library packages
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"""Models based on neural networks."""
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# License: BSD 3 clause
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from ._multilayer_perceptron import MLPClassifier, MLPRegressor
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from ._rbm import BernoulliRBM
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__all__ = ["BernoulliRBM", "MLPClassifier", "MLPRegressor"]
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"""Utilities for the neural network modules"""
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# Author: Issam H. Laradji <issam.laradji@gmail.com>
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# License: BSD 3 clause
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import numpy as np
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from scipy.special import expit as logistic_sigmoid
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from scipy.special import xlogy
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def inplace_identity(X):
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"""Simply leave the input array unchanged.
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Parameters
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----------
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X : {array-like, sparse matrix}, shape (n_samples, n_features)
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Data, where `n_samples` is the number of samples
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and `n_features` is the number of features.
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"""
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# Nothing to do
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def inplace_logistic(X):
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"""Compute the logistic function inplace.
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Parameters
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----------
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X : {array-like, sparse matrix}, shape (n_samples, n_features)
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The input data.
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"""
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logistic_sigmoid(X, out=X)
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def inplace_tanh(X):
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"""Compute the hyperbolic tan function inplace.
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Parameters
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----------
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X : {array-like, sparse matrix}, shape (n_samples, n_features)
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The input data.
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"""
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np.tanh(X, out=X)
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def inplace_relu(X):
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"""Compute the rectified linear unit function inplace.
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Parameters
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----------
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X : {array-like, sparse matrix}, shape (n_samples, n_features)
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The input data.
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"""
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np.maximum(X, 0, out=X)
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def inplace_softmax(X):
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"""Compute the K-way softmax function inplace.
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Parameters
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----------
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X : {array-like, sparse matrix}, shape (n_samples, n_features)
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The input data.
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"""
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tmp = X - X.max(axis=1)[:, np.newaxis]
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np.exp(tmp, out=X)
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X /= X.sum(axis=1)[:, np.newaxis]
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ACTIVATIONS = {
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"identity": inplace_identity,
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"tanh": inplace_tanh,
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"logistic": inplace_logistic,
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"relu": inplace_relu,
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"softmax": inplace_softmax,
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}
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def inplace_identity_derivative(Z, delta):
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"""Apply the derivative of the identity function: do nothing.
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Parameters
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----------
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Z : {array-like, sparse matrix}, shape (n_samples, n_features)
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The data which was output from the identity activation function during
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the forward pass.
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delta : {array-like}, shape (n_samples, n_features)
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The backpropagated error signal to be modified inplace.
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"""
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# Nothing to do
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def inplace_logistic_derivative(Z, delta):
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"""Apply the derivative of the logistic sigmoid function.
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It exploits the fact that the derivative is a simple function of the output
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value from logistic function.
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Parameters
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----------
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Z : {array-like, sparse matrix}, shape (n_samples, n_features)
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The data which was output from the logistic activation function during
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the forward pass.
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delta : {array-like}, shape (n_samples, n_features)
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The backpropagated error signal to be modified inplace.
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"""
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delta *= Z
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delta *= 1 - Z
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def inplace_tanh_derivative(Z, delta):
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"""Apply the derivative of the hyperbolic tanh function.
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It exploits the fact that the derivative is a simple function of the output
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value from hyperbolic tangent.
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Parameters
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----------
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Z : {array-like, sparse matrix}, shape (n_samples, n_features)
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The data which was output from the hyperbolic tangent activation
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function during the forward pass.
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delta : {array-like}, shape (n_samples, n_features)
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The backpropagated error signal to be modified inplace.
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"""
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delta *= 1 - Z**2
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def inplace_relu_derivative(Z, delta):
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"""Apply the derivative of the relu function.
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It exploits the fact that the derivative is a simple function of the output
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value from rectified linear units activation function.
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Parameters
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----------
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Z : {array-like, sparse matrix}, shape (n_samples, n_features)
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The data which was output from the rectified linear units activation
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function during the forward pass.
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delta : {array-like}, shape (n_samples, n_features)
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The backpropagated error signal to be modified inplace.
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"""
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delta[Z == 0] = 0
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DERIVATIVES = {
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"identity": inplace_identity_derivative,
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"tanh": inplace_tanh_derivative,
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"logistic": inplace_logistic_derivative,
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"relu": inplace_relu_derivative,
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}
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def squared_loss(y_true, y_pred):
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"""Compute the squared loss for regression.
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Parameters
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----------
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y_true : array-like or label indicator matrix
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Ground truth (correct) values.
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y_pred : array-like or label indicator matrix
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Predicted values, as returned by a regression estimator.
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Returns
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-------
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loss : float
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The degree to which the samples are correctly predicted.
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"""
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return ((y_true - y_pred) ** 2).mean() / 2
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def log_loss(y_true, y_prob):
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"""Compute Logistic loss for classification.
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Parameters
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----------
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y_true : array-like or label indicator matrix
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Ground truth (correct) labels.
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y_prob : array-like of float, shape = (n_samples, n_classes)
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Predicted probabilities, as returned by a classifier's
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predict_proba method.
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Returns
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-------
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loss : float
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The degree to which the samples are correctly predicted.
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"""
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eps = np.finfo(y_prob.dtype).eps
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y_prob = np.clip(y_prob, eps, 1 - eps)
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if y_prob.shape[1] == 1:
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y_prob = np.append(1 - y_prob, y_prob, axis=1)
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if y_true.shape[1] == 1:
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y_true = np.append(1 - y_true, y_true, axis=1)
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return -xlogy(y_true, y_prob).sum() / y_prob.shape[0]
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def binary_log_loss(y_true, y_prob):
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"""Compute binary logistic loss for classification.
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This is identical to log_loss in binary classification case,
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but is kept for its use in multilabel case.
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Parameters
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----------
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y_true : array-like or label indicator matrix
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Ground truth (correct) labels.
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y_prob : array-like of float, shape = (n_samples, 1)
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Predicted probabilities, as returned by a classifier's
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predict_proba method.
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Returns
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-------
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loss : float
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The degree to which the samples are correctly predicted.
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"""
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eps = np.finfo(y_prob.dtype).eps
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y_prob = np.clip(y_prob, eps, 1 - eps)
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return (
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-(xlogy(y_true, y_prob).sum() + xlogy(1 - y_true, 1 - y_prob).sum())
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/ y_prob.shape[0]
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)
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LOSS_FUNCTIONS = {
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"squared_error": squared_loss,
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"log_loss": log_loss,
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"binary_log_loss": binary_log_loss,
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}
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"""Restricted Boltzmann Machine"""
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# Authors: Yann N. Dauphin <dauphiya@iro.umontreal.ca>
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# Vlad Niculae
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# Gabriel Synnaeve
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# Lars Buitinck
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# License: BSD 3 clause
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import time
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from numbers import Integral, Real
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import numpy as np
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import scipy.sparse as sp
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from scipy.special import expit # logistic function
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from ..base import (
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BaseEstimator,
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ClassNamePrefixFeaturesOutMixin,
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TransformerMixin,
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_fit_context,
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)
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from ..utils import check_random_state, gen_even_slices
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from ..utils._param_validation import Interval
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from ..utils.extmath import safe_sparse_dot
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from ..utils.validation import check_is_fitted
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class BernoulliRBM(ClassNamePrefixFeaturesOutMixin, TransformerMixin, BaseEstimator):
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"""Bernoulli Restricted Boltzmann Machine (RBM).
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A Restricted Boltzmann Machine with binary visible units and
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binary hidden units. Parameters are estimated using Stochastic Maximum
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Likelihood (SML), also known as Persistent Contrastive Divergence (PCD)
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[2].
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The time complexity of this implementation is ``O(d ** 2)`` assuming
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d ~ n_features ~ n_components.
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Read more in the :ref:`User Guide <rbm>`.
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Parameters
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----------
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n_components : int, default=256
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Number of binary hidden units.
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learning_rate : float, default=0.1
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The learning rate for weight updates. It is *highly* recommended
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to tune this hyper-parameter. Reasonable values are in the
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10**[0., -3.] range.
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batch_size : int, default=10
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Number of examples per minibatch.
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n_iter : int, default=10
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Number of iterations/sweeps over the training dataset to perform
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during training.
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verbose : int, default=0
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The verbosity level. The default, zero, means silent mode. Range
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of values is [0, inf].
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random_state : int, RandomState instance or None, default=None
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Determines random number generation for:
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- Gibbs sampling from visible and hidden layers.
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- Initializing components, sampling from layers during fit.
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- Corrupting the data when scoring samples.
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Pass an int for reproducible results across multiple function calls.
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See :term:`Glossary <random_state>`.
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Attributes
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----------
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intercept_hidden_ : array-like of shape (n_components,)
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Biases of the hidden units.
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intercept_visible_ : array-like of shape (n_features,)
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Biases of the visible units.
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components_ : array-like of shape (n_components, n_features)
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Weight matrix, where `n_features` is the number of
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visible units and `n_components` is the number of hidden units.
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h_samples_ : array-like of shape (batch_size, n_components)
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Hidden Activation sampled from the model distribution,
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where `batch_size` is the number of examples per minibatch and
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`n_components` is the number of hidden units.
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n_features_in_ : int
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Number of features seen during :term:`fit`.
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.. versionadded:: 0.24
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feature_names_in_ : ndarray of shape (`n_features_in_`,)
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Names of features seen during :term:`fit`. Defined only when `X`
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has feature names that are all strings.
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.. versionadded:: 1.0
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See Also
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--------
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sklearn.neural_network.MLPRegressor : Multi-layer Perceptron regressor.
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sklearn.neural_network.MLPClassifier : Multi-layer Perceptron classifier.
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sklearn.decomposition.PCA : An unsupervised linear dimensionality
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reduction model.
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References
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----------
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[1] Hinton, G. E., Osindero, S. and Teh, Y. A fast learning algorithm for
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deep belief nets. Neural Computation 18, pp 1527-1554.
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https://www.cs.toronto.edu/~hinton/absps/fastnc.pdf
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[2] Tieleman, T. Training Restricted Boltzmann Machines using
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Approximations to the Likelihood Gradient. International Conference
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on Machine Learning (ICML) 2008
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Examples
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--------
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>>> import numpy as np
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>>> from sklearn.neural_network import BernoulliRBM
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>>> X = np.array([[0, 0, 0], [0, 1, 1], [1, 0, 1], [1, 1, 1]])
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>>> model = BernoulliRBM(n_components=2)
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>>> model.fit(X)
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BernoulliRBM(n_components=2)
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For a more detailed example usage, see
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:ref:`sphx_glr_auto_examples_neural_networks_plot_rbm_logistic_classification.py`.
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"""
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_parameter_constraints: dict = {
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"n_components": [Interval(Integral, 1, None, closed="left")],
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"learning_rate": [Interval(Real, 0, None, closed="neither")],
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"batch_size": [Interval(Integral, 1, None, closed="left")],
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"n_iter": [Interval(Integral, 0, None, closed="left")],
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"verbose": ["verbose"],
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"random_state": ["random_state"],
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}
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def __init__(
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self,
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n_components=256,
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*,
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learning_rate=0.1,
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batch_size=10,
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n_iter=10,
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verbose=0,
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random_state=None,
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):
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self.n_components = n_components
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self.learning_rate = learning_rate
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self.batch_size = batch_size
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self.n_iter = n_iter
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self.verbose = verbose
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self.random_state = random_state
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def transform(self, X):
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"""Compute the hidden layer activation probabilities, P(h=1|v=X).
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Parameters
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----------
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X : {array-like, sparse matrix} of shape (n_samples, n_features)
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The data to be transformed.
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Returns
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-------
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h : ndarray of shape (n_samples, n_components)
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Latent representations of the data.
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"""
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check_is_fitted(self)
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X = self._validate_data(
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X, accept_sparse="csr", reset=False, dtype=(np.float64, np.float32)
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)
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return self._mean_hiddens(X)
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def _mean_hiddens(self, v):
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"""Computes the probabilities P(h=1|v).
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Parameters
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----------
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v : ndarray of shape (n_samples, n_features)
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Values of the visible layer.
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Returns
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-------
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h : ndarray of shape (n_samples, n_components)
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Corresponding mean field values for the hidden layer.
