Regularization

Regularization

Deep Learning models have so much flexibility and capacity that overfitting can be a serious problem, if the training dataset is not big enough. Sure it does well on the training set, but the learned network doesn’t generalize to new examples that it has never seen!
You will learn to: Use regularization in your deep learning models.

1、Non-regularized model

You will use the following neural network (already implemented for you below). This model can be used:
in regularization mode – by setting the lambd input to a non-zero value. We use “lambd” instead of “lambda” because “lambda” is a reserved keyword in Python.
in dropout mode – by setting the keep_prob to a value less than one
You will first try the model without any regularization. Then, you will implement:
L2 regularization – functions: “compute_cost_with_regularization()” and “backward_propagation_with_regularization()”
Dropout – functions: “forward_propagation_with_dropout()” and “backward_propagation_with_dropout()”

def model(X, Y, learning_rate = 0.3, num_iterations = 30000, print_cost = True, lambd = 0, keep_prob = 1):

    """
    Implements a three-layer neural network: LINEAR->RELU->LINEAR->RELU->LINEAR->SIGMOID
    Arguments:
    X -- input data, of shape (input size, number of examples)
    Y -- true "label" vector (1 for blue dot / 0 for red dot), of shape (output size, number of examples)
    learning_rate -- learning rate of the optimization
    num_iterations -- number of iterations of the optimization loop
    print_cost -- If True, print the cost every 10000 iterations
    lambd -- regularization hyperparameter, scalar
    keep_prob - probability of keeping a neuron active during drop-out, scalar.
    Returns:
    parameters -- parameters learned by the model. They can then be used to predict.
    """     
    
    grads = {}
    costs = []                            # to keep track of the cost
    m = X.shape[1]                        # number of examples
    layers_dims = [X.shape[0], 20, 3, 1]
    # Initialize parameters dictionary.
    parameters = initialize_parameters(layers_dims)
    # Loop (gradient descent)
    for i in range(0, num_iterations):
        # Forward propagation: LINEAR -> RELU -> LINEAR -> RELU -> LINEAR -> SIGMOID.
        if keep_prob == 1:
            a3, cache = forward_propagation(X, parameters)
        elif keep_prob < 1:
            a3, cache = forward_propagation_with_dropout(X, parameters, keep_prob)
        # Cost function
        if lambd == 0:
            cost = compute_cost(a3, Y)
        else:
            cost = compute_cost_with_regularization(a3, Y, parameters, lambd)
            
        # Backward propagation.
        assert(lambd==0 or keep_prob==1)    # it is possible to use both L2 regularization and dropout, 
                                            # but this assignment will only explore one at a time
        if lambd == 0 and keep_prob == 1:
            grads = backward_propagation(X, Y, cache)
        elif lambd != 0:
            grads = backward_propagation_with_regularization(X, Y, cache, lambd)
        elif keep_prob < 1:
            grads = backward_propagation_with_dropout(X, Y, cache, keep_prob)
        # Update parameters.
        parameters = update_parameters(parameters, grads, learning_rate)     
        # Print the loss every 10000 iterations
        if print_cost and i % 10000 == 0:
            print("Cost after iteration {}: {}".format(i, cost))
        if print_cost and i % 1000 == 0:
            costs.append(cost)
    # plot the cost
    plt.plot(costs)
    plt.ylabel('cost')
    plt.xlabel('iterations (x1,000)')
    plt.title("Learning rate =" + str(learning_rate))
    plt.show()
    
    return parameters

Let’s train the model without any regularization, and observe the accuracy on the train/test sets.

parameters = model(train_X, train_Y)
print ("On the training set:")
predictions_train = predict(train_X, train_Y, parameters)
print ("On the test set:")
predictions_test = predict(test_X, test_Y, parameters)

Cost after iteration 0: 0.6557412523481002
Cost after iteration 10000: 0.1632998752572419
Cost after iteration 20000: 0.13851642423239133

On the training set:
Accuracy: 0.947867298578
On the test set:
Accuracy: 0.915

The train accuracy is 94.8% while the test accuracy is 91.5%. This is the baseline model (you will observe the impact of regularization on this model).
The non-regularized model is obviously overfitting the training set. It is fitting the noisy points! Lets now look at two techniques to reduce overfitting.

