机器学习04|两万五字:optimizer优化器 【详解及jupyter代码】


本文用到的所有数据 机器学习之各种优化器选择 HW4【代码及数据文件】

Neural Networks & Deep Learning

在这一节中,我们将构建一个三层的神经网络来处理手写数字识别问题,之后我们将运用AdaGrad、RMSprop、Momentum、Nesterov Momentum和Adam优化算法来加速梯度下降的过程,首先我们先来实现一个简单的神经网络。

1. 导入所需的Python库

# coding: utf-8
import numpy as np
import matplotlib.pyplot as plt
from utils import load_mnist
from collections import OrderedDict

2. 加载数据并可视化

先介绍一下在这个实验中所用到的数据库MNIST,MNIST数据集是一个手写体数据集,其中每个手写数字是一张28×28的灰度图片,图片的标记为一个0-9表示的数字。 MNIST数据集一共有60000张图片用来作为训练集,10000张图片来作为测试集。
我们知道一张灰度图片一般是二维的,但是神经网络中的全连接层的输入是一个一维的向量。所以我们需要将一张二维的灰度图片“压扁”成一个一维的向量,具体如下图所示:
请添加图片描述
因此每一个样本都是一个784维(即行24维*列24维)的向量。

在处理多分类任务时,我们可以使用softmax来进行处理,这里的手写数字识别任务就是一个多分类任务,共包含有10类,分别用数字0-9表示,而在softmax中,每一类可以表示为一个向量,所以我们需要将类对应的符号标记转化成一个向量表示,这就是one-hot向量,比如,在手写数字识别中,数字0和1对应的one-hot向量分别为:
o n e − h o t ( 0 ) = [ 1 0 0 0 0 0 0 0 0 0 ] , o n e − h o t ( 1 ) = [ 0 1 0 0 0 0 0 0 0 0 ] one-hot(0)=\begin{bmatrix}1 \\ 0\\ 0\\ 0\\ 0\\ 0\\ 0\\ 0\\ 0\\ 0\\ \end{bmatrix},one-hot(1)=\begin{bmatrix}0 \\ 1\\ 0\\ 0\\ 0\\ 0\\ 0\\ 0\\ 0\\ 0\\ \end{bmatrix} onehot(0)= 1000000000 ,onehot(1)= 0100000000
在训练集中,我们需要把样本的标记 Y Y Y转化为one-hot向量。

#加载训练集或测试集
path = './MNIST Data' #数据集文件所在目录
# 加载训练集合测试集
# 设置normalization为True,将数据缩放到[0,1]之间
# 设置one_hot_label为True,将标签转化为one_hot向量
(x_train, y_train), (x_test, y_test) = load_mnist(path, normalize=True, one_hot_label=True)
print('The shape of X_train is:',x_train.shape)
print('The shape of Y_train is:',y_train.shape)
print('The shape of X_test is:',x_test.shape)
print('The shape of Y_test is:',y_test.shape)

The shape of X_train is: (60000, 784)
The shape of Y_train is: (60000, 10)
The shape of X_test is: (10000, 784)
The shape of Y_test is: (10000, 10)


下面在训练集中选取几个图片看一下。

fig = plt.figure()

ax1 = fig.add_subplot(141)
ax1.imshow(x_train[1,:].reshape(28, 28), cmap='Greys')
ax2 = fig.add_subplot(142)
ax2.imshow(x_train[2,:].reshape(28,28), cmap='Greys')
ax3 = fig.add_subplot(143)
ax3.imshow(x_train[3,:].reshape(28,28), cmap='Greys')
ax4 = fig.add_subplot(144)
ax4.imshow(x_train[4,:].reshape(28,28), cmap='Greys')
plt.show()
print('one hot 标签:',y_train[1,:],y_train[2,:],y_train[3,:],y_train[4,:])
print('对应的实际标签:',np.argmax(y_train[1,:]),np.argmax(y_train[2,:]),np.argmax(y_train[3,:]),np.argmax(y_train[4,:]))

在这里插入图片描述one hot 标签: [1. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 1. 0. 0. 0. 0. 0.] [0. 1. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 1.]
对应的实际标签: 0 4 1 9


3. 全连接神经网络

接下来,我们来搭建一个三层全连接神经网络。网络结构如右图所示:

请添加图片描述
对公式所用符号的说明:
一般算神经网络层数不算输入层,所以上图只有3层。用右上角的方括号表示相应的层,所有第1层的权重 W W W W [ 1 ] W^{[1]} W[1],第1层的偏置项 b b b b [ 1 ] b^{[1]} b[1](图中未标出),第1层的激活值 A A A A [ 1 ] A^{[1]} A[1]

前两层的激活函数使用LeakyRelu,最后一层使用Softmax进行分类

3.1 初始化网络参数

我们规定第1层的神经元个数为300,第二层个数为300,最后一层为10.输入向量 X X X的维度为784,那么整个网络对应的参数也就可以确定了。
W [ 1 ] W^{[1]} W[1]的shape为 ( 784 , 300 ) (784,300) (784,300) b [ 1 ] b^{[1]} b[1]的shape为 ( 300 , ) (300,) (300,)
W [ 2 ] W^{[2]} W[2]的shape为 ( 300 , 300 ) (300,300) (300,300) b [ 2 ] b^{[2]} b[2]的shape为 ( 300 , ) (300,) (300,)
W [ 3 ] W^{[3]} W[3]的shape为 ( 300 , 10 ) (300,10) (300,10) b [ 3 ] b^{[3]} b[3]的shape为 ( 10 , ) (10,) (10,)
这里使用随机正态分布再乘上比例因子0.01来初始化 W W W, 对 b b b都初始化为0.
Hint: 使用np.random.randn(),np.zeros()

def initialize_parameters(input_size, hidden_size, output_size, weight_init_std):
    """
    @param input_size:输入向量维度
    @param hidden_size:中间神经元个数
    @param output_size:输出层神经元个数
    @param weight_init_sta:比例因子
    """
    np.random.seed(1)
    params = {}

    params['W1'] = np.random.randn(input_size,hidden_size) * weight_init_std
    params['b1'] = np.zeros((hidden_size,)) #请参考样例完成代码
    ### START CODE HERE ### 
    params['W2'] = np.random.randn(hidden_size,hidden_size) * weight_init_std
    params['b2'] = np.zeros((hidden_size,))
    params['W3'] = np.random.randn(hidden_size,output_size) * weight_init_std
    params['b3'] = np.zeros((output_size,))
    