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"""
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p = safe_sparse_dot(v, self.components_.T)
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p += self.intercept_hidden_
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return expit(p, out=p)
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def _sample_hiddens(self, v, rng):
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"""Sample from the distribution P(h|v).
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Parameters
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||||
----------
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v : ndarray of shape (n_samples, n_features)
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||||
Values of the visible layer to sample from.
|
||||
|
||||
rng : RandomState instance
|
||||
Random number generator to use.
|
||||
|
||||
Returns
|
||||
-------
|
||||
h : ndarray of shape (n_samples, n_components)
|
||||
Values of the hidden layer.
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||||
"""
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p = self._mean_hiddens(v)
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return rng.uniform(size=p.shape) < p
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def _sample_visibles(self, h, rng):
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"""Sample from the distribution P(v|h).
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Parameters
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||||
----------
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||||
h : ndarray of shape (n_samples, n_components)
|
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Values of the hidden layer to sample from.
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||||
|
||||
rng : RandomState instance
|
||||
Random number generator to use.
|
||||
|
||||
Returns
|
||||
-------
|
||||
v : ndarray of shape (n_samples, n_features)
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Values of the visible layer.
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"""
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p = np.dot(h, self.components_)
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p += self.intercept_visible_
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expit(p, out=p)
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return rng.uniform(size=p.shape) < p
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def _free_energy(self, v):
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"""Computes the free energy F(v) = - log sum_h exp(-E(v,h)).
|
||||
|
||||
Parameters
|
||||
----------
|
||||
v : ndarray of shape (n_samples, n_features)
|
||||
Values of the visible layer.
|
||||
|
||||
Returns
|
||||
-------
|
||||
free_energy : ndarray of shape (n_samples,)
|
||||
The value of the free energy.
|
||||
"""
|
||||
return -safe_sparse_dot(v, self.intercept_visible_) - np.logaddexp(
|
||||
0, safe_sparse_dot(v, self.components_.T) + self.intercept_hidden_
|
||||
).sum(axis=1)
|
||||
|
||||
def gibbs(self, v):
|
||||
"""Perform one Gibbs sampling step.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
v : ndarray of shape (n_samples, n_features)
|
||||
Values of the visible layer to start from.
|
||||
|
||||
Returns
|
||||
-------
|
||||
v_new : ndarray of shape (n_samples, n_features)
|
||||
Values of the visible layer after one Gibbs step.
|
||||
"""
|
||||
check_is_fitted(self)
|
||||
if not hasattr(self, "random_state_"):
|
||||
self.random_state_ = check_random_state(self.random_state)
|
||||
h_ = self._sample_hiddens(v, self.random_state_)
|
||||
v_ = self._sample_visibles(h_, self.random_state_)
|
||||
|
||||
return v_
|
||||
|
||||
@_fit_context(prefer_skip_nested_validation=True)
|
||||
def partial_fit(self, X, y=None):
|
||||
"""Fit the model to the partial segment of the data X.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
X : ndarray of shape (n_samples, n_features)
|
||||
Training data.
|
||||
|
||||
y : array-like of shape (n_samples,) or (n_samples, n_outputs), default=None
|
||||
Target values (None for unsupervised transformations).
|
||||
|
||||
Returns
|
||||
-------
|
||||
self : BernoulliRBM
|
||||
The fitted model.
|
||||
"""
|
||||
first_pass = not hasattr(self, "components_")
|
||||
X = self._validate_data(
|
||||
X, accept_sparse="csr", dtype=np.float64, reset=first_pass
|
||||
)
|
||||
if not hasattr(self, "random_state_"):
|
||||
self.random_state_ = check_random_state(self.random_state)
|
||||
if not hasattr(self, "components_"):
|
||||
self.components_ = np.asarray(
|
||||
self.random_state_.normal(0, 0.01, (self.n_components, X.shape[1])),
|
||||
order="F",
|
||||
)
|
||||
self._n_features_out = self.components_.shape[0]
|
||||
if not hasattr(self, "intercept_hidden_"):
|
||||
self.intercept_hidden_ = np.zeros(
|
||||
self.n_components,
|
||||
)
|
||||
if not hasattr(self, "intercept_visible_"):
|
||||
self.intercept_visible_ = np.zeros(
|
||||
X.shape[1],
|
||||
)
|
||||
if not hasattr(self, "h_samples_"):
|
||||
self.h_samples_ = np.zeros((self.batch_size, self.n_components))
|
||||
|
||||
self._fit(X, self.random_state_)
|
||||
|
||||
def _fit(self, v_pos, rng):
|
||||
"""Inner fit for one mini-batch.
|
||||
|
||||
Adjust the parameters to maximize the likelihood of v using
|
||||
Stochastic Maximum Likelihood (SML).
|
||||
|
||||
Parameters
|
||||
----------
|
||||
v_pos : ndarray of shape (n_samples, n_features)
|
||||
The data to use for training.
|
||||
|
||||
rng : RandomState instance
|
||||
Random number generator to use for sampling.
|
||||
"""
|
||||
h_pos = self._mean_hiddens(v_pos)
|
||||
v_neg = self._sample_visibles(self.h_samples_, rng)
|
||||
h_neg = self._mean_hiddens(v_neg)
|
||||
|
||||
lr = float(self.learning_rate) / v_pos.shape[0]
|
||||
update = safe_sparse_dot(v_pos.T, h_pos, dense_output=True).T
|
||||
update -= np.dot(h_neg.T, v_neg)
|
||||
self.components_ += lr * update
|
||||
self.intercept_hidden_ += lr * (h_pos.sum(axis=0) - h_neg.sum(axis=0))
|
||||
self.intercept_visible_ += lr * (
|
||||
np.asarray(v_pos.sum(axis=0)).squeeze() - v_neg.sum(axis=0)
|
||||
)
|
||||
|
||||
h_neg[rng.uniform(size=h_neg.shape) < h_neg] = 1.0 # sample binomial
|
||||
self.h_samples_ = np.floor(h_neg, h_neg)
|
||||
|
||||
def score_samples(self, X):
|
||||
"""Compute the pseudo-likelihood of X.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||||
Values of the visible layer. Must be all-boolean (not checked).
|
||||
|
||||
Returns
|
||||
-------
|
||||
pseudo_likelihood : ndarray of shape (n_samples,)
|
||||
Value of the pseudo-likelihood (proxy for likelihood).
|
||||
|
||||
Notes
|
||||
-----
|
||||
This method is not deterministic: it computes a quantity called the
|
||||
free energy on X, then on a randomly corrupted version of X, and
|
||||
returns the log of the logistic function of the difference.
|
||||
"""
|
||||
check_is_fitted(self)
|
||||
|
||||
v = self._validate_data(X, accept_sparse="csr", reset=False)
|
||||
rng = check_random_state(self.random_state)
|
||||
|
||||
# Randomly corrupt one feature in each sample in v.
|
||||
ind = (np.arange(v.shape[0]), rng.randint(0, v.shape[1], v.shape[0]))
|
||||
if sp.issparse(v):
|
||||
data = -2 * v[ind] + 1
|
||||
if isinstance(data, np.matrix): # v is a sparse matrix
|
||||
v_ = v + sp.csr_matrix((data.A.ravel(), ind), shape=v.shape)
|
||||
else: # v is a sparse array
|
||||
v_ = v + sp.csr_array((data.ravel(), ind), shape=v.shape)
|
||||
else:
|
||||
v_ = v.copy()
|
||||
v_[ind] = 1 - v_[ind]
|
||||
|
||||
fe = self._free_energy(v)
|
||||
fe_ = self._free_energy(v_)
|
||||
# log(expit(x)) = log(1 / (1 + exp(-x)) = -np.logaddexp(0, -x)
|
||||
return -v.shape[1] * np.logaddexp(0, -(fe_ - fe))
|
||||
|
||||
@_fit_context(prefer_skip_nested_validation=True)
|
||||
def fit(self, X, y=None):
|
||||
"""Fit the model to the data X.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||||
Training data.
|
||||
|
||||
y : array-like of shape (n_samples,) or (n_samples, n_outputs), default=None
|
||||
Target values (None for unsupervised transformations).
|
||||
|
||||
Returns
|
||||
-------
|
||||
self : BernoulliRBM
|
||||
The fitted model.
|
||||
"""
|
||||
X = self._validate_data(X, accept_sparse="csr", dtype=(np.float64, np.float32))
|
||||
n_samples = X.shape[0]
|
||||
rng = check_random_state(self.random_state)
|
||||
|
||||
self.components_ = np.asarray(
|
||||
rng.normal(0, 0.01, (self.n_components, X.shape[1])),
|
||||
order="F",
|
||||
dtype=X.dtype,
|
||||
)
|
||||
self._n_features_out = self.components_.shape[0]
|
||||
self.intercept_hidden_ = np.zeros(self.n_components, dtype=X.dtype)
|
||||
self.intercept_visible_ = np.zeros(X.shape[1], dtype=X.dtype)
|
||||
self.h_samples_ = np.zeros((self.batch_size, self.n_components), dtype=X.dtype)
|
||||
|
||||
n_batches = int(np.ceil(float(n_samples) / self.batch_size))
|
||||
batch_slices = list(
|
||||
gen_even_slices(n_batches * self.batch_size, n_batches, n_samples=n_samples)
|
||||
)
|
||||
verbose = self.verbose
|
||||
begin = time.time()
|
||||
for iteration in range(1, self.n_iter + 1):
|
||||
for batch_slice in batch_slices:
|
||||
self._fit(X[batch_slice], rng)
|
||||
|
||||
if verbose:
|
||||
end = time.time()
|
||||
print(
|
||||
"[%s] Iteration %d, pseudo-likelihood = %.2f, time = %.2fs"
|
||||
% (
|
||||
type(self).__name__,
|
||||
iteration,
|
||||
self.score_samples(X).mean(),
|
||||
end - begin,
|
||||
)
|
||||
)
|
||||
begin = end
|
||||
|
||||
return self
|
||||
|
||||
def _more_tags(self):
|
||||
return {
|
||||
"_xfail_checks": {
|
||||
"check_methods_subset_invariance": (
|
||||
"fails for the decision_function method"
|
||||
),
|
||||
"check_methods_sample_order_invariance": (
|
||||
"fails for the score_samples method"
|
||||
),
|
||||
},
|
||||
"preserves_dtype": [np.float64, np.float32],
|
||||
}
|
||||
@@ -0,0 +1,287 @@
|
||||
"""Stochastic optimization methods for MLP"""
|
||||
|
||||
# Authors: Jiyuan Qian <jq401@nyu.edu>
|
||||
# License: BSD 3 clause
|
||||
|
||||
import numpy as np
|
||||
|
||||
|
||||
class BaseOptimizer:
|
||||
"""Base (Stochastic) gradient descent optimizer
|
||||
|
||||
Parameters
|
||||
----------
|
||||
learning_rate_init : float, default=0.1
|
||||
The initial learning rate used. It controls the step-size in updating
|
||||
the weights
|
||||
|
||||
Attributes
|
||||
----------
|
||||
learning_rate : float
|
||||
the current learning rate
|
||||
"""
|
||||
|
||||
def __init__(self, learning_rate_init=0.1):
|
||||
self.learning_rate_init = learning_rate_init
|
||||
self.learning_rate = float(learning_rate_init)
|
||||
|
||||
def update_params(self, params, grads):
|
||||
"""Update parameters with given gradients
|
||||
|
||||
Parameters
|
||||
----------
|
||||
params : list of length = len(coefs_) + len(intercepts_)
|
||||
The concatenated list containing coefs_ and intercepts_ in MLP
|
||||
model. Used for initializing velocities and updating params
|
||||
|
||||
grads : list of length = len(params)
|
||||
Containing gradients with respect to coefs_ and intercepts_ in MLP
|
||||
model. So length should be aligned with params
|
||||
"""
|
||||
updates = self._get_updates(grads)
|
||||
for param, update in zip((p for p in params), updates):
|
||||
param += update
|
||||
|
||||
def iteration_ends(self, time_step):
|
||||
"""Perform update to learning rate and potentially other states at the
|
||||
end of an iteration
|
||||
"""
|
||||
pass
|
||||
|
||||
def trigger_stopping(self, msg, verbose):
|
||||
"""Decides whether it is time to stop training
|
||||
|
||||
Parameters
|
||||
----------
|
||||
msg : str
|
||||
Message passed in for verbose output
|
||||
|
||||
verbose : bool
|
||||
Print message to stdin if True
|
||||
|
||||
Returns
|
||||
-------
|
||||
is_stopping : bool
|
||||
True if training needs to stop
|
||||
"""
|
||||
if verbose:
|
||||
print(msg + " Stopping.")
