深度学习作业L2W2:Optimization methods

本次实验主要介绍L2第二周的各项优化技术的实现。

batch梯度下降

简单的batch梯度下降更新公式为w = w - learning_rate*dw

# GRADED FUNCTION: update_parameters_with_gd

def update_parameters_with_gd(parameters, grads, learning_rate):
    """
    Update parameters using one step of gradient descent
    
    Arguments:
    parameters -- python dictionary containing your parameters to be updated:
                    parameters['W' + str(l)] = Wl
                    parameters['b' + str(l)] = bl
    grads -- python dictionary containing your gradients to update each parameters:
                    grads['dW' + str(l)] = dWl
                    grads['db' + str(l)] = dbl
    learning_rate -- the learning rate, scalar.
    
    Returns:
    parameters -- python dictionary containing your updated parameters 
    """

    L = len(parameters) // 2 # number of layers in the neural networks

    # Update rule for each parameter
    for l in range(L):
        ### START CODE HERE ### (approx. 2 lines)
        parameters["W" + str(l+1)] = parameters["W" + str(l+1)] - learning_rate*grads["dW" + str(l+1)]
        parameters["b" + str(l+1)] = parameters["b" + str(l+1)] - learning_rate*grads["db" + str(l+1)]
        ### END CODE HERE ###
        
    return parameters

Mini-Batch Gradient descent

我们首先将训练集X随机打乱以保证分出的每个batch分布大体一致。随后每次迭代只训练一个batch就进行参数更新。注意不要忘了最后剩下的不足一个batch的部分

# GRADED FUNCTION: random_mini_batches

def random_mini_batches(X, Y, mini_batch_size = 64, seed = 0):
    """
    Creates a list of random minibatches from (X, Y)
    
    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 (1, number of examples)
    mini_batch_size -- size of the mini-batches, integer
    
    Returns:
    mini_batches -- list of synchronous (mini_batch_X, mini_batch_Y)
    """
    
    np.random.seed(seed)            # To make your "random" minibatches the same as ours
    m = X.shape[1]                  # number of training examples
    mini_batches = []
        
    # Step 1: Shuffle (X, Y)
    permutation = list(np.random.permutation(m))
    shuffled_X = X[:, permutation]
    shuffled_Y = Y[:, permutation].reshape((1,m))

    # Step 2: Partition (shuffled_X, shuffled_Y). Minus the end case.
    num_complete_minibatches = math.floor(m/mini_batch_size) # number of mini batches of size mini_batch_size in your partitionning
    for k in range(0, num_complete_minibatches):
        ### START CODE HERE ### (approx. 2 lines)
        mini_batch_X = shuffled_X[:, k*mini_batch_size:(k+1)*mini_batch_size]
        mini_batch_Y = shuffled_Y[:, k*mini_batch_size:(k+1)*mini_batch_size]
        ### END CODE HERE ###
        mini_batch = (mini_batch_X, mini_batch_Y)
        mini_batches.append(mini_batch)
    
    # Handling the end case (last mini-batch < mini_batch_size)
    if m % mini_batch_size != 0:
        ### START CODE HERE ### (approx. 2 lines)
        mini_batch_X = shuffled_X[:, (k+1)*mini_batch_size:]
        mini_batch_Y = shuffled_Y[:, (k+1)*mini_batch_size:]
        ### END CODE HERE ###
        mini_batch = (mini_batch_X, mini_batch_Y)
        mini_batches.append(mini_batch)
    
    return mini_batches

Momentum

初始化滑动平均值数组,其shape应当和w,b的shape相同

def initialize_velocity(parameters):
    """
    Initializes the velocity as a python dictionary with:
                - keys: "dW1", "db1", ..., "dWL", "dbL" 
                - values: numpy arrays of zeros of the same shape as the corresponding gradients/parameters.
    Arguments:
    parameters -- python dictionary containing your parameters.
                    parameters['W' + str(l)] = Wl
                    parameters['b' + str(l)] = bl
    
    Returns:
    v -- python dictionary containing the current velocity.
                    v['dW' + str(l)] = velocity of dWl
                    v['db' + str(l)] = velocity of dbl
    """
    
