, step) +y = np.arange(0, 1, step) +x, y = np.meshgrid(x, y) +target = SkrankeFunction(x, y) +target = target.reshape(target.shape[0], 1) + +poly_degree=3 +X = create_X(x, y, poly_degree) + +X_train, X_test, t_train, t_test = train_test_split(X, target) + +!ec + +Now that we have our dataset ready for the regression, we can create +our regressor. Note that with the seed parameter, we can make sure our +results stay the same every time we run the neural network. For +inititialization, we simply specify the dimensions (we wish the amount +of input nodes to be equal to the datapoints, and the output to +predict one value). + + +!bc pycod +input_nodes = X_train.shape[1] +output_nodes = 1 + +linear_regression = FFNN((input_nodes, output_nodes), output_func=identity, cost_func=CostOLS, seed=2023) + +!ec + +We then fit our model with our training data using the scheduler of our choice. + +!bc pycod +linear_regression.reset_weights() # reset weights such that previous runs or reruns don't affect the weights + +scheduler = Constant(eta=1e-3) +scores = linear_regression.fit(X_train, t_train, scheduler) + + +!ec + +Due to the progress bar we can see the MSE (train_error) throughout +the FFNN's training. Note that the fit() function has some optional +parameters with defualt arguments. For example, the regularization +hyperparameter can be left ignored if not needed, and equally the FFNN +will by default run for 100 epochs. These can easily be changed, such +as for example: + +!bc pycod +linear_regression.reset_weights() # reset weights such that previous runs or reruns don't affect the weights + +scores = linear_regression.fit(X_train, t_train, scheduler, lam=1e-4, epochs=1000) + +!ec + +We see that given more epochs to train on, the regressor reaches a lower MSE. + +Let us then switch to a binary classification. We use a binary +classification dataset, and follow a similar setup to the regression +case. + + + +!bc pycod +from sklearn.datasets import load_breast_cancer +from sklearn.preprocessing import MinMaxScaler + +wisconsin = load_breast_cancer() +X = wisconsin.data +target = wisconsin.target +target = target.reshape(target.shape[0], 1) + +X_train, X_val, t_train, t_val = train_test_split(X, target) + +scaler = MinMaxScaler() +scaler.fit(X_train) +X_train = scaler.transform(X_train) +X_val = scaler.transform(X_val) + + +!ec + +!bc pycod +input_nodes = X_train.shape[1] +output_nodes = 1 + +logistic_regression = FFNN((input_nodes, output_nodes), output_func=sigmoid, cost_func=CostLogReg, seed=2023) + +!ec + +We will now make use of our validation data by passing it into our fit function as a keyword argument + +!bc pycod +logistic_regression.reset_weights() # reset weights such that previous runs or reruns don't affect the weights + +scheduler = Adam(eta=1e-3, rho=0.9, rho2=0.999) +scores = logistic_regression.fit(X_train, t_train, scheduler, epochs=1000, X_val=X_val, t_val=t_val) + + +!ec + +Finally, we will create a neural network with 2 hidden layers with activation functions. +!bc pycod +input_nodes = X_train.shape[1] +hidden_nodes1 = 100 +hidden_nodes2 = 30 +output_nodes = 1 + +dims = (input_nodes, hidden_nodes1, hidden_nodes2, output_nodes) + +neural_network = FFNN(dims, hidden_func=RELU, output_func=sigmoid, cost_func=CostLogReg, seed=2023) + + +!ec + +!bc pycod +neural_network.reset_weights() # reset weights such that previous runs or reruns don't affect the weights + +scheduler = Adam(eta=1e-4, rho=0.9, rho2=0.999) +scores = neural_network.fit(X_train, t_train, scheduler, epochs=1000, X_val=X_val, t_val=t_val) + +!ec + +=== Multiclass classification === + +Finally, we will demonstrate the use case of multiclass classification +using our FFNN with the famous MNIST dataset, which contain images of +digits between the range of 0 to 9. + + +!bc pycod +from sklearn.datasets import load_digits + +def onehot(target: np.ndarray): + onehot = np.zeros((target.size, target.max() + 1)) + onehot[np.arange(target.size), target] = 1 + return onehot + +digits = load_digits() + +X = digits.data +target = digits.target +target = onehot(target) + +input_nodes = 64 +hidden_nodes1 = 100 +hidden_nodes2 = 30 +output_nodes = 10 + +dims = (input_nodes, hidden_nodes1, hidden_nodes2, output_nodes) + +multiclass = FFNN(dims, hidden_func=LRELU, output_func=softmax, cost_func=CostCrossEntropy) + +multiclass.reset_weights() # reset weights such that previous runs or reruns don't affect the weights + +scheduler = Adam(eta=1e-4, rho=0.9, rho2=0.999) +scores = multiclass.fit(X, target, scheduler, epochs=1000) + +!ec + + + +!split +===== Testing the XOR gate and other gates ===== + +Let us now use our code to test the XOR gate. + +!bc pycod +X = np.array([ [0, 0], [0, 1], [1, 0],[1, 1]],dtype=np.float64) + +# The XOR gate +yXOR = np.array( [[ 0], [1] ,[1], [0]]) + +input_nodes = X.shape[1] +output_nodes = 1 + +logistic_regression = FFNN((input_nodes, output_nodes), output_func=sigmoid, cost_func=CostLogReg, seed=2023) +logistic_regression.reset_weights() # reset weights such that previous runs or reruns don't affect the weights +scheduler = Adam(eta=1e-1, rho=0.9, rho2=0.999) +scores = logistic_regression.fit(X, yXOR, scheduler, epochs=1000) +!ec +Not bad, but the results depend strongly on the learning reate. Try different learning rates. diff --git a/doc/src/week43/week43.do.txt b/doc/src/week43/week43.do.txt index 4fb97b4f8..da849bad6 100644 --- a/doc/src/week43/week43.do.txt +++ b/doc/src/week43/week43.do.txt @@ -25,35 +25,12 @@ DATE: October 20, 2025 -!split -===== Mathematics of deep learning ===== - -!bblock Two recent books online -o The Modern Mathematics of Deep Learning, by Julius Berner, Philipp Grohs, Gitta Kutyniok, Philipp Petersen at URL:"https://arxiv.org/abs/2105.04026", published as "Mathematical Aspects of Deep Learning, pp. 1-111. Cambridge University Press, 2022":"https://doi.org/10.1017/9781009025096.002" - -o Mathematical Introduction to Deep Learning: Methods, Implementations, and Theory, Arnulf Jentzen, Benno Kuckuck, Philippe von Wurstemberger at URL:"https://doi.org/10.48550/arXiv.2310.20360" -!eblock - - -!split -===== Reminder on books with hands-on material and codes ===== -!bblock -* Sebastian Rashcka et al, Machine learning with Scikit-Learn and PyTorch at URL:"https://sebastianraschka.com/blog/2022/ml-pytorch-book.html" -!eblock - - -!split -===== Reading recommendations ===== - -o Rashkca et al., chapter 11, jupyter-notebook sent separately, from GitHub site at URL:"https://github.com/rasbt/machine-learning-book". See also chapters 12 and 13 on using Pytorch to make a Neural network code. -o Goodfellow et al, chapter 6 and 7 contain most of the neural network background. - !split ===== Using Automatic differentiation ===== In our discussions of ordinary differential equations and neural network codes -we will also study the usage of Autograd, see for example URL:"https://www.youtube.com/watch?v=fRf4l5qaX1M&ab_channel=AlexSmola" in computing gradients for deep