首先,我们以一个双层神经网络为例展示神经网络关于数据标签的计算过程(即前向传播)。
其中, W l W^l Wl和 b l b^l bl分别表示第 l l l层神经元的权重参数和偏置项, s l = W l T a l − 1 + b l s^l = {W^l}^Ta^{l-1} + b^l sl=WlTal−1+bl。 g l g^l gl表示第 l l l层神经元的激活函数,不同层可以选取不同的函数作为激活函数。 a l a^l al表示第 l l l层神经元的输出。本例最终的输出 a 2 a^2 a2即是该神经网络针对数据集 X X X计算得到的预测值 y ^ \hat y y^。
我们可以构建出本神经网络的成本函数
J
(
y
^
)
J(\hat y)
J(y^)。一个常见的方式是采用最小二乘法,使得残差最小化:
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J(\hat y) = \frac {1}{m} \sum\limits_{i=1}^{m}(y_i - \hat y_i)^2 = \frac {1}{m} (Y - \hat Y)^T(Y - \hat Y)
J(y^)=m1i=1∑m(yi−y^i)2=m1(Y−Y^)T(Y−Y^)
我们以上图为例,将每层神经元的计算过程以数学公式表示:
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\begin{cases} s^1 = W^1a^0 + b^1 \\ a^1 = g^1(s^1) \end{cases} \\ \begin{cases} s^2 = W^2a^1 + b^2 \\ a^2 = g^2(s^2) \end{cases}
{s1=W1a0+b1a1=g1(s1){s2=W2a1+b2a2=g2(s2)
然后,我们来扩展成本函数
J
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y
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J(\hat y)
J(y^):
J
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\begin{aligned} & J(\hat y) = J(a^2) = J[g^2(s^2)] = J[g^2(W^2a^1 + b^2)] = J\{g^2[W^2g^1(W^1a^0 +b^1) + b^2]\} \\ & = J\{g^2[W^2g^1(W^1X +b^1) + b^2]\} \end{aligned}
J(y^)=J(a2)=J[g2(s2)]=J[g2(W2a1+b2)]=J{g2[W2g1(W1a0+b1)+b2]}=J{g2[W2g1(W1X+b1)+b2]}
为易于观察,对于不同函数
J
,
g
2
,
g
1
J, g^2, g^1
J,g2,g1,上式采用了不同的括号。上式即嵌套的函数:
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J(\hat y) = J(g^2(g^1(X)))
J(y^)=J(g2(g1(X)))。因此,使得成本函数
J
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y
^
)
J(\hat y)
J(y^)最小化,我们可以使用梯度下降法得到此例中的自变量
W
1
,
W
2
,
b
1
W^1, W^2, b^1
W1,W2,b1和
b
2
b^2
b2:
{
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{
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\begin{cases} W^2 = W^2 -\alpha \bigtriangledown J(W^2) \\ b^2 = b^2 -\alpha \bigtriangledown J(b^2) \end{cases} \\ \begin{cases} W^1 = W^1 -\alpha \bigtriangledown J(W^1) \\ b^1 = b^1 -\alpha \bigtriangledown J(b^1) \end{cases}
{W2=W2−α▽J(W2)b2=b2−α▽J(b2){W1=W1−α▽J(W1)b1=b1−α▽J(b1)
通用的更新公式为:
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W^l = W^l -\alpha \bigtriangledown J(W^l) \\ b^l = b^l -\alpha \bigtriangledown J(b^l)
Wl=Wl−α▽J(Wl)bl=bl−α▽J(bl)
上式便是神经网络的反向传播算法,即其学习策略。下面我将继续以文章开始处的例子详细解释反向传播算法。
其中,
d
W
l
dW^l
dWl和
d
b
l
db^l
dbl分别表示成本函数
J
J
J对于
W
l
W^l
Wl和
b
l
b^l
bl的偏导数,
d
s
1
ds^1
ds1亦是如此。我们可以先计算一下
W
2
W^2
W2和
b
2
b^2
b2的更新公式(因为它们离成本函数最近,偏导的计算量最小):
{
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\begin{cases} W^2 = W^2 -\alpha \bigtriangledown J(W^2) \\ b^2 = b^2 -\alpha \bigtriangledown J(b^2) \end{cases}
{W2=W2−α▽J(W2)b2=b2−α▽J(b2)
其中,
▽
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\bigtriangledown J(W^2) = \frac {\partial J}{\partial W^2} = dW^2