    ### END CODE HERE ### 

    print("W1's shape:",params['W1'].shape)
    print("b1's shape:",params['b1'].shape)
    print("W2's shape:",params['W2'].shape)
    print("b2's shape:",params['b2'].shape)
    print("W3's shape:",params['W3'].shape)
    print("b3's shape:",params['b3'].shape) #请在调用该函数的地方观察该神经网络各个参数的shape,是否符合预期
    
    return params

3.2 定义神经网络的每一层

我们将构成神经网络的层实现为一个单独的类

我们先来实现LeakyRelu层

激活函数LeakyRelu的表达式为:
{ x ( x > 0 ) α x ( x ≤ 0 ) \left\{\begin{matrix} x & (x>0)\\ \alpha x & (x \leq 0) \end{matrix}\right. {xαx(x>0)(x0)
可以通过上式求出y关于x的导数:
∂ y ∂ x = { 1 ( x > 0 ) α ( x ≤ 0 ) \frac{\partial y}{\partial x} = \left\{\begin{matrix} 1 & (x>0)\\ \alpha & (x \leq 0) \end{matrix}\right. xy={1α(x>0)(x0)

如果正向传播时的输入x大于0,则反向传播会将下游的值原封不动地传给上游。反过来,如果正向传播时的x小于等于0,则反向传播中传给上游的信号将乘上一个很小的常数,保证neuron依然起作用。
请添加图片描述

class LeakyRelu:
    def __init__(self):
        self.mask = None 
        self.alpha = 0.1
        
    def forward(self, x):
        self.mask = (x <= 0) #mask表示选择出x的值中小于等于0的部分内容
        out = x.copy()
        ### START CODE HERE ###  #请参考LeakyRelu表达式实现前向传播过程
        out[self.mask] = self.alpha * out[self.mask]
        ### END CODE HERE ### 
        return out

    def backward(self, dout):
        ### START CODE HERE ###  #请参考LeakyRelu表达式y关于x的导数公式实现反向传播过程
        dout[self.mask] = self.alpha * dout[self.mask]
        ### END CODE HERE ### 
        dx = dout
        return dx

测试一下效果

leakyRelu = LeakyRelu()
x = np.array( [[1.0, -0.5], [-2.0, 3.0]] )
leakyRelu.forward(x), leakyRelu.backward(x)

(array([[ 1. , -0.05],
[-0.2 , 3. ]]),
array([[ 1. , -0.05],
[-0.2 , 3. ]]))


Affine层

神经网络的正向传播中,为了计算加权信号的总和,使用了矩阵的乘积运算,回顾一下公式:
Y = X W + B Y = XW + B Y=XW+B
Y = np.dot(X, W) + B
假设X,W,B的形状分别为(2,)、(2,3)、(3,)请添加图片描述

现在将这里进行的求矩阵的乘积与偏置的和的运算用计算图表示出来。将乘积运算用“dot”节点表示的话,则np.dot(X, W) + B的运算如图所示:
请添加图片描述
以矩阵为对象的反向传播,按矩阵的各个元素进行计算时,步骤和以标量为对象的计算图相同。实际写
一下的话,可以推导得到:
∂ L ∂ X = ∂ L ∂ Y ⋅ W T \frac{\partial L}{\partial X} = \frac{\partial L}{\partial Y} \cdot W^T XL=YLWT
∂ L ∂ W = X T ⋅ ∂ L ∂ Y \frac{\partial L}{\partial W} = X^T \cdot \frac{\partial L}{\partial Y} WL=XTYL
根据这个式子我们可以写出计算图的反向传播:
请添加图片描述
前面介绍的Affine层的输入是以单个数据为对象的,现在我们考虑N个数据一起进行正向传播,计算图如下:
请添加图片描述
与刚刚不同的是,现在输入X的形状是(N, 2)。之后就和前面一样,在计算图上进行单纯的矩阵计算。反向传播时,如果注意矩阵的形状,就可以和前面一样推导出 ∂ L ∂ X \frac{\partial L}{\partial X} XL ∂ L ∂ W \frac{\partial L}{\partial W} WL

class Affine:
    def __init__(self, W, b):
        self.W =W
        self.b = b
        
        self.x = None
        self.original_x_shape = None
        # 权重和偏置参数的导数
        self.dW = None
        self.db = None

    def forward(self, x):
        self.original_x_shape = x.shape
        x = x.reshape(x.shape[0], -1)
        self.x = x
        ### START CODE HERE ### 
        out = np.dot(x,self.W) + self.b 
        ### END CODE HERE ### 
        return out

    def backward(self, dout):
        dx = np.dot(dout, self.W.T)
        ### START CODE HERE ### 
        self.dW = np.dot(self.x.T,dout)
        self.db = np.sum(dout,axis=0)
        ### END CODE HERE ### 
        
        dx = dx.reshape(*self.original_x_shape)  # 还原输入数据的形状(对应张量)
        return dx
Softmax-with-Loss层

softmax函数会将输入值正规化后输出,如图所示:
请添加图片描述
具体公式为
s o f t m a x ( x i ) = e x i ∑ j = 1 C e x j softmax(x_i)=\frac{e^{x_i}}{\sum_{j=1}^{C}{e^{x_j}}} softmax(xi)=j=1Cexjexi
x i x_i xi表示为向量 x x x的第 i i i个分量。 s o f t m a x softmax softmax函数这里直接给出

def softmax(x):
    x = x.T
    x = x - np.max(x, axis=0)
    y = np.exp(x) / np.sum(np.exp(x), axis=0)
    return y.T 