learning. For the documentation of Autograd and examples see the lectures slides from "week 39":"https://compphysics.github.io/MachineLearning/doc/pub/week39/html/week39.html" and the Autograd documentation at URL:"https://github.com/HIPS/autograd". +we will also study the usage of Autograd, see for example URL:"https://www.youtube.com/watch?v=fRf4l5qaX1M&ab_channel=AlexSmola" in computing gradients for deep learning. For the documentation of Autograd and examples see the Autograd documentation at URL:"https://github.com/HIPS/autograd" and the lecture slides from week 40, see URL:"https://compphysics.github.io/MachineLearning/doc/LectureNotes/_build/html/week41.html". !split @@ -67,12 +44,12 @@ o Slides 12-44 at URL:"http://cs231n.stanford.edu/slides/2017/cs231n_2017_lectur !split -===== Lecture Monday October 21 ===== +===== Lecture Monday October 20 ===== !split ===== Setting up the back propagation algorithm and algorithm for a feed forward NN, initalizations ===== -This is a reminder from where we ended last week. +This is a reminder from last week. !bblock The architecture (our model) o Set up your inputs and outputs (scalars, vectors, matrices or higher-order arrays) @@ -260,996 +237,6 @@ _For the output layer:_ -!split -===== Setting up a Multi-layer perceptron model for classification ===== - -We are now gong to develop an example based on the MNIST data -base. This is a classification problem and we need to use our -cross-entropy function we discussed in connection with logistic -regression. The cross-entropy defines our cost function for the -classificaton problems with neural networks. - -In binary classification with two classes $(0, 1)$ we define the -logistic/sigmoid function as the probability that a particular input -is in class $0$ or $1$. This is possible because the logistic -function takes any input from the real numbers and inputs a number -between 0 and 1, and can therefore be interpreted as a probability. It -also has other nice properties, such as a derivative that is simple to -calculate. - -For an input $\boldsymbol{a}$ from the hidden layer, the probability that the input $\boldsymbol{x}$ -is in class 0 or 1 is just. We let $\theta$ represent the unknown weights and biases to be adjusted by our equations). The variable $x$ -represents our activation values $z$. We have -!bt -\[ -P(y = 0 \mid \bm{x}, \bm{\theta}) = \frac{1}{1 + \exp{(- \bm{x}})} , -\] -!et -and -!bt -\[ -P(y = 1 \mid \bm{x}, \bm{\theta}) = 1 - P(y = 0 \mid \bm{x}, \bm{\theta}) , -\] -!et - -where $y \in \{0, 1\}$ and $\bm{\theta}$ represents the weights and biases -of our network. - - -!split -===== Defining the cost function ===== - -Our cost function is given as (see the Logistic regression lectures) -!bt -\[ -\mathcal{C}(\bm{\theta}) = - \ln P(\mathcal{D} \mid \bm{\theta}) = - \sum_{i=1}^n -y_i \ln[P(y_i = 0)] + (1 - y_i) \ln [1 - P(y_i = 0)] = \sum_{i=1}^n \mathcal{L}_i(\bm{\theta}) . -\] -!et - -This last equality means that we can interpret our *cost* function as a sum over the *loss* function -for each point in the dataset $\mathcal{L}_i(\bm{\theta})$. -The negative sign is just so that we can think about our algorithm as minimizing a positive number, rather -than maximizing a negative number. - -In *multiclass* classification it is common to treat each integer label as a so called *one-hot* vector: - -$y = 5 \quad \rightarrow \quad \bm{y} = (0, 0, 0, 0, 0, 1, 0, 0, 0, 0) ,$ and - - -$y = 1 \quad \rightarrow \quad \bm{y} = (0, 1, 0, 0, 0, 0, 0, 0, 0, 0) ,$ - - -i.e. a binary bit string of length $C$, where $C = 10$ is the number of classes in the MNIST dataset (numbers from $0$ to $9$).. - -If $\bm{x}_i$ is the $i$-th input (image), $y_{ic}$ refers to the $c$-th component of the $i$-th -output vector $\bm{y}_i$. -The probability of $\bm{x}_i$ being in class $c$ will be given by the softmax function: - -!bt -\[ -P(y_{ic} = 1 \mid \bm{x}_i, \bm{\theta}) = \frac{\exp{((\bm{a}_i^{hidden})^T \bm{w}_c)}} -{\sum_{c'=0}^{C-1} \exp{((\bm{a}_i^{hidden})^T \bm{w}_{c'})}} , -\] -!et - -which reduces to the logistic function in the binary case. -The likelihood of this $C$-class classifier -is now given as: - -!bt -\[ -P(\mathcal{D} \mid \bm{\theta}) = \prod_{i=1}^n \prod_{c=0}^{C-1} [P(y_{ic} = 1)]^{y_{ic}} . -\] -!et -Again we take the negative log-likelihood to define our cost function: - -!bt -\[ -\mathcal{C}(\bm{\theta}) = - \log{P(\mathcal{D} \mid \bm{\theta})}. -\] -!et -See the logistic regression lectures for a full definition of the cost function. - -The back propagation equations need now only a small change, namely the definition of a new cost function. We are thus ready to use the same equations as before! - -!split -===== Example: binary classification problem ===== - -As an example of the above, relevant for project 2 as well, let us consider a binary class. As discussed in our logistic regression lectures, we defined a cost function in terms of the parameters $\beta$ as -!bt -\[ -\mathcal{C}(\bm{\beta}) = - \sum_{i=1}^n \left(y_i\log{p(y_i \vert x_i,\bm{\beta})}+(1-y_i)\log{1-p(y_i \vert x_i,\bm{\beta})}\right), -\] -!et -where we had defined the logistic (sigmoid) function -!bt -\[ -p(y_i =1\vert x_i,\bm{\beta})=\frac{\exp{(\beta_0+\beta_1 x_i)}}{1+\exp{(\beta_0+\beta_1 x_i)}}, -\] -!et -and -!bt -\[ -p(y_i =0\vert x_i,\bm{\beta})=1-p(y_i =1\vert x_i,\bm{\beta}). -\] -!et -The parameters $\bm{\beta}$ were defined using a minimization method like gradient descent or Newton-Raphson's method. - -Now we replace $x_i$ with the activation $z_i^l$ for a given layer $l$ and the outputs as $y_i=a_i^l=f(z_i^l)$, with $z_i^l$ now being a function of the weights $w_{ij}^l$ and biases $b_i^l$. -We have then -!bt -\[ -a_i^l = y_i = \frac{\exp{(z_i^l)}}{1+\exp{(z_i^l)}}, -\] -!et -with -!bt -\[ -z_i^l = \sum_{j}w_{ij}^l a_j^{l-1}+b_i^l, -\] -!et -where the superscript $l-1$ indicates that these are the outputs from layer $l-1$. -Our cost function at the final layer $l=L$ is now -!bt -\[ -\mathcal{C}(\bm{W}) = - \sum_{i=1}^n \left(t_i\log{a_i^L}+(1-t_i)\log{(1-a_i^L)}\right), -\] -!et -where we have defined the targets $t_i$. The derivatives of the cost function with respect to the output $a_i^L$ are then easily calculated and we get -!bt -\[ -\frac{\partial \mathcal{C}(\bm{W})}{\partial a_i^L} = \frac{a_i^L-t_i}{a_i^L(1-a_i^L)}. -\] -!et -In case we use another activation function than the logistic one, we need to evaluate other derivatives. - - -!split -===== The Softmax function ===== -In case we employ the more general case given by the Softmax equation, we need to evaluate the derivative of the activation function with respect to the activation $z_i^l$, that is we need -!bt -\[ -\frac{\partial f(z_i^l)}{\partial w_{jk}^l} = -\frac{\partial f(z_i^l)}{\partial z_j^l} \frac{\partial z_j^l}{\partial w_{jk}^l}= \frac{\partial f(z_i^l)}{\partial z_j^l}a_k^{l-1}. -\] -!et -For the Softmax function we have -!bt -\[ -f(z_i^l) = \frac{\exp{(z_i^l)}}{\sum_{m=1}^K\exp{(z_m^l)}}. -\] -!et -Its derivative with respect to $z_j^l$ gives -!bt -\[ -\frac{\partial f(z_i^l)}{\partial z_j^l}= f(z_i^l)\left(\delta_{ij}-f(z_j^l)\right), -\] -!et -which in case of the simply binary model reduces to having $i=j$. - -!split -===== Developing a code for doing neural networks with back propagation ===== - - -One can identify a set of key steps when using neural networks to solve supervised learning problems: - -o Collect and pre-process data -o Define model and architecture -o Choose cost function and optimizer -o Train the model -o Evaluate model performance on test data -o Adjust hyperparameters (if necessary, network architecture) - -!split -===== Collect and pre-process data ===== - -Here we will be using the MNIST dataset, which is readily available through the _scikit-learn_ -package. You may also find it for example "here":"http://yann.lecun.com/exdb/mnist/". -The *MNIST* (Modified National Institute of Standards and Technology) database is a large database -of handwritten digits that is commonly used for training various image processing systems. -The MNIST dataset consists of 70 000 images of size $28\times 28$ pixels, each labeled from 0 to 9. -The scikit-learn dataset we will use consists of a selection of 1797 images of size $8\times 8$ collected and processed from this database. - -To feed data into a feed-forward neural network we need to represent -the inputs as a design/feature matrix $X = (n_{inputs}, n_{features})$. Each -row represents an *input*, in this case a handwritten digit, and -each column represents a *feature*, in this case a pixel. The -correct answers, also known as *labels* or *targets* are -represented as a 1D array of integers -$Y = (n_{inputs}) = (5, 3, 1, 8,...)$. - -As an example, say we want to build a neural network using supervised learning to predict Body-Mass Index (BMI) from -measurements of height (in m) -and weight (in kg). If we have measurements of 5 people the design/feature matrix could be for example: - -$$ X = \begin{bmatrix} -1.85 & 81\\ -1.71 & 65\\ -1.95 & 103\\ -1.55 & 42\\ -1.63 & 56 -\end{bmatrix} ,$$ - -and the targets would be: - -$$ Y = (23.7, 22.2, 27.1, 17.5, 21.1) $$ - -Since each input image is a 2D matrix, we need to flatten the image -(i.e. "unravel" the 2D matrix into a 1D array) to turn the data into a -design/feature matrix. This means we lose all spatial information in the -image, such as locality and translational invariance. More complicated -architectures such as Convolutional Neural Networks can take advantage -of such information, and are most commonly applied when analyzing -images. - - -!bc pycod -# import necessary packages -import numpy as np -import matplotlib.pyplot as plt -from sklearn import datasets - - -# ensure the same random numbers appear every time -np.random.seed(0) - -# display images in notebook -%matplotlib inline -plt.rcParams['figure.figsize'] = (12,12) - - -# download MNIST dataset -digits = datasets.load_digits() - -# define inputs and labels -inputs = digits.images -labels = digits.target - -print("inputs = (n_inputs, pixel_width, pixel_height) = " + str(inputs.shape)) -print("labels = (n_inputs) = " + str(labels.shape)) - - -# flatten the image -# the value -1 means dimension is inferred from the remaining dimensions: 8x8 = 64 -n_inputs = len(inputs) -inputs = inputs.reshape(n_inputs, -1) -print("X = (n_inputs, n_features) = " + str(inputs.shape)) - - -# choose some random images to display -indices = np.arange(n_inputs) -random_indices = np.random.choice(indices, size=5) - -for i, image in enumerate(digits.images[random_indices]): - plt.subplot(1, 5, i+1) - plt.axis('off') - plt.imshow(image, cmap=plt.cm.gray_r, interpolation='nearest') - plt.title("Label: %d" % digits.target[random_indices[i]]) -plt.show() -!ec - -!split -===== Train and test datasets ===== - -Performing analysis before partitioning the dataset is a major error, that can lead to incorrect conclusions. - -We will reserve $80 \%$ of our dataset for training and $20 \%$ for testing. - -It is important that the train and test datasets are drawn randomly from our dataset, to ensure -no bias in the sampling. -Say you are taking measurements of weather data to predict the weather in the coming 5 days. -You don't want to train your model on measurements taken from the hours 00.00 to 12.00, and then test it on data -collected from 12.00 to 24.00. - - -!bc pycod -from sklearn.model_selection import train_test_split - -# one-liner from scikit-learn library -train_size = 0.8 -test_size = 1 - train_size -X_train, X_test, Y_train, Y_test = train_test_split(inputs, labels, train_size=train_size, - test_size=test_size) - -# equivalently in numpy -def train_test_split_numpy(inputs, labels, train_size, test_size): - n_inputs = len(inputs) - inputs_shuffled = inputs.copy() - labels_shuffled = labels.copy() - - np.random.shuffle(inputs_shuffled) - np.random.shuffle(labels_shuffled) - - train_end = int(n_inputs*train_size) - X_train, X_test = inputs_shuffled[:train_end], inputs_shuffled[train_end:] - Y_train, Y_test = labels_shuffled[:train_end], labels_shuffled[train_end:] - - return X_train, X_test, Y_train, Y_test - -#X_train, X_test, Y_train, Y_test = train_test_split_numpy(inputs, labels, train_size, test_size) - -print("Number of training images: " + str(len(X_train))) -print("Number of test images: " + str(len(X_test))) -!ec - -!split -===== Define model and architecture ===== - -Our simple feed-forward neural network will consist of an *input* layer, a single *hidden* layer and an *output* layer. The activation $y$ of each neuron is a weighted sum of inputs, passed through an activation function. In case of the simple perceptron model we have - -$$ z = \sum_{i=1}^n w_i a_i ,$$ - -$$ y = f(z) ,$$ - -where $f$ is the activation function, $a_i$ represents input from neuron $i$ in the preceding layer -and $w_i$ is the weight to input $i$. -The activation of the neurons in the input layer is just the features (e.g. a pixel value). - -The simplest activation function for a neuron is the *Heaviside* function: - -$$ f(z) = -\begin{cases} -1, & z > 0\\ -0, & \text{otherwise} -\end{cases} -$$ - -A feed-forward neural network with this activation is known as a *perceptron*. -For a binary classifier (i.e. two classes, 0 or 1, dog or not-dog) we can also use this in our output layer. -This activation can be generalized to $k$ classes (using e.g. the *one-against-all* strategy), -and we call these architectures *multiclass perceptrons*. - -However, it is now common to use the terms Single Layer Perceptron (SLP) (1 hidden layer) and -Multilayer Perceptron (MLP) (2 or more hidden layers) to refer to feed-forward neural networks with any activation function. - -Typical choices for activation functions include the sigmoid function, hyperbolic tangent, and Rectified Linear Unit (ReLU). -We will be using the sigmoid function $\sigma(x)$: - -$$ f(x) = \sigma(x) = \frac{1}{1 + e^{-x}} ,$$ - -which is inspired by probability theory (see