|
||||
return True
|
||||
|
||||
|
||||
class SGDOptimizer(BaseOptimizer):
|
||||
"""Stochastic gradient descent optimizer with momentum
|
||||
|
||||
Parameters
|
||||
----------
|
||||
params : list, length = len(coefs_) + len(intercepts_)
|
||||
The concatenated list containing coefs_ and intercepts_ in MLP model.
|
||||
Used for initializing velocities and updating params
|
||||
|
||||
learning_rate_init : float, default=0.1
|
||||
The initial learning rate used. It controls the step-size in updating
|
||||
the weights
|
||||
|
||||
lr_schedule : {'constant', 'adaptive', 'invscaling'}, default='constant'
|
||||
Learning rate schedule for weight updates.
|
||||
|
||||
-'constant', is a constant learning rate given by
|
||||
'learning_rate_init'.
|
||||
|
||||
-'invscaling' gradually decreases the learning rate 'learning_rate_' at
|
||||
each time step 't' using an inverse scaling exponent of 'power_t'.
|
||||
learning_rate_ = learning_rate_init / pow(t, power_t)
|
||||
|
||||
-'adaptive', keeps the learning rate constant to
|
||||
'learning_rate_init' as long as the training keeps decreasing.
|
||||
Each time 2 consecutive epochs fail to decrease the training loss by
|
||||
tol, or fail to increase validation score by tol if 'early_stopping'
|
||||
is on, the current learning rate is divided by 5.
|
||||
|
||||
momentum : float, default=0.9
|
||||
Value of momentum used, must be larger than or equal to 0
|
||||
|
||||
nesterov : bool, default=True
|
||||
Whether to use nesterov's momentum or not. Use nesterov's if True
|
||||
|
||||
power_t : float, default=0.5
|
||||
Power of time step 't' in inverse scaling. See `lr_schedule` for
|
||||
more details.
|
||||
|
||||
Attributes
|
||||
----------
|
||||
learning_rate : float
|
||||
the current learning rate
|
||||
|
||||
velocities : list, length = len(params)
|
||||
velocities that are used to update params
|
||||
"""
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
params,
|
||||
learning_rate_init=0.1,
|
||||
lr_schedule="constant",
|
||||
momentum=0.9,
|
||||
nesterov=True,
|
||||
power_t=0.5,
|
||||
):
|
||||
super().__init__(learning_rate_init)
|
||||
|
||||
self.lr_schedule = lr_schedule
|
||||
self.momentum = momentum
|
||||
self.nesterov = nesterov
|
||||
self.power_t = power_t
|
||||
self.velocities = [np.zeros_like(param) for param in params]
|
||||
|
||||
def iteration_ends(self, time_step):
|
||||
"""Perform updates to learning rate and potential other states at the
|
||||
end of an iteration
|
||||
|
||||
Parameters
|
||||
----------
|
||||
time_step : int
|
||||
number of training samples trained on so far, used to update
|
||||
learning rate for 'invscaling'
|
||||
"""
|
||||
if self.lr_schedule == "invscaling":
|
||||
self.learning_rate = (
|
||||
float(self.learning_rate_init) / (time_step + 1) ** self.power_t
|
||||
)
|
||||
|
||||
def trigger_stopping(self, msg, verbose):
|
||||
if self.lr_schedule != "adaptive":
|
||||
if verbose:
|
||||
print(msg + " Stopping.")
|
||||
return True
|
||||
|
||||
if self.learning_rate <= 1e-6:
|
||||
if verbose:
|
||||
print(msg + " Learning rate too small. Stopping.")
|
||||
return True
|
||||
|
||||
self.learning_rate /= 5.0
|
||||
if verbose:
|
||||
print(msg + " Setting learning rate to %f" % self.learning_rate)
|
||||
return False
|
||||
|
||||
def _get_updates(self, grads):
|
||||
"""Get the values used to update params with given gradients
|
||||
|
||||
Parameters
|
||||
----------
|
||||
grads : list, length = len(coefs_) + len(intercepts_)
|
||||
Containing gradients with respect to coefs_ and intercepts_ in MLP
|
||||
model. So length should be aligned with params
|
||||
|
||||
Returns
|
||||
-------
|
||||
updates : list, length = len(grads)
|
||||
The values to add to params
|
||||
"""
|
||||
updates = [
|
||||
self.momentum * velocity - self.learning_rate * grad
|
||||
for velocity, grad in zip(self.velocities, grads)
|
||||
]
|
||||
self.velocities = updates
|
||||
|
||||
if self.nesterov:
|
||||
updates = [
|
||||
self.momentum * velocity - self.learning_rate * grad
|
||||
for velocity, grad in zip(self.velocities, grads)
|
||||
]
|
||||
|
||||
return updates
|
||||
|
||||
|
||||
class AdamOptimizer(BaseOptimizer):
|
||||
"""Stochastic gradient descent optimizer with Adam
|
||||
|
||||
Note: All default values are from the original Adam paper
|
||||
|
||||
Parameters
|
||||
----------
|
||||
params : list, length = len(coefs_) + len(intercepts_)
|
||||
The concatenated list containing coefs_ and intercepts_ in MLP model.
|
||||
Used for initializing velocities and updating params
|
||||
|
||||
learning_rate_init : float, default=0.001
|
||||
The initial learning rate used. It controls the step-size in updating
|
||||
the weights
|
||||
|
||||
beta_1 : float, default=0.9
|
||||
Exponential decay rate for estimates of first moment vector, should be
|
||||
in [0, 1)
|
||||
|
||||
beta_2 : float, default=0.999
|
||||
Exponential decay rate for estimates of second moment vector, should be
|
||||
in [0, 1)
|
||||
|
||||
epsilon : float, default=1e-8
|
||||
Value for numerical stability
|
||||
|
||||
Attributes
|
||||
----------
|
||||
learning_rate : float
|
||||
The current learning rate
|
||||
|
||||
t : int
|
||||
Timestep
|
||||
|
||||
ms : list, length = len(params)
|
||||
First moment vectors
|
||||
|
||||
vs : list, length = len(params)
|
||||
Second moment vectors
|
||||
|
||||
References
|
||||
----------
|
||||
:arxiv:`Kingma, Diederik, and Jimmy Ba (2014) "Adam: A method for
|
||||
stochastic optimization." <1412.6980>
|
||||
"""
|
||||
|
||||
def __init__(
|
||||
self, params, learning_rate_init=0.001, beta_1=0.9, beta_2=0.999, epsilon=1e-8
|
||||
):
|
||||
super().__init__(learning_rate_init)
|
||||
|
||||
self.beta_1 = beta_1
|
||||
self.beta_2 = beta_2
|
||||
self.epsilon = epsilon
|
||||
self.t = 0
|
||||
self.ms = [np.zeros_like(param) for param in params]
|
||||
self.vs = [np.zeros_like(param) for param in params]
|
||||
|
||||
def _get_updates(self, grads):
|
||||
"""Get the values used to update params with given gradients
|
||||
|
||||
Parameters
|
||||
----------
|
||||
grads : list, length = len(coefs_) + len(intercepts_)
|
||||
Containing gradients with respect to coefs_ and intercepts_ in MLP
|
||||
model. So length should be aligned with params
|
||||
|
||||
Returns
|
||||
-------
|
||||
updates : list, length = len(grads)
|
||||
The values to add to params
|
||||
"""
|
||||
self.t += 1
|
||||
self.ms = [
|
||||
self.beta_1 * m + (1 - self.beta_1) * grad
|
||||
for m, grad in zip(self.ms, grads)
|
||||
]
|
||||
self.vs = [
|
||||
self.beta_2 * v + (1 - self.beta_2) * (grad**2)
|
||||
for v, grad in zip(self.vs, grads)
|
||||
]
|
||||
self.learning_rate = (
|
||||
self.learning_rate_init
|
||||
* np.sqrt(1 - self.beta_2**self.t)
|
||||
/ (1 - self.beta_1**self.t)
|
||||
)
|
||||
updates = [
|
||||
-self.learning_rate * m / (np.sqrt(v) + self.epsilon)
|
||||
for m, v in zip(self.ms, self.vs)
|
||||
]
|
||||
return updates
|
||||
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
@@ -0,0 +1,29 @@
|
||||
import numpy as np
|
||||
import pytest
|
||||
|
||||
from sklearn.neural_network._base import binary_log_loss, log_loss
|
||||
|
||||
|
||||
def test_binary_log_loss_1_prob_finite():
|
||||
# y_proba is equal to one should result in a finite logloss
|
||||
y_true = np.array([[0, 0, 1]]).T
|
||||
y_prob = np.array([[0.9, 1.0, 1.0]]).T
|
||||
|
||||
loss = binary_log_loss(y_true, y_prob)
|
||||
assert np.isfinite(loss)
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
"y_true, y_prob",
|
||||
[
|
||||
(
|
||||
np.array([[1, 0, 0], [0, 1, 0]]),
|
||||
np.array([[0.0, 1.0, 0.0], [0.9, 0.05, 0.05]]),
|
||||
),
|
||||
(np.array([[0, 0, 1]]).T, np.array([[0.9, 1.0, 1.0]]).T),
|
||||
],
|
||||
)
|
||||
def test_log_loss_1_prob_finite(y_true, y_prob):
|
||||
# y_proba is equal to 1 should result in a finite logloss
|
||||
loss = log_loss(y_true, y_prob)
|
||||
assert np.isfinite(loss)
|
||||
@@ -0,0 +1,968 @@
|
||||
"""
|
||||
Testing for Multi-layer Perceptron module (sklearn.neural_network)
|
||||
"""
|
||||
|
||||
# Author: Issam H. Laradji
|
||||
# License: BSD 3 clause
|
||||
|
||||
import re
|
||||
import sys
|
||||
import warnings
|
||||
from io import StringIO
|
||||
|
||||
import joblib
|
||||
import numpy as np
|
||||
import pytest
|
||||
from numpy.testing import (
|
||||
assert_allclose,
|
||||
assert_almost_equal,
|
||||
assert_array_equal,
|
||||
)
|
||||
|
||||
from sklearn.datasets import (
|
||||
load_digits,
|
||||
load_iris,
|
||||
make_multilabel_classification,
|
||||
make_regression,
|
||||
)
|
||||
from sklearn.exceptions import ConvergenceWarning
|
||||
from sklearn.metrics import roc_auc_score
|
||||
from sklearn.neural_network import MLPClassifier, MLPRegressor
|
||||
from sklearn.preprocessing import LabelBinarizer, MinMaxScaler, scale
|
||||
from sklearn.utils._testing import ignore_warnings
|
||||
from sklearn.utils.fixes import CSR_CONTAINERS
|
||||
|
||||
ACTIVATION_TYPES = ["identity", "logistic", "tanh", "relu"]
|
||||
|
||||
X_digits, y_digits = load_digits(n_class=3, return_X_y=True)
|
||||
|
||||
X_digits_multi = MinMaxScaler().fit_transform(X_digits[:200])
|
||||
y_digits_multi = y_digits[:200]
|
||||
|
||||
X_digits, y_digits = load_digits(n_class=2, return_X_y=True)
|
||||
|
||||
X_digits_binary = MinMaxScaler().fit_transform(X_digits[:200])
|
||||
y_digits_binary = y_digits[:200]
|
||||
|
||||
classification_datasets = [
|
||||
(X_digits_multi, y_digits_multi),
|
||||
(X_digits_binary, y_digits_binary),
|
||||
]
|
||||
|
||||
X_reg, y_reg = make_regression(
|
||||
n_samples=200, n_features=10, bias=20.0, noise=100.0, random_state=7
|
||||
)
|
||||
y_reg = scale(y_reg)
|
||||
regression_datasets = [(X_reg, y_reg)]
|
||||
|
||||
iris = load_iris()
|
||||
|
||||
X_iris = iris.data
|
||||
y_iris = iris.target
|
||||
|
||||
|
||||
def test_alpha():
|
||||
# Test that larger alpha yields weights closer to zero
|
||||
X = X_digits_binary[:100]
|
||||
y = y_digits_binary[:100]
|
||||
|
||||
alpha_vectors = []
|
||||
alpha_values = np.arange(2)
|
||||
absolute_sum = lambda x: np.sum(np.abs(x))
|
||||
|
||||
for alpha in alpha_values:
|
||||
mlp = MLPClassifier(hidden_layer_sizes=10, alpha=alpha, random_state=1)
|
||||
with ignore_warnings(category=ConvergenceWarning):
|
||||
mlp.fit(X, y)
|
||||
alpha_vectors.append(
|
||||
np.array([absolute_sum(mlp.coefs_[0]), absolute_sum(mlp.coefs_[1])])
|
||||
)
|
||||
|
||||
for i in range(len(alpha_values) - 1):
|
||||
assert (alpha_vectors[i] > alpha_vectors[i + 1]).all()
|
||||
|
||||
|
||||
def test_fit():