在softmax中,我们一般使用的损失函数为交叉熵函数:
L ( y ^ , y ) = − ∑ j = 1 C y j l o g y j ^ L(\hat{y},y)=-\sum_{j=1}^{C}{y_jlog\hat{y_j}} L(y^,y)=j=1Cyjlogyj^
其中, C C C是类别的数量,在本次实验中即为10.
成本函数为:
J ( W [ 1 ] , b [ 1 ] , . . . ) = 1 m ∑ i = 1 m L ( y ^ ( i ) , y ( i ) ) J(W^{[1]},b^{[1]},...)=\frac{1}{m}\sum_{i=1}^{m}{L(\hat{y}^{(i)},y^{(i)})} J(W[1],b[1],...)=m1i=1mL(y^(i),y(i))
这里 m m m是mini-batch的大小。因为训练集有60000个,我们不能直接把 ( 60000 , 784 ) (60000,784) (60000,784)大小的输入直接放入神经网络计算。因此,每次就选择一部分来进行前向传播,所以输入的大小是 ( m , 784 ) (m,784) (m,784).
Hint: 最后的Loss是个标量

def cross_entropy_error(pred, y):
   if pred.ndim == 1:
       y = y.reshape(1, y.size)
       pred = pred.reshape(1, pred.size)
       
   # 监督数据是one-hot-vector的情况下,转换为正确解标签的索引
   if y.size == pred.size:
       y = y.argmax(axis=1)
            
   batch_size = pred.shape[0]
   
   res = None

   res = -np.sum(y * np.log(pred + 1e-7)) / batch_size
   
   return res

下面来实现Softmax 层。考虑到这里也包含作为损失函数的交叉熵误差(cross entropy error),所以称为“Softmax-with-Loss 层”。Softmax-with-Loss 层(Softmax函数和交叉熵误差)的计算图如图所示。
请添加图片描述
可以看到,Softmax-with-Loss 层有些复杂。这里只给出了最终结果。

class SoftmaxWithLoss:
    def __init__(self):
        self.loss = None
        self.pred = None # softmax的输出
        self.y = None # 监督数据

    def forward(self, x, y):
        self.y = y
        self.pred = softmax(x)
        self.loss = cross_entropy_error(self.pred, self.y)
        
        return self.loss

    def backward(self, dout=1):
        batch_size = self.y.shape[0]
        if self.y.size == self.pred.size: # 监督数据是one-hot-vector的情况
            dx = (self.pred - self.y) / batch_size
        else:
            dx = self.pred.copy()
            dx[np.arange(batch_size), self.y] -= 1
            dx = dx / batch_size
        
        return dx

3.3 搭积木

现在我们把之前的每一层组合在一起就能搭成我们自己的三层神经网络了。
神经网络学习的步骤大致有5步:

  1. 初始化权重
  2. 随机选择一部分数据
  3. 计算梯度
  4. 更新参数
  5. 重复步骤2,3,4
class TwoLayerNet:
    def __init__(self, input_size, hidden_size, output_size, weight_init_std = 0.01):
        
        # 初始化权重
        self.params = initialize_parameters(input_size, hidden_size, output_size, weight_init_std)
        # 记录训练次数 adam里要用
        self.t = 0

        # 生成层
        self.layers = OrderedDict()
        self.layers['Affine1'] = Affine(self.params['W1'], self.params['b1'])
        self.layers['LeakyRelu1'] = LeakyRelu()
        self.layers['Affine2'] = Affine(self.params['W2'], self.params['b2'])
        self.layers['LeakyRelu2'] = LeakyRelu()
        self.layers['Affine3'] = Affine(self.params['W3'], self.params['b3'])
    
        self.lastLayer = SoftmaxWithLoss()
        
    def predict(self, x):
        # 前向传播
        pred = x.copy()
        for layer in self.layers.values():
            # 通过forward函数完成前向传播
            ### START CODE HERE ###
            pred = layer.forward(pred) #对每一层进行前向传播预测结果
            ### END CODE HERE ###
            
        return pred
        
    def loss(self, x, y):
        # 计算交叉熵损失
        ### START CODE HERE ### 
        pred =  self.predict(x)#计算关于x的预测结果
        loss =  self.lastLayer.forward(pred,y)#使用SoftmaxWithLoss层计算预测结果和y之间的交叉熵损失
        ### END CODE HERE ### 
        return loss
    
    def accuracy(self, x, y):
        # 输入数据x和标签y,输出当前神经网络的预测准确率
        accuracy = None
        pred = self.predict(x)
        pred = np.argmax(pred, axis=1)
        if y.ndim != 1:
            y = np.argmax(y, axis=1)
        
        accuracy = np.sum(pred == y) / float(x.shape[0])

        return accuracy
        
    def gradient(self, x, y):
        # 前向传播
        self.loss(x, y)

        # 反向传播
        dout = 1
        dout = self.lastLayer.backward(dout)
        
        layers = list(self.layers.values())
        layers.reverse()
        for layer in layers:
            dout = layer.backward(dout)

        # 设定
        grads = {}
        grads['W1'], grads['b1'] = self.layers['Affine1'].dW, self.layers['Affine1'].db
        grads['W2'], grads['b2'] = self.layers['Affine2'].dW, self.layers['Affine2'].db
        grads['W3'], grads['b3'] = self.layers['Affine3'].dW, self.layers['Affine3'].db
        
        return grads

3.4 进行训练

首先定义参数更新函数

def update_parameters(network, grads, learning_rate=0.001):
 """
 使用梯度下降法更新network的参数
 """

 #在这里我们给出了最基础的梯度下降法更新网络参数的实现代码,请同学们参考并完成其他优化算法的代码
 
 for key in ('W1', 'b1', 'W2', 'b2', 'W3', 'b3'):
     network.params[key] -= learning_rate * grads[key]  #在network现在的参数基础上减去学习率*梯度
 
 return 

然后定义训练函数

def train_network(network, update_params_method, iters_num, train_size, batch_size, learning_rate):
    train_loss_list = []
    train_acc_list = []
    test_acc_list = []

    iter_per_epoch = max(train_size / batch_size, 1)

    for i in range(iters_num):
        batch_mask = np.random.choice(train_size, batch_size)
        x_batch = x_train[batch_mask]
        t_batch = y_train[batch_mask]
        network.t += 1

