神经网络NeualNet代码

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package NN

import org.apache.spark._
import org.apache.spark.SparkContext._
import org.apache.spark.rdd.RDD
import org.apache.spark.Logging
import org.apache.spark.mllib.regression.LabeledPoint
import org.apache.spark.mllib.linalg._
import org.apache.spark.mllib.linalg.distributed.RowMatrix

import breeze.linalg. {
Matrix => BM ,
CSCMatrix => BSM ,
DenseMatrix => BDM ,
Vector => BV ,
DenseVector => BDV ,
SparseVector => BSV ,
axpy => brzAxpy ,
svd => brzSvd
}
import breeze.numerics. {
exp => Bexp ,
tanh => Btanh
}

import scala.collection.mutable.ArrayBuffer
import java.util.Random
import scala.math._

/**
* label:目标矩阵
* nna:神经网络每层节点的输出值,a(0),a(1),a(2)
* error:输出层与目标值的误差矩阵
*/
case class NNLabel ( label: BDM [ Double ], nna: ArrayBuffer [ BDM [ Double ]], error: BDM [ Double ]) extends Serializable

/**
* 配置参数
*/
case class NNConfig (
size: Array [ Int ],
layer: Int ,
activation_function: String ,
learningRate: Double ,
momentum: Double ,
scaling_learningRate: Double ,
weightPenaltyL2: Double ,
nonSparsityPenalty: Double ,
sparsityTarget: Double ,
inputZeroMaskedFraction: Double ,
dropoutFraction: Double ,
testing: Double ,
output_function: String ) extends Serializable

/**
* NN(neural network)
*/

class NeuralNet (
private var size: Array [ Int ],
private var layer: Int ,
private var activation_function: String ,
private var learningRate: Double ,
private var momentum: Double ,
private var scaling_learningRate: Double ,
private var weightPenaltyL2: Double ,
private var nonSparsityPenalty: Double ,
private var sparsityTarget: Double ,
private var inputZeroMaskedFraction: Double ,
private var dropoutFraction: Double ,
private var testing: Double ,
private var output_function: String ) extends Serializable with Logging {
// var size=Array(5, 7, 1)
// var layer=3
// var activation_function="tanh_opt"
// var learningRate=2.0
// var momentum=0.5
// var scaling_learningRate=1.0
// var weightPenaltyL2=0.0
// var nonSparsityPenalty=0.0
// var sparsityTarget=0.05
// var inputZeroMaskedFraction=0.0
// var dropoutFraction=0.0
// var testing=0.0
// var output_function="sigm"
/**
* size = architecture;
* n = numel(nn.size);
* activation_function = sigm 隐含层函数Activation functions of hidden layers: 'sigm' (sigmoid) or 'tanh_opt' (optimal tanh).
* learningRate = 2; 学习率learning rate Note: typically needs to be lower when using 'sigm' activation function and non-normalized inputs.
* momentum = 0.5; Momentum
* scaling_learningRate = 1; Scaling factor for the learning rate (each epoch)
* weightPenaltyL2 = 0; 正则化L2 regularization
* nonSparsityPenalty = 0; 权重稀疏度惩罚值on sparsity penalty
* sparsityTarget = 0.05; Sparsity target
* inputZeroMaskedFraction = 0; 加入noise,Used for Denoising AutoEncoders
* dropoutFraction = 0; 每一次mini-batch样本输入训练时,随机扔掉x%的隐含层节点Dropout level (http://www.cs.toronto.edu/~hinton/absps/dropout.pdf)
* testing = 0; Internal variable. nntest sets this to one.
* output = 'sigm'; 输出函数output unit 'sigm' (=logistic), 'softmax' and 'linear' *
*/
def this () = this ( NeuralNet . Architecture , 3 , NeuralNet . Activation_Function , 2.0 , 0.5 , 1.0 , 0.0 , 0.0 , 0.05 , 0.0 , 0.0 , 0.0 , NeuralNet . Output )

/** 设置神经网络结构. Default: [10, 5, 1]. */
def setSize ( size: Array [ Int ]): this . type = {
this . size = size
this
}

/** 设置神经网络层数据. Default: 3. */
def setLayer ( layer: Int ): this . type = {
this . layer = layer
this
}

/** 设置隐含层函数. Default: sigm. */
def setActivation_function ( activation_function: String ): this . type = {
this . activation_function = activation_function
this
}

/** 设置学习率因子. Default: 2. */
def setLearningRate ( learningRate: Double ): this . type = {
this . learningRate = learningRate
this
}

/** 设置Momentum. Default: 0.5. */
def setMomentum ( momentum: Double ): this . type = {
this . momentum = momentum
this
}

/** 设置scaling_learningRate. Default: 1. */
def setScaling_learningRate ( scaling_learningRate: Double ): this . type = {
this . scaling_learningRate = scaling_learningRate
this
}

/** 设置正则化L2因子. Default: 0. */
def setWeightPenaltyL2 ( weightPenaltyL2: Double ): this . type = {
this . weightPenaltyL2 = weightPenaltyL2
this
}

/** 设置权重稀疏度惩罚因子. Default: 0. */
def setNonSparsityPenalty ( nonSparsityPenalty: Double ): this . type = {
this . nonSparsityPenalty = nonSparsityPenalty
this
}

