ufldl学习笔记与编程作业:Softmax Regression(vectorization加速)
ufldl出了新教程,感觉比之前的好,从基础讲起,系统清晰,又有编程实践。
在deep learning高质量群里面听一些前辈说,不必深究其他机器学习的算法,可以直接来学dl。
于是最近就开始搞这个了,教程加上matlab编程,就是完美啊。
新教程的地址是:http://ufldl.stanford.edu/tutorial/
本节是对ufldl学习笔记与编程作业:Softmax Regression(softmax回归)版本的改进。
哈哈,把向量化的写法给写出来了,尼玛好快啊。只需要2分钟,200迭代就跑完了。昨晚的for循环写法跑了我1个半小时。
其实实现向量化写法,要把各种矩阵给在纸上写出来。
1 感谢tornadomeet,虽然他做的是旧教程的实验,但是从他那里学了几个matlab函数。http://www.cnblogs.com/tornadomeet/archive/2013/03/23/2977621.html
比如sparse和full。‘
2 还有从旧教程http://deeplearning.stanford.edu/wiki/index.php/Exercise:Softmax_Regression
学了
% M is the matrix as described in the text M = bsxfun(@rdivide, M, sum(M))
3 新教程学到了
I=sub2ind(size(A), 1:size(A,1), y);
values = A(I);
以下是softmax_regression_vec.m代码:
function [f,g] = softmax_regression_vec(theta, X,y)
%
% Arguments:
% theta - A vector containing the parameter values to optimize.
% In minFunc, theta is reshaped to a long vector. So we need to
% resize it to an n-by-(num_classes-1) matrix.
% Recall that we assume theta(:,num_classes) = 0.
%
% X - The examples stored in a matrix.
% X(i,j) is the i'th coordinate of the j'th example.
% y - The label for each example. y(j) is the j'th example's label.
%
m=size(X,2);
n=size(X,1);
%theta本来是矩阵,传参的时候,theta(:)这样进来的,是一个vector,只有一列,现在我们得把她变为矩阵
% theta is a vector; need to reshape to n x num_classes.
theta=reshape(theta, n, []);
num_classes=size(theta,2)+1;
% initialize objective value and gradient.
f = 0;
g = zeros(size(theta));
h = theta'*X;%h(k,i)第k个theta,第i个样本
a = exp(h);
a = [a;ones(1,size(a,2))];%加1行
p = bsxfun(@rdivide,a,sum(a));
c = log2(p);
i = sub2ind(size(c), y,[1:size(c,2)]);
values = c(i);
f = -sum(values);
d = full(sparse(1:m,y,1));
d = d(:,1:(size(d,2)-1));
p = p(1:(size(p,1)-1),:);%减1行
g = X*(p'.-d);
%
% TODO: Compute the softmax objective function and gradient using vectorized code.
% Store the objective function value in 'f', and the gradient in 'g'.
% Before returning g, make sure you form it back into a vector with g=g(:);
%
%%% YOUR CODE HERE %%%
g=g(:); % make gradient a vector for minFunc
本文作者:linger
本文链接:http://blog.csdn.net/lingerlanlan/article/details/38425929