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annotate core/magnatagatune/tests_evals/rbm_subspace/training_rbm_.m @ 0:e9a9cd732c1e tip

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first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
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wolffd@0 1 function [W visB hidB] = training_rbm_(conf,W,data)
wolffd@0 2 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
wolffd@0 3 % Training RBM %
wolffd@0 4 % conf: training setting %
wolffd@0 5 % W: weights of connections %
wolffd@0 6 % -*-sontran2012-*- %
wolffd@0 7 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
wolffd@0 8
wolffd@0 9 assert(~isempty(data),'[KBRBM] Data is empty');
wolffd@0 10 %% initialization
wolffd@0 11 visNum = size(data,2);
wolffd@0 12 hidNum = conf.hidNum;
wolffd@0 13 sNum = conf.sNum;
wolffd@0 14 lr = conf.params(1);
wolffd@0 15 N = conf.N; % Number of epoch training with lr_1
wolffd@0 16 W = 0.1*randn(visNum - size(W,1),size(W,2));
wolffd@0 17 W = 0.1*randn(size(W,1),hidNum-size(W,2));
wolffd@0 18
wolffd@0 19 DW = zeros(size(W));
wolffd@0 20 visB = zeros(1,visNum);
wolffd@0 21 DVB = zeros(1,visNum);
wolffd@0 22 hidB = zeros(1,hidNum);
wolffd@0 23 DHB = zeros(1,hidNum);
wolffd@0 24 visP = zeros(sNum,visNum);
wolffd@0 25 visN = zeros(sNum,visNum);
wolffd@0 26 visNs = zeros(sNum,visNum);
wolffd@0 27 hidP = zeros(sNum,hidNum);
wolffd@0 28 hidPs = zeros(sNum,hidNum);
wolffd@0 29 hidN = zeros(sNum,hidNum);
wolffd@0 30 hidNs = zeros(sNum,hidNum);
wolffd@0 31
wolffd@0 32 plot_ = 0;
wolffd@0 33 %% Reconstruction error & evaluation error & early stopping
wolffd@0 34 mse = 0;
wolffd@0 35 omse = 0;
wolffd@0 36 inc_count = 0;
wolffd@0 37 MAX_INC = conf.MAX_INC; % If the error increase MAX_INC times continuously, then stop training
wolffd@0 38 %% Average best settings
wolffd@0 39 n_best = 1;
wolffd@0 40 aW = size(W);
wolffd@0 41 aVB = size(visB);
wolffd@0 42 aHB = size(hidB);
wolffd@0 43 %% Plotting
wolffd@0 44 if plot_, h = plot(nan); end
wolffd@0 45 %% ==================== Start training =========================== %%
wolffd@0 46 for i=1:conf.eNum
wolffd@0 47 if i== N+1
wolffd@0 48 lr = conf.params(2);
wolffd@0 49 end
wolffd@0 50 omse = mse;
wolffd@0 51 mse = 0;
wolffd@0 52 for j=1:conf.bNum
wolffd@0 53 visP = data((j-1)*conf.sNum+1:j*conf.sNum,:);
wolffd@0 54 %up
wolffd@0 55 hidP = logistic(visP*W + repmat(hidB,sNum,1));
wolffd@0 56 hidPs = 1*(hidP >rand(sNum,hidNum));
wolffd@0 57 hidNs = hidPs;
wolffd@0 58 for k=1:conf.gNum
wolffd@0 59 % down
wolffd@0 60 visN = logistic(hidNs*W' + repmat(visB,sNum,1));
wolffd@0 61 visNs = 1*(visN>rand(sNum,visNum));
wolffd@0 62 % up
wolffd@0 63 hidN = logistic(visNs*W + repmat(hidB,sNum,1));
wolffd@0 64 hidNs = 1*(hidN>rand(sNum,hidNum));
wolffd@0 65 end
wolffd@0 66 % Compute MSE for reconstruction
wolffd@0 67 % rdiff = (visP - visN);
wolffd@0 68 % mse = mse + sum(sum(rdiff.*rdiff))/(sNum*visNum);
wolffd@0 69 % Update W,visB,hidB
wolffd@0 70 diff = (visP'*hidP - visNs'*hidN)/sNum;
wolffd@0 71 DW = lr*(diff - conf.params(4)*W) + conf.params(3)*DW;
wolffd@0 72 W = W + DW;
wolffd@0 73 DVB = lr*sum(visP - visN,1)/sNum + conf.params(3)*DVB;
wolffd@0 74 visB = visB + DVB;
wolffd@0 75 DHB = lr*sum(hidP - hidN,1)/sNum + conf.params(3)*DHB;
wolffd@0 76 hidB = hidB + DHB;
wolffd@0 77 end
wolffd@0 78 %%
wolffd@0 79 if plot_
wolffd@0 80 mse_plot(i) = mse;
wolffd@0 81 axis([0 (conf.eNum+1) 0 5]);
wolffd@0 82 set(h,'YData',mse_plot);
wolffd@0 83 drawnow;
wolffd@0 84 end
wolffd@0 85 % % save(strcat('C:\Pros\Data\XOR\plot_',num2str(conf.params(2),3),'.mat'),'mse_plot');
wolffd@0 86 % % plot(mse_plot,'XDataSource','real(mse_plot)','YDataSource','imag(mse_plot)')
wolffd@0 87 % % linkdata on;
wolffd@0 88
wolffd@0 89 if mse > omse
wolffd@0 90 inc_count = inc_count + 1;
wolffd@0 91 else
wolffd@0 92 inc_count = 0;
wolffd@0 93 end
wolffd@0 94 if inc_count> MAX_INC, break; end;
wolffd@0 95 % fprintf('Epoch %d : MSE = %f\n',i,mse);
wolffd@0 96 end
wolffd@0 97 end