This commit is contained in:
Connor Olding 2017-02-12 17:29:52 -08:00
parent 745e012a7a
commit 77ba4fa11b
2 changed files with 771 additions and 739 deletions

View File

@ -3,48 +3,15 @@
# external packages required for full functionality:
# numpy scipy h5py sklearn dotmap
import numpy as np
# ugly shorthand:
nf = np.float32
nfa = lambda x: np.array(x, dtype=nf)
ni = np.int
nia = lambda x: np.array(x, dtype=ni)
from optim_nn_core import *
# just for speed, not strictly essential:
from scipy.special import expit as sigmoid
import sys
lament = lambda *args, **kwargs: print(*args, file=sys.stderr, **kwargs)
# used for numbering layers like Keras:
from collections import defaultdict
_layer_counters = defaultdict(lambda: 0)
def log(left, right):
lament("{:>20}: {}".format(left, right))
# Initializations
# note: these are currently only implemented for 2D shapes.
def init_he_normal(size, ins, outs):
s = np.sqrt(2 / ins)
return np.random.normal(0, s, size=size)
def init_he_uniform(size, ins, outs):
s = np.sqrt(6 / ins)
return np.random.uniform(-s, s, size=size)
# Loss functions
class Loss:
def mean(self, r):
return np.average(self.f(r))
def dmean(self, r):
d = self.df(r)
return d / len(d)
class Squared(Loss):
def f(self, r):
return np.square(r)
def df(self, r):
return 2 * r
# Loss functions {{{1
class SquaredHalved(Loss):
def f(self, r):
@ -53,13 +20,6 @@ class SquaredHalved(Loss):
def df(self, r):
return r
class Absolute(Loss):
def f(self, r):
return np.abs(r)
def df(self, r):
return np.sign(r)
class SomethingElse(Loss):
# generalizes Absolute and SquaredHalved (|dx| = 1)
# plot: https://www.desmos.com/calculator/fagjg9vuz7
@ -75,347 +35,7 @@ class SomethingElse(Loss):
def df(self, r):
return np.sign(r) * np.abs(r)**self.c
# Optimizers
class Optimizer:
def __init__(self, alpha=0.1):
self.alpha = nf(alpha)
self.reset()
def reset(self):
pass
def compute(self, dW, W):
return -self.alpha * dW
def update(self, dW, W):
W += self.compute(dW, W)
# the following optimizers are blatantly lifted from tiny-dnn:
# https://github.com/tiny-dnn/tiny-dnn/blob/master/tiny_dnn/optimizers/optimizer.h
class Momentum(Optimizer):
def __init__(self, alpha=0.01, lamb=0, mu=0.9, nesterov=False):
self.alpha = np.asfarray(alpha) # learning rate
self.lamb = np.asfarray(lamb) # weight decay
self.mu = np.asfarray(mu) # momentum
self.nesterov = bool(nesterov)
self.reset()
def reset(self):
self.dWprev = None
def compute(self, dW, W):
if self.dWprev is None:
#self.dWprev = np.zeros_like(dW)
self.dWprev = np.copy(dW)
V = self.mu * self.dWprev - self.alpha * (dW + W * self.lamb)
self.dWprev[:] = V
if self.nesterov: # TODO: is this correct? looks weird
return self.mu * V - self.alpha * (dW + W * self.lamb)
else:
return V
class Adam(Optimizer):
def __init__(self, alpha=0.001, b1=0.9, b2=0.999, b1_t=0.9, b2_t=0.999, eps=1e-8):
self.alpha = nf(alpha) # learning rate
self.b1 = nf(b1) # decay term
self.b2 = nf(b2) # decay term
self.b1_t_default = nf(b1_t) # decay term power t
self.b2_t_default = nf(b2_t) # decay term power t
self.eps = nf(eps)
self.reset()
def reset(self):
self.mt = None
self.vt = None
self.b1_t = self.b1_t_default
self.b2_t = self.b2_t_default
def compute(self, dW, W):
if self.mt is None:
self.mt = np.zeros_like(W)
if self.vt is None:
self.vt = np.zeros_like(W)
# decay
self.b1_t *= self.b1
self.b2_t *= self.b2
self.mt[:] = self.b1 * self.mt + (1 - self.b1) * dW
self.vt[:] = self.b2 * self.vt + (1 - self.b2) * dW * dW
return -self.alpha * (self.mt / (1 - self.b1_t)) \
/ np.sqrt((self.vt / (1 - self.b2_t)) + self.eps)
# Abstract Layers
class Layer:
def __init__(self):
self.parents = []
self.children = []
self.input_shape = None
self.output_shape = None
kind = self.__class__.__name__
global _layer_counters
_layer_counters[kind] += 1
self.name = "{}_{}".format(kind, _layer_counters[kind])
self.size = None # total weight count (if any)
self.unsafe = False # disables assertions for better performance
def __str__(self):
return self.name
# methods we might want to override:
def F(self, X):
raise NotImplementedError("unimplemented", self)
def dF(self, dY):
raise NotImplementedError("unimplemented", self)
def do_feed(self, child):
self.children.append(child)
def be_fed(self, parent):
self.parents.append(parent)
def make_shape(self, shape):
if not self.unsafe:
assert shape is not None
if self.output_shape is None:
