机器学习课程练习（一）——稀疏自动编码机

前言

斯坦福的UFLDL教程每一个章节都配有练习

本文是稀疏自动编码器这一章节的练习的解答

练习的目的是填补空缺代码，实现一个稀疏自动编码器，完成对8*8图片块的特征编码

具体内容可以浏览课程网页

sampleIMAGES函数的实现

function patches = sampleIMAGES()
% sampleIMAGES
% Returns 10000 patches for training

load IMAGES;    % load images from disk 

patchsize = 8;  % we'll use 8x8 patches 
numpatches = 10000;

% Initialize patches with zeros.  Your code will fill in this matrix--one
% column per patch, 10000 columns. 
patches = zeros(patchsize*patchsize, numpatches);

%% ---------- YOUR CODE HERE --------------------------------------
%  Instructions: Fill in the variable called "patches" using data 
%  from IMAGES.  
%  
%  IMAGES is a 3D array containing 10 images
%  For instance, IMAGES(:,:,6) is a 512x512 array containing the 6th image,
%  and you can type "imagesc(IMAGES(:,:,6)), colormap gray;" to visualize
%  it. (The contrast on these images look a bit off because they have
%  been preprocessed using using "whitening."  See the lecture notes for
%  more details.) As a second example, IMAGES(21:30,21:30,1) is an image
%  patch corresponding to the pixels in the block (21,21) to (30,30) of
%  Image 1
img_count = 10;
img_size = 512;
max_value = img_size - patchsize + 1;
patch_area = patchsize * patchsize;

for iter = 1:numpatches
    choose_image = randi(img_count);
    choose_row = randi(max_value);
    choose_col = randi(max_value);
    patches(:, iter) = reshape(IMAGES(choose_row:choose_row + 7,choose_col:choose_col + 7, choose_image),1,patch_area);
end

%% ---------------------------------------------------------------
% For the autoencoder to work well we need to normalize the data
% Specifically, since the output of the network is bounded between [0,1]
% (due to the sigmoid activation function), we have to make sure 
% the range of pixel values is also bounded between [0,1]
patches = normalizeData(patches);

end


%% ---------------------------------------------------------------
function patches = normalizeData(patches)

% Squash data to [0.1, 0.9] since we use sigmoid as the activation
% function in the output layer

% Remove DC (mean of images). 
patches = bsxfun(@minus, patches, mean(patches));

% Truncate to +/-3 standard deviations and scale to -1 to 1
pstd = 3 * std(patches(:));
patches = max(min(patches, pstd), -pstd) / pstd;

% Rescale from [-1,1] to [0.1,0.9]
patches = (patches + 1) * 0.4 + 0.1;

end

computeNumericalGradient函数的实现

function numgrad = computeNumericalGradient(J, theta)
% numgrad = computeNumericalGradient(J, theta)
% theta: a vector of parameters
% J: a function that outputs a real-number. Calling y = J(theta) will return the
% function value at theta. 
  
% Initialize numgrad with zeros
numgrad = zeros(size(theta));
%% ---------- YOUR CODE HERE --------------------------------------
% Instructions: 
% Implement numerical gradient checking, and return the result in numgrad.  
% (See Section 2.3 of the lecture notes.)
% You should write code so that numgrad(i) is (the numerical approximation to) the 
% partial derivative of J with respect to the i-th input argument, evaluated at theta.  
% I.e., numgrad(i) should be the (approximately) the partial derivative of J with 
% respect to theta(i).
%                
% Hint: You will probably want to compute the elements of numgrad one at a time. 

EPSILON = 0.0001 * eye(size(theta,1));
for iter = 1:size(theta,1)
    numgrad(iter) = (J(theta + EPSILON(:,iter)) - J(theta - EPSILON(:,iter)))/ 0.0002;
end

%% ---------------------------------------------------------------
end

sparseAutoencoderCost函数的实现

function [cost,grad] = sparseAutoencoderCost(theta, visibleSize, hiddenSize, ...
                                             lambda, sparsityParam, beta, data)

% visibleSize: the number of input units (probably 64) 
% hiddenSize: the number of hidden units (probably 25) 
% lambda: weight decay parameter
% sparsityParam: The desired average activation for the hidden units (denoted in the lecture
%                           notes by the greek alphabet rho, which looks like a lower-case "p").
% beta: weight of sparsity penalty term
% data: Our 64x10000 matrix containing the training data.  So, data(:,i) is the i-th training example. 
  
