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mhjensen e6ed842d7b added some discussion to neural nets
2018-10-12 05:44:26 +02:00

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<!-- navigation toc: --> <li><a href="._NeuralNet-bs001.html#___sec0" style="font-size: 80%;"><b>Neural networks</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs002.html#___sec1" style="font-size: 80%;"><b>Artificial neurons</b></a></li>
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<!-- navigation toc: --> <li><a href="._NeuralNet-bs007.html#___sec6" style="font-size: 80%;"><b>Other types of networks</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs008.html#___sec7" style="font-size: 80%;"><b>Multilayer perceptrons</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs009.html#___sec8" style="font-size: 80%;"><b>Why multilayer perceptrons?</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs010.html#___sec9" style="font-size: 80%;"><b>Mathematical model</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs011.html#___sec10" style="font-size: 80%;"><b>Mathematical model</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs012.html#___sec11" style="font-size: 80%;"><b>Mathematical model</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs013.html#___sec12" style="font-size: 80%;"><b>Mathematical model</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs014.html#___sec13" style="font-size: 80%;"><b>Mathematical model</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs015.html#___sec14" style="font-size: 80%;">&nbsp;&nbsp;&nbsp;Matrix-vector notation</a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs016.html#___sec15" style="font-size: 80%;">&nbsp;&nbsp;&nbsp;Matrix-vector notation and activation</a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs017.html#___sec16" style="font-size: 80%;">&nbsp;&nbsp;&nbsp;Activation functions</a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs018.html#___sec17" style="font-size: 80%;">&nbsp;&nbsp;&nbsp;Activation functions, Logistic and Hyperbolic ones</a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs019.html#___sec18" style="font-size: 80%;">&nbsp;&nbsp;&nbsp;Relevance</a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs020.html#___sec19" style="font-size: 80%;"><b>The multilayer perceptron (MLP)</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs021.html#___sec20" style="font-size: 80%;"><b>From one to many layers, the universal approximation theorem</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs022.html#___sec21" style="font-size: 80%;"><b>Deriving the back propagation code for a multilayer perceptron model</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs023.html#___sec22" style="font-size: 80%;"><b>Definitions</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs024.html#___sec23" style="font-size: 80%;"><b>Derivatives and the chain rule</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs025.html#___sec24" style="font-size: 80%;"><b>Derivative of the cost function</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs026.html#___sec25" style="font-size: 80%;"><b>Bringing it together, first back propagation equation</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs027.html#___sec26" style="font-size: 80%;"><b>Derivatives in terms of \( z_j^L \)</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs028.html#___sec27" style="font-size: 80%;"><b>Bringing it together</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs029.html#___sec28" style="font-size: 80%;"><b>Final back propagating equation</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs030.html#___sec29" style="font-size: 80%;"><b>Setting up the Back propagation algorithm</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs031.html#___sec30" style="font-size: 80%;"><b>Setting up a Multi-layer perceptron model for classification</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs032.html#___sec31" style="font-size: 80%;"><b>Defining the cost function</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs033.html#___sec32" style="font-size: 80%;"><b>Developing a code for doing neural networks with back propagation</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs034.html#___sec33" style="font-size: 80%;"><b>Collect and pre-process data</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs035.html#___sec34" style="font-size: 80%;"><b>Train and test datasets</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs036.html#___sec35" style="font-size: 80%;"><b>Define model and architecture</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs037.html#___sec36" style="font-size: 80%;"><b>Layers</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs038.html#___sec37" style="font-size: 80%;"><b>Weights and biases</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs039.html#___sec38" style="font-size: 80%;"><b>Feed-forward pass</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs040.html#___sec39" style="font-size: 80%;"><b>Matrix multiplications</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs041.html#___sec40" style="font-size: 80%;"><b>Choose cost function and optimizer</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs042.html#___sec41" style="font-size: 80%;"><b>Optimizing the cost function</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs043.html#___sec42" style="font-size: 80%;"><b>Regularization</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs044.html#___sec43" style="font-size: 80%;"><b>Matrix multiplication</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs045.html#___sec44" style="font-size: 80%;"><b>Improving performance</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs046.html#___sec45" style="font-size: 80%;"><b>Full object-oriented implementation</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs047.html#___sec46" style="font-size: 80%;"><b>Evaluate model performance on test data</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs048.html#___sec47" style="font-size: 80%;"><b>Adjust hyperparameters</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs049.html#___sec48" style="font-size: 80%;"><b>Visualization</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs050.html#___sec49" style="font-size: 80%;"><b>scikit-learn implementation</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs051.html#___sec50" style="font-size: 80%;"><b>Visualization</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs052.html#___sec51" style="font-size: 80%;"><b>Building neural networks in Tensorflow and Keras</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs053.html#___sec52" style="font-size: 80%;"><b>Tensorflow</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs054.html#___sec53" style="font-size: 80%;"><b>Collect and pre-process data</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs055.html#___sec54" style="font-size: 80%;"><b>Using TensorFlow backend</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs056.html#___sec55" style="font-size: 80%;"><b>Optimizing and using gradient descent</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs057.html#___sec56" style="font-size: 80%;"><b>Using Keras</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs058.html#___sec57" style="font-size: 80%;"><b>Which activation function should I use?</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs059.html#___sec58" style="font-size: 80%;"><b>Is the Logistic activation function (Sigmoid) our choice?</b></a></li>
<!-- navigation toc: --> <li><a href="#___sec59" style="font-size: 80%;"><b>The derivative of the Logistic funtion</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs061.html#___sec60" style="font-size: 80%;"><b>The RELU function family</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs062.html#___sec61" style="font-size: 80%;"><b>A top-down perspective on Neural networks</b></a></li>
<!-- navigation toc: --> <li><a href="._NeuralNet-bs063.html#___sec62" style="font-size: 80%;"><b>Limitations of supervised learning with deep networks</b></a></li>
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<h2 id="___sec59" class="anchor">The derivative of the Logistic funtion </h2>
<p>
Looking at the logistic activation function, when inputs become large
(negative or positive), the function saturates at 0 or 1, with a derivative extremely close to 0. Thus when
backpropagation kicks in, it has virtually no gradient to propagate back through the network, and what
little gradient exists keeps getting diluted as backpropagation progresses down through the top layers, so
there is really nothing left for the lower layers.
<p>
In their paper, Glorot and Bengio propose a way to significantly alleviate this problem. We need the
signal to flow properly in both directions: in the forward direction when making predictions, and in the
reverse direction when backpropagating gradients. We don&#8217;t want the signal to die out, nor do we want it
to explode and saturate. For the signal to flow properly, the authors argue that we need the variance of the
outputs of each layer to be equal to the variance of its inputs, and we also need the gradients to have
equal variance before and after flowing through a layer in the reverse direction (please check out the
paper if you are interested in the mathematical details).
<p>
One of the insights in the 2010 paper by Glorot and Bengio was that the vanishing/exploding gradients
problems were in part due to a poor choice of activation function. Until then most people had assumed
that if Nature had chosen to use roughly sigmoid activation functions in biological neurons, they
must be an excellent choice. But it turns out that other activation functions behave much better in deep
neural networks, in particular the ReLU activation function, mostly because it does not saturate for
positive values (and also because it is quite fast to compute).
<p>
<p>
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