# 使用逻辑回归进行MNIST分类（Classifying MNIST using Logistic Regressing）

### 模型

Theano代码如下。

        # initialize with 0 the weights W as a matrix of shape (n_in, n_out)
self.W = theano.shared(
value=numpy.zeros(
(n_in, n_out),
dtype=theano.config.floatX
),
name='W',
borrow=True
)
# initialize the baises b as a vector of n_out 0s
self.b = theano.shared(
value=numpy.zeros(
(n_out,),
dtype=theano.config.floatX
),
name='b',
borrow=True
)

# symbolic expression for computing the matrix of class-membership
# probabilities
# Where:
# W is a matrix where column-k represent the separation hyper plain for
# class-k
# x is a matrix where row-j  represents input training sample-j
# b is a vector where element-k represent the free parameter of hyper
# plain-k
self.p_y_given_x = T.nnet.softmax(T.dot(input, self.W) + self.b)

# symbolic description of how to compute prediction as class whose
# probability is maximal
self.y_pred = T.argmax(self.p_y_given_x, axis=1)

### 定义一个损失函数

        # y.shape[0] is (symbolically) the number of rows in y, i.e.,
# number of examples (call it n) in the minibatch
# T.arange(y.shape[0]) is a symbolic vector which will contain
# [0,1,2,... n-1] T.log(self.p_y_given_x) is a matrix of
# Log-Probabilities (call it LP) with one row per example and
# one column per class LP[T.arange(y.shape[0]),y] is a vector
# v containing [LP[0,y[0]], LP[1,y[1]], LP[2,y[2]], ...,
# LP[n-1,y[n-1]]] and T.mean(LP[T.arange(y.shape[0]),y]) is
# the mean (across minibatch examples) of the elements in v,
# i.e., the mean log-likelihood across the minibatch.
return -T.mean(T.log(self.p_y_given_x)[T.arange(y.shape[0]), y])
在这里我们使用错误的平均来表示损失函数，以减少minibatch尺寸对我们的影响。


### 创建一个逻辑回归类

class LogisticRegression(object):
"""Multi-class Logistic Regression Class

The logistic regression is fully described by a weight matrix :math:W
and bias vector :math:b. Classification is done by projecting data
points onto a set of hyperplanes, the distance to which is used to
determine a class membership probability.
"""

def __init__(self, input, n_in, n_out):
""" Initialize the parameters of the logistic regression

:type input: theano.tensor.TensorType
:param input: symbolic variable that describes the input of the
architecture (one minibatch)

:type n_in: int
:param n_in: number of input units, the dimension of the space in
which the datapoints lie

:type n_out: int
:param n_out: number of output units, the dimension of the space in
which the labels lie

"""
# start-snippet-1
# initialize with 0 the weights W as a matrix of shape (n_in, n_out)
self.W = theano.shared(
value=numpy.zeros(
(n_in, n_out),
dtype=theano.config.floatX
),
name='W',
borrow=True
)
# initialize the baises b as a vector of n_out 0s
self.b = theano.shared(
value=numpy.zeros(
(n_out,),
dtype=theano.config.floatX
),
name='b',
borrow=True
)

# symbolic expression for computing the matrix of class-membership
# probabilities
# Where:
# W is a matrix where column-k represent the separation hyper plain for
# class-k
# x is a matrix where row-j  represents input training sample-j
# b is a vector where element-k represent the free parameter of hyper
# plain-k
self.p_y_given_x = T.nnet.softmax(T.dot(input, self.W) + self.b)

# symbolic description of how to compute prediction as class whose
# probability is maximal
self.y_pred = T.argmax(self.p_y_given_x, axis=1)
# end-snippet-1

# parameters of the model
self.params = [self.W, self.b]

def negative_log_likelihood(self, y):
"""Return the mean of the negative log-likelihood of the prediction
of this model under a given target distribution.