% The input theta is a vector (because minFunc expects the parameters to be a vector). 
% We first convert theta to the (W1, W2, b1, b2) matrix/vector format, so that this 
% follows the notation convention of the lecture notes. 

W1 = reshape(theta(1:hiddenSize*visibleSize), hiddenSize, visibleSize);
W2 = reshape(theta(hiddenSize*visibleSize+1:2*hiddenSize*visibleSize), visibleSize, hiddenSize);
b1 = theta(2*hiddenSize*visibleSize+1:2*hiddenSize*visibleSize+hiddenSize);
b2 = theta(2*hiddenSize*visibleSize+hiddenSize+1:end);

% Cost and gradient variables (your code needs to compute these values). 
% Here, we initialize them to zeros. 
cost = 0;
W1grad = zeros(size(W1)); 
W2grad = zeros(size(W2));
b1grad = zeros(size(b1)); 
b2grad = zeros(size(b2));

%% ---------- YOUR CODE HERE --------------------------------------
%  Instructions: Compute the cost/optimization objective J_sparse(W,b) for the Sparse Autoencoder,
%                and the corresponding gradients W1grad, W2grad, b1grad, b2grad.
%
% W1grad, W2grad, b1grad and b2grad should be computed using backpropagation.
% Note that W1grad has the same dimensions as W1, b1grad has the same dimensions
% as b1, etc.  Your code should set W1grad to be the partial derivative of J_sparse(W,b) with
% respect to W1.  I.e., W1grad(i,j) should be the partial derivative of J_sparse(W,b) 
% with respect to the input parameter W1(i,j).  Thus, W1grad should be equal to the term 
% [(1/m) \Delta W^{(1)} + \lambda W^{(1)}] in the last block of pseudo-code in Section 2.2 
% of the lecture notes (and similarly for W2grad, b1grad, b2grad).
% 
% Stated differently, if we were using batch gradient descent to optimize the parameters,
% the gradient descent update to W1 would be W1 := W1 - alpha * W1grad, and similarly for W2, b1, b2. 
% 

%训练数据个数
number_data = size(data,2);
%前向计算
a2 = sigmoid(W1 * data + repmat(b1,1,number_data));
a3 = sigmoid(W2 * a2 + repmat(b2,1,number_data));
%权重衰减
squared_W1 = W1.^2;
squared_W2 = W2.^2;
weight_decay = 0.5 * lambda * (sum(squared_W1(:)) + sum(squared_W2(:)));
%稀疏惩罚
roh_cup = sum(a2,2) ./ number_data;
KL1 = sparsityParam * log(sparsityParam ./ roh_cup) + (1 - sparsityParam) * log((1 - sparsityParam) ./ (1 - roh_cup));
KL = beta * sum(KL1(:));
roh_can = repmat(beta * (-sparsityParam ./ roh_cup + (1 - sparsityParam) ./ (1 - roh_cup)),1,number_data);
%均方误差
squared_error = (a3 - data).^2;
%代价函数
cost = 0.5 * sum(squared_error(:)) ./ number_data + weight_decay + KL;
%反向传播
delta3 = (a3 - data) .* a3 .* (1 - a3);
delta2 = (W2' * delta3 + roh_can) .* a2 .* (1 - a2);
W2grad = delta3 * a2' ./ number_data + lambda * W2;
W1grad = delta2 * data' ./ number_data + lambda * W1;
b2grad = sum(delta3,2) ./ number_data;
b1grad = sum(delta2,2) ./ number_data;

%-------------------------------------------------------------------
% After computing the cost and gradient, we will convert the gradients back
% to a vector format (suitable for minFunc).  Specifically, we will unroll
% your gradient matrices into a vector.

grad = [W1grad(:) ; W2grad(:) ; b1grad(:) ; b2grad(:)];

end

%-------------------------------------------------------------------
% Here's an implementation of the sigmoid function, which you may find useful
% in your computation of the costs and the gradients.  This inputs a (row or
% column) vector (say (z1, z2, z3)) and returns (f(z1), f(z2), f(z3)). 

function sigm = sigmoid(x)

    sigm = 1 ./ (1 + exp(-x));
end