/** 设置权重稀疏度目标值. Default: 0.05. */
def setSparsityTarget ( sparsityTarget: Double ): this . type = {
this . sparsityTarget = sparsityTarget
this
}

/** 设置权重加入噪声因子. Default: 0. */
def setInputZeroMaskedFraction ( inputZeroMaskedFraction: Double ): this . type = {
this . inputZeroMaskedFraction = inputZeroMaskedFraction
this
}

/** 设置权重Dropout因子. Default: 0. */
def setDropoutFraction ( dropoutFraction: Double ): this . type = {
this . dropoutFraction = dropoutFraction
this
}

/** 设置testing. Default: 0. */
def setTesting ( testing: Double ): this . type = {
this . testing = testing
this
}

/** 设置输出函数. Default: linear. */
def setOutput_function ( output_function: String ): this . type = {
this . output_function = output_function
this
}

/**
* 运行神经网络算法.
*/
def NNtrain ( train_d: RDD [( BDM [ Double ], BDM [ Double ])], opts: Array [ Double ]): NeuralNetModel = {
val sc = train_d . sparkContext
var initStartTime = System . currentTimeMillis ()
var initEndTime = System . currentTimeMillis ()
// 参数配置 广播配置
var nnconfig = NNConfig ( size , layer , activation_function , learningRate , momentum , scaling_learningRate ,
weightPenaltyL2 , nonSparsityPenalty , sparsityTarget , inputZeroMaskedFraction , dropoutFraction , testing ,
output_function )
// 初始化权重
var nn_W = NeuralNet . InitialWeight ( size )
var nn_vW = NeuralNet . InitialWeightV ( size )
// val tmpw = nn_W(1)
// for (i <- 0 to tmpw.rows -1) {
// for (j <- 0 to tmpw.cols - 1) {
// print(tmpw(i, j) + "\t")
// }
// println()
// }

// 初始化每层的平均激活度nn.p
// average activations (for use with sparsity)
var nn_p = NeuralNet . InitialActiveP ( size )

// 样本数据划分:训练数据、交叉检验数据
val validation = opts ( 2 )
val splitW1 = Array ( 1.0 - validation , validation )
val train_split1 = train_d . randomSplit ( splitW1 , System . nanoTime ())
val train_t = train_split1 ( 0 )
val train_v = train_split1 ( 1 )

// m:训练样本的数量
val m = train_t . count
// batchsize是做batch gradient时候的大小
// 计算batch的数量
val batchsize = opts ( 0 ). toInt
val numepochs = opts ( 1 ). toInt
val numbatches = ( m / batchsize ). toInt
var L = Array . fill ( numepochs * numbatches . toInt )( 0.0 )
var n = 0
var loss_train_e = Array . fill ( numepochs )( 0.0 )
var loss_val_e = Array . fill ( numepochs )( 0.0 )
// numepochs是循环的次数
for ( i <- 1 to numepochs ) {
initStartTime = System . currentTimeMillis ()
val splitW2 = Array . fill ( numbatches )( 1.0 / numbatches )
// 根据分组权重,随机划分每组样本数据
val bc_config = sc . broadcast ( nnconfig )
for ( l <- 1 to numbatches ) {
// 权重
val bc_nn_W = sc . broadcast ( nn_W )
val bc_nn_vW = sc . broadcast ( nn_vW )

// println(i + "\t" + l)
// val tmpw0 = bc_nn_W.value(0)
// for (i <- 0 to tmpw0.rows - 1) {
// for (j <- 0 to tmpw0.cols - 1) {
// print(tmpw0(i, j) + "\t")
// }
// println()
// }
// val tmpw1 = bc_nn_W.value(1)
// for (i <- 0 to tmpw1.rows - 1) {
// for (j <- 0 to tmpw1.cols - 1) {
// print(tmpw1(i, j) + "\t")
// }
// println()
// }

// 样本划分
val train_split2 = train_t . randomSplit ( splitW2 , System . nanoTime ())
val batch_xy1 = train_split2 ( l - 1 )
// val train_split3 = train_t.filter { f => (f._1 >= batchsize * (l - 1) + 1) && (f._1 <= batchsize * (l)) }
// val batch_xy1 = train_split3.map(f => (f._2, f._3))
// Add noise to input (for use in denoising autoencoder)
// 加入noise,这是denoising autoencoder需要使用到的部分
// 这部分请参见《Extracting and Composing Robust Features with Denoising Autoencoders》这篇论文
// 具体加入的方法就是把训练样例中的一些数据调整变为0,inputZeroMaskedFraction表示了调整的比例
//val randNoise = NeuralNet.RandMatrix(batch_x.numRows.toInt, batch_x.numCols.toInt, inputZeroMaskedFraction)
val batch_xy2 = if ( bc_config . value . inputZeroMaskedFraction != 0 ) {
NeuralNet . AddNoise ( batch_xy1 , bc_config . value . inputZeroMaskedFraction )
} else batch_xy1

// val tmpxy = batch_xy2.map(f => (f._1.toArray,f._2.toArray)).toArray.map {f => ((new ArrayBuffer() ++ f._1) ++ f._2).toArray}
// for (i <- 0 to tmpxy.length - 1) {
// for (j <- 0 to tmpxy(i).length - 1) {
// print(tmpxy(i)(j) + "\t")
// }
// println()
// }