|
||||
# Test that the algorithm solution is equal to a worked out example.
|
||||
X = np.array([[0.6, 0.8, 0.7]])
|
||||
y = np.array([0])
|
||||
mlp = MLPClassifier(
|
||||
solver="sgd",
|
||||
learning_rate_init=0.1,
|
||||
alpha=0.1,
|
||||
activation="logistic",
|
||||
random_state=1,
|
||||
max_iter=1,
|
||||
hidden_layer_sizes=2,
|
||||
momentum=0,
|
||||
)
|
||||
# set weights
|
||||
mlp.coefs_ = [0] * 2
|
||||
mlp.intercepts_ = [0] * 2
|
||||
mlp.n_outputs_ = 1
|
||||
mlp.coefs_[0] = np.array([[0.1, 0.2], [0.3, 0.1], [0.5, 0]])
|
||||
mlp.coefs_[1] = np.array([[0.1], [0.2]])
|
||||
mlp.intercepts_[0] = np.array([0.1, 0.1])
|
||||
mlp.intercepts_[1] = np.array([1.0])
|
||||
mlp._coef_grads = [] * 2
|
||||
mlp._intercept_grads = [] * 2
|
||||
mlp.n_features_in_ = 3
|
||||
|
||||
# Initialize parameters
|
||||
mlp.n_iter_ = 0
|
||||
mlp.learning_rate_ = 0.1
|
||||
|
||||
# Compute the number of layers
|
||||
mlp.n_layers_ = 3
|
||||
|
||||
# Pre-allocate gradient matrices
|
||||
mlp._coef_grads = [0] * (mlp.n_layers_ - 1)
|
||||
mlp._intercept_grads = [0] * (mlp.n_layers_ - 1)
|
||||
|
||||
mlp.out_activation_ = "logistic"
|
||||
mlp.t_ = 0
|
||||
mlp.best_loss_ = np.inf
|
||||
mlp.loss_curve_ = []
|
||||
mlp._no_improvement_count = 0
|
||||
mlp._intercept_velocity = [
|
||||
np.zeros_like(intercepts) for intercepts in mlp.intercepts_
|
||||
]
|
||||
mlp._coef_velocity = [np.zeros_like(coefs) for coefs in mlp.coefs_]
|
||||
|
||||
mlp.partial_fit(X, y, classes=[0, 1])
|
||||
# Manually worked out example
|
||||
# h1 = g(X1 * W_i1 + b11) = g(0.6 * 0.1 + 0.8 * 0.3 + 0.7 * 0.5 + 0.1)
|
||||
# = 0.679178699175393
|
||||
# h2 = g(X2 * W_i2 + b12) = g(0.6 * 0.2 + 0.8 * 0.1 + 0.7 * 0 + 0.1)
|
||||
# = 0.574442516811659
|
||||
# o1 = g(h * W2 + b21) = g(0.679 * 0.1 + 0.574 * 0.2 + 1)
|
||||
# = 0.7654329236196236
|
||||
# d21 = -(0 - 0.765) = 0.765
|
||||
# d11 = (1 - 0.679) * 0.679 * 0.765 * 0.1 = 0.01667
|
||||
# d12 = (1 - 0.574) * 0.574 * 0.765 * 0.2 = 0.0374
|
||||
# W1grad11 = X1 * d11 + alpha * W11 = 0.6 * 0.01667 + 0.1 * 0.1 = 0.0200
|
||||
# W1grad11 = X1 * d12 + alpha * W12 = 0.6 * 0.0374 + 0.1 * 0.2 = 0.04244
|
||||
# W1grad21 = X2 * d11 + alpha * W13 = 0.8 * 0.01667 + 0.1 * 0.3 = 0.043336
|
||||
# W1grad22 = X2 * d12 + alpha * W14 = 0.8 * 0.0374 + 0.1 * 0.1 = 0.03992
|
||||
# W1grad31 = X3 * d11 + alpha * W15 = 0.6 * 0.01667 + 0.1 * 0.5 = 0.060002
|
||||
# W1grad32 = X3 * d12 + alpha * W16 = 0.6 * 0.0374 + 0.1 * 0 = 0.02244
|
||||
# W2grad1 = h1 * d21 + alpha * W21 = 0.679 * 0.765 + 0.1 * 0.1 = 0.5294
|
||||
# W2grad2 = h2 * d21 + alpha * W22 = 0.574 * 0.765 + 0.1 * 0.2 = 0.45911
|
||||
# b1grad1 = d11 = 0.01667
|
||||
# b1grad2 = d12 = 0.0374
|
||||
# b2grad = d21 = 0.765
|
||||
# W1 = W1 - eta * [W1grad11, .., W1grad32] = [[0.1, 0.2], [0.3, 0.1],
|
||||
# [0.5, 0]] - 0.1 * [[0.0200, 0.04244], [0.043336, 0.03992],
|
||||
# [0.060002, 0.02244]] = [[0.098, 0.195756], [0.2956664,
|
||||
# 0.096008], [0.4939998, -0.002244]]
|
||||
# W2 = W2 - eta * [W2grad1, W2grad2] = [[0.1], [0.2]] - 0.1 *
|
||||
# [[0.5294], [0.45911]] = [[0.04706], [0.154089]]
|
||||
# b1 = b1 - eta * [b1grad1, b1grad2] = 0.1 - 0.1 * [0.01667, 0.0374]
|
||||
# = [0.098333, 0.09626]
|
||||
# b2 = b2 - eta * b2grad = 1.0 - 0.1 * 0.765 = 0.9235
|
||||
assert_almost_equal(
|
||||
mlp.coefs_[0],
|
||||
np.array([[0.098, 0.195756], [0.2956664, 0.096008], [0.4939998, -0.002244]]),
|
||||
decimal=3,
|
||||
)
|
||||
assert_almost_equal(mlp.coefs_[1], np.array([[0.04706], [0.154089]]), decimal=3)
|
||||
assert_almost_equal(mlp.intercepts_[0], np.array([0.098333, 0.09626]), decimal=3)
|
||||
assert_almost_equal(mlp.intercepts_[1], np.array(0.9235), decimal=3)
|
||||
# Testing output
|
||||
# h1 = g(X1 * W_i1 + b11) = g(0.6 * 0.098 + 0.8 * 0.2956664 +
|
||||
# 0.7 * 0.4939998 + 0.098333) = 0.677
|
||||
# h2 = g(X2 * W_i2 + b12) = g(0.6 * 0.195756 + 0.8 * 0.096008 +
|
||||
# 0.7 * -0.002244 + 0.09626) = 0.572
|
||||
# o1 = h * W2 + b21 = 0.677 * 0.04706 +
|
||||
# 0.572 * 0.154089 + 0.9235 = 1.043
|
||||
# prob = sigmoid(o1) = 0.739
|
||||
assert_almost_equal(mlp.predict_proba(X)[0, 1], 0.739, decimal=3)
|
||||
|
||||
|
||||
def test_gradient():
|
||||
# Test gradient.
|
||||
|
||||
# This makes sure that the activation functions and their derivatives
|
||||
# are correct. The numerical and analytical computation of the gradient
|
||||
# should be close.
|
||||
for n_labels in [2, 3]:
|
||||
n_samples = 5
|
||||
n_features = 10
|
||||
random_state = np.random.RandomState(seed=42)
|
||||
X = random_state.rand(n_samples, n_features)
|
||||
y = 1 + np.mod(np.arange(n_samples) + 1, n_labels)
|
||||
Y = LabelBinarizer().fit_transform(y)
|
||||
|
||||
for activation in ACTIVATION_TYPES:
|
||||
mlp = MLPClassifier(
|
||||
activation=activation,
|
||||
hidden_layer_sizes=10,
|
||||
solver="lbfgs",
|
||||
alpha=1e-5,
|
||||
learning_rate_init=0.2,
|
||||
max_iter=1,
|
||||
random_state=1,
|
||||
)
|
||||
mlp.fit(X, y)
|
||||
|
||||
theta = np.hstack([l.ravel() for l in mlp.coefs_ + mlp.intercepts_])
|
||||
|
||||
layer_units = [X.shape[1]] + [mlp.hidden_layer_sizes] + [mlp.n_outputs_]
|
||||
|
||||
activations = []
|
||||
deltas = []
|
||||
coef_grads = []
|
||||
intercept_grads = []
|
||||
|
||||
activations.append(X)
|
||||
for i in range(mlp.n_layers_ - 1):
|
||||
activations.append(np.empty((X.shape[0], layer_units[i + 1])))
|
||||
deltas.append(np.empty((X.shape[0], layer_units[i + 1])))
|
||||
|
||||
fan_in = layer_units[i]
|
||||
fan_out = layer_units[i + 1]
|
||||
coef_grads.append(np.empty((fan_in, fan_out)))
|
||||
intercept_grads.append(np.empty(fan_out))
|
||||
|
||||
# analytically compute the gradients
|
||||
def loss_grad_fun(t):
|
||||
return mlp._loss_grad_lbfgs(
|
||||
t, X, Y, activations, deltas, coef_grads, intercept_grads
|
||||
)
|
||||
|
||||
[value, grad] = loss_grad_fun(theta)
|
||||
numgrad = np.zeros(np.size(theta))
|
||||
n = np.size(theta, 0)
|
||||
E = np.eye(n)
|
||||
epsilon = 1e-5
|
||||
# numerically compute the gradients
|
||||
for i in range(n):
|
||||
dtheta = E[:, i] * epsilon
|
||||
numgrad[i] = (
|
||||
loss_grad_fun(theta + dtheta)[0] - loss_grad_fun(theta - dtheta)[0]
|
||||
) / (epsilon * 2.0)
|
||||
assert_almost_equal(numgrad, grad)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("X,y", classification_datasets)
|
||||
def test_lbfgs_classification(X, y):
|
||||
# Test lbfgs on classification.
|
||||
# It should achieve a score higher than 0.95 for the binary and multi-class
|
||||
# versions of the digits dataset.
|
||||
X_train = X[:150]
|
||||
y_train = y[:150]
|
||||
X_test = X[150:]
|
||||
expected_shape_dtype = (X_test.shape[0], y_train.dtype.kind)
|
||||
|
||||
for activation in ACTIVATION_TYPES:
|
||||
mlp = MLPClassifier(
|
||||
solver="lbfgs",
|
||||
hidden_layer_sizes=50,
|
||||
max_iter=150,
|
||||
shuffle=True,
|
||||
random_state=1,
|
||||
activation=activation,
|
||||
)
|
||||
mlp.fit(X_train, y_train)
|
||||
y_predict = mlp.predict(X_test)
|
||||
assert mlp.score(X_train, y_train) > 0.95
|
||||
assert (y_predict.shape[0], y_predict.dtype.kind) == expected_shape_dtype
|
||||
|
||||
|
||||
@pytest.mark.parametrize("X,y", regression_datasets)
|
||||
def test_lbfgs_regression(X, y):
