机器学习-白板推导系列笔记（二十八）-BM

此文章主要是结合哔站shuhuai008大佬的白板推导视频：玻尔兹曼机_147min

全部笔记的汇总贴：机器学习-白板推导系列笔记

参考花书20.1

一、介绍

玻尔兹曼机连接的每个节点都是离散的二值分布，是全连接的，是为了解决局部最小值的问题而提出的玻尔兹曼机。

v = { 0 , 1 } D            h = { 0 , 1 } P L = [ L i j ] D ∗ D J = [ J i j ] P ∗ P W = [ W i j ] D ∗ P v=\{0,1\}^D\;\;\;\;\;h=\{0,1\}^P\\L=\Big[L_{ij}\Big]_{D*D}\\J=\Big[J_{ij}\Big]_{P*P}\\W=\Big[W_{ij}\Big]_{D*P} v={ 0,1}Dh={ 0,1}PL=[Lij​]D∗D​J=[Jij​]P∗P​W=[Wij​]D∗P​

{ p ( v , h ) = 1 Z exp ⁡ { − E ( v , h ) }                                      E ( v , h ) = − ( v T W h + 1 2 v T L v + 1 2 h T J h ) θ = { W , L , J } \left\{\begin{matrix} p(v,h)= \frac1Z\exp\{-E(v,h)\}\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\;\\E(v,h)=-(v^TWh+\frac12v^TLv+\frac12h^TJh)\end{matrix}\right.\\\theta=\{W,L,J\} { p(v,h)=Z1​exp{ −E(v,h)}E(v,h)=−(vTWh+21​vTLv+21​hTJh)​θ={ W,L,J}

二、Log似然的梯度

样本集合：$V,|V|=N$

$$\begin{gathered} P(v)=\sum _{h}p(v,h) \\ \frac{1}{N}\sum _{v\in V}\log P(v)\leftarrow log-likelihood \\ \frac{\partial }{\partial \theta }\frac{1}{N}\sum _{v\in V}\log P(v)=\frac{1}{N}\sum _{v\in V}\frac{\partial \log P(v)}{\partial \theta }\leftarrow gradientoflog-likelihood \end{gathered}$$

$$\frac{\partial \log P(v)}{\partial \theta }=\sum _v\sum _{h}p(v,h)\cdot \frac{\partial E(v,h)}{\partial \theta }-\sum _{h}p(h|v)\cdot \frac{\partial E(v,h)}{\partial \theta }$$
$$\begin{gathered} \frac{\partial \log P(v)}{\partial W}=\sum _v\sum _{h}p(v,h)\cdot (-v{h}^T)-\sum _{h}p(h|v)\cdot (-v{h}^T) \\ =\sum _{h}p(h|v)\cdot v{h}^T-\sum _v\sum _{h}p(v,h)\cdot v{h}^T \end{gathered}$$

所以，

$$\begin{gathered} \frac{1}{N}\sum _{v\in V}\frac{\partial \log P(v)}{\partial \theta }=\frac{1}{N}\sum _{v\in V}\sum _{h}p(h|v)\cdot v{h}^T-\frac{1}{N}\sum _{v\in V}\sum _v\sum _{h}p(v,h)\cdot v{h}^T \\ =\frac{1}{N}\sum _{v\in V}\sum _{h}p(h|v)\cdot v{h}^T-\sum _v\sum _{h}p(v,h)\cdot v{h}^T \\ =E_{P_{Data}}\left[v{h}^T\right]-E_{P_{model}}\left[v{h}^T\right] \end{gathered}$$
$$\begin{gathered} P_{Data}=P_{Data}(v)P_{model}(h|v) \\ {P}_{model}=P_{model}(h,v)=P_{model}(v)P_{model}(h|v) \end{gathered}$$

三、基于MCMC的随机梯度上升

由上述推导，同理可得：

$$\Delta W=\partial \left(E_{P_{Data}}\right[v{h}^T]-E_{P_{model}}[v{h}^T\left]\right)$$
$$\Delta L=\partial \left(E_{P_{Data}}\right[v{v}^T]-E_{P_{model}}[v{v}^T\left]\right)$$
$$\Delta J=\partial \left(E_{P_{Data}}\right[h{h}^T]-E_{P_{model}}[h{h}^T\left]\right)$$

$$\begin{gathered} P_{Data}=P_{Data}(v)P_{model}(h|v) \\ {P}_{model}=P_{model}(h,v)=P_{model}(v)P_{model}(h|v) \end{gathered}$$

$$W^{(t+1)}=W^{(t)}+\Delta W$$

Δ w i j = ∂ ( E P D a t a [ v i h j ] ⏟ p o s i t i v e    p h a s e − E P m o