// NNff是进行前向传播
// nn = nnff(nn, batch_x, batch_y);
val train_nnff = NeuralNet . NNff ( batch_xy2 , bc_config , bc_nn_W )

// val tmpa0 = train_nnff.map(f => f._1.nna(0)).take(20)
// println("tmpa0")
// for (i <- 0 to 10) {
// for (j <- 0 to tmpa0(i).cols - 1) {
// print(tmpa0(i)(0, j) + "\t")
// }
// println()
// }
// val tmpa1 = train_nnff.map(f => f._1.nna(1)).take(20)
// println("tmpa1")
// for (i <- 0 to 10) {
// for (j <- 0 to tmpa1(i).cols - 1) {
// print(tmpa1(i)(0, j) + "\t")
// }
// println()
// }
// val tmpa2 = train_nnff.map(f => f._1.nna(2)).take(20)
// println("tmpa2")
// for (i <- 0 to 10) {
// for (j <- 0 to tmpa2(i).cols - 1) {
// print(tmpa2(i)(0, j) + "\t")
// }
// println()
// }

// sparsity计算,计算每层节点的平均稀疏度
nn_p = NeuralNet . ActiveP ( train_nnff , bc_config , nn_p )
val bc_nn_p = sc . broadcast ( nn_p )

// NNbp是后向传播
// nn = nnbp(nn);
val train_nnbp = NeuralNet . NNbp ( train_nnff , bc_config , bc_nn_W , bc_nn_p )

// val tmpd0 = rdd5.map(f => f._2(2)).take(20)
// println("tmpd0")
// for (i <- 0 to 10) {
// for (j <- 0 to tmpd0(i).cols - 1) {
// print(tmpd0(i)(0, j) + "\t")
// }
// println()
// }
// val tmpd1 = rdd5.map(f => f._2(1)).take(20)
// println("tmpd1")
// for (i <- 0 to 10) {
// for (j <- 0 to tmpd1(i).cols - 1) {
// print(tmpd1(i)(0, j) + "\t")
// }
// println()
// }
// val tmpdw0 = rdd5.map(f => f._3(0)).take(20)
// println("tmpdw0")
// for (i <- 0 to 10) {
// for (j <- 0 to tmpdw0(i).cols - 1) {
// print(tmpdw0(i)(0, j) + "\t")
// }
// println()
// }
// val tmpdw1 = rdd5.map(f => f._3(1)).take(20)
// println("tmpdw1")
// for (i <- 0 to 10) {
// for (j <- 0 to tmpdw1(i).cols - 1) {
// print(tmpdw1(i)(0, j) + "\t")
// }
// println()
// }

// nn = NNapplygrads(nn) returns an neural network structure with updated
// weights and biases
// 更新权重参数:w=w-α*[dw + λw]
val train_nnapplygrads = NeuralNet . NNapplygrads ( train_nnbp , bc_config , bc_nn_W , bc_nn_vW )
nn_W = train_nnapplygrads ( 0 )
nn_vW = train_nnapplygrads ( 1 )

// val tmpw2 = train_nnapplygrads(0)(0)
// for (i <- 0 to tmpw2.rows - 1) {
// for (j <- 0 to tmpw2.cols - 1) {
// print(tmpw2(i, j) + "\t")
// }
// println()
// }
// val tmpw3 = train_nnapplygrads(0)(1)
// for (i <- 0 to tmpw3.rows - 1) {
// for (j <- 0 to tmpw3.cols - 1) {
// print(tmpw3(i, j) + "\t")
// }
// println()
// }

// error and loss
// 输出误差计算
val loss1 = train_nnff . map ( f => f . _1 . error )
val ( loss2 , counte ) = loss1 . treeAggregate (( 0.0 , 0L ))(
seqOp = ( c , v ) => {
// c: (e, count), v: (m)
val e1 = c . _1
val e2 = ( v :* v ). sum
val esum = e1 + e2
( esum , c . _2 + 1 )
},
combOp = ( c1 , c2 ) => {
// c: (e, count)
val e1 = c1 . _1
val e2 = c2 . _1
val esum = e1 + e2
( esum , c1 . _2 + c2 . _2 )
})
val Loss = loss2 / counte . toDouble
L ( n ) = Loss * 0.5
n = n + 1
}
// 计算本次迭代的训练误差及交叉检验误差
// Full-batch train mse
val evalconfig = NNConfig ( size , layer , activation_function , learningRate , momentum , scaling_learningRate ,
weightPenaltyL2 , nonSparsityPenalty , sparsityTarget , inputZeroMaskedFraction , dropoutFraction , 1.0 ,
output_function )
loss_train_e ( i - 1 ) = NeuralNet . NNeval ( train_t , sc . broadcast ( evalconfig ), sc . broadcast ( nn_W ))
if ( validation > 0 ) loss_val_e ( i - 1 ) = NeuralNet . NNeval ( train_v , sc . broadcast ( evalconfig ), sc . broadcast ( nn_W ))

// 更新学习因子
// nn.learningRate = nn.learningRate * nn.scaling_learningRate;
nnconfig = NNConfig ( size , layer , activation_function , nnconfig . learningRate * nnconfig . scaling_learningRate , momentum , scaling_learningRate ,
weightPenaltyL2 , nonSparsityPenalty , sparsityTarget , inputZeroMaskedFraction , dropoutFraction , testing ,
output_function )
initEndTime = System . currentTimeMillis ()