|
||||
# Test lbfgs on the regression dataset.
|
||||
for activation in ACTIVATION_TYPES:
|
||||
mlp = MLPRegressor(
|
||||
solver="lbfgs",
|
||||
hidden_layer_sizes=50,
|
||||
max_iter=150,
|
||||
shuffle=True,
|
||||
random_state=1,
|
||||
activation=activation,
|
||||
)
|
||||
mlp.fit(X, y)
|
||||
if activation == "identity":
|
||||
assert mlp.score(X, y) > 0.80
|
||||
else:
|
||||
# Non linear models perform much better than linear bottleneck:
|
||||
assert mlp.score(X, y) > 0.98
|
||||
|
||||
|
||||
@pytest.mark.parametrize("X,y", classification_datasets)
|
||||
def test_lbfgs_classification_maxfun(X, y):
|
||||
# Test lbfgs parameter max_fun.
|
||||
# It should independently limit the number of iterations for lbfgs.
|
||||
max_fun = 10
|
||||
# classification tests
|
||||
for activation in ACTIVATION_TYPES:
|
||||
mlp = MLPClassifier(
|
||||
solver="lbfgs",
|
||||
hidden_layer_sizes=50,
|
||||
max_iter=150,
|
||||
max_fun=max_fun,
|
||||
shuffle=True,
|
||||
random_state=1,
|
||||
activation=activation,
|
||||
)
|
||||
with pytest.warns(ConvergenceWarning):
|
||||
mlp.fit(X, y)
|
||||
assert max_fun >= mlp.n_iter_
|
||||
|
||||
|
||||
@pytest.mark.parametrize("X,y", regression_datasets)
|
||||
def test_lbfgs_regression_maxfun(X, y):
|
||||
# Test lbfgs parameter max_fun.
|
||||
# It should independently limit the number of iterations for lbfgs.
|
||||
max_fun = 10
|
||||
# regression tests
|
||||
for activation in ACTIVATION_TYPES:
|
||||
mlp = MLPRegressor(
|
||||
solver="lbfgs",
|
||||
hidden_layer_sizes=50,
|
||||
tol=0.0,
|
||||
max_iter=150,
|
||||
max_fun=max_fun,
|
||||
shuffle=True,
|
||||
random_state=1,
|
||||
activation=activation,
|
||||
)
|
||||
with pytest.warns(ConvergenceWarning):
|
||||
mlp.fit(X, y)
|
||||
assert max_fun >= mlp.n_iter_
|
||||
|
||||
|
||||
def test_learning_rate_warmstart():
|
||||
# Tests that warm_start reuse past solutions.
|
||||
X = [[3, 2], [1, 6], [5, 6], [-2, -4]]
|
||||
y = [1, 1, 1, 0]
|
||||
for learning_rate in ["invscaling", "constant"]:
|
||||
mlp = MLPClassifier(
|
||||
solver="sgd",
|
||||
hidden_layer_sizes=4,
|
||||
learning_rate=learning_rate,
|
||||
max_iter=1,
|
||||
power_t=0.25,
|
||||
warm_start=True,
|
||||
)
|
||||
with ignore_warnings(category=ConvergenceWarning):
|
||||
mlp.fit(X, y)
|
||||
prev_eta = mlp._optimizer.learning_rate
|
||||
mlp.fit(X, y)
|
||||
post_eta = mlp._optimizer.learning_rate
|
||||
|
||||
if learning_rate == "constant":
|
||||
assert prev_eta == post_eta
|
||||
elif learning_rate == "invscaling":
|
||||
assert mlp.learning_rate_init / pow(8 + 1, mlp.power_t) == post_eta
|
||||
|
||||
|
||||
def test_multilabel_classification():
|
||||
# Test that multi-label classification works as expected.
|
||||
# test fit method
|
||||
X, y = make_multilabel_classification(
|
||||
n_samples=50, random_state=0, return_indicator=True
|
||||
)
|
||||
mlp = MLPClassifier(
|
||||
solver="lbfgs",
|
||||
hidden_layer_sizes=50,
|
||||
alpha=1e-5,
|
||||
max_iter=150,
|
||||
random_state=0,
|
||||
activation="logistic",
|
||||
learning_rate_init=0.2,
|
||||
)
|
||||
mlp.fit(X, y)
|
||||
assert mlp.score(X, y) > 0.97
|
||||
|
||||
# test partial fit method
|
||||
mlp = MLPClassifier(
|
||||
solver="sgd",
|
||||
hidden_layer_sizes=50,
|
||||
max_iter=150,
|
||||
random_state=0,
|
||||
activation="logistic",
|
||||
alpha=1e-5,
|
||||
learning_rate_init=0.2,
|
||||
)
|
||||
for i in range(100):
|
||||
mlp.partial_fit(X, y, classes=[0, 1, 2, 3, 4])
|
||||
assert mlp.score(X, y) > 0.9
|
||||
|
||||
# Make sure early stopping still work now that splitting is stratified by
|
||||
# default (it is disabled for multilabel classification)
|
||||
mlp = MLPClassifier(early_stopping=True)
|
||||
mlp.fit(X, y).predict(X)
|
||||
|
||||
|
||||
def test_multioutput_regression():
|
||||
# Test that multi-output regression works as expected
|
||||
X, y = make_regression(n_samples=200, n_targets=5)
|
||||
mlp = MLPRegressor(
|
||||
solver="lbfgs", hidden_layer_sizes=50, max_iter=200, random_state=1
|
||||
)
|
||||
mlp.fit(X, y)
|
||||
assert mlp.score(X, y) > 0.9
|
||||
|
||||
|
||||
def test_partial_fit_classes_error():
|
||||
# Tests that passing different classes to partial_fit raises an error
|
||||
X = [[3, 2]]
|
||||
y = [0]
|
||||
clf = MLPClassifier(solver="sgd")
|
||||
clf.partial_fit(X, y, classes=[0, 1])
|
||||
with pytest.raises(ValueError):
|
||||
clf.partial_fit(X, y, classes=[1, 2])
|
||||
|
||||
|
||||
def test_partial_fit_classification():
|
||||
# Test partial_fit on classification.
|
||||
# `partial_fit` should yield the same results as 'fit' for binary and
|
||||
# multi-class classification.
|
||||
for X, y in classification_datasets:
|
||||
mlp = MLPClassifier(
|
||||
solver="sgd",
|
||||
max_iter=100,
|
||||
random_state=1,
|
||||
tol=0,
|
||||
alpha=1e-5,
|
||||
learning_rate_init=0.2,
|
||||
)
|
||||
|
||||
with ignore_warnings(category=ConvergenceWarning):
|
||||
mlp.fit(X, y)
|
||||
pred1 = mlp.predict(X)
|
||||
mlp = MLPClassifier(
|
||||
solver="sgd", random_state=1, alpha=1e-5, learning_rate_init=0.2
|
||||
)
|
||||
for i in range(100):
|
||||
mlp.partial_fit(X, y, classes=np.unique(y))
|
||||
pred2 = mlp.predict(X)
|
||||
assert_array_equal(pred1, pred2)
|
||||
assert mlp.score(X, y) > 0.95
|
||||
|
||||
|
||||
def test_partial_fit_unseen_classes():
|
||||
# Non regression test for bug 6994
|
||||
# Tests for labeling errors in partial fit
|
||||
|
||||
clf = MLPClassifier(random_state=0)
|
||||
clf.partial_fit([[1], [2], [3]], ["a", "b", "c"], classes=["a", "b", "c", "d"])
|
||||
clf.partial_fit([[4]], ["d"])
|
||||
assert clf.score([[1], [2], [3], [4]], ["a", "b", "c", "d"]) > 0
|
||||
|
||||
|
||||
def test_partial_fit_regression():
|
||||
# Test partial_fit on regression.
|
||||
# `partial_fit` should yield the same results as 'fit' for regression.
|
||||
X = X_reg
|
||||
y = y_reg
|
||||
|
||||
for momentum in [0, 0.9]:
|
||||
mlp = MLPRegressor(
|
||||
solver="sgd",
|
||||
max_iter=100,
|
||||
activation="relu",
|
||||
random_state=1,
|
||||
learning_rate_init=0.01,
|
||||
batch_size=X.shape[0],
|
||||
momentum=momentum,
|
||||
)
|
||||
with warnings.catch_warnings(record=True):
|
||||
# catch convergence warning
|
||||
mlp.fit(X, y)
|
||||
pred1 = mlp.predict(X)
|
||||
mlp = MLPRegressor(
|
||||
solver="sgd",
|
||||
activation="relu",
|
||||
learning_rate_init=0.01,
|
||||
random_state=1,
|
||||
batch_size=X.shape[0],
|
||||
momentum=momentum,
|
||||
)
|
||||
for i in range(100):
|
||||
mlp.partial_fit(X, y)
|
||||
|
||||
pred2 = mlp.predict(X)
|
||||
assert_allclose(pred1, pred2)
|
||||
score = mlp.score(X, y)
|
||||
assert score > 0.65
|
||||
|
||||
|
||||
def test_partial_fit_errors():
|
||||
# Test partial_fit error handling.
|
||||
X = [[3, 2], [1, 6]]
|
||||
y = [1, 0]
|
||||
|
||||
# no classes passed
|
||||
with pytest.raises(ValueError):
|
||||
MLPClassifier(solver="sgd").partial_fit(X, y, classes=[2])
|
||||
|
||||
# lbfgs doesn't support partial_fit
|
||||
assert not hasattr(MLPClassifier(solver="lbfgs"), "partial_fit")
|
||||
|
||||
|
||||
def test_nonfinite_params():
|
||||
# Check that MLPRegressor throws ValueError when dealing with non-finite
|
||||
# parameter values
|
||||
rng = np.random.RandomState(0)
|
||||
n_samples = 10
|
||||
fmax = np.finfo(np.float64).max
|
||||
X = fmax * rng.uniform(size=(n_samples, 2))
|
||||
y = rng.standard_normal(size=n_samples)
|
||||
|
||||
clf = MLPRegressor()
|
||||
msg = (
|
||||
"Solver produced non-finite parameter weights. The input data may contain large"
|
||||
" values and need to be preprocessed."
|
||||
)
|
||||
with pytest.raises(ValueError, match=msg):
|
||||
clf.fit(X, y)
|
||||
|
||||
|
||||
def test_predict_proba_binary():
|
||||
# Test that predict_proba works as expected for binary class.
|
||||
X = X_digits_binary[:50]
|
||||
y = y_digits_binary[:50]
|
||||
|
||||
clf = MLPClassifier(hidden_layer_sizes=5, activation="logistic", random_state=1)
|
||||
with ignore_warnings(category=ConvergenceWarning):
|
||||
clf.fit(X, y)
|
||||
y_proba = clf.predict_proba(X)
|
||||
y_log_proba = clf.predict_log_proba(X)
|
||||
|
||||
(n_samples, n_classes) = y.shape[0], 2
|
||||
|
||||
proba_max = y_proba.argmax(axis=1)
|
||||
proba_log_max = y_log_proba.argmax(axis=1)
|
||||
|
||||
assert y_proba.shape == (n_samples, n_classes)
|
||||
assert_array_equal(proba_max, proba_log_max)
|
||||
assert_allclose(y_log_proba, np.log(y_proba))
|
||||
|
||||
assert roc_auc_score(y, y_proba[:, 1]) == 1.0
|
||||
|
||||
|
||||
def test_predict_proba_multiclass():
|
||||
# Test that predict_proba works as expected for multi class.
|
||||
X = X_digits_multi[:10]
|
||||
y = y_digits_multi[:10]
|
||||
|
||||
clf = MLPClassifier(hidden_layer_sizes=5)
|
||||
with ignore_warnings(category=ConvergenceWarning):
|
||||
clf.fit(X, y)
|
||||
y_proba = clf.predict_proba(X)
|
||||
y_log_proba = clf.predict_log_proba(X)
|
||||
|
||||
(n_samples, n_classes) = y.shape[0], np.unique(y).size
|
||||
|
||||
proba_max = y_proba.argmax(axis=1)
|
||||
proba_log_max = y_log_proba.argmax(axis=1)
|
||||
|
||||
assert y_proba.shape == (n_samples, n_classes)
|
||||
assert_array_equal(proba_max, proba_log_max)
|
||||
assert_allclose(y_log_proba, np.log(y_proba))
|
||||
|
||||
|
||||
def test_predict_proba_multilabel():
