下载地址：DeepLearningToolBox
学习RBM代码之前，需要一些基本的RBM的知识。
网上有很多参考资料，我借鉴一篇写的很好的系列文章，看下来也差不多能看懂了，博客地址：http://blog.csdn.net/itplus/article/details/19168937
目录如下
（五）梯度计算公式
通过学习上面的系列文章，基本上理解了RBM的原理，接下来动手学习toolbox中对应的RBM第二部分代码。
本文一下内容转自博客：原文地址
1.mnistclassify.m
MINST手写数字库的识别部分和前面的降维部分其实很相似。首先它也是预训练整个网络，只不过在MINST识别时，预训练的网络部分需要包括输出softmax部分，且这部分预训练时是用的有监督方法的。在微调部分的不同体现在：MINST降维部分是用的无监督方法，即数据的标签为原始的输入数据。而MINST识别部分数据的标签为训练样本的实际标签
在进行MINST手写数字体识别的时候，需要计算加入了softmax部分的网络的代价函数，作者的程序中给出了2个函数。其中第一个函数用于预训练softmax分类器：
function [f, df] = CG_CLASSIFY_INIT(VV,Dim,w3probs,target);
该函数是专门针对softmax分类器那部分预训练用的，因为一开始的rbm预训练部分没有包括输出层softmax网络。输入参数VV表示整个网络的权值向量（也包括了softmax那一部分），Dim为sofmmax对应部分的2层网络节点个数的向量，w3probs为训练softmax所用的样本集，target为对应样本集的标签。f和df分别为softmax网络的代价函数和代价函数的偏导数。
另一个才是真正的计算网络微调的代价函数：
function [f, df] = CG_CLASSIFY(VV,Dim,XX,target);
函数输入值VV代表网络的参数向量，Dim为每层网络的节点数向量，XX为训练样本集，target为训练样本集的标签，f和df分别为整个网络的代价函数以及代价函数的偏导数。
实验结果：
作者采用的1个输入层，3个隐含层和一个softmax分类层的输出层，网络的节点数依次为：784-500-500-2000-10。
其最终识别的错误率为：1.2%.
% Version 1.000
%
% Code provided by Ruslan Salakhutdinov and Geoff Hinton
%
% Permission is granted for anyone to copy, use, modify, or distribute this
% program and accompanying programs and documents for any purpose, provided
% this copyright notice is retained and prominently displayed, along with
% a note saying that the original programs are available from our
% web page.
% The programs and documents are distributed without any warranty, express or
% implied. As the programs were written for research purposes only, they have
% not been tested to the degree that would be advisable in any important
% application. All use of these programs is entirely at the user's own risk.
% This program pretrains a deep autoencoder for MNIST dataset
% You can set the maximum number of epochs for pretraining each layer
% and you can set the architecture of the multilayer net.
clc
clear all
close all
maxepoch=5; %50
numhid=500; numpen=500; numpen2=2000;
fprintf(1,'Converting Raw files into Matlab format \n');
converter;
fprintf(1,'Pretraining a deep autoencoder. \n');
fprintf(1,'The Science paper used 50 epochs. This uses %3i \n', maxepoch);
makebatches;
[numcases numdims numbatches]=size(batchdata);
fprintf(1,'Pretraining Layer 1 with RBM: %d-%d \n',numdims,numhid);
restart=1;
rbm;
hidrecbiases=hidbiases;
save mnistvhclassify vishid hidrecbiases visbiases;
fprintf(1,'\nPretraining Layer 2 with RBM: %d-%d \n',numhid,numpen);
batchdata=batchposhidprobs;
numhid=numpen;
restart=1;
rbm;
hidpen=vishid; penrecbiases=hidbiases; hidgenbiases=visbiases;
save mnisthpclassify hidpen penrecbiases hidgenbiases;
fprintf(1,'\nPretraining Layer 3 with RBM: %d-%d \n',numpen,numpen2);
batchdata=batchposhidprobs;
numhid=numpen2;
restart=1;
rbm;
hidpen2=vishid; penrecbiases2=hidbiases; hidgenbiases2=visbiases;
save mnisthp2classify hidpen2 penrecbiases2 hidgenbiases2;
backpropclassify;
2. backpropclassfiy.m
maxepoch=200;
fprintf(1,'\nTraining discriminative model on MNIST by minimizing cross entropy error. \n');
fprintf(1,'60 batches of 1000 cases each. \n');
load mnistvhclassify %载入3个rbm网络的预训练好了的权值
load mnisthpclassify
load mnisthp2classify
makebatches;
[numcases numdims numbatches]=size(batchdata);
N=numcases;
%%%% PREINITIALIZE WEIGHTS OF THE DISCRIMINATIVE MODEL%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
w1=[vishid; hidrecbiases];
w2=[hidpen; penrecbiases];
w3=[hidpen2; penrecbiases2];
w_class = 0.1*randn(size(w3,2)+1,10); %因为要分类，所以最后一层直接输出10个节点，类似softmax分类器
%%%%%%%%%% END OF PREINITIALIZATIO OF WEIGHTS %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
l1=size(w1,1)-1;
l2=size(w2,1)-1;
l3=size(w3,1)-1;
l4=size(w_class,1)-1;
l5=10;
test_err=[];
train_err=[];
for epoch = 1:maxepoch %200
%%%%%%%%%%%%%%%%%%%% COMPUTE TRAINING MISCLASSIFICATION ERROR %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