logistic regression) and was most commonly used until about 2011. See the discussion below concerning other activation functions. - -!split -===== Layers ===== - -* Input -Since each input image has 8x8 = 64 pixels or features, we have an input layer of 64 neurons. - -* Hidden layer -We will use 50 neurons in the hidden layer receiving input from the neurons in the input layer. -Since each neuron in the hidden layer is connected to the 64 inputs we have 64x50 = 3200 weights to the hidden layer. - -* Output -If we were building a binary classifier, it would be sufficient with a single neuron in the output layer, -which could output 0 or 1 according to the Heaviside function. This would be an example of a *hard* classifier, meaning it outputs the class of the input directly. However, if we are dealing with noisy data it is often beneficial to use a *soft* classifier, which outputs the probability of being in class 0 or 1. - -For a soft binary classifier, we could use a single neuron and interpret the output as either being the probability of being in class 0 or the probability of being in class 1. Alternatively we could use 2 neurons, and interpret each neuron as the probability of being in each class. - -Since we are doing multiclass classification, with 10 categories, it is natural to use 10 neurons in the output layer. We number the neurons $j = 0,1,...,9$. The activation of each output neuron $j$ will be according to the *softmax* function: - -$$ P(\text{class $j$} \mid \text{input $\bm{a}$}) = \frac{\exp{(\bm{a}^T \bm{w}_j)}} -{\sum_{c=0}^{9} \exp{(\bm{a}^T \bm{w}_c)}} ,$$ - -i.e. each neuron $j$ outputs the probability of being in class $j$ given an input from the hidden layer $\bm{a}$, with $\bm{w}_j$ the weights of neuron $j$ to the inputs. -The denominator is a normalization factor to ensure the outputs (probabilities) sum up to 1. -The exponent is just the weighted sum of inputs as before: - -$$ z_j = \sum_{i=1}^n w_ {ij} a_i+b_j.$$ - -Since each neuron in the output layer is connected to the 50 inputs from the hidden layer we have 50x10 = 500 -weights to the output layer. - -!split -===== Weights and biases ===== - -Typically weights are initialized with small values distributed around zero, drawn from a uniform -or normal distribution. Setting all weights to zero means all neurons give the same output, making the network useless. - -Adding a bias value to the weighted sum of inputs allows the neural network to represent a greater range -of values. Without it, any input with the value 0 will be mapped to zero (before being passed through the activation). The bias unit has an output of 1, and a weight to each neuron $j$, $b_j$: - -$$ z_j = \sum_{i=1}^n w_ {ij} a_i + b_j.$$ - -The bias weights $\bm{b}$ are often initialized to zero, but a small value like $0.01$ ensures all neurons have some output which can be backpropagated in the first training cycle. -!bc pycod -# building our neural network - -n_inputs, n_features = X_train.shape -n_hidden_neurons = 50 -n_categories = 10 - -# we make the weights normally distributed using numpy.random.randn - -# weights and bias in the hidden layer -hidden_weights = np.random.randn(n_features, n_hidden_neurons) -hidden_bias = np.zeros(n_hidden_neurons) + 0.01 - -# weights and bias in the output layer -output_weights = np.random.randn(n_hidden_neurons, n_categories) -output_bias = np.zeros(n_categories) + 0.01 -!ec - -!split -===== Feed-forward pass ===== - -Denote $F$ the number of features, $H$ the number of hidden neurons and $C$ the number of categories. -For each input image we calculate a weighted sum of input features (pixel values) to each neuron $j$ in the hidden layer $l$: - -$$ z_{j}^{l} = \sum_{i=1}^{F} w_{ij}^{l} x_i + b_{j}^{l},$$ - -this is then passed through our activation function - -$$ a_{j}^{l} = f(z_{j}^{l}) .$$ - -We calculate a weighted sum of inputs (activations in the hidden layer) to each neuron $j$ in the output layer: - -$$ z_{j}^{L} = \sum_{i=1}^{H} w_{ij}^{L} a_{i}^{l} + b_{j}^{L}.$$ - -Finally we calculate the output of neuron $j$ in the output layer using the softmax function: - -$$ a_{j}^{L} = \frac{\exp{(z_j^{L})}} -{\sum_{c=0}^{C-1} \exp{(z_c^{L})}} .$$ - -!split -===== Matrix multiplications ===== - -Since our data has the dimensions $X = (n_{inputs}, n_{features})$ and our weights to the hidden -layer have the dimensions -$W_{hidden} = (n_{features}, n_{hidden})$, -we can easily feed the network all our training data in one go by taking the matrix product - -$$ X W^{h} = (n_{inputs}, n_{hidden}),$$ - -and obtain a matrix that holds the weighted sum of inputs to the hidden layer -for each input image and each hidden neuron. -We also add the bias to obtain a matrix of weighted sums to the hidden layer $Z^{h}$: - -$$ \bm{z}^{l} = \bm{X} \bm{W}^{l} + \bm{b}^{l} ,$$ - -meaning the same bias (1D array with size equal number of hidden neurons) is added to each input image. -This is then passed through the activation: - -$$ \bm{a}^{l} = f(\bm{z}^l) .$$ - -This is fed to the output layer: - -$$ \bm{z}^{L} = \bm{a}^{L} \bm{W}^{L} + \bm{b}^{L} .$$ - -Finally we receive our output values for each image and each category by passing it through the softmax function: - -$$ output = softmax (\bm{z}^{L}) = (n_{inputs}, n_{categories}) .$$ - - -!bc pycod -# setup the feed-forward pass, subscript h = hidden layer - -def sigmoid(x): - return 1/(1 + np.exp(-x)) - -def feed_forward(X): - # weighted sum of inputs to the hidden layer - z_h = np.matmul(X, hidden_weights) + hidden_bias - # activation in the hidden layer - a_h = sigmoid(z_h) - - # weighted sum of inputs to the output layer - z_o = np.matmul(a_h, output_weights) + output_bias - # softmax output - # axis 0 holds each input and axis 1 the probabilities of each category - exp_term = np.exp(z_o) - probabilities = exp_term / np.sum(exp_term, axis=1, keepdims=True) - - return probabilities - -probabilities = feed_forward(X_train) -print("probabilities = (n_inputs, n_categories) = " + str(probabilities.shape)) -print("probability that image 0 is in category 0,1,2,...,9 = \n" + str(probabilities[0])) -print("probabilities sum up to: " + str(probabilities[0].sum())) -print() - -# we obtain a prediction by taking the class with the highest likelihood -def predict(X): - probabilities = feed_forward(X) - return np.argmax(probabilities, axis=1) - -predictions = predict(X_train) -print("predictions = (n_inputs) = " + str(predictions.shape)) -print("prediction for image 0: " + str(predictions[0])) -print("correct label for image 0: " + str(Y_train[0])) -!ec - -!split -===== Choose cost function and optimizer ===== - -To measure how well our neural network is doing we need to introduce a cost function. -We will call the function that gives the error of a single sample output the *loss* function, and the function -that gives the total error of our network across all samples the *cost* function. -A typical choice for multiclass classification is the *cross-entropy* loss, also known as the negative log likelihood. - -In *multiclass* classification it is common to treat each integer label as a so called *one-hot* vector: - -$$ y = 5 \quad \rightarrow \quad \bm{y} = (0, 0, 0, 0, 0, 1, 0, 0, 0, 0) ,$$ - - -$$ y = 1 \quad \rightarrow \quad \bm{y} = (0, 1, 0, 0, 0, 0, 0, 0, 0, 0) ,$$ - - -i.e. a binary bit string of length $C$, where $C = 10$ is the number of classes in the MNIST dataset. - -Let $y_{ic}$ denote the $c$-th component of the $i$-th one-hot vector. -We define the cost function $\mathcal{C}$ as a sum over the cross-entropy loss for each point $\bm{x}_i$ in the dataset. - -In the one-hot representation only one of the terms in the loss function is non-zero, namely the -probability of the correct category $c'$ -(i.e. the category $c'$ such that $y_{ic'} = 1$). This means that the cross entropy loss only punishes you for how wrong -you got the correct label. The probability of category $c$ is given by the softmax function. The vector $\bm{\theta}$ represents the parameters of our network, i.e. all the weights and biases. - - -!split -===== Optimizing the cost function ===== - -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 *gradient descent* 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 *local* minimum of the cost function. -Each parameter $\theta$ is iteratively adjusted according to the rule - -$$ \theta_{i+1} = \theta_i - \eta \nabla \mathcal{C}(\theta_i) ,$$ - -where $\eta$ is known as the *learning rate*, 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. - -A simple and effective improvement is a variant called *Batch Gradient Descent*. -Instead of calculating the gradient on the whole dataset, we calculate an approximation of the gradient -on a subset of the data called a *minibatch*. -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: - -$$ \nabla \mathcal{C}(\theta) = \frac{1}{N} \sum_{i=1}^N \nabla \mathcal{L}_i(\theta) \quad \rightarrow \quad -\frac{1}{M} \sum_{i \in B_k} \nabla \mathcal{L}_i(\theta) ,$$ - -i.e. instead of averaging the loss over the entire dataset, we average over a minibatch. - -This has two important benefits: -o Introducing stochasticity decreases the chance that the algorithm becomes stuck in a local minima. -o It significantly speeds up the calculation, since we do not have to use the entire dataset to calculate the gradient. - -The various optmization methods, with codes and algorithms, are discussed in our lectures on "Gradient descent approaches":"https://compphysics.github.io/MachineLearning/doc/pub/Splines/html/Splines-bs.html". - -!split -===== Regularization ===== - -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 *overfitting*. - -We will measure the size of the weights using the so called *L2-norm*, meaning our cost function becomes: - -$$ \mathcal{C}(\theta) = \frac{1}{N} \sum_{i=1}^N \mathcal{L}_i(\theta) \quad \rightarrow \quad -\frac{1}{N} \sum_{i=1}^N \mathcal{L}_i(\theta) + \lambda \lvert \lvert \bm{w} \rvert \rvert_2^2 -= \frac{1}{N} \sum_{i=1}^N \mathcal{L}(\theta) + \lambda \sum_{ij} w_{ij}^2,$$ - -i.e. we sum up all the weights squared. The factor $\lambda$ is known as a regularization parameter. - - -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 *backpropagation* algorithm discussed -above. This is a clever use of the chain rule that allows us to -calculate the gradient efficently. - - -!split -===== Matrix multiplication ===== - -To more efficently train our network these equations are implemented using matrix operations. -The error in the output layer is calculated simply as, with $\bm{t}$ being our targets, - -$$ \delta_L = \bm{t} - \bm{y} = (n_{inputs}, n_{categories}) .$$ - -The gradient for the output weights is calculated as - -$$ \nabla W_{L} = \bm{a}^T \delta_L = (n_{hidden}, n_{categories}) ,$$ - -where $\bm{a} = (n_{inputs}, n_{hidden})$. This simply means that we are summing up the gradients for each input. -Since we are going backwards we have to transpose the activation matrix. - -The gradient with respect to the output bias is then - -$$ \nabla \bm{b}_{L} = \sum_{i=1}^{n_{inputs}} \delta_L = (n_{categories}) .$$ - -The error in the hidden layer is - -$$ \Delta_h = \delta_L W_{L}^T \circ f'(z_{h}) = \delta_L W_{L}^T \circ a_{h} \circ (1 - a_{h}) = (n_{inputs}, n_{hidden}) ,$$ - -where $f'(a_{h})$ is the derivative of the activation in the hidden layer. The matrix products mean -that we are summing up the products for each neuron in the output layer. The symbol $\circ$ denotes -the *Hadamard product*, meaning element-wise multiplication. - -This again gives us the gradients in the hidden layer: - -$$ \nabla W_{h} = X^T \delta_h = (n_{features}, n_{hidden}) ,$$ - -$$ \nabla b_{h} = \sum_{i=1}^{n_{inputs}} \delta_h = (n_{hidden}) .$$ - - -!bc pycod -# to categorical turns our integer vector into a onehot representation -from sklearn.metrics import accuracy_score - -# one-hot in numpy -def to_categorical_numpy(integer_vector): - n_inputs = len(integer_vector) - n_categories = np.max(integer_vector) + 1 - onehot_vector = np.zeros((n_inputs, n_categories)) - onehot_vector[range(n_inputs), integer_vector] = 1 - - return onehot_vector - -#Y_train_onehot, Y_test_onehot = to_categorical(Y_train), to_categorical(Y_test) -Y_train_onehot, Y_test_onehot = to_categorical_numpy(Y_train), to_categorical_numpy(Y_test) - -def feed_forward_train(X): - # weighted sum of inputs to the hidden layer - z_h = np.matmul(X, hidden_weights) + hidden_bias - # activation in the hidden layer - a_h = sigmoid(z_h) - - # weighted sum of inputs to the output layer - z_o = np.matmul(a_h, output_weights) + output_bias - # softmax output - # axis 0 holds each input and axis 1 the probabilities of each category - exp_term = np.exp(z_o) - probabilities = exp_term / np.sum(exp_term, axis=1, keepdims=True) - - # for backpropagation need activations in hidden and output layers - return a_h, probabilities - -def backpropagation(X, Y): - a_h, probabilities = feed_forward_train(X) - - # error in the output layer - error_output = probabilities - Y - # error in the hidden layer - error_hidden = np.matmul(error_output, output_weights.T) * a_h * (1 - a_h) - - # gradients for the output layer - output_weights_gradient = np.matmul(a_h.T, error_output) - output_bias_gradient = np.sum(error_output, axis=0) - - # gradient for the hidden layer - hidden_weights_gradient = np.matmul(X.T, error_hidden) - hidden_bias_gradient = np.sum(error_hidden, axis=0) - - return output_weights_gradient, output_bias_gradient, hidden_weights_gradient, hidden_bias_gradient - -print("Old accuracy on training data: " + str(accuracy_score(predict(X_train), Y_train))) - -eta = 0.01 -lmbd = 0.01 -for i in range(1000): - # calculate gradients - dWo, dBo, dWh, dBh = backpropagation(X_train, Y_train_onehot) - - # regularization term gradients - dWo += lmbd * output_weights - dWh += lmbd * hidden_weights - - # update weights and biases - output_weights -= eta * dWo - output_bias -= eta * dBo - hidden_weights -= eta * dWh - hidden_bias -= eta * dBh - -print("New accuracy on training data: " + str(accuracy_score(predict(X_train), Y_train))) -!ec - -!split -===== Improving performance ===== - -As we can see the network does not seem to be learning at all. It seems to be just guessing the label for each image. -In order to obtain a network that does something useful, we will have to do a bit more work. - -The choice of *hyperparameters* such as learning rate and regularization parameter is hugely influential for the performance of the network. Typically a *grid-search* is performed, wherein we test different hyperparameters separated by orders of magnitude. For example we could test the learning rates $\eta = 10^{-6}, 10^{-5},...,10^{-1}$ with different regularization parameters $\lambda = 10^{-6},...,10^{-0}$. - -Next, we haven't implemented minibatching yet, which introduces stochasticity and is though to act as an important regularizer on the weights. We call a feed-forward + backward pass with a minibatch an *iteration*, and a full training period -going through the entire dataset ($n/M$ batches) an *epoch*. - -If this does not improve network performance, you may want to consider altering the network architecture, adding more neurons or hidden layers. -Andrew Ng goes through some of these considerations in this "video":"https://youtu.be/F1ka6a13S9I". You can find a summary of the video "here":"https://kevinzakka.github.io/2016/09/26/applying-deep-learning/". - -!split -===== Full object-oriented implementation ===== - -It is very natural to think of the network as an object, with specific instances of the network -being realizations of this object with different hyperparameters. An implementation using Python classes provides a clean structure and interface, and the full implementation of our neural network is given below. - - -!bc pycod -class NeuralNetwork: - def __init__( - self, - X_data, - Y_data, - n_hidden_neurons=50, - n_categories=10, - epochs=10, - batch_size=100, - eta=0.1, - lmbd=0.0): - - self.X_data_full = X_data - self.Y_data_full = Y_data - - self.n_inputs = X_data.shape[0] - self.n_features = X_data.shape[1] - self.n_hidden_neurons = n_hidden_neurons - self.n_categories = n_categories - - self.epochs = epochs - self.batch_size = batch_size - self.iterations = self.n_inputs // self.batch_size - self.eta = eta - self.lmbd = lmbd - - self.create_biases_and_weights() - - def create_biases_and_weights(self): - self.hidden_weights = np.random.randn(self.n_features, self.n_hidden_neurons) - self.hidden_bias = np.zeros(self.n_hidden_neurons) + 0.01 - - self.output_weights = np.random.randn(self.n_hidden_neurons, self.n_categories) - self.output_bias = np.zeros(self.n_categories) + 0.01 - - def feed_forward(self): - # feed-forward for training - self.z_h = np.matmul(self.X_data, self.hidden_weights) + self.hidden_bias - self.a_h = sigmoid(self.z_h) - - self.z_o = np.matmul(self.a_h, self.output_weights) + self.output_bias - - exp_term = np.exp(self.z_o) - self.probabilities = exp_term / np.sum(exp_term, axis=1, keepdims=True) - - def feed_forward_out(self, X): - # feed-forward for output - z_h = np.matmul(X, self.hidden_weights) + self.hidden_bias - a_h = sigmoid(z_h) - - z_o = np.matmul(a_h, self.output_weights) + self.output_bias - - exp_term = np.exp(z_o) - probabilities = exp_term / np.sum(exp_term, axis=1, keepdims=True) - return probabilities - - def backpropagation(self): - error_output = self.probabilities - self.Y_data - error_hidden = np.matmul(error_output, self.output_weights.T) * self.a_h * (1 - self.a_h) - - self.output_weights_gradient = np.matmul(self.a_h.T, error_output) - self.output_bias_gradient = np.sum(error_output, axis=0) - - self.hidden_weights_gradient = np.matmul(self.X_data.T, error_hidden) - self.hidden_bias_gradient = np.sum(error_hidden, axis=0) - - if self.lmbd > 0.0: - self.output_weights_gradient += self.lmbd * self.output_weights - self.hidden_weights_gradient += self.lmbd * self.hidden_weights - - self.output_weights -= self.eta * self.output_weights_gradient - self.output_bias -= self.eta * self.output_bias_gradient - self.hidden_weights -= self.eta * self.hidden_weights_gradient - self.hidden_bias -= self.eta * self.hidden_bias_gradient - - def predict(self, X): - probabilities = self.feed_forward_out(X) - return np.argmax(probabilities, axis=1) - - def predict_probabilities(self, X): - probabilities = self.feed_forward_out(X) - return probabilities - - def train(self): - data_indices = np.arange(self.n_inputs) - - for i in range(self.epochs): - for j in range(self.iterations): - # pick datapoints with replacement - chosen_datapoints = np.random.choice( - data_indices, size=self.batch_size, replace=False - ) - - # minibatch training data - self.X_data = self.X_data_full[chosen_datapoints] - self.Y_data = self.Y_data_full[chosen_datapoints] - - self.feed_forward() - self.backpropagation() -!ec - -!split -===== Evaluate model performance on test data ===== - -To measure the performance of our network we evaluate how well it does it data it has never seen before, i.e. the test data. -We measure the performance of the network using the *accuracy* score. -The accuracy is as you would expect just the number of images correctly labeled divided by the total number of images. A perfect classifier will have an accuracy score of $1$. - -$$ \text{Accuracy} = \frac{\sum_{i=1}^n I(\tilde{y}_i = y_i)}{n} ,$$ - -where $I$ is the indicator function, $1$ if $\tilde{y}_i = y_i$ and $0$ otherwise. - - -!bc pycod -epochs = 100 -batch_size = 100 - -dnn = NeuralNetwork(X_train, Y_train_onehot, eta=eta, lmbd=lmbd, epochs=epochs, batch_size=batch_size, - n_hidden_neurons=n_hidden_neurons, n_categories=n_categories) -dnn.train() -test_predict = dnn.predict(X_test) - -# accuracy score from scikit library -print("Accuracy score on test set: ", accuracy_score(Y_test, test_predict)) - -# equivalent in numpy -def accuracy_score_numpy(Y_test, Y_pred): - return np.sum(Y_test == Y_pred) / len(Y_test) - -#print("Accuracy score on test set: ", accuracy_score_numpy(Y_test, test_predict)) -!ec - -!split -===== Adjust hyperparameters ===== - -We now perform a grid search to find the optimal hyperparameters for the network. -Note that we are only using 1 layer with 50 neurons, and human performance is estimated to be around $98\%$ ($2\%$ error rate). - -!bc pycod -eta_vals = np.logspace(-5, 1, 7) -lmbd_vals = np.logspace(-5, 1, 7) -# store the models for later use -DNN_numpy = np.zeros((len(eta_vals), len(lmbd_vals)), dtype=object) - -# grid search -for i, eta in enumerate(eta_vals): - for j, lmbd in enumerate(lmbd_vals): - dnn = NeuralNetwork(X_train, Y_train_onehot, eta=eta, lmbd=lmbd, epochs=epochs, batch_size=batch_size, - n_hidden_neurons=n_hidden_neurons, n_categories=n_categories) - dnn.train() - - DNN_numpy[i][j] = dnn - - test_predict = dnn.predict(X_test) - - print("Learning rate = ", eta) - print("Lambda = ", lmbd) - print("Accuracy score on