|
||||
# Test that predict_proba works as expected for multilabel.
|
||||
# Multilabel should not use softmax which makes probabilities sum to 1
|
||||
X, Y = make_multilabel_classification(
|
||||
n_samples=50, random_state=0, return_indicator=True
|
||||
)
|
||||
n_samples, n_classes = Y.shape
|
||||
|
||||
clf = MLPClassifier(solver="lbfgs", hidden_layer_sizes=30, random_state=0)
|
||||
clf.fit(X, Y)
|
||||
y_proba = clf.predict_proba(X)
|
||||
|
||||
assert y_proba.shape == (n_samples, n_classes)
|
||||
assert_array_equal(y_proba > 0.5, Y)
|
||||
|
||||
y_log_proba = clf.predict_log_proba(X)
|
||||
proba_max = y_proba.argmax(axis=1)
|
||||
proba_log_max = y_log_proba.argmax(axis=1)
|
||||
|
||||
assert (y_proba.sum(1) - 1).dot(y_proba.sum(1) - 1) > 1e-10
|
||||
assert_array_equal(proba_max, proba_log_max)
|
||||
assert_allclose(y_log_proba, np.log(y_proba))
|
||||
|
||||
|
||||
def test_shuffle():
|
||||
# Test that the shuffle parameter affects the training process (it should)
|
||||
X, y = make_regression(n_samples=50, n_features=5, n_targets=1, random_state=0)
|
||||
|
||||
# The coefficients will be identical if both do or do not shuffle
|
||||
for shuffle in [True, False]:
|
||||
mlp1 = MLPRegressor(
|
||||
hidden_layer_sizes=1,
|
||||
max_iter=1,
|
||||
batch_size=1,
|
||||
random_state=0,
|
||||
shuffle=shuffle,
|
||||
)
|
||||
mlp2 = MLPRegressor(
|
||||
hidden_layer_sizes=1,
|
||||
max_iter=1,
|
||||
batch_size=1,
|
||||
random_state=0,
|
||||
shuffle=shuffle,
|
||||
)
|
||||
mlp1.fit(X, y)
|
||||
mlp2.fit(X, y)
|
||||
|
||||
assert np.array_equal(mlp1.coefs_[0], mlp2.coefs_[0])
|
||||
|
||||
# The coefficients will be slightly different if shuffle=True
|
||||
mlp1 = MLPRegressor(
|
||||
hidden_layer_sizes=1, max_iter=1, batch_size=1, random_state=0, shuffle=True
|
||||
)
|
||||
mlp2 = MLPRegressor(
|
||||
hidden_layer_sizes=1, max_iter=1, batch_size=1, random_state=0, shuffle=False
|
||||
)
|
||||
mlp1.fit(X, y)
|
||||
mlp2.fit(X, y)
|
||||
|
||||
assert not np.array_equal(mlp1.coefs_[0], mlp2.coefs_[0])
|
||||
|
||||
|
||||
@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
|
||||
def test_sparse_matrices(csr_container):
|
||||
# Test that sparse and dense input matrices output the same results.
|
||||
X = X_digits_binary[:50]
|
||||
y = y_digits_binary[:50]
|
||||
X_sparse = csr_container(X)
|
||||
mlp = MLPClassifier(solver="lbfgs", hidden_layer_sizes=15, random_state=1)
|
||||
mlp.fit(X, y)
|
||||
pred1 = mlp.predict(X)
|
||||
mlp.fit(X_sparse, y)
|
||||
pred2 = mlp.predict(X_sparse)
|
||||
assert_almost_equal(pred1, pred2)
|
||||
pred1 = mlp.predict(X)
|
||||
pred2 = mlp.predict(X_sparse)
|
||||
assert_array_equal(pred1, pred2)
|
||||
|
||||
|
||||
def test_tolerance():
|
||||
# Test tolerance.
|
||||
# It should force the solver to exit the loop when it converges.
|
||||
X = [[3, 2], [1, 6]]
|
||||
y = [1, 0]
|
||||
clf = MLPClassifier(tol=0.5, max_iter=3000, solver="sgd")
|
||||
clf.fit(X, y)
|
||||
assert clf.max_iter > clf.n_iter_
|
||||
|
||||
|
||||
def test_verbose_sgd():
|
||||
# Test verbose.
|
||||
X = [[3, 2], [1, 6]]
|
||||
y = [1, 0]
|
||||
clf = MLPClassifier(solver="sgd", max_iter=2, verbose=10, hidden_layer_sizes=2)
|
||||
old_stdout = sys.stdout
|
||||
sys.stdout = output = StringIO()
|
||||
|
||||
with ignore_warnings(category=ConvergenceWarning):
|
||||
clf.fit(X, y)
|
||||
clf.partial_fit(X, y)
|
||||
|
||||
sys.stdout = old_stdout
|
||||
assert "Iteration" in output.getvalue()
|
||||
|
||||
|
||||
@pytest.mark.parametrize("MLPEstimator", [MLPClassifier, MLPRegressor])
|
||||
def test_early_stopping(MLPEstimator):
|
||||
X = X_digits_binary[:100]
|
||||
y = y_digits_binary[:100]
|
||||
tol = 0.2
|
||||
mlp_estimator = MLPEstimator(
|
||||
tol=tol, max_iter=3000, solver="sgd", early_stopping=True
|
||||
)
|
||||
mlp_estimator.fit(X, y)
|
||||
assert mlp_estimator.max_iter > mlp_estimator.n_iter_
|
||||
|
||||
assert mlp_estimator.best_loss_ is None
|
||||
assert isinstance(mlp_estimator.validation_scores_, list)
|
||||
|
||||
valid_scores = mlp_estimator.validation_scores_
|
||||
best_valid_score = mlp_estimator.best_validation_score_
|
||||
assert max(valid_scores) == best_valid_score
|
||||
assert best_valid_score + tol > valid_scores[-2]
|
||||
assert best_valid_score + tol > valid_scores[-1]
|
||||
|
||||
# check that the attributes `validation_scores_` and `best_validation_score_`
|
||||
# are set to None when `early_stopping=False`
|
||||
mlp_estimator = MLPEstimator(
|
||||
tol=tol, max_iter=3000, solver="sgd", early_stopping=False
|
||||
)
|
||||
mlp_estimator.fit(X, y)
|
||||
assert mlp_estimator.validation_scores_ is None
|
||||
assert mlp_estimator.best_validation_score_ is None
|
||||
assert mlp_estimator.best_loss_ is not None
|
||||
|
||||
|
||||
def test_adaptive_learning_rate():
|
||||
X = [[3, 2], [1, 6]]
|
||||
y = [1, 0]
|
||||
clf = MLPClassifier(tol=0.5, max_iter=3000, solver="sgd", learning_rate="adaptive")
|
||||
clf.fit(X, y)
|
||||
assert clf.max_iter > clf.n_iter_
|
||||
assert 1e-6 > clf._optimizer.learning_rate
|
||||
|
||||
|
||||
@ignore_warnings(category=RuntimeWarning)
|
||||
def test_warm_start():
|
||||
X = X_iris
|
||||
y = y_iris
|
||||
|
||||
y_2classes = np.array([0] * 75 + [1] * 75)
|
||||
y_3classes = np.array([0] * 40 + [1] * 40 + [2] * 70)
|
||||
y_3classes_alt = np.array([0] * 50 + [1] * 50 + [3] * 50)
|
||||
y_4classes = np.array([0] * 37 + [1] * 37 + [2] * 38 + [3] * 38)
|
||||
y_5classes = np.array([0] * 30 + [1] * 30 + [2] * 30 + [3] * 30 + [4] * 30)
|
||||
|
||||
# No error raised
|
||||
clf = MLPClassifier(hidden_layer_sizes=2, solver="lbfgs", warm_start=True).fit(X, y)
|
||||
clf.fit(X, y)
|
||||
clf.fit(X, y_3classes)
|
||||
|
||||
for y_i in (y_2classes, y_3classes_alt, y_4classes, y_5classes):
|
||||
clf = MLPClassifier(hidden_layer_sizes=2, solver="lbfgs", warm_start=True).fit(
|
||||
X, y
|
||||
)
|
||||
message = (
|
||||
"warm_start can only be used where `y` has the same "
|
||||
"classes as in the previous call to fit."
|
||||
" Previously got [0 1 2], `y` has %s" % np.unique(y_i)
|
||||
)
|
||||
with pytest.raises(ValueError, match=re.escape(message)):
|
||||
clf.fit(X, y_i)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("MLPEstimator", [MLPClassifier, MLPRegressor])
|
||||
def test_warm_start_full_iteration(MLPEstimator):
|
||||
# Non-regression test for:
|
||||
# https://github.com/scikit-learn/scikit-learn/issues/16812
|
||||
# Check that the MLP estimator accomplish `max_iter` with a
|
||||
# warm started estimator.
|
||||
X, y = X_iris, y_iris
|
||||
max_iter = 3
|
||||
clf = MLPEstimator(
|
||||
hidden_layer_sizes=2, solver="sgd", warm_start=True, max_iter=max_iter
|
||||
)
|
||||
clf.fit(X, y)
|
||||
assert max_iter == clf.n_iter_
|
||||
clf.fit(X, y)
|
||||
assert max_iter == clf.n_iter_
|
||||
|
||||
|
||||
def test_n_iter_no_change():
|
||||
# test n_iter_no_change using binary data set
|
||||
# the classifying fitting process is not prone to loss curve fluctuations
|
||||
X = X_digits_binary[:100]
|
||||
y = y_digits_binary[:100]
|
||||
tol = 0.01
|
||||
max_iter = 3000
|
||||
|
||||
# test multiple n_iter_no_change
|
||||
for n_iter_no_change in [2, 5, 10, 50, 100]:
|
||||
clf = MLPClassifier(
|
||||
tol=tol, max_iter=max_iter, solver="sgd", n_iter_no_change=n_iter_no_change
|
||||
)
|
||||
clf.fit(X, y)
|
||||
|
||||
# validate n_iter_no_change
|
||||
assert clf._no_improvement_count == n_iter_no_change + 1
|
||||
assert max_iter > clf.n_iter_
|
||||
|
||||
|
||||
@ignore_warnings(category=ConvergenceWarning)
|
||||
def test_n_iter_no_change_inf():
|
||||
# test n_iter_no_change using binary data set
|
||||
# the fitting process should go to max_iter iterations
|
||||
X = X_digits_binary[:100]
|
||||
y = y_digits_binary[:100]
|
||||
|
||||
# set a ridiculous tolerance
|
||||
# this should always trigger _update_no_improvement_count()
|
||||
tol = 1e9
|
||||
|
||||
# fit
|
||||
n_iter_no_change = np.inf
|
||||
max_iter = 3000
|
||||
clf = MLPClassifier(
|
||||
tol=tol, max_iter=max_iter, solver="sgd", n_iter_no_change=n_iter_no_change
|
||||
)
|
||||
clf.fit(X, y)
|
||||
|
||||
# validate n_iter_no_change doesn't cause early stopping
|
||||
assert clf.n_iter_ == max_iter
|
||||
|
||||
# validate _update_no_improvement_count() was always triggered
|
||||
assert clf._no_improvement_count == clf.n_iter_ - 1
|
||||
|
||||
|
||||
def test_early_stopping_stratified():
|
||||
# Make sure data splitting for early stopping is stratified
|
||||
X = [[1, 2], [2, 3], [3, 4], [4, 5]]
|
||||
y = [0, 0, 0, 1]
|
||||
|
||||
mlp = MLPClassifier(early_stopping=True)
|
||||
with pytest.raises(
|
||||
ValueError, match="The least populated class in y has only 1 member"
|
||||
):
|
||||
mlp.fit(X, y)
|
||||
|
||||
|
||||
def test_mlp_classifier_dtypes_casting():
|
||||
# Compare predictions for different dtypes
|
||||
mlp_64 = MLPClassifier(
|
||||
alpha=1e-5, hidden_layer_sizes=(5, 3), random_state=1, max_iter=50
|
||||
)
|
||||
mlp_64.fit(X_digits[:300], y_digits[:300])
|
||||
pred_64 = mlp_64.predict(X_digits[300:])
|
||||
proba_64 = mlp_64.predict_proba(X_digits[300:])
|
||||
|
||||
mlp_32 = MLPClassifier(
|
||||
alpha=1e-5, hidden_layer_sizes=(5, 3), random_state=1, max_iter=50
|
||||
)
|
||||
mlp_32.fit(X_digits[:300].astype(np.float32), y_digits[:300])
|
||||
pred_32 = mlp_32.predict(X_digits[300:].astype(np.float32))
|
||||
proba_32 = mlp_32.predict_proba(X_digits[300:].astype(np.float32))
|
||||
|
||||
assert_array_equal(pred_64, pred_32)
|
||||
assert_allclose(proba_64, proba_32, rtol=1e-02)
|
||||
|
||||
|
||||
def test_mlp_regressor_dtypes_casting():
|
||||
mlp_64 = MLPRegressor(
|
||||
alpha=1e-5, hidden_layer_sizes=(5, 3), random_state=1, max_iter=50
|
||||
)
|
||||
mlp_64.fit(X_digits[:300], y_digits[:300])
|
||||
pred_64 = mlp_64.predict(X_digits[300:])
|
||||
|
||||
mlp_32 = MLPRegressor(
|
||||
alpha=1e-5, hidden_layer_sizes=(5, 3), random_state=1, max_iter=50
|
||||
)
|
||||
mlp_32.fit(X_digits[:300].astype(np.float32), y_digits[:300])
|
||||
pred_32 = mlp_32.predict(X_digits[300:].astype(np.float32))
|
||||
|
||||
assert_allclose(pred_64, pred_32, rtol=1e-04)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("dtype", [np.float32, np.float64])
|
||||
@pytest.mark.parametrize("Estimator", [MLPClassifier, MLPRegressor])
|
||||
def test_mlp_param_dtypes(dtype, Estimator):
|
||||
# Checks if input dtype is used for network parameters
|
||||
# and predictions
|
||||
X, y = X_digits.astype(dtype), y_digits
|
||||
mlp = Estimator(alpha=1e-5, hidden_layer_sizes=(5, 3), random_state=1, max_iter=50)
|
||||
mlp.fit(X[:300], y[:300])
|
||||
pred = mlp.predict(X[300:])
|
||||
|
||||
assert all([intercept.dtype == dtype for intercept in mlp.intercepts_])
|
||||
|
||||
assert all([coef.dtype == dtype for coef in mlp.coefs_])
|
||||
|
||||
if Estimator == MLPRegressor:
|
||||
assert pred.dtype == dtype
|
||||
|
||||
|
||||
def test_mlp_loading_from_joblib_partial_fit(tmp_path):
|
||||
"""Loading from MLP and partial fitting updates weights. Non-regression
|
||||
test for #19626."""