err=0;
err_cr=0;
counter=0;
[numcases numdims numbatches]=size(batchdata);
N=numcases;
for batch = 1:numbatches
data = [batchdata(:,:,batch)];
target = [batchtargets(:,:,batch)];
data = [data ones(N,1)];
w1probs = 1./(1 + exp(-data*w1)); w1probs = [w1probs ones(N,1)];
w2probs = 1./(1 + exp(-w1probs*w2)); w2probs = [w2probs ones(N,1)];
w3probs = 1./(1 + exp(-w2probs*w3)); w3probs = [w3probs ones(N,1)];
targetout = exp(w3probs*w_class);
targetout = targetout./repmat(sum(targetout,2),1,10); %softmax分类器
[I J]=max(targetout,[],2);%J是索引值
[I1 J1]=max(target,[],2);
counter=counter+length(find(J==J1));% length(find(J==J1))表示为预测值和网络输出值相等的个数
err_cr = err_cr- sum(sum( target(:,1:end).*log(targetout))) ;
end
train_err(epoch)=(numcases*numbatches-counter);%每次迭代的训练误差
train_crerr(epoch)=err_cr/numbatches;
%%%%%%%%%%%%%% END OF COMPUTING TRAINING MISCLASSIFICATION ERROR %%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%% COMPUTE TEST MISCLASSIFICATION ERROR %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
err=0;
err_cr=0;
counter=0;
[testnumcases testnumdims testnumbatches]=size(testbatchdata);
N=testnumcases;
for batch = 1:testnumbatches
data = [testbatchdata(:,:,batch)];
target = [testbatchtargets(:,:,batch)];
data = [data ones(N,1)];
w1probs = 1./(1 + exp(-data*w1)); w1probs = [w1probs ones(N,1)];
w2probs = 1./(1 + exp(-w1probs*w2)); w2probs = [w2probs ones(N,1)];
w3probs = 1./(1 + exp(-w2probs*w3)); w3probs = [w3probs ones(N,1)];
targetout = exp(w3probs*w_class);
targetout = targetout./repmat(sum(targetout,2),1,10);
[I J]=max(targetout,[],2);
[I1 J1]=max(target,[],2);
counter=counter+length(find(J==J1));
err_cr = err_cr- sum(sum( target(:,1:end).*log(targetout))) ;
end
test_err(epoch)=(testnumcases*testnumbatches-counter); %测试样本的误差，这都是在预训练基础上得到的结果
test_crerr(epoch)=err_cr/testnumbatches;
fprintf(1,'Before epoch %d Train # misclassified: %d (from %d). Test # misclassified: %d (from %d) \t \t \n',...
epoch,train_err(epoch),numcases*numbatches,test_err(epoch),testnumcases*testnumbatches);
%%%%%%%%%%%%%% END OF COMPUTING TEST MISCLASSIFICATION ERROR %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
tt=0;
for batch = 1:numbatches/10
fprintf(1,'epoch %d batch %d\r',epoch,batch);
%%%%%%%%%%% COMBINE 10 MINIBATCHES INTO 1 LARGER MINIBATCH %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
tt=tt+1;
data=[];
targets=[];
for kk=1:10
data=[data
batchdata(:,:,(tt-1)*10+kk)];
targets=[targets
batchtargets(:,:,(tt-1)*10+kk)];
end
%%%%%%%%%%%%%%% PERFORM CONJUGATE GRADIENT WITH 3 LINESEARCHES %%%%%%%%%%%%%%%%%%%%%%%%%%%%%
max_iter=3;
if epoch<6 % First update top-level weights holding other weights fixed. 前6次迭代都是针对softmax部分的预训练
N = size(data,1);
XX = [data ones(N,1)];
w1probs = 1./(1 + exp(-XX*w1)); w1probs = [w1probs ones(N,1)];
w2probs = 1./(1 + exp(-w1probs*w2)); w2probs = [w2probs ones(N,1)];
w3probs = 1./(1 + exp(-w2probs*w3)); %w3probs = [w3probs ones(N,1)];
VV = [w_class(:)']';
Dim = [l4; l5];
[X, fX] = minimize(VV,'CG_CLASSIFY_INIT',max_iter,Dim,w3probs,targets);
w_class = reshape(X,l4+1,l5);
else
VV = [w1(:)' w2(:)' w3(:)' w_class(:)']';
Dim = [l1; l2; l3; l4; l5];
[X, fX] = minimize(VV,'CG_CLASSIFY',max_iter,Dim,data,targets);
w1 = reshape(X(1:(l1+1)*l2),l1+1,l2);
xxx = (l1+1)*l2;
w2 = reshape(X(xxx+1:xxx+(l2+1)*l3),l2+1,l3);
xxx = xxx+(l2+1)*l3;
w3 = reshape(X(xxx+1:xxx+(l3+1)*l4),l3+1,l4);
xxx = xxx+(l3+1)*l4;
w_class = reshape(X(xxx+1:xxx+(l4+1)*l5),l4+1,l5);
end
%%%%%%%%%%%%%%% END OF CONJUGATE GRADIENT WITH 3 LINESEARCHES %%%%%%%%%%%%%%%%%%%%%%%%%%%%%
end
save mnistclassify_weights w1 w2 w3 w_class
save mnistclassify_error test_err test_crerr train_err train_crerr;
end
function [f, df] = CG_CLASSIFY_INIT(VV,Dim,w3probs,target);%只有2层网络
l1 = Dim(1);
l2 = Dim(2);
N = size(w3probs,1);%N为训练样本的个数
% Do decomversion.