.. math::

\frac{1}{|\mathcal{D}|} \mathcal{L} (\theta=\{W,b\}, \mathcal{D}) =
\frac{1}{|\mathcal{D}|} \sum_{i=0}^{|\mathcal{D}|}
\log(P(Y=y^{(i)}|x^{(i)}, W,b)) \\
\ell (\theta=\{W,b\}, \mathcal{D})

:type y: theano.tensor.TensorType
:param y: corresponds to a vector that gives for each example the
correct label

Note: we use the mean instead of the sum so that
the learning rate is less dependent on the batch size
"""
# start-snippet-2
# y.shape[0] is (symbolically) the number of rows in y, i.e.,
# number of examples (call it n) in the minibatch
# T.arange(y.shape[0]) is a symbolic vector which will contain
# [0,1,2,... n-1] T.log(self.p_y_given_x) is a matrix of
# Log-Probabilities (call it LP) with one row per example and
# one column per class LP[T.arange(y.shape[0]),y] is a vector
# v containing [LP[0,y[0]], LP[1,y[1]], LP[2,y[2]], ...,
# LP[n-1,y[n-1]]] and T.mean(LP[T.arange(y.shape[0]),y]) is
# the mean (across minibatch examples) of the elements in v,
# i.e., the mean log-likelihood across the minibatch.
return -T.mean(T.log(self.p_y_given_x)[T.arange(y.shape[0]), y])
# end-snippet-2

def errors(self, y):
"""Return a float representing the number of errors in the minibatch
over the total number of examples of the minibatch ; zero one
loss over the size of the minibatch

:type y: theano.tensor.TensorType
:param y: corresponds to a vector that gives for each example the
correct label
"""

# check if y has same dimension of y_pred
if y.ndim != self.y_pred.ndim:
raise TypeError(
'y should have the same shape as self.y_pred',
('y', y.type, 'y_pred', self.y_pred.type)
)
# check if y is of the correct datatype
if y.dtype.startswith('int'):
# the T.neq operator returns a vector of 0s and 1s, where 1
# represents a mistake in prediction
return T.mean(T.neq(self.y_pred, y))
else:
raise NotImplementedError()

    # generate symbolic variables for input (x and y represent a
# minibatch)
x = T.matrix('x')  # data, presented as rasterized images
y = T.ivector('y')  # labels, presented as 1D vector of [int] labels

# construct the logistic regression class
# Each MNIST image has size 28*28
classifier = LogisticRegression(input=x, n_in=28 * 28, n_out=10)


    # the cost we minimize during training is the negative log likelihood of
# the model in symbolic format
cost = classifier.negative_log_likelihood(y)

### 学习模型

    g_W = T.grad(cost=cost, wrt=classifier.W)
g_b = T.grad(cost=cost, wrt=classifier.b)

    # specify how to update the parameters of the model as a list of
# (variable, update expression) pairs.
updates = [(classifier.W, classifier.W - learning_rate * g_W),
(classifier.b, classifier.b - learning_rate * g_b)]

# compiling a Theano function train_model that returns the cost, but in
# the same time updates the parameter of the model based on the rules
# defined in updates
train_model = theano.function(
inputs=[index],
outputs=cost,
givens={
x: train_set_x[index * batch_size: (index + 1) * batch_size],
y: train_set_y[index * batch_size: (index + 1) * batch_size]
}
)

update是一个list，用以更新每一步的参数。given是一个字典，用以表示象征变量，和你在该步中表示的数据。这个train_model定义如下：
* 输入是minibatch的index，batch的大小之前已经固定，以此被定义为x，以及其相关的y。
* 返回是该index下与x，y相关的cost/损失函数。
* 每一次函数调用，它都先用index对应的训练集的切片来更新x，y。然后计算该minibatch下的cost，以及申请update操作。

### 训练模型

   def errors(self, y):
"""Return a float representing the number of errors in the minibatch
over the total number of examples of the minibatch ; zero one
loss over the size of the minibatch

:type y: theano.tensor.TensorType
:param y: corresponds to a vector that gives for each example the
correct label
"""

# check if y has same dimension of y_pred
if y.ndim != self.y_pred.ndim:
raise TypeError(
'y should have the same shape as self.y_pred',
('y', y.type, 'y_pred', self.y_pred.type)
)
# check if y is of the correct datatype
if y.dtype.startswith('int'):
# the T.neq operator returns a vector of 0s and 1s, where 1
# represents a mistake in prediction
return T.mean(T.neq(self.y_pred, y))
else:
raise NotImplementedError()

    # compiling a Theano function that computes the mistakes that are made by
# the model on a minibatch
test_model = theano.function(
inputs=[index],
outputs=classifier.errors(y),
givens={
x: test_set_x[index * batch_size: (index + 1) * batch_size],
y: test_set_y[index * batch_size: (index + 1) * batch_size]
}
)

validate_model = theano.function(
inputs=[index],
outputs=classifier.errors(y),
givens={
x: valid_set_x[index * batch_size: (index + 1) * batch_size],
y: valid_set_y[index * batch_size: (index + 1) * batch_size]
}
)

### 把它们组合起来

"""
This tutorial introduces logistic regression using Theano and stochastic

Logistic regression is a probabilistic, linear classifier. It is parametrized
by a weight matrix :math:W and a bias vector :math:b. Classification is
done by projecting data points onto a set of hyperplanes, the distance to
which is used to determine a class membership probability.