▽J(W2)=∂W2∂J=dW2,
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\bigtriangledown J(b^2) = \frac {\partial J}{\partial b^2} = db^2
▽J(b2)=∂b2∂J=db2。
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da^2 = \begin{bmatrix} da^2_1 \\ da^2_2 \\ \vdots \\ da^2_{l_2} \end{bmatrix} = \begin{bmatrix} \frac {\partial J}{\partial a^2_1} \\ \frac {\partial J}{\partial a^2_2} \\ \vdots \\ \frac {\partial J}{\partial a^2_{l_2}} \end{bmatrix} = \begin{bmatrix} - \frac {2}{m}(y_{1i} - a^2_{1i}) \\ - \frac {2}{m}(y_{2i} - a^2_{2i}) \\ \vdots \\ - \frac {2}{m}(y_{{l_2}i} - a^2_{{l_2}i}) \end{bmatrix}
da2=⎣⎢⎢⎢⎡da12da22⋮dal22⎦⎥⎥⎥⎤=⎣⎢⎢⎢⎢⎡∂a12∂J∂a22∂J⋮∂al22∂J⎦⎥⎥⎥⎥⎤=⎣⎢⎢⎢⎡−m2(y1i−a1i2)−m2(y2i−a2i2)⋮−m2(yl2i−al2i2)⎦⎥⎥⎥⎤
其中,
l
2
l_2
l2表示神经网络第2层的神经元数目,
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J = \frac {1}{m} \sum\limits_{i=1}^{m}(y_i - \hat y_i)^2
J=m1i=1∑m(yi−y^i)2。
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ds^2 = \begin{bmatrix} ds^2_1 \\ ds^2_2 \\ \vdots \\ ds^2_{l_2} \end{bmatrix} = \begin{bmatrix} da^2_1g^{2\prime}(s^2_1) \\ da^2_2g^{2\prime}(s^2_2) \\ \vdots \\ da^2_{l_2}g^{2\prime}(s^2_{l_2}) \end{bmatrix} = \begin{bmatrix} g^{2\prime}(s^2_1) & 0 & \dots & 0 \\ 0 & g^{2\prime}(s^2_2) & \dots & 0 \\ \vdots \\ 0 & 0 &\dots & g^{2\prime}(s^2_{l_2}) \end{bmatrix} \begin{bmatrix} da^2_1 \\ da^2_2 \\ \vdots \\ da^2_{l_2} \end{bmatrix} = \begin{bmatrix} g^{2\prime}(s^2_1) & 0 & \dots & 0 \\ 0 & g^{2\prime}(s^2_2) & \dots & 0 \\ \vdots \\ 0 & 0 &\dots & g^{2\prime}(s^2_{l_2}) \end{bmatrix} da^2
ds2=⎣⎢⎢⎢⎡ds12ds22⋮dsl22⎦⎥⎥⎥⎤=⎣⎢⎢⎢⎡da12g2′(s12)da22g2′(s22)⋮dal22g2′(sl22)⎦⎥⎥⎥⎤=⎣⎢⎢⎢⎡g2′(s12)0⋮00g2′(s22)0………00g2′(sl22)⎦⎥⎥⎥⎤⎣⎢⎢⎢⎡da12da22⋮dal22⎦⎥⎥⎥⎤=⎣⎢⎢⎢⎡g2′(s12)0⋮00g2′(s22)0………00g2′(sl22)⎦⎥⎥⎥⎤da2
然后,求
d
W
2
dW^2
dW2和
d
b
2
db^2
db2:
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T
dW^2 = \begin{bmatrix} dw^2_{11} & dw^2_{12} & \dots & dw^2_{1l_1} \\ dw^2_{21} & dw^2_{22} & \dots & dw^2_{2l_1} \\ \vdots \\ dw^2_{l_21} & dw^2_{l_22} & \dots & dw^2_{l_2l_1} \end{bmatrix} = \begin{bmatrix} ds^2_1a^1_1 & ds^2_1a^1_2 & \dots & ds^2_1a^1_{l_1} \\ ds^2_2a^1_1 & ds^2_2a^1_2 & \dots & ds^2_2a^1_{l_1} \\ \vdots \\ ds^2_{l_2}a^1_1 & ds^2_{l_2}a^1_2 & \dots & ds^2_{l_2}a^1_{l_1} \\ \end{bmatrix} = \begin{bmatrix} ds^2_1 \\ ds^2_2 \\ \vdots \\ ds^2_{l_2} \end{bmatrix} \begin{bmatrix} a^1_1 & a^1_2 & \dots & a^1_{l_1} \end{bmatrix} = ds^2{a^1}^T
dW2=⎣⎢⎢⎢⎡dw112dw212⋮dwl212dw122dw222dwl222………dw1l12dw2l12dwl2l12⎦⎥⎥⎥⎤=⎣⎢⎢⎢⎡ds12a11ds22a11⋮dsl22a11ds12a21ds22a21dsl22a21………ds12al11ds22al11dsl22al11⎦⎥⎥⎥⎤=⎣⎢⎢⎢⎡ds12ds22⋮dsl22⎦⎥⎥⎥⎤[a11a21…al11]=ds2a1T