// 打印输出结果
printf ( "epoch: numepochs = %d , Took = %d seconds; Full-batch train mse = %f, val mse = %f.\n" , i , scala . math . ceil (( initEndTime - initStartTime ). toDouble / 1000 ). toLong , loss_train_e ( i - 1 ), loss_val_e ( i - 1 ))
}
val configok = NNConfig ( size , layer , activation_function , learningRate , momentum , scaling_learningRate ,
weightPenaltyL2 , nonSparsityPenalty , sparsityTarget , inputZeroMaskedFraction , dropoutFraction , 1.0 ,
output_function )
new NeuralNetModel ( configok , nn_W )
}

}

/**
* NN(neural network)
*/
object NeuralNet extends Serializable {

// Initialization mode names
val Activation_Function = "sigm"
val Output = "linear"
val Architecture = Array ( 10 , 5 , 1 )

/**
* 增加随机噪声
* 若随机值>=Fraction,值不变,否则改为0
*/
def AddNoise ( rdd: RDD [( BDM [ Double ], BDM [ Double ])], Fraction: Double ): RDD [( BDM [ Double ], BDM [ Double ])] = {
val addNoise = rdd . map { f =>
val features = f . _2
val a = BDM . rand [ Double ]( features . rows , features . cols )
val a1 = a :>= Fraction
val d1 = a1 . data . map { f => if ( f == true ) 1.0 else 0.0 }
val a2 = new BDM ( features . rows , features . cols , d1 )
val features2 = features :* a2
( f . _1 , features2 )
}
addNoise
}

/**
* 初始化权重
* 初始化为一个很小的、接近零的随机值
*/
def InitialWeight2 ( size: Array [ Int ]): Array [ BDM [ Double ]] = {
// 初始化权重参数
// weights and weight momentum
// nn.W{i - 1} = (rand(nn.size(i), nn.size(i - 1)+1) - 0.5) * 2 * 4 * sqrt(6 / (nn.size(i) + nn.size(i - 1)));
// nn.vW{i - 1} = zeros(size(nn.W{i - 1}));
val n = size . length
val nn_W = ArrayBuffer [ BDM [ Double ]]()
val d1 = BDM (( 2.54631575950577 , - 2.72375471180638 , - 1.83131523622017 , - 0.832303531504013 , - 1.28869970471936 , - 0.460188104184124 ), (- 1.52091024201213 , 1.81815348316090 , - 0.533406209340414 , 1.77153723107141 , - 1.70376378930231 , 1.95852409868481 ), ( 0.604392922735100 , - 0.312805008341265 , 2.46338861792203 , - 2.77264318419692 , - 2.74202474572555 , 0.142284005609256 ), (- 0.0792951314491902 , 0.652983968878905 , 2.35836765255640 , - 2.04274164893227 , 1.39603060318734 , - 1.68208055847319 ), ( 2.21352121948139 , 1.65144527075334 , - 0.507588360889342 , - 1.68141383648426 , - 0.310581480324221 , 0.973756570035639 ), ( 1.48264358368951 , 2.38613449604874 , 2.22681802175890 , - 1.70428719030501 , 2.44271213316363 , 1.91268676272635 ), (- 0.246256073282793 , 1.34750367072394 , - 2.50094445126864 , 0.587138926992906 , - 0.192365052800164 , - 2.71732925728203 ))
nn_W += d1
val d2 = BDM (( 1.25592501437006 , - 0.834980000207940 , 2.29875024099543 , 0.0194882319892158 , 1.45126037957791 , - 0.492648144141757 , - 1.35365058999520 , - 2.15014190874756 ))
nn_W += d2
nn_W . toArray
}
def InitialWeight ( size: Array [ Int ]): Array [ BDM [ Double ]] = {
// 初始化权重参数
// weights and weight momentum
// nn.W{i - 1} = (rand(nn.size(i), nn.size(i - 1)+1) - 0.5) * 2 * 4 * sqrt(6 / (nn.size(i) + nn.size(i - 1)));
// nn.vW{i - 1} = zeros(size(nn.W{i - 1}));
val n = size . length
val nn_W = ArrayBuffer [ BDM [ Double ]]()
for ( i <- 1 to n - 1 ) {
val d1 = BDM . rand ( size ( i ), size ( i - 1 ) + 1 )
d1 :-= 0.5
val f1 = 2 * 4 * sqrt ( 6.0 / ( size ( i ) + size ( i - 1 )))
val d2 = d1 :* f1
//val d3 = new DenseMatrix(d2.rows, d2.cols, d2.data, d2.isTranspose)
//val d4 = Matrices.dense(d2.rows, d2.cols, d2.data)
nn_W += d2
}
nn_W . toArray
}

/**
* 初始化权重vW
* 初始化为0
*/
def InitialWeightV ( size: Array [ Int ]): Array [ BDM [ Double ]] = {
// 初始化权重参数
// weights and weight momentum
// nn.vW{i - 1} = zeros(size(nn.W{i - 1}));
val n = size . length
val nn_vW = ArrayBuffer [ BDM [ Double ]]()
for ( i <- 1 to n - 1 ) {
val d1 = BDM . zeros [ Double ]( size ( i ), size ( i - 1 ) + 1 )
nn_vW += d1
}
nn_vW . toArray
}