self.output_shape = shape
return shape
# TODO: rename this multi and B crap to something actually relevant.
def multi(self, B):
if not self.unsafe:
assert len(B) == 1, self
return self.F(B[0])
def dmulti(self, dB):
if len(dB) == 1:
return self.dF(dB[0])
else:
dX = None
for dY in dB:
if dX is None:
dX = self.dF(dY)
else:
dX += self.dF(dY)
return dX
# general utility methods:
def compatible(self, parent):
if self.input_shape is None:
# inherit shape from output
shape = self.make_shape(parent.output_shape)
if shape is None:
return False
self.input_shape = shape
if np.all(self.input_shape == parent.output_shape):
return True
else:
return False
def feed(self, child):
if not child.compatible(self):
fmt = "{} is incompatible with {}: shape mismatch: {} vs. {}"
raise Exception(fmt.format(self, child, self.output_shape, child.input_shape))
self.do_feed(child)
child.be_fed(self)
return child
def validate_input(self, X):
assert X.shape[1:] == self.input_shape, (str(self), X.shape[1:], self.input_shape)
def validate_output(self, Y):
assert Y.shape[1:] == self.output_shape, (str(self), Y.shape[1:], self.output_shape)
def forward(self, lut):
if not self.unsafe:
assert len(self.parents) > 0, self
B = []
for parent in self.parents:
# TODO: skip over irrelevant nodes (if any)
X = lut[parent]
if not self.unsafe:
self.validate_input(X)
B.append(X)
Y = self.multi(B)
if not self.unsafe:
self.validate_output(Y)
return Y
def backward(self, lut):
if not self.unsafe:
assert len(self.children) > 0, self
dB = []
for child in self.children:
# TODO: skip over irrelevant nodes (if any)
dY = lut[child]
if not self.unsafe:
self.validate_output(dY)
dB.append(dY)
dX = self.dmulti(dB)
if not self.unsafe:
self.validate_input(dX)
return dX
# Final Layers
class Sum(Layer):
def multi(self, B):
return np.sum(B, axis=0)
def dmulti(self, dB):
#assert len(dB) == 1, "unimplemented"
return dB[0] # TODO: does this always work?
class Input(Layer):
def __init__(self, shape):
assert shape is not None
super().__init__()
self.shape = tuple(shape)
self.input_shape = self.shape
self.output_shape = self.shape
def F(self, X):
return X
def dF(self, dY):
#self.dY = dY
return np.zeros_like(dY)
class Affine(Layer):
def __init__(self, a=1, b=0):
super().__init__()
self.a = nf(a)
self.b = nf(b)
def F(self, X):
return self.a * X + self.b
def dF(self, dY):
return dY * self.a
class Sigmoid(Layer): # aka Logistic
def F(self, X):
self.sig = sigmoid(X)
return X * self.sig
def dF(self, dY):
return dY * self.sig * (1 - self.sig)
class Tanh(Layer):
def F(self, X):
self.sig = np.tanh(X)
return X * self.sig
def dF(self, dY):
return dY * (1 - self.sig * self.sig)
class Relu(Layer):
def F(self, X):
self.cond = X >= 0
return np.where(self.cond, X, 0)
def dF(self, dY):
return np.where(self.cond, dY, 0)
class Elu(Layer):
# paper: https://arxiv.org/abs/1511.07289
def __init__(self, alpha=1):
super().__init__()
self.alpha = nf(alpha)
def F(self, X):
self.cond = X >= 0
self.neg = np.exp(X) - 1
return np.where(self.cond, X, self.neg)
def dF(self, dY):
return dY * np.where(self.cond, 1, self.neg + 1)
class GeluApprox(Layer):
# paper: https://arxiv.org/abs/1606.08415
# plot: https://www.desmos.com/calculator/ydzgtccsld
def F(self, X):
self.a = 1.704 * X
self.sig = sigmoid(self.a)
return X * self.sig
def dF(self, dY):
return dY * self.sig * (1 + self.a * (1 - self.sig))
class Dense(Layer):
def __init__(self, dim, init=init_he_uniform):
super().__init__()
self.dim = ni(dim)
self.output_shape = (dim,)
self.weight_init = init
self.size = None
def make_shape(self, shape):
super().make_shape(shape)
if len(shape) != 1:
return False
self.nW = self.dim * shape[0]
self.nb = self.dim
self.size = self.nW + self.nb
return shape
def init(self, W, dW):
ins, outs = self.input_shape[0], self.output_shape[0]
self.W = W
self.dW = dW
self.coeffs = self.W[:self.nW].reshape(ins, outs)
self.biases = self.W[self.nW:].reshape(1, outs)
self.dcoeffs = self.dW[:self.nW].reshape(ins, outs)
self.dbiases = self.dW[self.nW:].reshape(1, outs)
self.coeffs.flat = self.weight_init(self.nW, ins, outs)
self.biases.flat = 0
self.std = np.std(self.W)
def F(self, X):
self.X = X
Y = X.dot(self.coeffs) + self.biases
return Y
def dF(self, dY):
dX = dY.dot(self.coeffs.T)
self.dcoeffs[:] = self.X.T.dot(dY)
self.dbiases[:] = dY.sum(0, keepdims=True)
return dX
class DenseOneLess(Dense):
def init(self, W, dW):
super().init(W, dW)
ins, outs = self.input_shape[0], self.output_shape[0]
assert ins == outs, (ins, outs)
def F(self, X):
np.fill_diagonal(self.coeffs, 0)
self.X = X
Y = X.dot(self.coeffs) + self.biases
return Y
def dF(self, dY):
dX = dY.dot(self.coeffs.T)
self.dcoeffs[:] = self.X.T.dot(dY)
self.dbiases[:] = dY.sum(0, keepdims=True)
np.fill_diagonal(self.dcoeffs, 0)
return dX
# Parametric Layers {{{1
class LayerNorm(Layer):
# paper: https://arxiv.org/abs/1607.06450
@ -446,161 +66,7 @@ class LayerNorm(Layer):
return dX
# Model
class Model:
def __init__(self, x, y, unsafe=False):
assert isinstance(x, Layer), x
assert isinstance(y, Layer), y
self.x = x
self.y = y