d b 2 = [ d b 1 2 d b 2 2 ⋮ d b l 2 2 ] = [ d s 1 2 d s 2 2 ⋮ d s l 2 2 ] = d s 2 db^2 = \begin{bmatrix} db^2_1 \\ db^2_2 \\ \vdots \\ db^2_{l_2} \end{bmatrix} = \begin{bmatrix} ds^2_1 \\ ds^2_2 \\ \vdots \\ ds^2_{l_2} \end{bmatrix} = ds^2 db2=⎣⎢⎢⎢⎡db12db22⋮dbl22⎦⎥⎥⎥⎤=⎣⎢⎢⎢⎡ds12ds22⋮dsl22⎦⎥⎥⎥⎤=ds2
对于
W
1
W^1
W1和
b
1
b^1
b1的更新公式:
{
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=
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1
−
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▽
J
(
W
1
)
b
1
=
b
1
−
α
▽
J
(
b
1
)
\begin{cases} W^1 = W^1 -\alpha \bigtriangledown J(W^1) \\ b^1 = b^1 -\alpha \bigtriangledown J(b^1) \end{cases}
{W1=W1−α▽J(W1)b1=b1−α▽J(b1)
其中,
▽
J
(
W
1
)
=
d
s
1
a
0
T
\bigtriangledown J(W^1) = ds^1 {a^0}^T
▽J(W1)=ds1a0T,
▽
J
(
b
1
)
=
d
s
1
\bigtriangledown J(b^1) = ds^1
▽J(b1)=ds1(推导过程同上)。其中:
d
s
1
=
[
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1
′
(
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ds^1 = \begin{bmatrix} g^{1\prime}(s^1_1) & 0 & \dots & 0 \\ 0 & g^{1\prime}(s^1_2) & \dots & 0 \\ \vdots \\ 0 & 0 &\dots & g^{1\prime}(s^1_{l_1}) \end{bmatrix} da^1
ds1=⎣⎢⎢⎢⎡g1′(s11)0⋮00g1′(s21)0………00g1′(sl11)⎦⎥⎥⎥⎤da1
d a 1 = [ d a 1 1 d a 2 1 ⋮ d a l 1 1 ] = [ d s 2 T [ w 11 2 w 21 2 … w l 2 1 2 ] T d s 2 T [ w 12 2 w 22 2 … w l 2 2 2 ] T ⋮ d s 2 T [ w 1 l 1 2 w 2 l 1 2 … w l 2 l 1 2 ] T ] = W 2 T d s 2 da^1 = \begin{bmatrix} da^1_1 \\ da^1_2 \\ \vdots \\ da^1_{l_1} \end{bmatrix} = \begin{bmatrix} {ds^2}^T \begin{bmatrix} w^2_{11} & w^2_{21} & \dots & w^2_{l_21}\end{bmatrix}^T \\ {ds^2}^T \begin{bmatrix} w^2_{12} & w^2_{22} & \dots & w^2_{l_22}\end{bmatrix}^T \\ \vdots \\ {ds^2}^T \begin{bmatrix} w^2_{1l_1} & w^2_{2l_1} & \dots & w^2_{l_2l_1}\end{bmatrix}^T \end{bmatrix} = {W^2}^Tds^2 da1=⎣⎢⎢⎢⎡da11da21⋮dal11⎦⎥⎥⎥⎤=⎣⎢⎢⎢⎢⎡ds2T[w112w212…wl212]Tds2T[w122w222…wl222]T⋮ds2T[w1l12w2l12…wl2l12]T⎦⎥⎥⎥⎥⎤=W2Tds2
因此,根据链式规则可得更为通用的公式:
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ds^l = g^{l\prime}(s^l){W^{l+1}}^Tds^{l+1} \\ ds^{last} = g^{last\prime}(s^{last}) \frac {\partial J}{\partial a^{last}}
dsl=gl′(sl)Wl+1Tdsl+1dslast=glast′(slast)∂alast∂J
最后,我将本例的前向传播和反向传播的图示结合起来,并给出完整的反向传播更新公式。
{ W l = W l − α ▽ J ( W l ) = W l − α d s l a l − 1 T b l = b l − α ▽ J ( b l ) = b l − α d s l { d s l = g l ′ ( s l ) W l + 1 T d s l + 1 d s l a s t = g l a s t ′ ( s l a s t ) ∂ J ∂ a l a s t \begin{aligned} & \begin{cases} W^l = W^l -\alpha \bigtriangledown J(W^l) = W^l - \alpha ds^l {a^{l-1}}^T\\ b^l = b^l -\alpha \bigtriangledown J(b^l) = b^l - \alpha ds^l \end{cases} \\ & \begin{cases} ds^l = g^{l\prime}(s^l){W^{l+1}}^Tds^{l+1} \\ ds^{last} = g^{last\prime}(s^{last}) \frac {\partial J}{\partial a^{last}} \end{cases} \end{aligned} {Wl=Wl−α▽J(Wl)=Wl−αdslal−1Tbl=bl−α▽J(bl)=bl−αdsl{dsl=gl′(sl)Wl+1Tdsl+1dslast=glast′(slast)∂alast∂J