test set: ", accuracy_score(Y_test, test_predict)) - print() -!ec - -!split -===== Visualization ===== - -!bc pycod -# visual representation of grid search -# uses seaborn heatmap, you can also do this with matplotlib imshow -import seaborn as sns - -sns.set() - -train_accuracy = np.zeros((len(eta_vals), len(lmbd_vals))) -test_accuracy = np.zeros((len(eta_vals), len(lmbd_vals))) - -for i in range(len(eta_vals)): - for j in range(len(lmbd_vals)): - dnn = DNN_numpy[i][j] - - train_pred = dnn.predict(X_train) - test_pred = dnn.predict(X_test) - - train_accuracy[i][j] = accuracy_score(Y_train, train_pred) - test_accuracy[i][j] = accuracy_score(Y_test, test_pred) - - -fig, ax = plt.subplots(figsize = (10, 10)) -sns.heatmap(train_accuracy, annot=True, ax=ax, cmap="viridis") -ax.set_title("Training Accuracy") -ax.set_ylabel("$\eta$") -ax.set_xlabel("$\lambda$") -plt.show() - -fig, ax = plt.subplots(figsize = (10, 10)) -sns.heatmap(test_accuracy, annot=True, ax=ax, cmap="viridis") -ax.set_title("Test Accuracy") -ax.set_ylabel("$\eta$") -ax.set_xlabel("$\lambda$") -plt.show() -!ec - -!split -===== scikit-learn implementation ===== - -_scikit-learn_ focuses more -on traditional machine learning methods, such as regression, -clustering, decision trees, etc. As such, it has only two types of -neural networks: Multi Layer Perceptron outputting continuous values, -*MPLRegressor*, and Multi Layer Perceptron outputting labels, -*MLPClassifier*. We will see how simple it is to use these classes. - -_scikit-learn_ implements a few improvements from our neural network, -such as early stopping, a varying learning rate, different -optimization methods, etc. We would therefore expect a better -performance overall. - -!bc pycod -from sklearn.neural_network import MLPClassifier -# store models for later use -DNN_scikit = np.zeros((len(eta_vals), len(lmbd_vals)), dtype=object) - -for i, eta in enumerate(eta_vals): - for j, lmbd in enumerate(lmbd_vals): - dnn = MLPClassifier(hidden_layer_sizes=(n_hidden_neurons), activation='logistic', - alpha=lmbd, learning_rate_init=eta, max_iter=epochs) - dnn.fit(X_train, Y_train) - - DNN_scikit[i][j] = dnn - - print("Learning rate = ", eta) - print("Lambda = ", lmbd) - print("Accuracy score on test set: ", dnn.score(X_test, Y_test)) - print() -!ec - - -!split -===== Visualization ===== -!bc pycod -# optional -# visual representation of grid search -# uses seaborn heatmap, could probably do this in matplotlib -import seaborn as sns - -sns.set() - -train_accuracy = np.zeros((len(eta_vals), len(lmbd_vals))) -test_accuracy = np.zeros((len(eta_vals), len(lmbd_vals))) - -for i in range(len(eta_vals)): - for j in range(len(lmbd_vals)): - dnn = DNN_scikit[i][j] - - train_pred = dnn.predict(X_train) - test_pred = dnn.predict(X_test) - - train_accuracy[i][j] = accuracy_score(Y_train, train_pred) - test_accuracy[i][j] = accuracy_score(Y_test, test_pred) - - -fig, ax = plt.subplots(figsize = (10, 10)) -sns.heatmap(train_accuracy, annot=True, ax=ax, cmap="viridis") -ax.set_title("Training Accuracy") -ax.set_ylabel("$\eta$") -ax.set_xlabel("$\lambda$") -plt.show() - -fig, ax = plt.subplots(figsize = (10, 10)) -sns.heatmap(test_accuracy, annot=True, ax=ax, cmap="viridis") -ax.set_title("Test Accuracy") -ax.set_ylabel("$\eta$") -ax.set_xlabel("$\lambda$") -plt.show() -!ec - - - - - @@ -1468,186 +455,148 @@ plt.show() !ec - !split -===== The Breast Cancer Data, now with Keras ===== +===== Using Pytorch with the full MNIST data set ===== !bc pycod +import torch +import torch.nn as nn +import torch.optim as optim +import torchvision +import torchvision.transforms as transforms -import tensorflow as tf -from tensorflow.keras.layers import Input -from tensorflow.keras.models import Sequential #This allows appending layers to existing models -from tensorflow.keras.layers import Dense #This allows defining the characteristics of a particular layer -from tensorflow.keras import optimizers #This allows using whichever optimiser we want (sgd,adam,RMSprop) -from tensorflow.keras import regularizers #This allows using whichever regularizer we want (l1,l2,l1_l2) -from tensorflow.keras.utils import to_categorical #This allows using categorical cross entropy as the cost function -import numpy as np -import matplotlib.pyplot as plt -import seaborn as sns -from sklearn.model_selection import train_test_split as splitter -from sklearn.datasets import load_breast_cancer -import pickle -import os +# Device configuration: use GPU if available +device = torch.device("cuda" if torch.cuda.is_available() else "cpu") + +# MNIST dataset (downloads if not already present) +transform = transforms.Compose([ + transforms.ToTensor(), + transforms.Normalize((0.5,), (0.5,)) # normalize to mean=0.5, std=0.5 (approx. [-1,1] pixel range) +]) +train_dataset = torchvision.datasets.MNIST(root='./data', train=True, download=True, transform=transform) +test_dataset = torchvision.datasets.MNIST(root='./data', train=False, download=True, transform=transform) + +train_loader = torch.utils.data.DataLoader(train_dataset, batch_size=64, shuffle=True) +test_loader = torch.utils.data.DataLoader(test_dataset, batch_size=64, shuffle=False) -"""Load breast cancer dataset""" +class NeuralNet(nn.Module): + def __init__(self): + super(NeuralNet, self).__init__() + self.fc1 = nn.Linear(28*28, 100) # first hidden layer (784 -> 100) + self.fc2 = nn.Linear(100, 100) # second hidden layer (100 -> 100) + self.fc3 = nn.Linear(100, 10) # output layer (100 -> 10 classes) + def forward(self, x): + x = x.view(x.size(0), -1) # flatten images into vectors of size 784 + x = torch.relu(self.fc1(x)) # hidden layer 1 + ReLU activation + x = torch.relu(self.fc2(x)) # hidden layer 2 + ReLU activation + x = self.fc3(x) # output layer (logits for 10 classes) + return x -np.random.seed(0) #create same seed for random number every time - -cancer=load_breast_cancer() #Download breast cancer dataset - -inputs=cancer.data #Feature matrix of 569 rows (samples) and 30 columns (parameters) -outputs=cancer.target #Label array of 569 rows (0 for benign and 1 for malignant) -labels=cancer.feature_names[0:30] - -print('The content of the breast cancer dataset is:') #Print information about the datasets -print(labels) -print('-------------------------') -print("inputs = " + str(inputs.shape)) -print("outputs = " + str(outputs.shape)) -print("labels = "+ str(labels.shape)) - -x=inputs #Reassign the Feature and Label matrices to other variables -y=outputs - -#%% - -# Visualisation of dataset (for correlation analysis) - -plt.figure() -plt.scatter(x[:,0],x[:,2],s=40,c=y,cmap=plt.cm.Spectral) -plt.xlabel('Mean radius',fontweight='bold') -plt.ylabel('Mean perimeter',fontweight='bold') -plt.show() - -plt.figure() -plt.scatter(x[:,5],x[:,6],s=40,c=y, cmap=plt.cm.Spectral) -plt.xlabel('Mean compactness',fontweight='bold') -plt.ylabel('Mean concavity',fontweight='bold') -plt.show() +model = NeuralNet().to(device) -plt.figure() -plt.scatter(x[:,0],x[:,1],s=40,c=y,cmap=plt.cm.Spectral) -plt.xlabel('Mean