        # 计算梯度
        grad = network.gradient(x_batch, t_batch)

        # 更新梯度
        update_params_method(network, grad, learning_rate)

        loss = network.loss(x_batch, t_batch)
        train_loss_list.append(loss)

        if i % iter_per_epoch == 0:
            train_acc = network.accuracy(x_train, y_train)
            test_acc = network.accuracy(x_test, y_test)
            train_acc_list.append(train_acc)
            test_acc_list.append(test_acc)
            print("Train acc:{:<.6f}\tTest acc:{:<.6f}".format(train_acc, test_acc))
    # 将loss和accuracy写入文件以便后续作图
    with open("./train_loss.txt", 'w') as train_los:
        train_los.write(str(train_loss_list))

    with open("./train_acc.txt", 'w') as train_ac:
        train_ac.write(str(train_acc_list))            
# 读入数据
(x_train, y_train), (x_test, y_test) = load_mnist(path, normalize=True, one_hot_label=True)
# 定义神经网络
network = TwoLayerNet(input_size=784, hidden_size=300, output_size=10)

W1’s shape: (784, 300)
b1’s shape: (300,)
W2’s shape: (300, 300)
b2’s shape: (300,)
W3’s shape: (300, 10)
b3’s shape: (10,)


iters_num = 10000 #迭代次数
train_size = x_train.shape[0] #训练集的样本数量
batch_size = 100 #batch大小
learning_rate = 0.1 #学习率
train_network(network, update_parameters, iters_num, train_size, batch_size, learning_rate) #开始训练网络

Train acc:0.085400 Test acc:0.084700
Train acc:0.882817 Test acc:0.887600
Train acc:0.921217 Test acc:0.918800
Train acc:0.941400 Test acc:0.940300
Train acc:0.954433 Test acc:0.953100
Train acc:0.966600 Test acc:0.961500
Train acc:0.972000 Test acc:0.965700
Train acc:0.975467 Test acc:0.967000
Train acc:0.978200 Test acc:0.970800
Train acc:0.982183 Test acc:0.972900
Train acc:0.985733 Test acc:0.977900
Train acc:0.986983 Test acc:0.976200
Train acc:0.986350 Test acc:0.974700
Train acc:0.989633 Test acc:0.977500
Train acc:0.991583 Test acc:0.978200
Train acc:0.992133 Test acc:0.978600
Train acc:0.990667 Test acc:0.977800


3.5 梯度下降优化算法

下面回顾几种上课讲过的优化算法,注意它们之间的差异与联系。

3.5.1AdaGrad

J ( θ ) J(\theta) J(θ)收敛到最低值附近时,因为步长 α \alpha α大小固定的原因, J ( θ ) J(\theta) J(θ)会在最低值附近徘徊,而不能到达最低值。因此,AdaGrad的想法是随着迭代次数的增加降低学习率 α \alpha α,学习率 α \alpha α衰减的方式是
α t = α t + 1 \alpha^t = \frac{\alpha}{\sqrt{t+1}} αt=t+1 α
其中t表示第t次迭代。

如果梯度数值小, J ( θ ) J(\theta) J(θ)的移动步长小, J ( θ ) J(\theta) J(θ)在坡度平缓的区域内下降速度会变慢。AdaGrad使用均方根来加快 J ( θ ) J(\theta) J(θ)在平缓区域的下降速度。均方根的表示为
σ t = 1 t + 1 ∑ i = 0 t ( g i ) 2 \sigma^t = \sqrt{\frac{1}{t+1} \sum_{i=0}^{t}(g^i)2} σt=t+11i=0t(gi)2
其中 g i g^i gi表示历史的梯度值。AdaGrad 的更新参数公式是
θ t + 1 : = θ t − α t σ t g t : = θ t − α ∑ i = 0 t ( g i ) 2 g t \begin{aligned} \theta^{t+1} & := \theta^t - \frac{\alpha^t}{\sigma^t} g^t \\ & := \theta^t - \frac{\alpha}{\sqrt{\sum_{i=0}^t (g^i)^2}} g^t \end{aligned} θt+1:=θtσtαtgt:=θti=0t(gi)2 αgt
在坡度平缓的区域,均方根的数值小,梯度除以一个数值小的数会变大,从而加大了 J ( θ ) J(\theta) J(θ)移动步长,也因此加快梯度下降速度。但是,AdaGrad的缺点是,随着迭代次数的增大,均方根会越来越大,梯度趋近于0,导致训练提前停止。为了防止分母为0,我们给分母加上一个小数值 ϵ = 1 0 − 7 \epsilon =10^{-7} ϵ=107
θ t + 1 : = θ t − α ∑ i = 0 t ( g i ) 2 + ϵ g t \theta^{t+1} := \theta^t - \frac{\alpha}{\sqrt{\sum_{i=0}^t (g^i)^2} + \epsilon} g^t θt+1:=θti=0t(gi)2 +ϵαgt

我们可以看到分母里会计算所有历史梯度值的平方和,所以在实现的时候不用保存所有的历史梯度值,只需要保存一个纪录所有历史梯度平方和的值即可。每个参数的历史梯度和初始值为0。
在代码实现中,我们使用epsilon代表ε

def initialize_grads_squared(network):
    """
    初始化历史梯度和
    """
    grads_squared = {}
    
    for key in ('W1', 'b1', 'W2', 'b2', 'W3', 'b3'):
        
        grads_squared[key] = np.zeros(network.params[key].shape)
        
    return grads_squared
network = TwoLayerNet(input_size=784, hidden_size=300, output_size=10)
grads_squared = initialize_grads_squared(network)

W1’s shape: (784, 300)
b1’s shape: (300,)
W2’s shape: (300, 300)
b2’s shape: (300,)
W3’s shape: (300, 10)
b3’s shape: (10,)


def update_parameters_with_adagrad(network, grads, learning_rate=0.001, epsilon = 1e-7):
    for key in ('W1', 'b1', 'W2', 'b2', 'W3', 'b3'):
        ### START CODE HERE ### 
        