|
||||
pre_trained_estimator = MLPRegressor(
|
||||
hidden_layer_sizes=(42,), random_state=42, learning_rate_init=0.01, max_iter=200
|
||||
)
|
||||
features, target = [[2]], [4]
|
||||
|
||||
# Fit on x=2, y=4
|
||||
pre_trained_estimator.fit(features, target)
|
||||
|
||||
# dump and load model
|
||||
pickled_file = tmp_path / "mlp.pkl"
|
||||
joblib.dump(pre_trained_estimator, pickled_file)
|
||||
load_estimator = joblib.load(pickled_file)
|
||||
|
||||
# Train for a more epochs on point x=2, y=1
|
||||
fine_tune_features, fine_tune_target = [[2]], [1]
|
||||
|
||||
for _ in range(200):
|
||||
load_estimator.partial_fit(fine_tune_features, fine_tune_target)
|
||||
|
||||
# finetuned model learned the new target
|
||||
predicted_value = load_estimator.predict(fine_tune_features)
|
||||
assert_allclose(predicted_value, fine_tune_target, rtol=1e-4)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("Estimator", [MLPClassifier, MLPRegressor])
|
||||
def test_preserve_feature_names(Estimator):
|
||||
"""Check that feature names are preserved when early stopping is enabled.
|
||||
|
||||
Feature names are required for consistency checks during scoring.
|
||||
|
||||
Non-regression test for gh-24846
|
||||
"""
|
||||
pd = pytest.importorskip("pandas")
|
||||
rng = np.random.RandomState(0)
|
||||
|
||||
X = pd.DataFrame(data=rng.randn(10, 2), columns=["colname_a", "colname_b"])
|
||||
y = pd.Series(data=np.full(10, 1), name="colname_y")
|
||||
|
||||
model = Estimator(early_stopping=True, validation_fraction=0.2)
|
||||
|
||||
with warnings.catch_warnings():
|
||||
warnings.simplefilter("error", UserWarning)
|
||||
model.fit(X, y)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("MLPEstimator", [MLPClassifier, MLPRegressor])
|
||||
def test_mlp_warm_start_with_early_stopping(MLPEstimator):
|
||||
"""Check that early stopping works with warm start."""
|
||||
mlp = MLPEstimator(
|
||||
max_iter=10, random_state=0, warm_start=True, early_stopping=True
|
||||
)
|
||||
mlp.fit(X_iris, y_iris)
|
||||
n_validation_scores = len(mlp.validation_scores_)
|
||||
mlp.set_params(max_iter=20)
|
||||
mlp.fit(X_iris, y_iris)
|
||||
assert len(mlp.validation_scores_) > n_validation_scores
|
||||
|
||||
|
||||
@pytest.mark.parametrize("MLPEstimator", [MLPClassifier, MLPRegressor])
|
||||
@pytest.mark.parametrize("solver", ["sgd", "adam", "lbfgs"])
|
||||
def test_mlp_warm_start_no_convergence(MLPEstimator, solver):
|
||||
"""Check that we stop the number of iteration at `max_iter` when warm starting.
|
||||
|
||||
Non-regression test for:
|
||||
https://github.com/scikit-learn/scikit-learn/issues/24764
|
||||
"""
|
||||
model = MLPEstimator(
|
||||
solver=solver,
|
||||
warm_start=True,
|
||||
early_stopping=False,
|
||||
max_iter=10,
|
||||
n_iter_no_change=np.inf,
|
||||
random_state=0,
|
||||
)
|
||||
|
||||
with pytest.warns(ConvergenceWarning):
|
||||
model.fit(X_iris, y_iris)
|
||||
assert model.n_iter_ == 10
|
||||
|
||||
model.set_params(max_iter=20)
|
||||
with pytest.warns(ConvergenceWarning):
|
||||
model.fit(X_iris, y_iris)
|
||||
assert model.n_iter_ == 20
|
||||
|
||||
|
||||
@pytest.mark.parametrize("MLPEstimator", [MLPClassifier, MLPRegressor])
|
||||
def test_mlp_partial_fit_after_fit(MLPEstimator):
|
||||
"""Check partial fit does not fail after fit when early_stopping=True.
|
||||
|
||||
Non-regression test for gh-25693.
|
||||
"""
|
||||
mlp = MLPEstimator(early_stopping=True, random_state=0).fit(X_iris, y_iris)
|
||||
|
||||
msg = "partial_fit does not support early_stopping=True"
|
||||
with pytest.raises(ValueError, match=msg):
|
||||
mlp.partial_fit(X_iris, y_iris)
|
||||
@@ -0,0 +1,251 @@
|
||||
import re
|
||||
import sys
|
||||
from io import StringIO
|
||||
|
||||
import numpy as np
|
||||
import pytest
|
||||
|
||||
from sklearn.datasets import load_digits
|
||||
from sklearn.neural_network import BernoulliRBM
|
||||
from sklearn.utils._testing import (
|
||||
assert_allclose,
|
||||
assert_almost_equal,
|
||||
assert_array_equal,
|
||||
)
|
||||
from sklearn.utils.fixes import CSC_CONTAINERS, CSR_CONTAINERS, LIL_CONTAINERS
|
||||
from sklearn.utils.validation import assert_all_finite
|
||||
|
||||
Xdigits, _ = load_digits(return_X_y=True)
|
||||
Xdigits -= Xdigits.min()
|
||||
Xdigits /= Xdigits.max()
|
||||
|
||||
|
||||
def test_fit():
|
||||
X = Xdigits.copy()
|
||||
|
||||
rbm = BernoulliRBM(
|
||||
n_components=64, learning_rate=0.1, batch_size=10, n_iter=7, random_state=9
|
||||
)
|
||||
rbm.fit(X)
|
||||
|
||||
assert_almost_equal(rbm.score_samples(X).mean(), -21.0, decimal=0)
|
||||
|
||||
# in-place tricks shouldn't have modified X
|
||||
assert_array_equal(X, Xdigits)
|
||||
|
||||
|
||||
def test_partial_fit():
|
||||
X = Xdigits.copy()
|
||||
rbm = BernoulliRBM(
|
||||
n_components=64, learning_rate=0.1, batch_size=20, random_state=9
|
||||
)
|
||||
n_samples = X.shape[0]
|
||||
n_batches = int(np.ceil(float(n_samples) / rbm.batch_size))
|
||||
batch_slices = np.array_split(X, n_batches)
|
||||
|
||||
for i in range(7):
|
||||
for batch in batch_slices:
|
||||
rbm.partial_fit(batch)
|
||||
|
||||
assert_almost_equal(rbm.score_samples(X).mean(), -21.0, decimal=0)
|
||||
assert_array_equal(X, Xdigits)
|
||||
|
||||
|
||||
def test_transform():
|
||||
X = Xdigits[:100]
|
||||
rbm1 = BernoulliRBM(n_components=16, batch_size=5, n_iter=5, random_state=42)
|
||||
rbm1.fit(X)
|
||||
|
||||
Xt1 = rbm1.transform(X)
|
||||
Xt2 = rbm1._mean_hiddens(X)
|
||||
|
||||
assert_array_equal(Xt1, Xt2)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
|
||||
def test_small_sparse(csr_container):
|
||||
# BernoulliRBM should work on small sparse matrices.
|
||||
X = csr_container(Xdigits[:4])
|
||||
BernoulliRBM().fit(X) # no exception
|
||||
|
||||
|
||||
@pytest.mark.parametrize("sparse_container", CSC_CONTAINERS + CSR_CONTAINERS)
|
||||
def test_small_sparse_partial_fit(sparse_container):
|
||||
X_sparse = sparse_container(Xdigits[:100])
|
||||
X = Xdigits[:100].copy()
|
||||
|
||||
rbm1 = BernoulliRBM(
|
||||
n_components=64, learning_rate=0.1, batch_size=10, random_state=9
|
||||
)
|
||||
rbm2 = BernoulliRBM(
|
||||
n_components=64, learning_rate=0.1, batch_size=10, random_state=9
|
||||
)
|
||||
|
||||
rbm1.partial_fit(X_sparse)
|
||||
rbm2.partial_fit(X)
|
||||
|
||||
assert_almost_equal(
|
||||
rbm1.score_samples(X).mean(), rbm2.score_samples(X).mean(), decimal=0
|
||||
)
|
||||
|
||||
|
||||
def test_sample_hiddens():
|
||||
rng = np.random.RandomState(0)
|
||||
X = Xdigits[:100]
|
||||
rbm1 = BernoulliRBM(n_components=2, batch_size=5, n_iter=5, random_state=42)
|
||||
rbm1.fit(X)
|
||||
|
||||
h = rbm1._mean_hiddens(X[0])
|
||||
hs = np.mean([rbm1._sample_hiddens(X[0], rng) for i in range(100)], 0)
|
||||
|
||||
assert_almost_equal(h, hs, decimal=1)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("csc_container", CSC_CONTAINERS)
|
||||
def test_fit_gibbs(csc_container):