self.ordered_nodes = self.traverse([], self.y)
self.make_weights()
for node in self.ordered_nodes:
node.unsafe = unsafe
def make_weights(self):
self.param_count = 0
for node in self.ordered_nodes:
if node.size is not None:
self.param_count += node.size
self.W = np.zeros(self.param_count, dtype=nf)
self.dW = np.zeros(self.param_count, dtype=nf)
offset = 0
for node in self.ordered_nodes:
if node.size is not None:
end = offset + node.size
node.init(self.W[offset:end], self.dW[offset:end])
offset += node.size
def traverse(self, nodes, node):
if node == self.x:
return [node]
for parent in node.parents:
if parent not in nodes:
new_nodes = self.traverse(nodes, parent)
for new_node in new_nodes:
if new_node not in nodes:
nodes.append(new_node)
if nodes:
nodes.append(node)
return nodes
def forward(self, X):
lut = dict()
input_node = self.ordered_nodes[0]
output_node = self.ordered_nodes[-1]
lut[input_node] = input_node.multi(np.expand_dims(X, 0))
for node in self.ordered_nodes[1:]:
lut[node] = node.forward(lut)
return lut[output_node]
def backward(self, error):
lut = dict()
input_node = self.ordered_nodes[0]
output_node = self.ordered_nodes[-1]
lut[output_node] = output_node.dmulti(np.expand_dims(error, 0))
for node in reversed(self.ordered_nodes[:-1]):
lut[node] = node.backward(lut)
#return lut[input_node] # meaningless value
return self.dW
def load_weights(self, fn):
# seemingly compatible with keras' Dense layers.
# ignores any non-Dense layer types.
# TODO: assert file actually exists
import h5py
f = h5py.File(fn)
weights = {}
def visitor(name, obj):
if isinstance(obj, h5py.Dataset):
weights[name.split('/')[-1]] = nfa(obj[:])
f.visititems(visitor)
f.close()
denses = [node for node in self.ordered_nodes if isinstance(node, Dense)]
for i in range(len(denses)):
a, b = i, i + 1
b_name = "dense_{}".format(b)
# TODO: write a Dense method instead of assigning directly
denses[a].coeffs[:] = weights[b_name+'_W']
denses[a].biases[:] = np.expand_dims(weights[b_name+'_b'], 0)
def save_weights(self, fn, overwrite=False):
import h5py
f = h5py.File(fn, 'w')
denses = [node for node in self.ordered_nodes if isinstance(node, Dense)]
for i in range(len(denses)):
a, b = i, i + 1
b_name = "dense_{}".format(b)
# TODO: write a Dense method instead of assigning directly
grp = f.create_group(b_name)
data = grp.create_dataset(b_name+'_W', denses[a].coeffs.shape, dtype=nf)
data[:] = denses[a].coeffs
data = grp.create_dataset(b_name+'_b', denses[a].biases.shape, dtype=nf)
data[:] = denses[a].biases
f.close()
class Ritual: # i'm just making up names at this point
def __init__(self, learner=None, loss=None, mloss=None):
self.learner = learner if learner is not None else Learner(Optimizer())
self.loss = loss if loss is not None else Squared()
self.mloss = mloss if mloss is not None else loss
def reset(self):
self.learner.reset(optim=True)
def measure(self, residual):
return self.mloss.mean(residual)
def derive(self, residual):
return self.loss.dmean(residual)
def learn(self, inputs, outputs):
predicted = self.model.forward(inputs)
residual = predicted - outputs
self.model.backward(self.derive(residual))
return residual
def update(self):
self.learner.optim.update(self.model.dW, self.model.W)
def prepare(self, model):
self.en = 0
self.bn = 0
self.model = model
def train_batched(self, inputs, outputs, batch_size, return_losses=False):
self.en += 1
cumsum_loss = 0
batch_count = inputs.shape[0] // batch_size
losses = []
for b in range(batch_count):
self.bn += 1
bi = b * batch_size
batch_inputs = inputs[ bi:bi+batch_size]
batch_outputs = outputs[bi:bi+batch_size]
if self.learner.per_batch:
self.learner.batch(b / batch_count)
residual = self.learn(batch_inputs, batch_outputs)
self.update()
batch_loss = self.measure(residual)
if np.isnan(batch_loss):
raise Exception("nan")
cumsum_loss += batch_loss
if return_losses:
losses.append(batch_loss)
avg_loss = cumsum_loss / batch_count
if return_losses:
return avg_loss, losses
else:
return avg_loss
# Rituals {{{1
def stochastic_multiply(W, gamma=0.5, allow_negation=True):
# paper: https://arxiv.org/abs/1606.01981
@ -681,72 +147,7 @@ class NoisyRitual(Ritual):
self.model.dW += np.random.normal(0, s, size=size)
super().update()
class Learner:
per_batch = False
def __init__(self, optim, epochs=100, rate=None):
assert isinstance(optim, Optimizer)
self.optim = optim
self.start_rate = optim.alpha if rate is None else float(rate)
self.epochs = int(epochs)
self.reset()
def reset(self, optim=False):
self.started = False
self.epoch = 0
if optim:
self.optim.reset()
@property
def epoch(self):
return self._epoch
@epoch.setter
def epoch(self, new_epoch):
self._epoch = int(new_epoch)
self.rate = self.rate_at(self._epoch)
@property
def rate(self):
return self.optim.alpha
@rate.setter
def rate(self, new_rate):
self.optim.alpha = new_rate
def rate_at(self, epoch):
return self.start_rate
def next(self):
# prepares the next epoch. returns whether or not to continue training.
if self.epoch + 1 >= self.epochs:
return False
if self.started:
self.epoch += 1
else:
