1.基於能量的模型(Energy-Based Models,EBM)
基於能量的模型(EBM)把我們所關心變量的各種組合和一個標量能量聯系在一起。我們訓練模型的過程就是不斷改變標量能量的過程,因此就有了數學上期望的意義。比如,如果一個變量組合被認為是合理的,它同時也具有較小的能量。基於能量的概率模型通過能量函數來定義概率分布:
(1)
其中,正則化因子Z被稱為配分函數:
EBM可以通過對原始數據的負對數似然函數來運用梯度下降來完成訓練。我們的過程也可以分為兩步:1定義對數似然函數;2.定義損失函數。
對數似然函數:
損失函數就是負對數似然函數:
2.含有隱含層的EBM
在許多情況下,我們無法觀察到樣品的所有參數;或者有時候為了提高系統的表達能力,我們希望引入一些不可見參數。因此我們把樣品的所有參數分為兩部分:可見的x部分和不可見的h部分。
在這種情況下,x的概率可以表達為邊緣概率的方式:
為了讓形式上和式(1)統一,我們引入自由能量的概念:
這樣我們就可以把概率寫為
這樣負對數似然函數梯度可以寫成下面很有趣的形式:
上面的梯度可以分為正負兩部分,正的部分可以通過減小自由能量來增加訓練數據的概率,而負的部分可以降低由模型生成的樣品的可能性。
用解析的方法求梯度通常是非常困難的,因為需要計算。
為了便於計算,我們要做的第一步是用確定數量的樣品來進行估計,用來估計負梯度的樣品叫做負粒子,梯度可以寫成
在這里我們理想的認為N中的x取樣過程是滿足概率P的。
通過上面的公式,整個運算過程基本上變的可行,唯一的問題是如何知道負粒子N,
受限玻爾茲曼機(RBM)
RBM的能量函數定義為:
其中,W是連接權重,b和c分別是可見層和隱含層的偏置量。
自由能量公式就可以寫為:
由於RBM元素之間的獨立性:
二進制的RBM
自由能量可以進一步簡化為:
用二進制單元簡化公式
RBM中的取樣
取樣可通過收斂Markov chain完成,同時用Gibbs采樣進行單步操作。
對一個N個自由變量組成的樣品進行Gibbs采樣實際上通過計算每一個來完成。
用圖可以描述為
這個過程是相當耗時的。必須想辦法提高效率。
CD-K
CD采用兩種技巧提高速度:
合適的初始化。
k步之后停止。通常k=1。
實現
RBM類的建立
class RBM(object): """Restricted Boltzmann Machine (RBM) """ def __init__(self, input=None, n_visible=784, n_hidden=500, W=None, hbias=None, vbias=None, numpy_rng=None, theano_rng=None): """ RBM constructor. Defines the parameters of the model along with basic operations for inferring hidden from visible (and vice-versa), as well as for performing CD updates. :param input: None for standalone RBMs or symbolic variable if RBM is part of a larger graph. :param n_visible: number of visible units :param n_hidden: number of hidden units :param W: None for standalone RBMs or symbolic variable pointing to a shared weight matrix in case RBM is part of a DBN network; in a DBN, the weights are shared between RBMs and layers of a MLP :param hbias: None for standalone RBMs or symbolic variable pointing to a shared hidden units bias vector in case RBM is part of a different network :param vbias: None for standalone RBMs or a symbolic variable pointing to a shared visible units bias """ self.n_visible = n_visible self.n_hidden = n_hidden if numpy_rng is None: # create a number generator numpy_rng = numpy.random.RandomState(1234) if theano_rng is None: theano_rng = RandomStreams(numpy_rng.randint(2 ** 30)) if W is None : # W is initialized with `initial_W` which is uniformely sampled # from -4.*sqrt(6./(n_visible+n_hidden)) and 4.*sqrt(6./(n_hidden+n_visible)) # the output of uniform if converted using asarray to dtype # theano.config.floatX so that the code is runable on GPU initial_W = numpy.asarray(numpy.random.uniform( low=-4 * numpy.sqrt(6. / (n_hidden + n_visible)), high=4 * numpy.sqrt(6. / (n_hidden + n_visible)), size=(n_visible, n_hidden)), dtype=theano.config.floatX) # theano shared variables for weights and biases W = theano.shared(value=initial_W, name='W') if hbias is None : # create shared variable for hidden units bias hbias = theano.shared(value=numpy.zeros(n_hidden, dtype=theano.config.floatX), name='hbias') if vbias is None : # create shared variable for visible units bias vbias = theano.shared(value =numpy.zeros(n_visible, dtype = theano.config.floatX),name='vbias') # initialize input layer for standalone RBM or layer0 of DBN self.input = input if input else T.dmatrix('input') self.W = W self.hbias = hbias self.vbias = vbias self.theano_rng = theano_rng # **** WARNING: It is not a good idea to put things in this list # other than shared variables created in this function. self.params = [self.W, self.hbias, self.vbias]
下一步是建立函數來完成(7)和(8)
def propup(self, vis): ''' This function propagates the visible units activation upwards to the hidden units Note that we return also the pre_sigmoid_activation of the layer. As it will turn out later, due to how Theano deals with optimization and stability this symbolic variable will be needed to write down a more stable graph (see details in the reconstruction cost function) ''' pre_sigmoid_activation = T.dot(vis, self.W) + self.hbias return [pre_sigmoid_activation, T.nnet.sigmoid(pre_sigmoid_activation)] def sample_h_given_v(self, v0_sample): ''' This function infers state of hidden units given visible units ''' # compute the activation of the hidden units given a sample of the visibles pre_sigmoid_h1, h1_mean = self.propup(v0_sample) # get a sample of the hiddens given their activation # Note that theano_rng.binomial returns a symbolic sample of dtype # int64 by default. If we want to keep our computations in floatX # for the GPU we need to specify to return the dtype floatX h1_sample = self.theano_rng.binomial(size=h1_mean.shape, n=1, p=h1_mean, dtype=theano.config.floatX) return [pre_sigmoid_h1, h1_mean, h1_sample] def propdown(self, hid): '''This function propagates the hidden units activation downwards to the visible units Note that we return also the pre_sigmoid_activation of the layer. As it will turn out later, due to how Theano deals with optimization and stability this symbolic variable will be needed to write down a more stable graph (see details in the reconstruction cost function) ''' pre_sigmoid_activation = T.dot(hid, self.W.T) + self.vbias return [pre_sigmoid_activation, T.nnet.sigmoid(pre_sigmoid_activation)] def sample_v_given_h(self, h0_sample): ''' This function infers state of visible units given hidden units ''' # compute the activation of the visible given the hidden sample pre_sigmoid_v1, v1_mean = self.propdown(h0_sample) # get a sample of the visible given their activation # Note that theano_rng.binomial returns a symbolic sample of dtype # int64 by default. If we want to keep our computations in floatX # for the GPU we need to specify to return the dtype floatX v1_sample = self.theano_rng.binomial(size=v1_mean.shape,n=1, p=v1_mean, dtype=theano.config.floatX) return [pre_sigmoid_v1, v1_mean, v1_sample]