w_class = reshape(VV,l1+1,l2);
w3probs = [w3probs ones(N,1)];
targetout = exp(w3probs*w_class);
targetout = targetout./repmat(sum(targetout,2),1,10);
f = -sum(sum( target(:,1:end).*log(targetout))) ;%f位softmax分类器的误差函数
IO = (targetout-target(:,1:end));
Ix_class=IO;
dw_class = w3probs'*Ix_class; %偏导值
df = [dw_class(:)']';4.CG_CLASSIFY.m
function [f, df] = CG_CLASSIFY(VV,Dim,XX,target);
l1 = Dim(1);
l2 = Dim(2);
l3= Dim(3);
l4= Dim(4);
l5= Dim(5);
N = size(XX,1);
% Do decomversion.
w1 = reshape(VV(1:(l1+1)*l2),l1+1,l2);
xxx = (l1+1)*l2;
w2 = reshape(VV(xxx+1:xxx+(l2+1)*l3),l2+1,l3);
xxx = xxx+(l2+1)*l3;
w3 = reshape(VV(xxx+1:xxx+(l3+1)*l4),l3+1,l4);
xxx = xxx+(l3+1)*l4;
w_class = reshape(VV(xxx+1:xxx+(l4+1)*l5),l4+1,l5);
XX = [XX ones(N,1)];
w1probs = 1./(1 + exp(-XX*w1)); w1probs = [w1probs ones(N,1)];
w2probs = 1./(1 + exp(-w1probs*w2)); w2probs = [w2probs ones(N,1)];
w3probs = 1./(1 + exp(-w2probs*w3)); w3probs = [w3probs ones(N,1)];
targetout = exp(w3probs*w_class);
targetout = targetout./repmat(sum(targetout,2),1,10);
f = -sum(sum( target(:,1:end).*log(targetout))) ;
IO = (targetout-target(:,1:end));
Ix_class=IO;
dw_class = w3probs'*Ix_class;
Ix3 = (Ix_class*w_class').*w3probs.*(1-w3probs);
Ix3 = Ix3(:,1:end-1);
dw3 = w2probs'*Ix3;
Ix2 = (Ix3*w3').*w2probs.*(1-w2probs);
Ix2 = Ix2(:,1:end-1);
dw2 = w1probs'*Ix2;
Ix1 = (Ix2*w2').*w1probs.*(1-w1probs);
Ix1 = Ix1(:,1:end-1);
dw1 = XX'*Ix1;
df = [dw1(:)' dw2(:)' dw3(:)' dw_class(:)']';实验总结：
1. 终于阅读了一个RBM的源码了，以前看那些各种公式的理论，现在有了对应的code，读对应的code起来就是爽！
2. 这里由于用的是整个图片进行训练（不是用的它们的patch部分），所以没有对应的convolution和pooling，因此预训练网络结构时下一个rbm网络的输入就是上一个rbm网络的输出，且当没有加入softmax时的微调阶段用的依旧是无监督的学习（此时的标签依旧为原始的输入数据）；而当加入了softmax后的微调部分用的就是训练样本的真实标签了，因为此时需要进行分类。
3. 深度越深，则网络的微调时间越长，需要很多时间收敛，即使是进行了预训练。
4. 暂时还没弄懂要是针对大图片采用covolution训练时，第二层网络的数据来源是什么，有可能和上面的一样，是上层网络的输出（但是此时微调怎么办呢，不用标签数据？）也有可能是大图片经过第一层网络covolution，pooling后的输出值（如果是这样的话，网络的代价函数就不好弄了，因为里面有convolution和pooling操作）。
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