self.started = True
self.epoch = self.epoch # poke property setter just in case
return True
def batch(self, progress): # TODO: rename
# interpolates rates between epochs.
# unlike epochs, we do not store batch number as a state.
# i.e. calling next() will not respect progress.
assert 0 <= progress <= 1
self.rate = self.rate_at(self._epoch + progress)
@property
def final_rate(self):
return self.rate_at(self.epochs - 1)
class AnnealingLearner(Learner):
def __init__(self, optim, epochs=100, rate=None, halve_every=10):
self.halve_every = float(halve_every)
self.anneal = 0.5**(1/self.halve_every)
super().__init__(optim, epochs, rate)
def rate_at(self, epoch):
return self.start_rate * self.anneal**epoch
# Learners {{{1
class DumbLearner(AnnealingLearner):
# this is my own awful contraption. it's not really "SGD with restarts".
@ -773,58 +174,6 @@ class DumbLearner(AnnealingLearner):
self.restart_callback(restart)
return True
def cosmod(x):
# plot: https://www.desmos.com/calculator/hlgqmyswy2
return (1 + np.cos((x % 1) * np.pi)) / 2
class SGDR(Learner):
# Stochastic Gradient Descent with Restarts
# paper: https://arxiv.org/abs/1608.03983
# NOTE: this is missing a couple features.
per_batch = True
def __init__(self, optim, epochs=100, rate=None,
restarts=0, restart_decay=0.5, callback=None,
expando=None):
self.restart_epochs = int(epochs)
self.decay = float(restart_decay)
self.restarts = int(restarts)
self.restart_callback = callback
# TODO: rename expando to something not insane
self.expando = expando if expando is not None else lambda i: 1
self.splits = []
epochs = 0
for i in range(0, self.restarts + 1):
split = epochs + int(self.restart_epochs * self.expando(i))
self.splits.append(split)
epochs = split
super().__init__(optim, epochs, rate)
def split_num(self, epoch):
shit = [0] + self.splits # hack
for i in range(0, len(self.splits)):
if epoch < self.splits[i]:
sub_epoch = epoch - shit[i]
next_restart = self.splits[i] - shit[i]
return i, sub_epoch, next_restart
raise Exception('this should never happen.')
def rate_at(self, epoch):
restart, sub_epoch, next_restart = self.split_num(epoch)
x = sub_epoch / next_restart
return self.start_rate * self.decay**restart * cosmod(x)
def next(self):
if not super().next():
return False
restart, sub_epoch, next_restart = self.split_num(self.epoch)
if restart > 0 and sub_epoch == 0:
if self.restart_callback is not None:
self.restart_callback(restart)
return True
def multiresnet(x, width, depth, block=2, multi=1,
activation=Relu, style='batchless',
init=init_he_normal):
@ -882,6 +231,8 @@ def multiresnet(x, width, depth, block=2, multi=1,
return y
# etc. {{{1
inits = dict(he_normal=init_he_normal, he_uniform=init_he_uniform)
activations = dict(sigmoid=Sigmoid, tanh=Tanh, relu=Relu, elu=Elu, gelu=GeluApprox)
@ -953,74 +304,7 @@ def toy_data(train_samples, valid_samples, problem=2):
return (inputs, outputs), (valid_inputs, valid_outputs)
def run(program, args=[]):
import sys
lament = lambda *args, **kwargs: print(*args, file=sys.stderr, **kwargs)
def log(left, right):
lament("{:>20}: {}".format(left, right))