        #计算历史梯度平方和
        grads_squared[key] += grads[key] * grads[key]
        network.params[key] -= learning_rate * grads[key]/(np.sqrt(grads_squared[key]) + epsilon)
        ### END CODE HERE ###
        
    return 
iters_num = 10000
train_size = x_train.shape[0]
batch_size = 100
learning_rate = 0.001
train_network(network, update_parameters_with_adagrad, iters_num, train_size, batch_size, learning_rate)

Train acc:0.111450 Test acc:0.110100
Train acc:0.868500 Test acc:0.871100
Train acc:0.887083 Test acc:0.889000
Train acc:0.895650 Test acc:0.894900
Train acc:0.899933 Test acc:0.900700
Train acc:0.903967 Test acc:0.903000
Train acc:0.906417 Test acc:0.906500
Train acc:0.909167 Test acc:0.909200
Train acc:0.910000 Test acc:0.911000
Train acc:0.913067 Test acc:0.912200
Train acc:0.914450 Test acc:0.913700
Train acc:0.916550 Test acc:0.915200
Train acc:0.917183 Test acc:0.916100
Train acc:0.918417 Test acc:0.916700
Train acc:0.919700 Test acc:0.917300
Train acc:0.920617 Test acc:0.918700
Train acc:0.920950 Test acc:0.920200


3.5.2 RMSprop

从AdaGrad算法的公式可看出,所有时刻的梯度都对当前的参数更新有影响。如果早先的梯度并不是一个正确的方向,那么这些糟糕的梯度还是会影响到当前的参数更新。因此,RMSprop相当于就是只记录当前时刻前的某一段历史梯度和而不是所有历史梯度和。
RMSprop算法的公式如下:
u 0 = 0 u t + 1 = ρ u t + ( 1 − ρ ) [ ∇ J ( θ t ) ] 2 θ t + 1 = θ t − α u t + 1 + ϵ ∇ J ( θ t ) u^0 = 0 \\ u^{t+1} = \rho u^t + (1-\rho) [\nabla J(\theta ^t)]^2 \\ \theta^{t+1} = \theta^t - \frac{\alpha}{\sqrt{u^{t+1}}+\epsilon}\nabla J(\theta ^t) u0=0ut+1=ρut+(1ρ)[J(θt)]2θt+1=θtut+1 +ϵαJ(θt)
这里 ρ \rho ρ是超参数,一般设为0.999,也不会调它。 ϵ \epsilon ϵ是防止分母为0。另外值得注意的是,因为要整合这几个算法在一起,而Adam算法又融合了各种算法,所以,关于优化算法的超参数的命名与Adam里保持一致,公式里的 ρ \rho ρ用下面参数beta代替。这些算法几乎都要保存一些变量,它们的初始化基本与AdaGrad初始化的方法一致,所以这部分初始化的代码就不重复了。

def update_parameters_with_rmsprop(network, grads, learning_rate=0.001, epsilon = 1e-7, beta=0.999):
    for key in ('W1', 'b1', 'W2', 'b2', 'W3', 'b3'):
        ### START CODE HERE ### 
        
        #公式里的u就是这里的 grads_squared         
        grads_squared[key] = beta * grads_squared[key] + (1-beta) * grads[key] *grads[key]
        network.params[key] -=  learning_rate * grads[key]/(np.sqrt(grads_squared[key]) + epsilon)
        
        ### END CODE HERE ###
    return 
network = TwoLayerNet(input_size=784, hidden_size=300, output_size=10)
grads_squared = initialize_grads_squared(network)

W1’s shape: (784, 300)
b1’s shape: (300,)
W2’s shape: (300, 300)
b2’s shape: (300,)
W3’s shape: (300, 10)
b3’s shape: (10,)


iters_num = 10000
train_size = x_train.shape[0]
batch_size = 100
learning_rate = 0.001
train_network(network, update_parameters_with_rmsprop, iters_num, train_size, batch_size, learning_rate)

Train acc:0.154500 Test acc:0.145600
Train acc:0.964933 Test acc:0.959300
Train acc:0.975267 Test acc:0.968700
Train acc:0.984133 Test acc:0.973400
Train acc:0.987083 Test acc:0.975700
Train acc:0.988967 Test acc:0.975400
Train acc:0.992717 Test acc:0.977400
Train acc:0.994050 Test acc:0.977900
Train acc:0.993700 Test acc:0.978300
Train acc:0.993617 Test acc:0.976400
Train acc:0.993650 Test acc:0.976300
Train acc:0.993333 Test acc:0.976200
Train acc:0.995350 Test acc:0.980400
Train acc:0.996850 Test acc:0.979400
Train acc:0.997033 Test acc:0.978900
Train acc:0.993167 Test acc:0.976400
Train acc:0.996050 Test acc:0.978300


3.5.3 Momentum

动量梯度下降(Gradient Descent with Momentum)基本思想就是计算梯度的指数加权平均数,并利用该指数加权平均数更新权重。具体过程为:
v 0 = 0 v t + 1 = ρ v t + α ∇ J ( θ t ) θ t + 1 = θ t − v t + 1 v^0 = 0 \\ v^{t+1} = \rho v^t +\alpha \nabla J(\theta ^t) \\ \theta^{t+1} = \theta ^t - v^{t+1} v0=0vt+1=ρvt+αJ(θt)θt+1=θtvt+1

这里的 ρ \rho ρ一般取0.9。

def initialize_velocity(network):
    v = {}
    for key in ('W1', 'b1', 'W2', 'b2', 'W3', 'b3'):
        v[key] = np.zeros((network.params[key]).shape) 
    return v
network = TwoLayerNet(input_size=784, hidden_size=300, output_size=10)
v = initialize_velocity(network)