    L = len(parameters) // 2 # number of layers in the neural networks
    v = {}
    
    # Initialize velocity
    for l in range(L):
        ### START CODE HERE ### (approx. 2 lines)
        v["dW" + str(l+1)] = np.zeros(parameters["W" + str(l+1)].shape)
        v["db" + str(l+1)] = np.zeros(parameters["b" + str(l+1)].shape)
        ### END CODE HERE ###
        
    return v

对于每轮迭代,计算出v值后再进行参数更新

# GRADED FUNCTION: update_parameters_with_momentum

def update_parameters_with_momentum(parameters, grads, v, beta, learning_rate):
    """
    Update parameters using Momentum
    
    Arguments:
    parameters -- python dictionary containing your parameters:
                    parameters['W' + str(l)] = Wl
                    parameters['b' + str(l)] = bl
    grads -- python dictionary containing your gradients for each parameters:
                    grads['dW' + str(l)] = dWl
                    grads['db' + str(l)] = dbl
    v -- python dictionary containing the current velocity:
                    v['dW' + str(l)] = ...
                    v['db' + str(l)] = ...
    beta -- the momentum hyperparameter, scalar
    learning_rate -- the learning rate, scalar
    
    Returns:
    parameters -- python dictionary containing your updated parameters 
    v -- python dictionary containing your updated velocities
    """

    L = len(parameters) // 2 # number of layers in the neural networks
    
    # Momentum update for each parameter
    for l in range(L):
        
        ### START CODE HERE ### (approx. 4 lines)
        # compute velocities
        v["dW" + str(l+1)] = beta*v["dW" + str(l+1)] + (1-beta)*grads["dW" + str(l+1)]
        v["db" + str(l+1)] = beta*v["db" + str(l+1)] + (1-beta)*grads["db" + str(l+1)]
        # update parameters
        parameters["W" + str(l+1)] = parameters["W" + str(l+1)] - v["dW" + str(l+1)]*learning_rate
        parameters["b" + str(l+1)] = parameters["b" + str(l+1)] - v["db" + str(l+1)]*learning_rate
        ### END CODE HERE ###
        
    return parameters, v

Adam

在momentum的基础上还要计算参数平方的滑动平均值矩阵

# GRADED FUNCTION: initialize_adam

def initialize_adam(parameters) :
    """
    Initializes v and s as two python dictionaries with:
                - keys: "dW1", "db1", ..., "dWL", "dbL" 
                - values: numpy arrays of zeros of the same shape as the corresponding gradients/parameters.
    
    Arguments:
    parameters -- python dictionary containing your parameters.
                    parameters["W" + str(l)] = Wl
                    parameters["b" + str(l)] = bl
    
    Returns: 
    v -- python dictionary that will contain the exponentially weighted average of the gradient.
                    v["dW" + str(l)] = ...
                    v["db" + str(l)] = ...
    s -- python dictionary that will contain the exponentially weighted average of the squared gradient.
                    s["dW" + str(l)] = ...
                    s["db" + str(l)] = ...

    """
    
    L = len(parameters) // 2 # number of layers in the neural networks
    v = {}
    s = {}
    
    # Initialize v, s. Input: "parameters". Outputs: "v, s".
    for l in range(L):
    ### START CODE HERE ### (approx. 4 lines)
        v["dW" + str(l+1)] = np.zeros(parameters["W" + str(l+1)].shape)
        v["db" + str(l+1)] = np.zeros(parameters["b" + str(l+1)].shape)
        s["dW" + str(l+1)] = np.zeros(parameters["W" + str(l+1)].shape)
        s["db" + str(l+1)] = np.zeros(parameters["b" + str(l+1)].shape)
    ### END CODE HERE ###
    
    return v, s

每次迭代先计算出v值和s值,并且计算出偏差修正后的v和s,利用v s更新参数

# GRADED FUNCTION: update_parameters_with_adam

def update_parameters_with_adam(parameters, grads, v, s, t, learning_rate = 0.01,
                                beta1 = 0.9, beta2 = 0.999,  epsilon = 1e-8):
    """
    Update parameters using Adam
    