/**
* 初始每一层的平均激活度
* 初始化为0
*/
def InitialActiveP ( size: Array [ Int ]): Array [ BDM [ Double ]] = {
// 初始每一层的平均激活度
// average activations (for use with sparsity)
// nn.p{i} = zeros(1, nn.size(i));
val n = size . length
val nn_p = ArrayBuffer [ BDM [ Double ]]()
nn_p += BDM . zeros [ Double ]( 1 , 1 )
for ( i <- 1 to n - 1 ) {
val d1 = BDM . zeros [ Double ]( 1 , size ( i ))
nn_p += d1
}
nn_p . toArray
}

/**
* 随机让网络某些隐含层节点的权重不工作
* 若随机值>=Fraction,矩阵值不变,否则改为0
*/
def DropoutWeight ( matrix: BDM [ Double ], Fraction: Double ): Array [ BDM [ Double ]] = {
val aa = BDM . rand [ Double ]( matrix . rows , matrix . cols )
val aa1 = aa :> Fraction
val d1 = aa1 . data . map { f => if ( f == true ) 1.0 else 0.0 }
val aa2 = new BDM ( matrix . rows : Int , matrix . cols : Int , d1: Array [ Double ])
val matrix2 = matrix :* aa2
Array ( aa2 , matrix2 )
}

/**
* sigm激活函数
* X = 1./(1+exp(-P));
*/
def sigm ( matrix: BDM [ Double ]): BDM [ Double ] = {
val s1 = 1.0 / ( Bexp ( matrix * (- 1.0 )) + 1.0 )
s1
}

/**
* tanh激活函数
* f=1.7159*tanh(2/3.*A);
*/
def tanh_opt ( matrix: BDM [ Double ]): BDM [ Double ] = {
val s1 = Btanh ( matrix * ( 2.0 / 3.0 )) * 1.7159
s1
}

/**
* nnff是进行前向传播
* 计算神经网络中的每个节点的输出值;
*/
def NNff (
batch_xy2: RDD [( BDM [ Double ], BDM [ Double ])],
bc_config: org . apache . spark . broadcast . Broadcast [ NNConfig ],
bc_nn_W: org . apache . spark . broadcast . Broadcast [ Array [ BDM [ Double ]]]): RDD [( NNLabel , Array [ BDM [ Double ]])] = {
// 第1层:a(1)=[1 x]
// 增加偏置项b
val train_data1 = batch_xy2 . map { f =>
val lable = f . _1
val features = f . _2
val nna = ArrayBuffer [ BDM [ Double ]]()
val Bm1 = new BDM ( features . rows , 1 , Array . fill ( features . rows * 1 )( 1.0 ))
val features2 = BDM . horzcat ( Bm1 , features )
val error = BDM . zeros [ Double ]( lable . rows , lable . cols )
nna += features2
NNLabel ( lable , nna , error )
}

// println("bc_size " + bc_config.value.size(0) + bc_config.value.size(1) + bc_config.value.size(2))
// println("bc_layer " + bc_config.value.layer)
// println("bc_activation_function " + bc_config.value.activation_function)
// println("bc_output_function " + bc_config.value.output_function)
//
// println("tmpw0 ")
// val tmpw0 = bc_nn_W.value(0)
// for (i <- 0 to tmpw0.rows - 1) {
// for (j <- 0 to tmpw0.cols - 1) {
// print(tmpw0(i, j) + "\t")
// }
// println()
// }

// feedforward pass
// 第2至n-1层计算,a(i)=f(a(i-1)*w(i-1)')
//val tmp1 = train_data1.map(f => f.nna(0).data).take(1)(0)
//val tmp2 = new BDM(1, tmp1.length, tmp1)
//val nn_a = ArrayBuffer[BDM[Double]]()
//nn_a += tmp2
val train_data2 = train_data1 . map { f =>
val nn_a = f . nna
val dropOutMask = ArrayBuffer [ BDM [ Double ]]()
dropOutMask += new BDM [ Double ]( 1 , 1 , Array ( 0.0 ))
for ( j <- 1 to bc_config . value . layer - 2 ) {
// 计算每层输出
// Calculate the unit's outputs (including the bias term)
// nn.a{i} = sigm(nn.a{i - 1} * nn.W{i - 1}')
// nn.a{i} = tanh_opt(nn.a{i - 1} * nn.W{i - 1}');
val A1 = nn_a ( j - 1 )
val W1 = bc_nn_W . value ( j - 1 )
val aw1 = A1 * W1 . t
val nnai1 = bc_config . value . activation_function match {
case "sigm" =>
val aw2 = NeuralNet . sigm ( aw1 )
aw2
case "tanh_opt" =>
val aw2 = NeuralNet . tanh_opt ( aw1 )
//val aw2 = Btanh(aw1 * (2.0 / 3.0)) * 1.7159
aw2
}
// dropout计算
// Dropout是指在模型训练时随机让网络某些隐含层节点的权重不工作,不工作的那些节点可以暂时认为不是网络结构的一部分
// 但是它的权重得保留下来(只是暂时不更新而已),因为下次样本输入时它可能又得工作了
// 参照 http://www.cnblogs.com/tornadomeet/p/3258122.html
val dropoutai = if ( bc_config . value . dropoutFraction > 0 ) {
if ( bc_config . value . testing == 1 ) {
val nnai2 = nnai1 * ( 1.0 - bc_config . value . dropoutFraction )
Array ( new BDM [ Double ]( 1 , 1 , Array ( 0.0 )), nnai2 )
} else {
NeuralNet . DropoutWeight ( nnai1 , bc_config . value . dropoutFraction )
}
} else {
val nnai2 = nnai1
Array ( new BDM [ Double ]( 1 , 1 , Array ( 0.0 )), nnai2 )
}
val nnai2 = dropoutai ( 1 )
dropOutMask += dropoutai ( 0 )
// Add the bias term
// 增加偏置项b
// nn.a{i} = [ones(m,1) nn.a{i}];
val Bm1 = BDM . ones [ Double ]( nnai2 . rows , 1 )
val nnai3 = BDM . horzcat ( Bm1 , nnai2 )
nn_a += nnai3
}
( NNLabel ( f . label , nn_a , f . error ), dropOutMask . toArray )
}