W1’s shape: (784, 300)
b1’s shape: (300,)
W2’s shape: (300, 300)
b2’s shape: (300,)
W3’s shape: (300, 10)
b3’s shape: (10,)


def update_parameters_with_momentum(network, grads, learning_rate=0.001, beta=0.9):
    for key in ('W1', 'b1', 'W2', 'b2', 'W3', 'b3'):
        ### START CODE HERE ### 
        
        #公式里的u就是这里的 grads_squared         
        v[key] =beta * v[key] + learning_rate * grads[key]
        network.params[key] -= v[key]
        
        ### END CODE HERE ###
    return 

iters_num = 10000
train_size = x_train.shape[0]
batch_size = 100
learning_rate = 0.001
train_network(network, update_parameters_with_momentum, iters_num, train_size, batch_size, learning_rate)
Train acc:0.085050 Test acc:0.084000
Train acc:0.112367 Test acc:0.113500
Train acc:0.282417 Test acc:0.284400
Train acc:0.437133 Test acc:0.447100
Train acc:0.702383 Test acc:0.715900
Train acc:0.789133 Test acc:0.797000
Train acc:0.828717 Test acc:0.835100
Train acc:0.852583 Test acc:0.856400
Train acc:0.869817 Test acc:0.873100
Train acc:0.882033 Test acc:0.884900
Train acc:0.890717 Test acc:0.890700
Train acc:0.896317 Test acc:0.894500
Train acc:0.899783 Test acc:0.899300
Train acc:0.904583 Test acc:0.902500
Train acc:0.908617 Test acc:0.906200
Train acc:0.911867 Test acc:0.909400
Train acc:0.914083 Test acc:0.912900


3.5.4 Nesterov Momentum

Nesterov Momentum算法与Momentum不同的是在于,它会提前计算一个在速度作用后的梯度。具体算法如下:
v t + 1 = ρ v t + α ∇ J ( θ t − ρ v t ) θ t + 1 = θ t − v t + 1 v^{t+1} = \rho v^t + \alpha \nabla J(\theta ^t - \rho v^t) \\ \theta^{t+1} = \theta ^t - v^{t+1} vt+1=ρvt+αJ(θtρvt)θt+1=θtvt+1
但是在实现的时候,我们是不会算一次 J ( θ t ) J(\theta ^t) J(θt)再算一次 ∇ J ( θ t − ρ v t ) \nabla J(\theta ^t - \rho v^t) J(θtρvt)的。具体编程实现时上式等价于下式:
v t + 1 = ρ v t + α ∇ J ( θ t ) θ t + 1 = θ t − ρ v t + 1 − α ∇ J ( θ t ) v^{t+1} = \rho v^t + \alpha \nabla J(\theta ^t) \\ \theta^{t+1} = \theta ^t - \rho v^{t+1} - \alpha \nabla J(\theta ^t) vt+1=ρvt+αJ(θt)θt+1=θtρvt+1αJ(θt)
这里的 ρ \rho ρ一般取0.9。

def update_parameters_with_nesterov_momentum(network, grads, learning_rate=0.001, beta=0.9):
    for key in ('W1', 'b1', 'W2', 'b2', 'W3', 'b3'):
        ### START CODE HERE ### 
                
        v[key] = beta * v[key] + learning_rate * grads[key]
        network.params[key] -= beta * v[key] - learning_rate * grads[key]
        
        ### END CODE HERE ###
    return 
network = TwoLayerNet(input_size=784, hidden_size=300, output_size=10)
v = initialize_velocity(network)

W1’s shape: (784, 300)
b1’s shape: (300,)
W2’s shape: (300, 300)
b2’s shape: (300,)
W3’s shape: (300, 10)
b3’s shape: (10,)


3.5.5 Adam

Adam优化算法(Adaptive Moment Estimation)是将Momentum和RMSprop结合在一起的算法,具体过程如下
u 0 = 0 v 0 = 0 u t + 1 = ρ 2 u t + ( 1 − ρ 2 ) [ ∇ J ( θ t ) ] 2 v t + 1 = ρ 1 v t + ( 1 − ρ 1 ) ∇ J ( θ t ) θ t + 1 = θ t − α u t + 1 + ϵ v t + 1 u^0 = 0 \\ v^0 = 0 \\ u^{t+1} = \rho_2 u^t +(1-\rho_2) [\nabla J(\theta ^t)]^2 \\ v^{t+1} = \rho_1 v^t + (1-\rho_1)\nabla J(\theta ^t) \\ \theta^{t+1} = \theta ^t - \frac{\alpha}{\sqrt{u^{t+1}}+\epsilon}v^{t+1} u0=0v0=0ut+1=ρ2ut+(1ρ2)[J(θt)]2vt+1=ρ1vt+(1ρ1)J(θt)θt+1=θtut+1 +ϵαvt+1
从上式可以看到,在最开始更新时, u t , v t u^{t},v^{t} ut,vt都是很小的。所以需要对早期的更新进行一个bias correction。完整公式如下
u 0 = 0 v 0 = 0 u t + 1 = ρ 2 u t + ( 1 − ρ 2 ) [ ∇ J ( θ t ) ] 2 u c o r r e c t e d t + 1 = u t + 1 1 − ρ 2 t v t + 1 = ρ 1 v t + ( 1 − ρ 1 ) ∇ J ( θ t ) v c o r r e c t e d t + 1 = v t + 1 1 − ρ 1 t θ t + 1 = θ t − α u c o r r e c t e d t + 1 + ϵ v c o r r e c t e d t + 1 u^0 = 0 \\ v^0 = 0 \\ u^{t+1} = \rho_2 u^t +(1-\rho_2) [\nabla J(\theta ^t)]^2 \\ u^{t+1}_{corrected} = \frac{u^{t+1}}{1-\rho_2^t} \\ v^{t+1} = \rho_1 v^t + (1-\rho_1)\nabla J(\theta ^t) \\ v^{t+1}_{corrected} = \frac{v^{t+1}}{1-\rho_1^t} \\ \theta^{t+1} = \theta ^t - \frac{\alpha}{\sqrt{u^{t+1}_{corrected}}+\epsilon}v^{t+1}_{corrected} u0=0v0=0ut+1=ρ2ut+(1ρ2)[J(θt)]2ucorrectedt+1=1ρ2tut+1vt+1=ρ1vt+(1ρ1)J(θt)vcorrectedt+1=1ρ1tvt+1θt+1=θtucorrectedt+1 +ϵαvcorrectedt+1