2 - L2 Regularization

The standard way to avoid overfitting is called L2 regularization. It consists of appropriately modifying your cost function, from:

#GRADED FUNCTION: compute_cost_with_regularization
def compute_cost_with_regularization(A3, Y, parameters, lambd):
    """
    Implement the cost function with L2 regularization. See formula (2) above.    
    Arguments:
    A3 -- post-activation, output of forward propagation, of shape (output size, number of examples)
    Y -- "true" labels vector, of shape (output size, number of examples)
    parameters -- python dictionary containing parameters of the model    
    Returns:
    cost - value of the regularized loss function (formula (2))
    """
    m = Y.shape[1]
    W1 = parameters["W1"]
    W2 = parameters["W2"]
    W3 = parameters["W3"]
    cross_entropy_cost = compute_cost(A3, Y) # This gives you the cross-entropy part of the cost
    ### START CODE HERE ### (approx. 1 line)
    L2_regularization_cost = (1./m*lambd/2)*(np.sum(np.square(W1)) + np.sum(np.square(W2)) + np.sum(np.square(W3)))
    ### END CODER HERE ###
    cost = cross_entropy_cost + L2_regularization_cost
    return cost

A3, Y_assess, parameters = compute_cost_with_regularization_test_case()
print("cost = " + str(compute_cost_with_regularization(A3, Y_assess, parameters, lambd = 0.1)))

cost = 1.78648594516
Of course, because you changed the cost, you have to change backward propagation as well! All the gradients have to be computed with respect to this new cost.
Exercise: Implement the changes needed in backward propagation to take into account regularization. The changes only concern dW1, dW2 and dW3. For each, you have to add the regularization term’s gradient

Observations:
The value of 𝜆λ is a hyperparameter that you can tune using a dev set.
L2 regularization makes your decision boundary smoother. If 𝜆λ is too large, it is also possible to “oversmooth”, resulting in a model with high bias.
What is L2-regularization actually doing?:
L2-regularization relies on the assumption that a model with small weights is simpler than a model with large weights. Thus, by penalizing the square values of the weights in the cost function you drive all the weights to smaller values. It becomes too costly for the cost to have large weights! This leads to a smoother model in which the output changes more slowly as the input changes.
What you should remember – the implications of L2-regularization on: - The cost computation: - A regularization term is added to the cost - The backpropagation function: - There are extra terms in the gradients with respect to weight matrices - Weights end up smaller (“weight decay”): - Weights are pushed to smaller values.

3 - Dropout

Finally, dropout is a widely used regularization technique that is specific to deep learning. It randomly shuts down some neurons in each iteration. Watch these two videos to see what this means!

At each iteration, you shut down (= set to zero) each neuron of a layer with probability 1−𝑘𝑒𝑒𝑝_𝑝𝑟𝑜𝑏1−keep_prob or keep it with probability 𝑘𝑒𝑒𝑝_𝑝𝑟𝑜𝑏keep_prob (50% here). The dropped neurons don’t contribute to the training in both the forward and backward propagations of the iteration.

1𝑠𝑡1st layer: we shut down on average 40% of the neurons. 3𝑟𝑑3rd layer: we shut down on average 20% of the neurons.
When you shut some neurons down, you actually modify your model. The idea behind drop-out is that at each iteration, you train a different model that uses only a subset of your neurons. With dropout, your neurons thus become less sensitive to the activation of one other specific neuron, because that other neuron might be shut down at any time.

Note:
A common mistake when using dropout is to use it both in training and testing. You should use dropout (randomly eliminate nodes) only in training.
Deep learning frameworks like tensorflow, PaddlePaddle, keras or caffe come with a dropout layer implementation. Don’t stress - you will soon learn some of these frameworks.
What you should remember about dropout: - Dropout is a regularization technique. - You only use dropout during training. Don’t use dropout (randomly eliminate nodes) during test time. - Apply dropout both during forward and backward propagation. - During training time, divide each dropout layer by keep_prob to keep the same expected value for the activations. For example, if keep_prob is 0.5, then we will on average shut down half the nodes, so the output will be scaled by 0.5 since only the remaining half are contributing to the solution. Dividing by 0.5 is equivalent to multiplying by 2. Hence, the output now has the same expected value. You can check that this works even when keep_prob is other values than 0.5.

Note that regularization hurts training set performance! This is because it limits the ability of the network to overfit to the training set. But since it ultimately gives better test accuracy, it is helping your system.
Congratulations for finishing this assignment! And also for revolutionizing French football. 😃
What we want you to remember from this notebook: - Regularization will help you reduce overfitting. - Regularization will drive your weights to lower values. - L2 regularization and Dropout are two very effective regularization techniques.