    Arguments:
    parameters -- python dictionary containing your parameters:
                    parameters['W' + str(l)] = Wl
                    parameters['b' + str(l)] = bl
    grads -- python dictionary containing your gradients for each parameters:
                    grads['dW' + str(l)] = dWl
                    grads['db' + str(l)] = dbl
    v -- Adam variable, moving average of the first gradient, python dictionary
    s -- Adam variable, moving average of the squared gradient, python dictionary
    learning_rate -- the learning rate, scalar.
    beta1 -- Exponential decay hyperparameter for the first moment estimates 
    beta2 -- Exponential decay hyperparameter for the second moment estimates 
    epsilon -- hyperparameter preventing division by zero in Adam updates

    Returns:
    parameters -- python dictionary containing your updated parameters 
    v -- Adam variable, moving average of the first gradient, python dictionary
    s -- Adam variable, moving average of the squared gradient, python dictionary
    """
    
    L = len(parameters) // 2                 # number of layers in the neural networks
    v_corrected = {}                         # Initializing first moment estimate, python dictionary
    s_corrected = {}                         # Initializing second moment estimate, python dictionary
    
    # Perform Adam update on all parameters
    for l in range(L):
        # Moving average of the gradients. Inputs: "v, grads, beta1". Output: "v".
        ### START CODE HERE ### (approx. 2 lines)
        v["dW" + str(l+1)] = beta1*v["dW" + str(l+1)] + (1-beta1)*grads["dW" + str(l+1)]
        v["db" + str(l+1)] = beta1*v["db" + str(l+1)] + (1-beta1)*grads["db" + str(l+1)]
        ### END CODE HERE ###

        # Compute bias-corrected first moment estimate. Inputs: "v, beta1, t". Output: "v_corrected".
        ### START CODE HERE ### (approx. 2 lines)
        v_corrected["dW" + str(l+1)] = v["dW" + str(l+1)]/(1-np.power(beta1, t))
        v_corrected["db" + str(l+1)] =  v["db" + str(l+1)]/(1-np.power(beta1, t))
        ### END CODE HERE ###

        # Moving average of the squared gradients. Inputs: "s, grads, beta2". Output: "s".
        ### START CODE HERE ### (approx. 2 lines)
        s["dW" + str(l+1)] = beta2*s["dW" + str(l+1)] + (1-beta2)*grads["dW" + str(l+1)]*grads["dW" + str(l+1)]
        s["db" + str(l+1)] = beta2*s["db" + str(l+1)] + (1-beta2)*grads["db" + str(l+1)]*grads["db" + str(l+1)]
        ### END CODE HERE ###

        # Compute bias-corrected second raw moment estimate. Inputs: "s, beta2, t". Output: "s_corrected".
        ### START CODE HERE ### (approx. 2 lines)
        s_corrected["dW" + str(l+1)] = s["dW" + str(l+1)]/(1-np.power(beta2, t))
        s_corrected["db" + str(l+1)] = s["db" + str(l+1)]/(1-np.power(beta2, t))
        ### END CODE HERE ###

        # Update parameters. Inputs: "parameters, learning_rate, v_corrected, s_corrected, epsilon". Output: "parameters".
        ### START CODE HERE ### (approx. 2 lines)
        parameters["W" + str(l+1)] = parameters["W" + str(l+1)] - learning_rate* v_corrected["dW" + str(l+1)]/(np.sqrt(s_corrected["dW" + str(l+1)]+epsilon))
        parameters["b" + str(l+1)] = parameters["b" + str(l+1)] - learning_rate* v_corrected["db" + str(l+1)]/(np.sqrt(s_corrected["db" + str(l+1)]+epsilon))
        ### END CODE HERE ###

    return parameters, v, s

货比三家

相同训练轮数下
mini-batch 梯度下降:
在这里插入图片描述
mini-batch梯度下降+momentum
在这里插入图片描述
mini-batch梯度下降+Adam
在这里插入图片描述
可见Adam算法优化的确是最快的。

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