其中,一般设 ρ 1 = 0.9 , ρ 2 = 0.999 \rho_1=0.9,\rho_2=0.999 ρ1=0.9,ρ2=0.999. ϵ \epsilon ϵ也是防止分母过小或等于0.

def initialize_adam(network) :
    v = {}
    u = {}

    for key in ('W1', 'b1', 'W2', 'b2', 'W3', 'b3'):
        v[key] = np.zeros(np.shape(network.params[key]))
        u[key] = np.zeros(np.shape(network.params[key]))
            
    return v, u
network = TwoLayerNet(input_size=784, hidden_size=300, output_size=10)
v, u = initialize_adam(network)

W1’s shape: (784, 300)
b1’s shape: (300,)
W2’s shape: (300, 300)
b2’s shape: (300,)
W3’s shape: (300, 10)
b3’s shape: (10,)


def update_parameters_with_adam(network, grads, learning_rate=0.001, epsilon=1e-7, beta1=0.9, beta2=0.999):
    v_corrected = {}
    u_corrected = {} 
    t = network.t #当前迭代次数
    for key in ('W1', 'b1', 'W2', 'b2', 'W3', 'b3'):
        ### START CODE HERE ### 
                
        v[key] = beta1 * v[key] + (1 - beta1) * grads[key]
        v_corrected[key] = v[key] / (1 - beta1**t)
        
        u[key] = beta2 * u[key] + (1 - beta2) * grads[key] * grads[key]
        u_corrected[key] = u[key] / (1 - beta2**t) 
        
        network.params[key] -= learning_rate * v_corrected[key] / (np.sqrt(u_corrected[key]) + epsilon)
        
        ### END CODE HERE ###
    return 
iters_num = 10000
train_size = x_train.shape[0]
batch_size = 100
learning_rate = 0.001
train_network(network, update_parameters_with_adam, iters_num, train_size, batch_size, learning_rate)

Train acc:0.224533 Test acc:0.221600
Train acc:0.958133 Test acc:0.953100
Train acc:0.970867 Test acc:0.964800
Train acc:0.978633 Test acc:0.970000
Train acc:0.984967 Test acc:0.973300
Train acc:0.988683 Test acc:0.975400
Train acc:0.988317 Test acc:0.974400
Train acc:0.991367 Test acc:0.978500
Train acc:0.993367 Test acc:0.978900
Train acc:0.994150 Test acc:0.979700
Train acc:0.994183 Test acc:0.980300
Train acc:0.995317 Test acc:0.978300
Train acc:0.994967 Test acc:0.977900
Train acc:0.993133 Test acc:0.978300
Train acc:0.995600 Test acc:0.978300
Train acc:0.994717 Test acc:0.978800
Train acc:0.995217 Test acc:0.979000


3.5.6 AdaBelief

Adam优化算法中,梯度更新的方向是 v t + 1 u t + 1 \frac{v_{t+1}}{\sqrt{u_{t+1}}} ut+1 vt+1, 其中 u t + 1 u_{t+1} ut+1 [ ∇ J ( θ t ) ] 2 [\nabla J(\theta ^t)]^2 [J(θt)]2 的指数移动平均(exponential moving average,EMA)。

AdaBelief优化算法将梯度方向改为了 v t + 1 s t + 1 \frac{v_{t+1}}{\sqrt{s_{t+1}}} st+1 vt+1, 其中 s t + 1 s_{t+1} st+1 [ ∇ J ( θ t ) − v t ] 2 [\nabla J(\theta ^t)-v_{t}]^2 [J(θt)vt]2 的指数移动平均,AdaBelief的算法过程具体如下:
s 0 = 0 v 0 = 0 v t + 1 = ρ 1 v t + ( 1 − ρ 1 ) ∇ J ( θ t ) s t + 1 = ρ 2 s t + ( 1 − ρ 2 ) [ ∇ J ( θ t ) − v t + 1 ] 2 θ t + 1 = θ t − α s t + 1 + ϵ v t + 1 s^0 = 0 \\ v^0 = 0 \\ v^{t+1} = \rho_1 v^t + (1-\rho_1)\nabla J(\theta ^t) \\ s^{t+1} = \rho_2 s^t +(1-\rho_2) [\nabla J(\theta ^t)-v_{t+1}]^2 \\ \theta^{t+1} = \theta ^t - \frac{\alpha}{\sqrt{s^{t+1}}+\epsilon}v^{t+1} s0=0v0=0vt+1=ρ1vt+(1ρ1)J(θt)st+1=ρ2st+(1ρ2)[J(θt)vt+1]2θt+1=θtst+1 +ϵαvt+1

与Adam优化算法同理,从上式可以看到,AdaBelief优化算法在最开始更新时, s t , v t s^{t},v^{t} st,vt都是很小的。所以需要对早期的更新进行一个bias correction。完整公式如下
s 0 = 0 v 0 = 0 v t + 1 = ρ 1 v t + ( 1 − ρ 1 ) ∇ J ( θ t ) v c o r r e c t e d t + 1 = v t + 1 1 − ρ 1 t s t + 1 = ρ 2 s t + ( 1 − ρ 2 ) [ ∇ J ( θ t ) − v t + 1 ] 2 s c o r r e c t e d t + 1 = s t + 1 1 − ρ 2 t θ t + 1 = θ t − α s c o r r e c t e d t + 1 + ϵ v c o r r e c t e d t + 1 s^0 = 0 \\ v^0 = 0 \\ v^{t+1} = \rho_1 v^t + (1-\rho_1)\nabla J(\theta ^t) \\ v^{t+1}_{corrected} = \frac{v^{t+1}}{1-\rho_1^t} \\ s^{t+1} = \rho_2 s^t +(1-\rho_2) [\nabla J(\theta ^t)-v_{t+1}]^2 \\ s^{t+1}_{corrected} = \frac{s^{t+1}}{1-\rho_2^t} \\ \theta^{t+1} = \theta ^t - \frac{\alpha}{\sqrt{s^{t+1}_{corrected}}+\epsilon}v^{t+1}_{corrected} s0=0v0=0vt+1=ρ1vt+(1ρ1)J(θt)vcorrectedt+1=1ρ1tvt+1st+1=ρ2st+(1ρ2)[J(θt)vt+1]2scorrectedt+1=1ρ2tst+1θt+1=θtscorrectedt+1 +ϵαvcorrectedt+1