# Config
from dotmap import DotMap
config = DotMap(
fn_load = None,
fn_save = 'optim_nn.h5',
log_fn = 'losses.npz',
# multi-residual network parameters
res_width = 28,
res_depth = 2,
res_block = 3, # normally 2 for plain resnet
res_multi = 2, # normally 1 for plain resnet
# style of resnet (order of layers, which layers, etc.)
parallel_style = 'onelesssum',
activation = 'gelu',
optim = 'adam',
nesterov = False, # only used with SGD or Adam
momentum = 0.50, # only used with SGD
batch_size = 64,
# learning parameters
learner = 'sgdr',
learn = 1e-2,
learn_halve_every = 16, # unused with SGDR
learn_restart_advance = 16, # unused with SGDR
epochs = 24,
restarts = 2,
restart_decay = 0.25, # only used with SGDR
expando = lambda i: i + 1,
# misc
init = 'he_normal',
loss = 'mse',
mloss = 'mse',
ritual = 'default',
restart_optim = False, # restarts also reset internal state of optimizer
problem = 3,
# best results for ~10,000 parameters
# (keep these paired; update both at the same time!)
train_compare = 1.854613e-05,
valid_compare = 1.623881e-05,
unsafe = True, # aka gotta go fast mode
)
for k in ['parallel_style', 'activation', 'optim', 'learner', 'init', 'loss', 'mloss', 'ritual']:
config[k] = config[k].lower()
config.pprint()
# toy data
# (our model is probably complete overkill for this, so TODO: better data)
(inputs, outputs), (valid_inputs, valid_outputs) = \
toy_data(2**14, 2**11, problem=config.problem)
input_features = inputs.shape[-1]
output_features = outputs.shape[-1]
def model_from_config(config, input_features, output_features):
# Our Test Model
init = inits[config.init]
@ -1038,17 +322,6 @@ def run(program, args=[]):
model = Model(x, y, unsafe=config.unsafe)
if 0:
node_names = ' '.join([str(node) for node in model.ordered_nodes])
log('{} nodes'.format(len(model.ordered_nodes)), node_names)
else:
for node in model.ordered_nodes:
children = [str(n) for n in node.children]
if len(children) > 0:
sep = '->'
print(str(node)+sep+('\n'+str(node)+sep).join(children))
log('parameters', model.param_count)
#
training = config.epochs > 0 and config.restarts >= 0
@ -1129,6 +402,92 @@ def run(program, args=[]):
else:
raise Exception('unknown ritual', config.ritual)
#
return model, learner, ritual, (loss, mloss)
# main {{{1
def run(program, args=[]):
# Config
from dotmap import DotMap
config = DotMap(
fn_load = None,
fn_save = 'optim_nn.h5',
log_fn = 'losses.npz',
# multi-residual network parameters
res_width = 28,
res_depth = 2,
res_block = 3, # normally 2 for plain resnet
res_multi = 2, # normally 1 for plain resnet
# style of resnet (order of layers, which layers, etc.)
parallel_style = 'onelesssum',
activation = 'gelu',
optim = 'adam',
nesterov = False, # only used with SGD or Adam
momentum = 0.50, # only used with SGD
batch_size = 64,
# learning parameters
learner = 'sgdr',
learn = 1e-2,
learn_halve_every = 16, # unused with SGDR
learn_restart_advance = 16, # unused with SGDR
epochs = 24,
restarts = 2,
restart_decay = 0.25, # only used with SGDR
expando = lambda i: i + 1,
# misc
init = 'he_normal',
loss = 'mse',
mloss = 'mse',
ritual = 'default',
restart_optim = False, # restarts also reset internal state of optimizer
problem = 3,
# best results for ~10,000 parameters
# (keep these paired; update both at the same time!)
train_compare = 1.854613e-05,
valid_compare = 1.623881e-05,
unsafe = True, # aka gotta go fast mode
)
for k in ['parallel_style', 'activation', 'optim', 'learner', 'init', 'loss', 'mloss', 'ritual']:
config[k] = config[k].lower()
config.pprint()
# toy data
# (our model is probably complete overkill for this, so TODO: better data)
(inputs, outputs), (valid_inputs, valid_outputs) = \
toy_data(2**14, 2**11, problem=config.problem)
input_features = inputs.shape[-1]
output_features = outputs.shape[-1]
model, learner, ritual, (loss, mloss) = \
model_from_config(config, input_features, output_features)
# Model Information
if 0:
node_names = ' '.join([str(node) for node in model.ordered_nodes])
log('{} nodes'.format(len(model.ordered_nodes)), node_names)
else:
for node in model.ordered_nodes:
children = [str(n) for n in node.children]
if len(children) > 0:
sep = '->'
print(str(node)+sep+('\n'+str(node)+sep).join(children))
log('parameters', model.param_count)
# Training
batch_losses = []
@ -1188,6 +547,7 @@ def run(program, args=[]):
# TODO: write this portion again
if config.log_fn is not None:
log('saving losses', config.log_fn)
np.savez_compressed(config.log_fn,
batch_losses=nfa(batch_losses),
train_losses=nfa(train_losses),

672
optim_nn_core.py Normal file
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@ -0,0 +1,672 @@
import numpy as np
# ugly shorthand:
nf = np.float32
nfa = lambda x: np.array(x, dtype=nf)
ni = np.int
nia = lambda x: np.array(x, dtype=ni)
# just for speed, not strictly essential:
from scipy.special import expit as sigmoid
# used for numbering layers like Keras:
from collections import defaultdict
_layer_counters = defaultdict(lambda: 0)
