[英]Checking Neural Network Gradient with Finite Difference Methods Doesn't Work
经过整整一周的打印报表、维度分析、重构和大声讨论代码,我可以说我完全陷入困境了。
我的成本 function 产生的梯度与有限差分产生的梯度相差太远。
我已经确认我的成本 function 为正则化输入产生正确的成本,而不是。 这是function的成本:
def nnCost(nn_params, X, y, lambda_, input_layer_size, hidden_layer_size, num_labels):
# reshape parameter/weight vectors to suit network size
Theta1 = np.reshape(nn_params[:hidden_layer_size * (input_layer_size + 1)], (hidden_layer_size, (input_layer_size + 1)))
Theta2 = np.reshape(nn_params[(hidden_layer_size * (input_layer_size+1)):], (num_labels, (hidden_layer_size + 1)))
if lambda_ is None:
lambda_ = 0
# grab number of observations
m = X.shape[0]
# init variables we must return
cost = 0
Theta1_grad = np.zeros(Theta1.shape)
Theta2_grad = np.zeros(Theta2.shape)
# one-hot encode the vector y
y_mtx = pd.get_dummies(y.ravel()).to_numpy()
ones = np.ones((m, 1))
X = np.hstack((ones, X))
# layer 1
a1 = X
z2 = Theta1@a1.T
# layer 2
ones_l2 = np.ones((y.shape[0], 1))
a2 = np.hstack((ones_l2, sigmoid(z2.T)))
z3 = Theta2@a2.T
# layer 3
a3 = sigmoid(z3)
reg_term = (lambda_/(2*m)) * (np.sum(np.sum(np.multiply(Theta1, Theta1))) + np.sum(np.sum(np.multiply(Theta2,Theta2))) - np.subtract((Theta1[:,0].T@Theta1[:,0]),(Theta2[:,0].T@Theta2[:,0])))
cost = (1/m) * np.sum((-np.log(a3).T * (y_mtx) - np.log(1-a3).T * (1-y_mtx))) + reg_term
# BACKPROPAGATION
# δ3 equals the difference between a3 and the y_matrix
d3 = a3 - y_mtx.T
# δ2 equals the product of δ3 and Θ2 (ignoring the Θ2 bias units) multiplied element-wise by the g′() of z2 (computed back in Step 2).
d2 = Theta2[:,1:].T@d3 * sigmoidGradient(z2)
# Δ1 equals the product of δ2 and a1.
Delta1 = d2@a1
Delta1 /= m
# Δ2 equals the product of δ3 and a2.
Delta2 = d3@a2
Delta2 /= m
reg_term1 = (lambda_/m) * np.append(np.zeros((Theta1.shape[0],1)), Theta1[:,1:], axis=1)
reg_term2 = (lambda_/m) * np.append(np.zeros((Theta2.shape[0],1)), Theta2[:,1:], axis=1)
Theta1_grad = Delta1 + reg_term1
Theta2_grad = Delta2 + reg_term2
grad = np.append(Theta1_grad.ravel(), Theta2_grad.ravel())
return cost, grad
这是检查渐变的代码。 我已经完成了每一行,在这里我想不出任何可以改变的东西。 它似乎处于正常工作状态。
def checkNNGradients(lambda_):
"""
Creates a small neural network to check the backpropagation gradients.
Credit: Based on the MATLAB code provided by Dr. Andrew Ng, Stanford Univ.
Input: Regularization parameter, lambda, as int or float.
Output: Analytical gradients produced by backprop code and the numerical gradients (computed
using computeNumericalGradient). These two gradient computations should result in
very similar values.
"""
input_layer_size = 3
hidden_layer_size = 5
num_labels = 3
m = 5
# generate 'random' test data
Theta1 = debugInitializeWeights(hidden_layer_size, input_layer_size)
Theta2 = debugInitializeWeights(num_labels, hidden_layer_size)
# reusing debugInitializeWeights to generate X
X = debugInitializeWeights(m, input_layer_size - 1)
y = np.ones(m) + np.remainder(np.range(m), num_labels)
# unroll parameters
nn_params = np.append(Theta1.ravel(), Theta2.ravel())
costFunc = lambda p: nnCost(p, X, y, lambda_, input_layer_size, hidden_layer_size, num_labels)
cost, grad = costFunc(nn_params)
numgrad = computeNumericalGradient(costFunc, nn_params)
# examine the two gradient computations; two columns should be very similar.
print('The columns below should be very similar.\n')
# Credit: http://stackoverflow.com/a/27663954/583834
print('{:<25}{}'.format('Numerical Gradient', 'Analytical Gradient'))
for numerical, analytical in zip(numgrad, grad):
print('{:<25}{}'.format(numerical, analytical))
# If you have a correct implementation, and assuming you used EPSILON = 0.0001
# in computeNumericalGradient.m, then diff below should be less than 1e-9
diff = np.linalg.norm(numgrad-grad)/np.linalg.norm(numgrad+grad)
print(diff)
print("\n")
print('If your backpropagation implementation is correct, then \n' \
'the relative difference will be small (less than 1e-9). \n' \
'\nRelative Difference: {:.10f}'.format(diff))
The check function generates its own data using a debugInitializeWeights
function (so there's the reproducible example; just run that and it will call the other functions), and then calls the function that calculates the gradient using finite differences. 两者都在下面。
def debugInitializeWeights(fan_out, fan_in):
"""
Initializes the weights of a layer with fan_in
incoming connections and fan_out outgoing connections using a fixed
strategy.