其中,一般设 ρ 1 = 0.9 , ρ 2 = 0.999 \rho_1=0.9,\rho_2=0.999 ρ1=0.9,ρ2=0.999. ϵ \epsilon ϵ也是防止分母过小或等于0.

def initialize_adambelief(network) :
    v = {}
    s = {}

    for key in ('W1', 'b1', 'W2', 'b2', 'W3', 'b3'):
        ### START CODE HERE ###  #请初始化v和s
        v[key] = np.zeros(np.shape(network.params[key]))
        s[key] = np.zeros(np.shape(network.params[key]))
        ### END CODE HERE ###
            
    return v, s
network = TwoLayerNet(input_size=784, hidden_size=300, output_size=10)
v, s = initialize_adambelief(network)

W1’s shape: (784, 300)
b1’s shape: (300,)
W2’s shape: (300, 300)
b2’s shape: (300,)
W3’s shape: (300, 10)
b3’s shape: (10,)


def update_parameters_with_adambelief(network, grads, learning_rate=0.001, epsilon=1e-7, beta1=0.9, beta2=0.999):
    v_corrected = {}
    s_corrected = {} 
    t = network.t #当前迭代次数
    for key in ('W1', 'b1', 'W2', 'b2', 'W3', 'b3'):
        ### START CODE HERE ### 
                
        v[key] = beta1 * (v[key] ** t) + (1 - beta1) * grads[key]
        v_corrected[key] = v[key] / (1 - beta1 ** t)
        
        s[key] = beta2 * (s[key] ** t) + (1 - beta2) * np.power((grads[key] - v[key]),2)
        s_corrected[key] = s[key] / (1 - beta2 ** t)
        
        network.params[key] -= learning_rate * v_corrected[key] / (np.sqrt (s_corrected[key]) + epsilon )
        
        ### END CODE HERE ###
    return 
iters_num = 10000
train_size = x_train.shape[0]
batch_size = 100
learning_rate = 0.001
train_network(network, update_parameters_with_adambelief, iters_num, train_size, batch_size, learning_rate)

Train acc:0.229883 Test acc:0.226300
Train acc:0.938217 Test acc:0.936100
Train acc:0.951967 Test acc:0.946700
Train acc:0.946317 Test acc:0.941200
Train acc:0.961950 Test acc:0.953900
Train acc:0.963400 Test acc:0.959700
Train acc:0.963417 Test acc:0.955200
Train acc:0.959650 Test acc:0.952700
Train acc:0.961917 Test acc:0.955500
Train acc:0.966233 Test acc:0.957000
Train acc:0.964750 Test acc:0.955100
Train acc:0.973633 Test acc:0.965000
Train acc:0.972650 Test acc:0.965900
Train acc:0.970933 Test acc:0.962900
Train acc:0.969783 Test acc:0.963400
Train acc:0.966983 Test acc:0.960300
Train acc:0.969767 Test acc:0.962100


4.绘制loss及accuracy曲线

主要需要 numpy 库和 matplotlib 库
首先,将 .txt 文件中的存储的数据读取进来,以下是读取函数:

# 读取存储为txt文件的数据
def data_read(dir_path):
    with open(dir_path, "r") as f:
        raw_data = f.read()
        data = raw_data[1:-1].split(", ")   # [-1:1]是为了去除文件中的前后中括号"[]"

    return np.asfarray(data, float)
绘制 loss 曲线
train_loss_path = r".\train_loss.txt"   # 存储文件路径
y_train_loss = data_read(train_loss_path)        # loss值,即y轴
x_train_loss = range(len(y_train_loss))			 # loss的数量,即x轴

plt.figure()

# 去除顶部和右边框框
ax = plt.axes()
ax.spines['top'].set_visible(False)
ax.spines['right'].set_visible(False)

plt.xlabel('iters')    # x轴标签
plt.ylabel('loss')     # y轴标签

# 以x_train_loss为横坐标,y_train_loss为纵坐标,曲线宽度为1,实线,增加标签,训练损失,
# 默认颜色,如果想更改颜色,可以增加参数color='red',这是红色。
plt.plot(x_train_loss, y_train_loss, linewidth=1, linestyle="solid", label="train loss")
plt.legend()
plt.title('Loss curve')
plt.show()

请添加图片描述

绘制accuracy曲线:
train_acc_path = r".\train_acc.txt"   # 存储文件路径

y_train_acc = data_read(train_acc_path)       # 训练准确率值,即y轴
x_train_acc = range(len(y_train_acc))			 # 训练阶段准确率的数量,即x轴

plt.figure()

# 去除顶部和右边框框
ax = plt.axes()
ax.spines['top'].set_visible(False)
ax.spines['right'].set_visible(False)

plt.xlabel('epochs')    # x轴标签
plt.ylabel('accuracy')     # y轴标签

# 以x_train_acc为横坐标,y_train_acc为纵坐标,曲线宽度为1,实线,增加标签,训练损失,
# 增加参数color='red',这是红色。
plt.plot(x_train_acc, y_train_acc, color='red',linewidth=1, linestyle="solid", label="train acc")
plt.legend()
plt.title('Accuracy curve')
plt.show()

请添加图片描述

5. 总结

本次实验完整搭建了一个三层的全连接网络,使用了各种梯度更新优化算法训练MNIST数据集。
或许你可以试试通过调整网络参数和超参数再把准确度提高一点?(记得记录每次训练时的数据结果)

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