Mathematically, this can be written as:

.. math::
P(Y=i|x, W,b) &= softmax_i(W x + b) \\
&= \frac {e^{W_i x + b_i}} {\sum_j e^{W_j x + b_j}}

The output of the model or prediction is then done by taking the argmax of
the vector whose i'th element is P(Y=i|x).

.. math::

y_{pred} = argmax_i P(Y=i|x,W,b)

This tutorial presents a stochastic gradient descent optimization method
suitable for large datasets.

References:

- textbooks: "Pattern Recognition and Machine Learning" -
Christopher M. Bishop, section 4.3.2

"""
__docformat__ = 'restructedtext en'

import cPickle
import gzip
import os
import sys
import time

import numpy

import theano
import theano.tensor as T

class LogisticRegression(object):
"""Multi-class Logistic Regression Class

The logistic regression is fully described by a weight matrix :math:W
and bias vector :math:b. Classification is done by projecting data
points onto a set of hyperplanes, the distance to which is used to
determine a class membership probability.
"""

def __init__(self, input, n_in, n_out):
""" Initialize the parameters of the logistic regression

:type input: theano.tensor.TensorType
:param input: symbolic variable that describes the input of the
architecture (one minibatch)

:type n_in: int
:param n_in: number of input units, the dimension of the space in
which the datapoints lie

:type n_out: int
:param n_out: number of output units, the dimension of the space in
which the labels lie

"""
# start-snippet-1
# initialize with 0 the weights W as a matrix of shape (n_in, n_out)
self.W = theano.shared(
value=numpy.zeros(
(n_in, n_out),
dtype=theano.config.floatX
),
name='W',
borrow=True
)
# initialize the baises b as a vector of n_out 0s
self.b = theano.shared(
value=numpy.zeros(
(n_out,),
dtype=theano.config.floatX
),
name='b',
borrow=True
)

# symbolic expression for computing the matrix of class-membership
# probabilities
# Where:
# W is a matrix where column-k represent the separation hyper plain for
# class-k
# x is a matrix where row-j  represents input training sample-j
# b is a vector where element-k represent the free parameter of hyper
# plain-k
self.p_y_given_x = T.nnet.softmax(T.dot(input, self.W) + self.b)

# symbolic description of how to compute prediction as class whose
# probability is maximal
self.y_pred = T.argmax(self.p_y_given_x, axis=1)
# end-snippet-1

# parameters of the model
self.params = [self.W, self.b]

def negative_log_likelihood(self, y):
"""Return the mean of the negative log-likelihood of the prediction
of this model under a given target distribution.

.. math::

\frac{1}{|\mathcal{D}|} \mathcal{L} (\theta=\{W,b\}, \mathcal{D}) =
\frac{1}{|\mathcal{D}|} \sum_{i=0}^{|\mathcal{D}|}
\log(P(Y=y^{(i)}|x^{(i)}, W,b)) \\
\ell (\theta=\{W,b\}, \mathcal{D})

:type y: theano.tensor.TensorType
:param y: corresponds to a vector that gives for each example the
correct label

Note: we use the mean instead of the sum so that
the learning rate is less dependent on the batch size
"""
# start-snippet-2
# y.shape[0] is (symbolically) the number of rows in y, i.e.,
# number of examples (call it n) in the minibatch
# T.arange(y.shape[0]) is a symbolic vector which will contain
# [0,1,2,... n-1] T.log(self.p_y_given_x) is a matrix of
# Log-Probabilities (call it LP) with one row per example and
# one column per class LP[T.arange(y.shape[0]),y] is a vector
# v containing [LP[0,y[0]], LP[1,y[1]], LP[2,y[2]], ...,
# LP[n-1,y[n-1]]] and T.mean(LP[T.arange(y.shape[0]),y]) is
# the mean (across minibatch examples) of the elements in v,
# i.e., the mean log-likelihood across the minibatch.
return -T.mean(T.log(self.p_y_given_x)[T.arange(y.shape[0]), y])
# end-snippet-2

def errors(self, y):
"""Return a float representing the number of errors in the minibatch
over the total number of examples of the minibatch ; zero one
loss over the size of the minibatch