radius',fontweight='bold') -plt.ylabel('Mean texture',fontweight='bold') -plt.show() +criterion = nn.CrossEntropyLoss() +optimizer = optim.SGD(model.parameters(), lr=0.01, weight_decay=1e-4) -plt.figure() -plt.scatter(x[:,2],x[:,1],s=40,c=y,cmap=plt.cm.Spectral) -plt.xlabel('Mean perimeter',fontweight='bold') -plt.ylabel('Mean compactness',fontweight='bold') -plt.show() +num_epochs = 10 +for epoch in range(num_epochs): + model.train() # set model to training mode + running_loss = 0.0 + for images, labels in train_loader: + # Move data to device (GPU if available, else CPU) + images, labels = images.to(device), labels.to(device) + + optimizer.zero_grad() # reset gradients to zero + outputs = model(images) # forward pass: compute predictions + loss = criterion(outputs, labels) # compute cross-entropy loss + loss.backward() # backpropagate to compute gradients + optimizer.step() # update weights using SGD step + + running_loss += loss.item() + # Compute average loss over all batches in this epoch + avg_loss = running_loss / len(train_loader) + print(f"Epoch {epoch+1}/{num_epochs}, Loss: {avg_loss:.4f}") + +#Evaluation on the Test Set -# Generate training and testing datasets -#Select features relevant to classification (texture,perimeter,compactness and symmetery) -#and add to input matrix +model.eval() # set model to evaluation mode +correct = 0 +total = 0 +with torch.no_grad(): # disable gradient calculation for evaluation + for images, labels in test_loader: + images, labels = images.to(device), labels.to(device) + outputs = model(images) + _, predicted = torch.max(outputs, dim=1) # class with highest score + total += labels.size(0) + correct += (predicted == labels).sum().item() -temp1=np.reshape(x[:,1],(len(x[:,1]),1)) -temp2=np.reshape(x[:,2],(len(x[:,2]),1)) -X=np.hstack((temp1,temp2)) -temp=np.reshape(x[:,5],(len(x[:,5]),1)) -X=np.hstack((X,temp)) -temp=np.reshape(x[:,8],(len(x[:,8]),1)) -X=np.hstack((X,temp)) - -X_train,X_test,y_train,y_test=splitter(X,y,test_size=0.1) #Split datasets into training and testing - -y_train=to_categorical(y_train) #Convert labels to categorical when using categorical cross entropy -y_test=to_categorical(y_test) - -del temp1,temp2,temp - -# %% - -# Define tunable parameters" - -eta=np.logspace(-3,-1,3) #Define vector of learning rates (parameter to SGD optimiser) -lamda=0.01 #Define hyperparameter -n_layers=2 #Define number of hidden layers in the model -n_neuron=np.logspace(0,3,4,dtype=int) #Define number of neurons per layer -epochs=100 #Number of reiterations over the input data -batch_size=100 #Number of samples per gradient update - -# %% - -"""Define function to return Deep Neural Network model""" - -def NN_model(inputsize,n_layers,n_neuron,eta,lamda): - model=Sequential() - for i in range(n_layers): #Run loop to add hidden layers to the model - if (i==0): #First layer requires input dimensions - model.add(Dense(n_neuron,activation='relu',kernel_regularizer=regularizers.l2(lamda),input_dim=inputsize)) - else: #Subsequent layers are capable of automatic shape inferencing - model.add(Dense(n_neuron,activation='relu',kernel_regularizer=regularizers.l2(lamda))) - model.add(Dense(2,activation='softmax')) #2 outputs - ordered and disordered (softmax for prob) - sgd=optimizers.SGD(learning_rate=eta) - model.compile(loss='categorical_crossentropy',optimizer=sgd,metrics=['accuracy']) - return model - - -Train_accuracy=np.zeros((len(n_neuron),len(eta))) #Define matrices to store accuracy scores as a function -Test_accuracy=np.zeros((len(n_neuron),len(eta))) #of learning rate and number of hidden neurons for - -for i in range(len(n_neuron)): #run loops over hidden neurons and learning rates to calculate - for j in range(len(eta)): #accuracy scores - DNN_model=NN_model(X_train.shape[1],n_layers,n_neuron[i],eta[j],lamda) - DNN_model.fit(X_train,y_train,epochs=epochs,batch_size=batch_size,verbose=1) - Train_accuracy[i,j]=DNN_model.evaluate(X_train,y_train)[1] - Test_accuracy[i,j]=DNN_model.evaluate(X_test,y_test)[1] - - -def plot_data(x,y,data,title=None): - - # plot results - fontsize=16 - - - fig = plt.figure() - ax = fig.add_subplot(111) - cax = ax.matshow(data, interpolation='nearest', vmin=0, vmax=1) - - cbar=fig.colorbar(cax) - cbar.ax.set_ylabel('accuracy (%)',rotation=90,fontsize=fontsize) - cbar.set_ticks([0,.2,.4,0.6,0.8,1.0]) - cbar.set_ticklabels(['0%','20%','40%','60%','80%','100%']) - - # put text on matrix elements - for i, x_val in enumerate(np.arange(len(x))): - for j, y_val in enumerate(np.arange(len(y))): - c = "${0:.1f}\\%$".format( 100*data[j,i]) - ax.text(x_val, y_val, c, va='center', ha='center') - - # convert axis vaues to to string labels - x=[str(i) for i in x] - y=[str(i) for i in y] - - - ax.set_xticklabels(['']+x) - ax.set_yticklabels(['']+y) - - ax.set_xlabel('$\\mathrm{learning\\ rate}$',fontsize=fontsize) - ax.set_ylabel('$\\mathrm{hidden\\ neurons}$',fontsize=fontsize) - if title is not None: - ax.set_title(title) - - plt.tight_layout() - - plt.show() - -plot_data(eta,n_neuron,Train_accuracy, 'training') -plot_data(eta,n_neuron,Test_accuracy, 'testing') +accuracy = 100 * correct / total +print(f"Test Accuracy: {accuracy:.2f}%") !ec +!split +===== And a similar example using Tensorflow with Keras ===== +!bc pycod +import tensorflow as tf +from tensorflow import keras +from tensorflow.keras import layers, regularizers + +# Check for GPU (TensorFlow will use it automatically if available) +gpus = tf.config.list_physical_devices('GPU') +print(f"GPUs available: {gpus}") + +# 1) Load and preprocess MNIST +(x_train, y_train), (x_test, y_test) = keras.datasets.mnist.load_data() +# Normalize to [0, 1] +x_train = (x_train.astype("float32") / 255.0) +x_test = (x_test.astype("float32") / 255.0) + +# 2) Build the model: 784 -> 100 -> 100 -> 10 +l2_reg = 1e-4 # L2 regularization strength + +model = keras.Sequential([ + layers.Input(shape=(28, 28)), + layers.Flatten(), + layers.Dense(100, activation="relu", + kernel_regularizer=regularizers.l2(l2_reg)), + layers.Dense(100, activation="relu", + kernel_regularizer=regularizers.l2(l2_reg)), + layers.Dense(10, activation="softmax") # output probabilities for 10 classes +]) + +# 3) Compile with SGD + weight decay via L2 regularizers +model.compile( + optimizer=keras.optimizers.SGD(learning_rate=0.01), + loss="sparse_categorical_crossentropy", + metrics=["accuracy"], +) + +model.summary() + +# 4) Train +history = model.fit( + x_train, y_train, + epochs=10, + batch_size=64, + validation_split=0.1, # optional: monitor validation during training + verbose=1 +) + +# 5) Evaluate on test set +test_loss, test_acc = model.evaluate(x_test, y_test, verbose=0) +print(f"Test accuracy: {test_acc:.4f}, Test loss: {test_loss:.4f}") + +!ec !split -===== Building a neural network code ===== +===== Building our own neural network code ===== Here we present a flexible object oriented codebase for a feed forward neural network, along with a demonstration of how