# Initializations {{{1
# note: these are currently only implemented for 2D shapes.
def init_he_normal(size, ins, outs):
s = np.sqrt(2 / ins)
return np.random.normal(0, s, size=size)
def init_he_uniform(size, ins, outs):
s = np.sqrt(6 / ins)
return np.random.uniform(-s, s, size=size)
# Loss functions {{{1
class Loss:
def mean(self, r):
return np.average(self.f(r))
def dmean(self, r):
d = self.df(r)
return d / len(d)
class Squared(Loss):
def f(self, r):
return np.square(r)
def df(self, r):
return 2 * r
class Absolute(Loss):
def f(self, r):
return np.abs(r)
def df(self, r):
return np.sign(r)
# Optimizers {{{1
class Optimizer:
def __init__(self, alpha=0.1):
self.alpha = nf(alpha)
self.reset()
def reset(self):
pass
def compute(self, dW, W):
return -self.alpha * dW
def update(self, dW, W):
W += self.compute(dW, W)
# the following optimizers are blatantly lifted from tiny-dnn:
# https://github.com/tiny-dnn/tiny-dnn/blob/master/tiny_dnn/optimizers/optimizer.h
class Momentum(Optimizer):
def __init__(self, alpha=0.01, lamb=0, mu=0.9, nesterov=False):
self.alpha = np.asfarray(alpha) # learning rate
self.lamb = np.asfarray(lamb) # weight decay
self.mu = np.asfarray(mu) # momentum
self.nesterov = bool(nesterov)
self.reset()
def reset(self):
self.dWprev = None
def compute(self, dW, W):
if self.dWprev is None:
#self.dWprev = np.zeros_like(dW)
self.dWprev = np.copy(dW)
V = self.mu * self.dWprev - self.alpha * (dW + W * self.lamb)
self.dWprev[:] = V
if self.nesterov: # TODO: is this correct? looks weird
return self.mu * V - self.alpha * (dW + W * self.lamb)
else:
return V
class Adam(Optimizer):
def __init__(self, alpha=0.001, b1=0.9, b2=0.999, b1_t=0.9, b2_t=0.999, eps=1e-8):
self.alpha = nf(alpha) # learning rate
self.b1 = nf(b1) # decay term
self.b2 = nf(b2) # decay term
self.b1_t_default = nf(b1_t) # decay term power t
self.b2_t_default = nf(b2_t) # decay term power t
self.eps = nf(eps)
self.reset()
def reset(self):
self.mt = None
self.vt = None
self.b1_t = self.b1_t_default
self.b2_t = self.b2_t_default
def compute(self, dW, W):
if self.mt is None:
self.mt = np.zeros_like(W)
if self.vt is None:
self.vt = np.zeros_like(W)
# decay
self.b1_t *= self.b1
self.b2_t *= self.b2
self.mt[:] = self.b1 * self.mt + (1 - self.b1) * dW
self.vt[:] = self.b2 * self.vt + (1 - self.b2) * dW * dW
return -self.alpha * (self.mt / (1 - self.b1_t)) \
/ np.sqrt((self.vt / (1 - self.b2_t)) + self.eps)
# Abstract Layers {{{1
class Layer:
def __init__(self):
self.parents = []
self.children = []
self.input_shape = None
self.output_shape = None
kind = self.__class__.__name__
global _layer_counters
_layer_counters[kind] += 1
self.name = "{}_{}".format(kind, _layer_counters[kind])
self.size = None # total weight count (if any)
self.unsafe = False # disables assertions for better performance
def __str__(self):
return self.name
# methods we might want to override:
def F(self, X):
raise NotImplementedError("unimplemented", self)
def dF(self, dY):
raise NotImplementedError("unimplemented", self)
def do_feed(self, child):
self.children.append(child)
def be_fed(self, parent):
self.parents.append(parent)
def make_shape(self, shape):
if not self.unsafe:
assert shape is not None
if self.output_shape is None:
self.output_shape = shape
return shape
# TODO: rename this multi and B crap to something actually relevant.
def multi(self, B):
if not self.unsafe:
assert len(B) == 1, self
return self.F(B[0])
def dmulti(self, dB):
if len(dB) == 1:
return self.dF(dB[0])
else:
dX = None
for dY in dB:
if dX is None:
dX = self.dF(dY)
else:
dX += self.dF(dY)
return dX
# general utility methods:
def compatible(self, parent):
if self.input_shape is None:
# inherit shape from output
shape = self.make_shape(parent.output_shape)
if shape is None:
return False
self.input_shape = shape
if np.all(self.input_shape == parent.output_shape):
return True
else:
return False
def feed(self, child):
if not child.compatible(self):
fmt = "{} is incompatible with {}: shape mismatch: {} vs. {}"
raise Exception(fmt.format(self, child, self.output_shape, child.input_shape))
self.do_feed(child)
child.be_fed(self)
return child
def validate_input(self, X):
assert X.shape[1:] == self.input_shape, (str(self), X.shape[1:], self.input_shape)
def validate_output(self, Y):
assert Y.shape[1:] == self.output_shape, (str(self), Y.shape[1:], self.output_shape)
def forward(self, lut):
if not self.unsafe:
assert len(self.parents) > 0, self
B = []
for parent in self.parents:
# TODO: skip over irrelevant nodes (if any)
X = lut[parent]
if not self.unsafe:
self.validate_input(X)
B.append(X)
Y = self.multi(B)
if not self.unsafe:
self.validate_output(Y)
return Y
def backward(self, lut):
if not self.unsafe:
assert len(self.children) > 0, self
dB = []
for child in self.children:
# TODO: skip over irrelevant nodes (if any)
dY = lut[child]
if not self.unsafe:
self.validate_output(dY)
dB.append(dY)
dX = self.dmulti(dB)
if not self.unsafe:
self.validate_input(dX)
return dX
# Nonparametric Layers {{{1
class Sum(Layer):
def multi(self, B):
return np.sum(B, axis=0)
def dmulti(self, dB):
#assert len(dB) == 1, "unimplemented"
return dB[0] # TODO: does this always work?