|
||||
# XXX: this test is very seed-dependent! It probably needs to be rewritten.
|
||||
|
||||
# Gibbs on the RBM hidden layer should be able to recreate [[0], [1]]
|
||||
# from the same input
|
||||
rng = np.random.RandomState(42)
|
||||
X = np.array([[0.0], [1.0]])
|
||||
rbm1 = BernoulliRBM(n_components=2, batch_size=2, n_iter=42, random_state=rng)
|
||||
# you need that much iters
|
||||
rbm1.fit(X)
|
||||
assert_almost_equal(
|
||||
rbm1.components_, np.array([[0.02649814], [0.02009084]]), decimal=4
|
||||
)
|
||||
assert_almost_equal(rbm1.gibbs(X), X)
|
||||
|
||||
# Gibbs on the RBM hidden layer should be able to recreate [[0], [1]] from
|
||||
# the same input even when the input is sparse, and test against non-sparse
|
||||
rng = np.random.RandomState(42)
|
||||
X = csc_container([[0.0], [1.0]])
|
||||
rbm2 = BernoulliRBM(n_components=2, batch_size=2, n_iter=42, random_state=rng)
|
||||
rbm2.fit(X)
|
||||
assert_almost_equal(
|
||||
rbm2.components_, np.array([[0.02649814], [0.02009084]]), decimal=4
|
||||
)
|
||||
assert_almost_equal(rbm2.gibbs(X), X.toarray())
|
||||
assert_almost_equal(rbm1.components_, rbm2.components_)
|
||||
|
||||
|
||||
def test_gibbs_smoke():
|
||||
# Check if we don't get NaNs sampling the full digits dataset.
|
||||
# Also check that sampling again will yield different results.
|
||||
X = Xdigits
|
||||
rbm1 = BernoulliRBM(n_components=42, batch_size=40, n_iter=20, random_state=42)
|
||||
rbm1.fit(X)
|
||||
X_sampled = rbm1.gibbs(X)
|
||||
assert_all_finite(X_sampled)
|
||||
X_sampled2 = rbm1.gibbs(X)
|
||||
assert np.all((X_sampled != X_sampled2).max(axis=1))
|
||||
|
||||
|
||||
@pytest.mark.parametrize("lil_containers", LIL_CONTAINERS)
|
||||
def test_score_samples(lil_containers):
|
||||
# Test score_samples (pseudo-likelihood) method.
|
||||
# Assert that pseudo-likelihood is computed without clipping.
|
||||
# See Fabian's blog, http://bit.ly/1iYefRk
|
||||
rng = np.random.RandomState(42)
|
||||
X = np.vstack([np.zeros(1000), np.ones(1000)])
|
||||
rbm1 = BernoulliRBM(n_components=10, batch_size=2, n_iter=10, random_state=rng)
|
||||
rbm1.fit(X)
|
||||
assert (rbm1.score_samples(X) < -300).all()
|
||||
|
||||
# Sparse vs. dense should not affect the output. Also test sparse input
|
||||
# validation.
|
||||
rbm1.random_state = 42
|
||||
d_score = rbm1.score_samples(X)
|
||||
rbm1.random_state = 42
|
||||
s_score = rbm1.score_samples(lil_containers(X))
|
||||
assert_almost_equal(d_score, s_score)
|
||||
|
||||
# Test numerical stability (#2785): would previously generate infinities
|
||||
# and crash with an exception.
|
||||
with np.errstate(under="ignore"):
|
||||
rbm1.score_samples([np.arange(1000) * 100])
|
||||
|
||||
|
||||
def test_rbm_verbose():
|
||||
rbm = BernoulliRBM(n_iter=2, verbose=10)
|
||||
old_stdout = sys.stdout
|
||||
sys.stdout = StringIO()
|
||||
try:
|
||||
rbm.fit(Xdigits)
|
||||
finally:
|
||||
sys.stdout = old_stdout
|
||||
|
||||
|
||||
@pytest.mark.parametrize("csc_container", CSC_CONTAINERS)
|
||||
def test_sparse_and_verbose(csc_container):
|
||||
# Make sure RBM works with sparse input when verbose=True
|
||||
old_stdout = sys.stdout
|
||||
sys.stdout = StringIO()
|
||||
|
||||
X = csc_container([[0.0], [1.0]])
|
||||
rbm = BernoulliRBM(
|
||||
n_components=2, batch_size=2, n_iter=1, random_state=42, verbose=True
|
||||
)
|
||||
try:
|
||||
rbm.fit(X)
|
||||
s = sys.stdout.getvalue()
|
||||
# make sure output is sound
|
||||
assert re.match(
|
||||
r"\[BernoulliRBM\] Iteration 1,"
|
||||
r" pseudo-likelihood = -?(\d)+(\.\d+)?,"
|
||||
r" time = (\d|\.)+s",
|
||||
s,
|
||||
)
|
||||
finally:
|
||||
sys.stdout = old_stdout
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
"dtype_in, dtype_out",
|
||||
[(np.float32, np.float32), (np.float64, np.float64), (int, np.float64)],
|
||||
)
|
||||
def test_transformer_dtypes_casting(dtype_in, dtype_out):
|
||||
X = Xdigits[:100].astype(dtype_in)
|
||||
rbm = BernoulliRBM(n_components=16, batch_size=5, n_iter=5, random_state=42)
|
||||
Xt = rbm.fit_transform(X)
|
||||
|
||||
# dtype_in and dtype_out should be consistent
|
||||
assert Xt.dtype == dtype_out, "transform dtype: {} - original dtype: {}".format(
|
||||
Xt.dtype, X.dtype
|
||||
)
|
||||
|
||||
|
||||
def test_convergence_dtype_consistency():
|
||||
# float 64 transformer
|
||||
X_64 = Xdigits[:100].astype(np.float64)
|
||||
rbm_64 = BernoulliRBM(n_components=16, batch_size=5, n_iter=5, random_state=42)
|
||||
Xt_64 = rbm_64.fit_transform(X_64)
|
||||
|
||||
# float 32 transformer
|
||||
X_32 = Xdigits[:100].astype(np.float32)
|
||||
rbm_32 = BernoulliRBM(n_components=16, batch_size=5, n_iter=5, random_state=42)
|
||||
Xt_32 = rbm_32.fit_transform(X_32)
|
||||
|
||||
# results and attributes should be close enough in 32 bit and 64 bit
|
||||
assert_allclose(Xt_64, Xt_32, rtol=1e-06, atol=0)
|
||||
assert_allclose(
|
||||
rbm_64.intercept_hidden_, rbm_32.intercept_hidden_, rtol=1e-06, atol=0
|
||||
)
|
||||
assert_allclose(
|
||||
rbm_64.intercept_visible_, rbm_32.intercept_visible_, rtol=1e-05, atol=0
|
||||
)
|
||||
assert_allclose(rbm_64.components_, rbm_32.components_, rtol=1e-03, atol=0)
|
||||
assert_allclose(rbm_64.h_samples_, rbm_32.h_samples_)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("method", ["fit", "partial_fit"])
|
||||
def test_feature_names_out(method):
|
||||
"""Check `get_feature_names_out` for `BernoulliRBM`."""
|
||||
n_components = 10
|
||||
rbm = BernoulliRBM(n_components=n_components)
|
||||
getattr(rbm, method)(Xdigits)
|
||||
|
||||
names = rbm.get_feature_names_out()
|
||||
expected_names = [f"bernoullirbm{i}" for i in range(n_components)]
|
||||
assert_array_equal(expected_names, names)
|
||||
@@ -0,0 +1,112 @@
|
||||
import numpy as np
|
||||
|
||||
from sklearn.neural_network._stochastic_optimizers import (
|
||||
AdamOptimizer,
|
||||
BaseOptimizer,
|
||||
SGDOptimizer,
|
||||
)
|
||||
from sklearn.utils._testing import assert_array_equal
|
||||
|
||||
shapes = [(4, 6), (6, 8), (7, 8, 9)]
|
||||
|
||||
|
||||
def test_base_optimizer():
|
||||
for lr in [10**i for i in range(-3, 4)]:
|
||||
optimizer = BaseOptimizer(lr)
|
||||
assert optimizer.trigger_stopping("", False)
|
||||
|
||||
|
||||
def test_sgd_optimizer_no_momentum():
|
||||
params = [np.zeros(shape) for shape in shapes]
|
||||
rng = np.random.RandomState(0)
|
||||
|
||||
for lr in [10**i for i in range(-3, 4)]:
|
||||
optimizer = SGDOptimizer(params, lr, momentum=0, nesterov=False)
|
||||
grads = [rng.random_sample(shape) for shape in shapes]
|
||||
expected = [param - lr * grad for param, grad in zip(params, grads)]
|
||||
optimizer.update_params(params, grads)
|
||||
|
||||
for exp, param in zip(expected, params):
|
||||
assert_array_equal(exp, param)
|
||||
|
||||
|
||||
def test_sgd_optimizer_momentum():
|
||||
params = [np.zeros(shape) for shape in shapes]
|
||||
lr = 0.1
|
||||
rng = np.random.RandomState(0)
|
||||
|
||||
for momentum in np.arange(0.5, 0.9, 0.1):
|
||||
optimizer = SGDOptimizer(params, lr, momentum=momentum, nesterov=False)
|
||||
velocities = [rng.random_sample(shape) for shape in shapes]
|
||||
optimizer.velocities = velocities
|
||||
grads = [rng.random_sample(shape) for shape in shapes]
|
||||
updates = [
|
||||
momentum * velocity - lr * grad for velocity, grad in zip(velocities, grads)
|
||||
]
|
||||
expected = [param + update for param, update in zip(params, updates)]
|
||||
optimizer.update_params(params, grads)
|
||||
|
||||
for exp, param in zip(expected, params):
|
||||
assert_array_equal(exp, param)
|
||||
|
||||
|
||||
def test_sgd_optimizer_trigger_stopping():
|
||||
params = [np.zeros(shape) for shape in shapes]
|
||||
lr = 2e-6
|
||||
optimizer = SGDOptimizer(params, lr, lr_schedule="adaptive")
|
||||
assert not optimizer.trigger_stopping("", False)
|
||||
assert lr / 5 == optimizer.learning_rate
|
||||
assert optimizer.trigger_stopping("", False)
|
||||
|
||||
|
||||
def test_sgd_optimizer_nesterovs_momentum():
|
||||
params = [np.zeros(shape) for shape in shapes]
|
||||
lr = 0.1
|
||||
rng = np.random.RandomState(0)
|
||||
|
||||
for momentum in np.arange(0.5, 0.9, 0.1):
|
||||
optimizer = SGDOptimizer(params, lr, momentum=momentum, nesterov=True)
|
||||
velocities = [rng.random_sample(shape) for shape in shapes]
|
||||
optimizer.velocities = velocities
|
||||
grads = [rng.random_sample(shape) for shape in shapes]
|
||||
updates = [
|
||||
momentum * velocity - lr * grad for velocity, grad in zip(velocities, grads)
|
||||
]
|
||||
updates = [
|
||||
momentum * update - lr * grad for update, grad in zip(updates, grads)
|
||||
]
|
||||
expected = [param + update for param, update in zip(params, updates)]
|
||||
optimizer.update_params(params, grads)
|
||||
|
||||
for exp, param in zip(expected, params):
|
||||
assert_array_equal(exp, param)
|
||||
|
||||
|
||||
def test_adam_optimizer():
|
||||
params = [np.zeros(shape) for shape in shapes]
|
||||
lr = 0.001
|
||||
epsilon = 1e-8
|
||||
rng = np.random.RandomState(0)
|
||||
|
||||
for beta_1 in np.arange(0.9, 1.0, 0.05):
|
||||
for beta_2 in np.arange(0.995, 1.0, 0.001):
|
||||
optimizer = AdamOptimizer(params, lr, beta_1, beta_2, epsilon)
|
||||
ms = [rng.random_sample(shape) for shape in shapes]
|
||||
vs = [rng.random_sample(shape) for shape in shapes]
|
||||
t = 10
|
||||
optimizer.ms = ms
|
||||
optimizer.vs = vs
|
||||
optimizer.t = t - 1
|
||||
grads = [rng.random_sample(shape) for shape in shapes]
|
||||
|
||||
ms = [beta_1 * m + (1 - beta_1) * grad for m, grad in zip(ms, grads)]
|
||||
vs = [beta_2 * v + (1 - beta_2) * (grad**2) for v, grad in zip(vs, grads)]
|
||||
learning_rate = lr * np.sqrt(1 - beta_2**t) / (1 - beta_1**t)
|
||||
updates = [
|
||||
-learning_rate * m / (np.sqrt(v) + epsilon) for m, v in zip(ms, vs)
|
||||
]
|
||||
expected = [param + update for param, update in zip(params, updates)]
|
||||
|
||||
optimizer.update_params(params, grads)
|
||||
for exp, param in zip(expected, params):
|
||||
assert_array_equal(exp, param)
|
||||
Reference in New Issue
Block a user