// 输出层计算
val train_data3 = train_data2 . map { f =>
val nn_a = f . _1 . nna
// nn.a{n} = sigm(nn.a{n - 1} * nn.W{n - 1}');
// nn.a{n} = nn.a{n - 1} * nn.W{n - 1}';
val An1 = nn_a ( bc_config . value . layer - 2 )
val Wn1 = bc_nn_W . value ( bc_config . value . layer - 2 )
val awn1 = An1 * Wn1 . t
val nnan1 = bc_config . value . output_function match {
case "sigm" =>
val awn2 = NeuralNet . sigm ( awn1 )
//val awn2 = 1.0 / (Bexp(awn1 * (-1.0)) + 1.0)
awn2
case "linear" =>
val awn2 = awn1
awn2
}
nn_a += nnan1
( NNLabel ( f . _1 . label , nn_a , f . _1 . error ), f . _2 )
}

// error and loss
// 输出误差计算
// nn.e = y - nn.a{n};
// val nn_e = batch_y - nnan
val train_data4 = train_data3 . map { f =>
val batch_y = f . _1 . label
val nnan = f . _1 . nna ( bc_config . value . layer - 1 )
val error = ( batch_y - nnan )
( NNLabel ( f . _1 . label , f . _1 . nna , error ), f . _2 )
}
train_data4
}

/**
* sparsity计算,网络稀疏度
* 计算每个节点的平均值
*/
def ActiveP (
train_nnff: RDD [( NNLabel , Array [ BDM [ Double ]])],
bc_config: org . apache . spark . broadcast . Broadcast [ NNConfig ],
nn_p_old: Array [ BDM [ Double ]]): Array [ BDM [ Double ]] = {
val nn_p = ArrayBuffer [ BDM [ Double ]]()
nn_p += BDM . zeros [ Double ]( 1 , 1 )
// calculate running exponential activations for use with sparsity
// sparsity计算,计算sparsity,nonSparsityPenalty 是对没达到sparsitytarget的参数的惩罚系数
for ( i <- 1 to bc_config . value . layer - 1 ) {
val pi1 = train_nnff . map ( f => f . _1 . nna ( i ))
val initpi = BDM . zeros [ Double ]( 1 , bc_config . value . size ( i ))
val ( piSum , miniBatchSize ) = pi1 . treeAggregate (( initpi , 0L ))(
seqOp = ( c , v ) => {
// c: (nnasum, count), v: (nna)
val nna1 = c . _1
val nna2 = v
val nnasum = nna1 + nna2
( nnasum , c . _2 + 1 )
},
combOp = ( c1 , c2 ) => {
// c: (nnasum, count)
val nna1 = c1 . _1
val nna2 = c2 . _1
val nnasum = nna1 + nna2
( nnasum , c1 . _2 + c2 . _2 )
})
val piAvg = piSum / miniBatchSize . toDouble
val oldpi = nn_p_old ( i )
val newpi = ( piAvg * 0.01 ) + ( oldpi * 0.09 )
nn_p += newpi
}
nn_p . toArray
}

