scikit-learn implementation

scikit-learn is a machine learning library for Python. It 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()

# 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()