我们能够建立例如以下的loss function:
Li=−log(pyi)=−log⎛⎝efyi∑jefj⎞⎠
L=1N∑iLi+12λ∑k∑lW2k,l
以下我们推导loss对W,b的偏导数,我们能够先计算loss对f的偏导数,利用链式法则。我们能够得到:
∂Li∂fk=∂Li∂pk∂pk∂fk∂pi∂fk=pi(1−pk)i=k∂pi∂fk=−pipki≠k∂Li∂fk=−1pyi∂pyi∂fk=(pk−1{yi=k})
进一步,由f=XW+b,可知∂f∂W=XT,∂f∂b=1,我们能够得到:
ΔW=∂L∂W=1N∂Li∂W+λW=1N∂Li∂p∂p∂f∂f∂W+λWΔb=∂L∂b=1N∂Li∂b=1N∂Li∂p∂p∂f∂f∂bW=W−αΔWb=b−αΔb
以下是用Python实现的soft max 分类器,基于Python 2.7.9, numpy, matplotlib.
代码来源于斯坦福大学的课程: http://cs231n.github.io/neural-networks-case-study/
基本是照搬过来,通过这个程序有助于了解python的语法。
import numpy as np
import matplotlib.pyplot as plt
N = 100 # number of points per class
D = 2 # dimensionality
K = 3 # number of classes
X = np.zeros((N*K,D)) #data matrix (each row = single example)
y = np.zeros(N*K, dtype='uint8') # class labels
for j in xrange(K):
ix = range(N*j,N*(j+1))
r = np.linspace(0.0,1,N) # radius
t = np.linspace(j*4,(j+1)*4,N) + np.random.randn(N)*0.2 # theta
X[ix] = np.c_[r*np.sin(t), r*np.cos(t)]
y[ix] = j
# print y
# lets visualize the data:
plt.scatter(X[:,0], X[:,1], s=40, c=y, alpha=0.5)
plt.show()
#Train a Linear Classifier
# initialize parameters randomly
W = 0.01 * np.random.randn(D,K)
b = np.zeros((1,K))
# some hyperparameters
step_size = 1e-0
reg = 1e-3 # regularization strength
# gradient descent loop
num_examples = X.shape[0]
for i in xrange(200):
# evaluate class scores, [N x K]
scores = np.dot(X, W) + b
# compute the class probabilities
exp_scores = np.exp(scores)
probs = exp_scores / np.sum(exp_scores, axis=1, keepdims=True) # [N x K]
# compute the loss: average cross-entropy loss and regularization
corect_logprobs = -np.log(probs[range(num_examples),y])
data_loss = np.sum(corect_logprobs)/num_examples
reg_loss = 0.5*reg*np.sum(W*W)
loss = data_loss + reg_loss
if i % 10 == 0:
print "iteration %d: loss %f" % (i, loss)
# compute the gradient on scores
dscores = probs
dscores[range(num_examples),y] -= 1
dscores /= num_examples
# backpropate the gradient to the parameters (W,b)
dW = np.dot(X.T, dscores)
db = np.sum(dscores, axis=0, keepdims=True)
dW += reg*W #regularization gradient
# perform a parameter update
W += -step_size * dW
b += -step_size * db
# evaluate training set accuracy
scores = np.dot(X, W) + b
predicted_class = np.argmax(scores, axis=1)
print 'training accuracy: %.2f' % (np.mean(predicted_class == y))
生成的随机数据
执行结果