:type y: theano.tensor.TensorType
:param y: corresponds to a vector that gives for each example the
correct label
"""

# check if y has same dimension of y_pred
if y.ndim != self.y_pred.ndim:
raise TypeError(
'y should have the same shape as self.y_pred',
('y', y.type, 'y_pred', self.y_pred.type)
)
# check if y is of the correct datatype
if y.dtype.startswith('int'):
# the T.neq operator returns a vector of 0s and 1s, where 1
# represents a mistake in prediction
return T.mean(T.neq(self.y_pred, y))
else:
raise NotImplementedError()

:type dataset: string
:param dataset: the path to the dataset (here MNIST)
'''

#############
#############

data_dir, data_file = os.path.split(dataset)
if data_dir == "" and not os.path.isfile(dataset):
# Check if dataset is in the data directory.
new_path = os.path.join(
os.path.split(__file__)[0],
"..",
"data",
dataset
)
if os.path.isfile(new_path) or data_file == 'mnist.pkl.gz':
dataset = new_path

if (not os.path.isfile(dataset)) and data_file == 'mnist.pkl.gz':
import urllib
origin = (
'http://www.iro.umontreal.ca/~lisa/deep/data/mnist/mnist.pkl.gz'
)
urllib.urlretrieve(origin, dataset)

f = gzip.open(dataset, 'rb')
f.close()
#train_set, valid_set, test_set format: tuple(input, target)
#input is an numpy.ndarray of 2 dimensions (a matrix)
#witch row's correspond to an example. target is a
#numpy.ndarray of 1 dimensions (vector)) that have the same length as
#the number of rows in the input. It should give the target
#target to the example with the same index in the input.

def shared_dataset(data_xy, borrow=True):
""" Function that loads the dataset into shared variables

The reason we store our dataset in shared variables is to allow
Theano to copy it into the GPU memory (when code is run on GPU).
Since copying data into the GPU is slow, copying a minibatch everytime
is needed (the default behaviour if the data is not in a shared
variable) would lead to a large decrease in performance.
"""
data_x, data_y = data_xy
shared_x = theano.shared(numpy.asarray(data_x,
dtype=theano.config.floatX),
borrow=borrow)
shared_y = theano.shared(numpy.asarray(data_y,
dtype=theano.config.floatX),
borrow=borrow)
# When storing data on the GPU it has to be stored as floats
# therefore we will store the labels as floatX as well
# (shared_y does exactly that). But during our computations
# we need them as ints (we use labels as index, and if they are
# floats it doesn't make sense) therefore instead of returning
# shared_y we will have to cast it to int. This little hack
# lets ous get around this issue
return shared_x, T.cast(shared_y, 'int32')

test_set_x, test_set_y = shared_dataset(test_set)
valid_set_x, valid_set_y = shared_dataset(valid_set)
train_set_x, train_set_y = shared_dataset(train_set)

rval = [(train_set_x, train_set_y), (valid_set_x, valid_set_y),
(test_set_x, test_set_y)]
return rval

def sgd_optimization_mnist(learning_rate=0.13, n_epochs=1000,
dataset='mnist.pkl.gz',
batch_size=600):
"""
Demonstrate stochastic gradient descent optimization of a log-linear
model

This is demonstrated on MNIST.

:type learning_rate: float
:param learning_rate: learning rate used (factor for the stochastic

:type n_epochs: int
:param n_epochs: maximal number of epochs to run the optimizer

:type dataset: string
:param dataset: the path of the MNIST dataset file from
http://www.iro.umontreal.ca/~lisa/deep/data/mnist/mnist.pkl.gz

"""

train_set_x, train_set_y = datasets[0]
valid_set_x, valid_set_y = datasets[1]
test_set_x, test_set_y = datasets[2]

# compute number of minibatches for training, validation and testing
n_train_batches = train_set_x.get_value(borrow=True).shape[0] / batch_size
n_valid_batches = valid_set_x.get_value(borrow=True).shape[0] / batch_size
n_test_batches = test_set_x.get_value(borrow=True).shape[0] / batch_size

######################
# BUILD ACTUAL MODEL #
######################
print '... building the model'