/**
* NNbp是后向传播
* 计算权重的平均偏导数
*/
def NNbp (
train_nnff: RDD [( NNLabel , Array [ BDM [ Double ]])],
bc_config: org . apache . spark . broadcast . Broadcast [ NNConfig ],
bc_nn_W: org . apache . spark . broadcast . Broadcast [ Array [ BDM [ Double ]]],
bc_nn_p: org . apache . spark . broadcast . Broadcast [ Array [ BDM [ Double ]]]): Array [ BDM [ Double ]] = {
// 第n层偏导数:d(n)=-(y-a(n))*f'(z),sigmoid函数f'(z)表达式:f'(z)=f(z)*[1-f(z)]
// sigm: d{n} = - nn.e .* (nn.a{n} .* (1 - nn.a{n}));
// {'softmax','linear'}: d{n} = - nn.e;
val train_data5 = train_nnff . map { f =>
val nn_a = f . _1 . nna
val error = f . _1 . error
val dn = ArrayBuffer [ BDM [ Double ]]()
val nndn = bc_config . value . output_function match {
case "sigm" =>
val fz = nn_a ( bc_config . value . layer - 1 )
( error * (- 1.0 )) :* ( fz :* ( 1.0 - fz ))
case "linear" =>
error * (- 1.0 )
}
dn += nndn
( f . _1 , f . _2 , dn )
}
// 第n-1至第2层导数:d(n)=-(w(n)*d(n+1))*f'(z)
val train_data6 = train_data5 . map { f =>
// 假设 f(z) 是sigmoid函数 f(z)=1/[1+e^(-z)],f'(z)表达式,f'(z)=f(z)*[1-f(z)]
// 假设 f(z) tanh f(z)=1.7159*tanh(2/3.*A) ,f'(z)表达式,f'(z)=1.7159 * 2/3 * (1 - 1/(1.7159)^2 * f(z).^2)
//val di = ArrayBuffer( BDM((1.765226346140333)))
// val nn_a = ArrayBuffer[BDM[Double]]()
// val a1=BDM((1.0,0.312605257000000,0.848582961000000,0.999014768000000,0.278330771000000,0.462701179000000))
// val a2= BDM((1.0,0.838091550300577,0.996782915917104,0.118033012437165))
// val a3= BDM((2.18788852054974))
// nn_a += a1
// nn_a += a2
// nn_a += a3
val nn_a = f . _1 . nna
val di = f . _3
val dropout = f . _2
for ( i <- bc_config . value . layer - 2 to 1 ) {
// f'(z)表达式
val nnd_act = bc_config . value . activation_function match {
case "sigm" =>
val d_act = nn_a ( i ) :* ( 1.0 - nn_a ( i ))
d_act
case "tanh_opt" =>
val fz2 = ( 1.0 - (( nn_a ( i ) :* nn_a ( i )) * ( 1.0 / ( 1.7159 * 1.7159 ))))
val d_act = fz2 * ( 1.7159 * ( 2.0 / 3.0 ))
d_act
}
// 稀疏度惩罚误差计算:-(t/p)+(1-t)/(1-p)
// sparsityError = [zeros(size(nn.a{i},1),1) nn.nonSparsityPenalty * (-nn.sparsityTarget ./ pi + (1 - nn.sparsityTarget) ./ (1 - pi))];
val sparsityError = if ( bc_config . value . nonSparsityPenalty > 0 ) {
val nn_pi1 = bc_nn_p . value ( i )
val nn_pi2 = ( bc_config . value . sparsityTarget / nn_pi1 ) * (- 1.0 ) + ( 1.0 - bc_config . value . sparsityTarget ) / ( 1.0 - nn_pi1 )
val Bm1 = new BDM ( nn_pi2 . rows , 1 , Array . fill ( nn_pi2 . rows * 1 )( 1.0 ))
val sparsity = BDM . horzcat ( Bm1 , nn_pi2 * bc_config . value . nonSparsityPenalty )
sparsity
} else {
val nn_pi1 = bc_nn_p . value ( i )
val sparsity = BDM . zeros [ Double ]( nn_pi1 . rows , nn_pi1 . cols + 1 )
sparsity
}
// 导数:d(n)=-( w(n)*d(n+1)+ sparsityError )*f'(z)
// d{i} = (d{i + 1} * nn.W{i} + sparsityError) .* d_act;
val W1 = bc_nn_W . value ( i )
val nndi1 = if ( i + 1 == bc_config . value . layer - 1 ) {
//in this case in d{n} there is not the bias term to be removed
val di1 = di ( i - 1 )
val di2 = ( di1 * W1 + sparsityError ) :* nnd_act
di2
} else {
// in this case in d{i} the bias term has to be removed
val di1 = di ( i - 1 )(::, 1 to - 1 )
val di2 = ( di1 * W1 + sparsityError ) :* nnd_act
di2
}
// dropoutFraction
val nndi2 = if ( bc_config . value . dropoutFraction > 0 ) {
val dropouti1 = dropout ( i )
val Bm1 = new BDM ( nndi1 . rows : Int , 1 : Int , Array . fill ( nndi1 . rows * 1 )( 1.0 ))
val dropouti2 = BDM . horzcat ( Bm1 , dropouti1 )
nndi1 :* dropouti2
} else nndi1
di += nndi2
}
di += BDM . zeros ( 1 , 1 )
// 计算最终需要的偏导数值:dw(n)=(1/m)∑d(n+1)*a(n)
// nn.dW{i} = (d{i + 1}' * nn.a{i}) / size(d{i + 1}, 1);
val dw = ArrayBuffer [ BDM [ Double ]]()
for ( i <- 0 to bc_config . value . layer - 2 ) {
val nndW = if ( i + 1 == bc_config . value . layer - 1 ) {
( di ( bc_config . value . layer - 2 - i ). t ) * nn_a ( i )
} else {
( di ( bc_config . value . layer - 2 - i )(::, 1 to - 1 )). t * nn_a ( i )
}
dw += nndW
}
( f . _1 , di , dw )
}
val train_data7 = train_data6 . map ( f => f . _3 )