Input: fan_out, number of outgoing connections for a layer as int; fan_in, number
of incoming connections for the same layer as int.
Output: Weight matrix, W, of size(1 + fan_in, fan_out), as the first row of W handles the "bias" terms
"""
W = np.zeros((fan_out, 1 + fan_in))
# Initialize W using "sin", this ensures that the values in W are of similar scale;
# this will be useful for debugging
W = np.sin(range(1, np.size(W)+1)) / 10
return W.reshape(fan_out, fan_in+1)
def computeNumericalGradient(J, nn_params):
"""
Computes the gradient using "finite differences"
and provides a numerical estimate of the gradient (i.e.,
gradient of the function J around theta).
Credit: Based on the MATLAB code provided by Dr. Andrew Ng, Stanford Univ.
Inputs: Cost, J, as computed by nnCost function; Parameter vector, theta.
Output: Gradient vector using finite differences. Per Dr. Ng,
'Sets numgrad(i) to (a numerical approximation of) the partial derivative of
J with respect to the i-th input argument, evaluated at theta. (i.e., numgrad(i) should
be the (approximately) the partial derivative of J with respect
to theta(i).)'
"""
numgrad = np.zeros(nn_params.shape)
perturb = np.zeros(nn_params.shape)
e = .0001
for i in range(np.size(nn_params)):
# Set perturbation (i.e., noise) vector
perturb[i] = e
# run cost fxn w/ noise added to and subtracted from parameters theta in nn_params
cost1, grad1 = J((nn_params - perturb))
cost2, grad2 = J((nn_params + perturb))
# record the difference in cost function ouputs; this is the numerical gradient
numgrad[i] = (cost2 - cost1) / (2*e)
perturb[i] = 0
return numgrad
该代码不适用于 class。 那个 MOOC 在 MATLAB 并且结束了。 这是给我的。 web 上存在其他解决方案; 事实证明,看着他们是徒劳的。 每个人都有不同的(不可思议的)方法。 所以,我非常需要帮助或奇迹。
编辑/更新:Fortran 在散布矢量影响结果时排序,但我无法让渐变一起移动以更改该选项。
一个想法:我认为你的扰动有点大,是1e-4
。 对于双精度浮点数,它应该更像1e-8
,即机器精度的根(或者您是否使用单精度?)。
话虽如此,有限差分对于真正的导数来说可能是非常糟糕的近似。 具体来说,numpy 中的浮点计算不是确定性的,正如您似乎已经发现的那样。 在某些情况下,评估中的噪音会抵消许多有效数字。 你看到了什么价值观,你期待什么?
以下所有内容都可以解决我的问题。 对于那些试图将 MATLAB 代码转换为 Python 的人,无论是否来自 Andrew NG 的 Coursera 机器学习课程,这些都是每个人都应该知道的。
MATLAB 按照 FORTRAN 的顺序执行所有操作; Python 按照 C 的顺序执行所有操作。 这会影响向量的填充方式,从而影响您的结果。 如果您希望您的答案与您在 MATLAB 中所做的相匹配,您应该始终按 FORTRAN 顺序排列。 查看 文档
以 FORTRAN 顺序获取向量可以像将order='F'
作为参数传递给.reshape()
、 .ravel()
或.flatten()
。 但是,如果您使用.ravel()
通过转置向量然后应用.ravel()
function 来实现相同的效果,就像XTravel()
一样。
说到.ravel()
, .ravel()
和.flatten()
函数做的事情不同,可能有不同的用例。 例如,SciPy 优化方法首选.flatten()
。 因此,如果您的等效fminunc
不起作用,可能是因为您忘记了.flatten()
您的响应向量y
。 请参阅此 Q&A StackOverflow和.ravel()
上链接到.flatten()
的文档。 更多文档
如果您要将 MATLAB 实时脚本中的代码转换为 Jupyter 笔记本或 Google COLAB,则必须监管您的名称空间。 有一次,我发现我认为正在传递的变量实际上并不是正在传递的变量。 为什么? Jupyter 和 Colab 笔记本有很多通常不会写的全局变量。
有一个更好的 function 来评估数值梯度和分析梯度之间的差异:Relative Error Comparison np.abs(numerical-analyitical)/(numerical+analytical)
。 在此处阅读CS231另外,请考虑上面接受的帖子。
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