# allocate symbolic variables for the data
index = T.lscalar()  # index to a [mini]batch

# generate symbolic variables for input (x and y represent a
# minibatch)
x = T.matrix('x')  # data, presented as rasterized images
y = T.ivector('y')  # labels, presented as 1D vector of [int] labels

# construct the logistic regression class
# Each MNIST image has size 28*28
classifier = LogisticRegression(input=x, n_in=28 * 28, n_out=10)

# the cost we minimize during training is the negative log likelihood of
# the model in symbolic format
cost = classifier.negative_log_likelihood(y)

# compiling a Theano function that computes the mistakes that are made by
# the model on a minibatch
test_model = theano.function(
inputs=[index],
outputs=classifier.errors(y),
givens={
x: test_set_x[index * batch_size: (index + 1) * batch_size],
y: test_set_y[index * batch_size: (index + 1) * batch_size]
}
)

validate_model = theano.function(
inputs=[index],
outputs=classifier.errors(y),
givens={
x: valid_set_x[index * batch_size: (index + 1) * batch_size],
y: valid_set_y[index * batch_size: (index + 1) * batch_size]
}
)

# compute the gradient of cost with respect to theta = (W,b)

# start-snippet-3
# specify how to update the parameters of the model as a list of
# (variable, update expression) pairs.
updates = [(classifier.W, classifier.W - learning_rate * g_W),
(classifier.b, classifier.b - learning_rate * g_b)]

# compiling a Theano function train_model that returns the cost, but in
# the same time updates the parameter of the model based on the rules
# defined in updates
train_model = theano.function(
inputs=[index],
outputs=cost,
givens={
x: train_set_x[index * batch_size: (index + 1) * batch_size],
y: train_set_y[index * batch_size: (index + 1) * batch_size]
}
)
# end-snippet-3

###############
# TRAIN MODEL #
###############
print '... training the model'
# early-stopping parameters
patience = 5000  # look as this many examples regardless
patience_increase = 2  # wait this much longer when a new best is
# found
improvement_threshold = 0.995  # a relative improvement of this much is
# considered significant
validation_frequency = min(n_train_batches, patience / 2)
# go through this many
# minibatche before checking the network
# on the validation set; in this case we
# check every epoch

best_validation_loss = numpy.inf
test_score = 0.
start_time = time.clock()

done_looping = False
epoch = 0
while (epoch < n_epochs) and (not done_looping):
epoch = epoch + 1
for minibatch_index in xrange(n_train_batches):

minibatch_avg_cost = train_model(minibatch_index)
# iteration number
iter = (epoch - 1) * n_train_batches + minibatch_index

if (iter + 1) % validation_frequency == 0:
# compute zero-one loss on validation set
validation_losses = [validate_model(i)
for i in xrange(n_valid_batches)]
this_validation_loss = numpy.mean(validation_losses)

print(
'epoch %i, minibatch %i/%i, validation error %f %%' %
(
epoch,
minibatch_index + 1,
n_train_batches,
this_validation_loss * 100.
)
)

# if we got the best validation score until now
if this_validation_loss < best_validation_loss:
#improve patience if loss improvement is good enough
if this_validation_loss < best_validation_loss *  \
improvement_threshold:
patience = max(patience, iter * patience_increase)

best_validation_loss = this_validation_loss
# test it on the test set

test_losses = [test_model(i)
for i in xrange(n_test_batches)]
test_score = numpy.mean(test_losses)

print(
(
'     epoch %i, minibatch %i/%i, test error of'
' best model %f %%'
) %
(
epoch,
minibatch_index + 1,
n_train_batches,
test_score * 100.
)
)

if patience <= iter:
done_looping = True
break

end_time = time.clock()
print(
(
'Optimization complete with best validation score of %f %%,'
'with test performance %f %%'
)
% (best_validation_loss * 100., test_score * 100.)
)
print 'The code run for %d epochs, with %f epochs/sec' % (
epoch, 1. * epoch / (end_time - start_time))
print >> sys.stderr, ('The code for file ' +
os.path.split(__file__)[1] +
' ran for %.1fs' % ((end_time - start_time)))

if __name__ == '__main__':
sgd_optimization_mnist()

Intel® Core™ i3-2100 CPU @ 3.10GHz × 4上，这个代码的速度是3.562382 epochs/sec然后跑74 epochs，得到测试错误率为7.489%。