// Sample a subset (fraction miniBatchFraction) of the total data
// compute and sum up the subgradients on this subset (this is one map-reduce)
val initgrad = ArrayBuffer [ BDM [ Double ]]()
for ( i <- 0 to bc_config . value . layer - 2 ) {
val init1 = if ( i + 1 == bc_config . value . layer - 1 ) {
BDM . zeros [ Double ]( bc_config . value . size ( i + 1 ), bc_config . value . size ( i ) + 1 )
} else {
BDM . zeros [ Double ]( bc_config . value . size ( i + 1 ), bc_config . value . size ( i ) + 1 )
}
initgrad += init1
}
val ( gradientSum , miniBatchSize ) = train_data7 . treeAggregate (( initgrad , 0L ))(
seqOp = ( c , v ) => {
// c: (grad, count), v: (grad)
val grad1 = c . _1
val grad2 = v
val sumgrad = ArrayBuffer [ BDM [ Double ]]()
for ( i <- 0 to bc_config . value . layer - 2 ) {
val Bm1 = grad1 ( i )
val Bm2 = grad2 ( i )
val Bmsum = Bm1 + Bm2
sumgrad += Bmsum
}
( sumgrad , c . _2 + 1 )
},
combOp = ( c1 , c2 ) => {
// c: (grad, count)
val grad1 = c1 . _1
val grad2 = c2 . _1
val sumgrad = ArrayBuffer [ BDM [ Double ]]()
for ( i <- 0 to bc_config . value . layer - 2 ) {
val Bm1 = grad1 ( i )
val Bm2 = grad2 ( i )
val Bmsum = Bm1 + Bm2
sumgrad += Bmsum
}
( sumgrad , c1 . _2 + c2 . _2 )
})
// 求平均值
val gradientAvg = ArrayBuffer [ BDM [ Double ]]()
for ( i <- 0 to bc_config . value . layer - 2 ) {
val Bm1 = gradientSum ( i )
val Bmavg = Bm1 :/ miniBatchSize . toDouble
gradientAvg += Bmavg
}
gradientAvg . toArray
}

/**
* NNapplygrads是权重更新
* 权重更新
*/
def NNapplygrads (
train_nnbp: Array [ BDM [ Double ]],
bc_config: org . apache . spark . broadcast . Broadcast [ NNConfig ],
bc_nn_W: org . apache . spark . broadcast . Broadcast [ Array [ BDM [ Double ]]],
bc_nn_vW: org . apache . spark . broadcast . Broadcast [ Array [ BDM [ Double ]]]): Array [ Array [ BDM [ Double ]]] = {
// nn = nnapplygrads(nn) returns an neural network structure with updated
// weights and biases
// 更新权重参数:w=w-α*[dw + λw]
val W_a = ArrayBuffer [ BDM [ Double ]]()
val vW_a = ArrayBuffer [ BDM [ Double ]]()
for ( i <- 0 to bc_config . value . layer - 2 ) {
val nndwi = if ( bc_config . value . weightPenaltyL2 > 0 ) {
val dwi = train_nnbp ( i )
val zeros = BDM . zeros [ Double ]( dwi . rows , 1 )
val l2 = BDM . horzcat ( zeros , dwi (::, 1 to - 1 ))
val dwi2 = dwi + ( l2 * bc_config . value . weightPenaltyL2 )
dwi2
} else {
val dwi = train_nnbp ( i )
dwi
}
val nndwi2 = nndwi :* bc_config . value . learningRate
val nndwi3 = if ( bc_config . value . momentum > 0 ) {
val vwi = bc_nn_vW . value ( i )
val dw3 = nndwi2 + ( vwi * bc_config . value . momentum )
dw3
} else {
nndwi2
}
// nn.W{i} = nn.W{i} - dW;
W_a += ( bc_nn_W . value ( i ) - nndwi3 )
// nn.vW{i} = nn.momentum*nn.vW{i} + dW;
val nnvwi1 = if ( bc_config . value . momentum > 0 ) {
val vwi = bc_nn_vW . value ( i )
val vw3 = nndwi2 + ( vwi * bc_config . value . momentum )
vw3
} else {
bc_nn_vW . value ( i )
}
vW_a += nnvwi1
}
Array ( W_a . toArray , vW_a . toArray )
}

/**
* nneval是进行前向传播并计算输出误差
* 计算神经网络中的每个节点的输出值,并计算平均误差;
*/
def NNeval (
batch_xy: RDD [( BDM [ Double ], BDM [ Double ])],
bc_config: org . apache . spark . broadcast . Broadcast [ NNConfig ],
bc_nn_W: org . apache . spark . broadcast . Broadcast [ Array [ BDM [ Double ]]]): Double = {
// NNff是进行前向传播
// nn = nnff(nn, batch_x, batch_y);
val train_nnff = NeuralNet . NNff ( batch_xy , bc_config , bc_nn_W )
// error and loss
// 输出误差计算
val loss1 = train_nnff . map ( f => f . _1 . error )
val ( loss2 , counte ) = loss1 . treeAggregate (( 0.0 , 0L ))(
seqOp = ( c , v ) => {
// c: (e, count), v: (m)
val e1 = c . _1
val e2 = ( v :* v ). sum
val esum = e1 + e2
( esum , c . _2 + 1 )
},
combOp = ( c1 , c2 ) => {
// c: (e, count)
val e1 = c1 . _1
val e2 = c2 . _1
val esum = e1 + e2
( esum , c1 . _2 + c2 . _2 )
})
val Loss = loss2 / counte . toDouble
Loss * 0.5
}
}
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