class Input(Layer):
def __init__(self, shape):
assert shape is not None
super().__init__()
self.shape = tuple(shape)
self.input_shape = self.shape
self.output_shape = self.shape
def F(self, X):
return X
def dF(self, dY):
#self.dY = dY
return np.zeros_like(dY)
class Affine(Layer):
def __init__(self, a=1, b=0):
super().__init__()
self.a = nf(a)
self.b = nf(b)
def F(self, X):
return self.a * X + self.b
def dF(self, dY):
return dY * self.a
class Sigmoid(Layer): # aka Logistic
def F(self, X):
self.sig = sigmoid(X)
return X * self.sig
def dF(self, dY):
return dY * self.sig * (1 - self.sig)
class Tanh(Layer):
def F(self, X):
self.sig = np.tanh(X)
return X * self.sig
def dF(self, dY):
return dY * (1 - self.sig * self.sig)
class Relu(Layer):
def F(self, X):
self.cond = X >= 0
return np.where(self.cond, X, 0)
def dF(self, dY):
return np.where(self.cond, dY, 0)
class Elu(Layer):
# paper: https://arxiv.org/abs/1511.07289
def __init__(self, alpha=1):
super().__init__()
self.alpha = nf(alpha)
def F(self, X):
self.cond = X >= 0
self.neg = np.exp(X) - 1
return np.where(self.cond, X, self.neg)
def dF(self, dY):
return dY * np.where(self.cond, 1, self.neg + 1)
class GeluApprox(Layer):
# paper: https://arxiv.org/abs/1606.08415
# plot: https://www.desmos.com/calculator/ydzgtccsld
def F(self, X):
self.a = 1.704 * X
self.sig = sigmoid(self.a)
return X * self.sig
def dF(self, dY):
return dY * self.sig * (1 + self.a * (1 - self.sig))
# Parametric Layers {{{1
class Dense(Layer):
def __init__(self, dim, init=init_he_uniform):
super().__init__()
self.dim = ni(dim)
self.output_shape = (dim,)
self.weight_init = init
self.size = None
def make_shape(self, shape):
super().make_shape(shape)
if len(shape) != 1:
return False
self.nW = self.dim * shape[0]
self.nb = self.dim
self.size = self.nW + self.nb
return shape
def init(self, W, dW):
ins, outs = self.input_shape[0], self.output_shape[0]
self.W = W
self.dW = dW
self.coeffs = self.W[:self.nW].reshape(ins, outs)
self.biases = self.W[self.nW:].reshape(1, outs)
self.dcoeffs = self.dW[:self.nW].reshape(ins, outs)
self.dbiases = self.dW[self.nW:].reshape(1, outs)
self.coeffs.flat = self.weight_init(self.nW, ins, outs)
self.biases.flat = 0
self.std = np.std(self.W)
def F(self, X):
self.X = X
Y = X.dot(self.coeffs) + self.biases
return Y
def dF(self, dY):
dX = dY.dot(self.coeffs.T)
self.dcoeffs[:] = self.X.T.dot(dY)
self.dbiases[:] = dY.sum(0, keepdims=True)
return dX
class DenseOneLess(Dense):
def init(self, W, dW):
super().init(W, dW)
ins, outs = self.input_shape[0], self.output_shape[0]
assert ins == outs, (ins, outs)
def F(self, X):
np.fill_diagonal(self.coeffs, 0)
self.X = X
Y = X.dot(self.coeffs) + self.biases
return Y
def dF(self, dY):
dX = dY.dot(self.coeffs.T)
self.dcoeffs[:] = self.X.T.dot(dY)
self.dbiases[:] = dY.sum(0, keepdims=True)
np.fill_diagonal(self.dcoeffs, 0)
return dX
# Models {{{1
class Model:
def __init__(self, x, y, unsafe=False):
assert isinstance(x, Layer), x
assert isinstance(y, Layer), y
self.x = x
self.y = y
self.ordered_nodes = self.traverse([], self.y)
self.make_weights()
for node in self.ordered_nodes:
node.unsafe = unsafe
def make_weights(self):
self.param_count = 0
for node in self.ordered_nodes:
if node.size is not None:
self.param_count += node.size
self.W = np.zeros(self.param_count, dtype=nf)
self.dW = np.zeros(self.param_count, dtype=nf)
offset = 0
for node in self.ordered_nodes:
if node.size is not None:
end = offset + node.size
node.init(self.W[offset:end], self.dW[offset:end])
offset += node.size
def traverse(self, nodes, node):
if node == self.x:
return [node]
for parent in node.parents:
if parent not in nodes:
new_nodes = self.traverse(nodes, parent)
for new_node in new_nodes:
if new_node not in nodes:
nodes.append(new_node)
if nodes:
nodes.append(node)
return nodes
def forward(self, X):
lut = dict()
input_node = self.ordered_nodes[0]
output_node = self.ordered_nodes[-1]
lut[input_node] = input_node.multi(np.expand_dims(X, 0))
for node in self.ordered_nodes[1:]:
lut[node] = node.forward(lut)
return lut[output_node]
def backward(self, error):
lut = dict()
input_node = self.ordered_nodes[0]
output_node = self.ordered_nodes[-1]
lut[output_node] = output_node.dmulti(np.expand_dims(error, 0))
for node in reversed(self.ordered_nodes[:-1]):
lut[node] = node.backward(lut)
#return lut[input_node] # meaningless value
return self.dW
def load_weights(self, fn):
# seemingly compatible with keras' Dense layers.
# ignores any non-Dense layer types.
# TODO: assert file actually exists
import h5py
f = h5py.File(fn)
weights = {}
def visitor(name, obj):
if isinstance(obj, h5py.Dataset):
weights[name.split('/')[-1]] = nfa(obj[:])
f.visititems(visitor)
f.close()
denses = [node for node in self.ordered_nodes if isinstance(node, Dense)]
for i in range(len(denses)):
a, b = i, i + 1
b_name = "dense_{}".format(b)
# TODO: write a Dense method instead of assigning directly
denses[a].coeffs[:] = weights[b_name+'_W']
denses[a].biases[:] = np.expand_dims(weights[b_name+'_b'], 0)
def save_weights(self, fn, overwrite=False):
import h5py
f = h5py.File(fn, 'w')
denses = [node for node in self.ordered_nodes if isinstance(node, Dense)]
for i in range(len(denses)):
a, b = i, i + 1
b_name = "dense_{}".format(b)
# TODO: write a Dense method instead of assigning directly
grp = f.create_group(b_name)
data = grp.create_dataset(b_name+'_W', denses[a].coeffs.shape, dtype=nf)
data[:] = denses[a].coeffs
data = grp.create_dataset(b_name+'_b', denses[a].biases.shape, dtype=nf)
data[:] = denses[a].biases
f.close()
# Rituals {{{1
class Ritual: # i'm just making up names at this point
def __init__(self, learner=None, loss=None, mloss=None):
self.learner = learner if learner is not None else Learner(Optimizer())
self.loss = loss if loss is not None else Squared()
self.mloss = mloss if mloss is not None else loss
def reset(self):
self.learner.reset(optim=True)
def measure(self, residual):
return self.mloss.mean(residual)
def derive(self, residual):
return self.loss.dmean(residual)
def learn(self, inputs, outputs):
predicted = self.model.forward(inputs)
residual = predicted - outputs
self.model.backward(self.derive(residual))
return residual
def update(self):
self.learner.optim.update(self.model.dW, self.model.W)
def prepare(self, model):
self.en = 0
self.bn = 0
self.model = model
def train_batched(self, inputs, outputs, batch_size, return_losses=False):
self.en += 1
cumsum_loss = 0
batch_count = inputs.shape[0] // batch_size
losses = []
for b in range(batch_count):
self.bn += 1
bi = b * batch_size
batch_inputs = inputs[ bi:bi+batch_size]
batch_outputs = outputs[bi:bi+batch_size]
if self.learner.per_batch:
self.learner.batch(b / batch_count)
residual = self.learn(batch_inputs, batch_outputs)
self.update()
batch_loss = self.measure(residual)
if np.isnan(batch_loss):
raise Exception("nan")
cumsum_loss += batch_loss
if return_losses:
losses.append(batch_loss)
avg_loss = cumsum_loss / batch_count
if return_losses:
return avg_loss, losses
else:
return avg_loss
# Learners {{{1
class Learner:
per_batch = False
def __init__(self, optim, epochs=100, rate=None):
assert isinstance(optim, Optimizer)
self.optim = optim
self.start_rate = optim.alpha if rate is None else float(rate)
self.epochs = int(epochs)
self.reset()
def reset(self, optim=False):
self.started = False
self.epoch = 0
if optim:
self.optim.reset()
@property
def epoch(self):
return self._epoch
@epoch.setter
def epoch(self, new_epoch):
self._epoch = int(new_epoch)
self.rate = self.rate_at(self._epoch)
@property
def rate(self):
return self.optim.alpha
@rate.setter
def rate(self, new_rate):
self.optim.alpha = new_rate
def rate_at(self, epoch):
return self.start_rate
def next(self):
# prepares the next epoch. returns whether or not to continue training.
if self.epoch + 1 >= self.epochs:
return False
if self.started:
self.epoch += 1
else:
self.started = True
self.epoch = self.epoch # poke property setter just in case
return True
def batch(self, progress): # TODO: rename
# interpolates rates between epochs.
# unlike epochs, we do not store batch number as a state.
# i.e. calling next() will not respect progress.
assert 0 <= progress <= 1
self.rate = self.rate_at(self._epoch + progress)
@property
def final_rate(self):
return self.rate_at(self.epochs - 1)
class AnnealingLearner(Learner):
def __init__(self, optim, epochs=100, rate=None, halve_every=10):
self.halve_every = float(halve_every)
self.anneal = 0.5**(1/self.halve_every)
super().__init__(optim, epochs, rate)
def rate_at(self, epoch):
return self.start_rate * self.anneal**epoch
def cosmod(x):
# plot: https://www.desmos.com/calculator/hlgqmyswy2
return (1 + np.cos((x % 1) * np.pi)) / 2
class SGDR(Learner):
# Stochastic Gradient Descent with Restarts
# paper: https://arxiv.org/abs/1608.03983
# NOTE: this is missing a couple features.
per_batch = True
def __init__(self, optim, epochs=100, rate=None,
restarts=0, restart_decay=0.5, callback=None,
expando=None):
self.restart_epochs = int(epochs)
self.decay = float(restart_decay)
self.restarts = int(restarts)
self.restart_callback = callback
# TODO: rename expando to something not insane
self.expando = expando if expando is not None else lambda i: 1
self.splits = []
epochs = 0
for i in range(0, self.restarts + 1):
split = epochs + int(self.restart_epochs * self.expando(i))
self.splits.append(split)
epochs = split
super().__init__(optim, epochs, rate)
def split_num(self, epoch):
shit = [0] + self.splits # hack
for i in range(0, len(self.splits)):
if epoch < self.splits[i]:
sub_epoch = epoch - shit[i]
next_restart = self.splits[i] - shit[i]
return i, sub_epoch, next_restart
raise Exception('this should never happen.')
def rate_at(self, epoch):
restart, sub_epoch, next_restart = self.split_num(epoch)
x = sub_epoch / next_restart
return self.start_rate * self.decay**restart * cosmod(x)
def next(self):
if not super().next():
return False
restart, sub_epoch, next_restart = self.split_num(self.epoch)
if restart > 0 and sub_epoch == 0:
if self.restart_callback is not None:
self.restart_callback(restart)
return True