前向计算
含有数据输入层,1个以上隐藏层,1个输出层。各层神经元之间全连接,同一层的神经元之间无连接。
在图中,
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⋅
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f
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z
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z^{(l)}=W^{(l)}\cdot a^{(l-1)}+b^{(l)}\\ a^{(l)}=f^{(l)}(z^{(l)})
z(l)=W(l)⋅a(l−1)+b(l)a(l)=f(l)(z(l))
其中
f
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⋅
)
f(\cdot)
f(⋅)是激励函数,
a
a
a是该层的输出值
变量关系:
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⋯
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⋯
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z^{1}=g_{1}(x,W^{1})\\ z^{2}=g_{2}(z^{1},W^{2})\\ \cdots\\ z^{l-1}=g_{l-1}(z^{l-2},W^{l-1})\\ z^{l}=g_{l}(z^{l-1},W^{l})\\ z^{l+1}=g_{l+1}(z^{l},W^{l+1})\\ \cdots\\ z^{L}=g_{L}(z^{L-1},W^{L})\\ y=f_{L}(z^{L})\\ J(W,y)
z1=g1(x,W1)z2=g2(z1,W2)⋯zl−1=gl−1(zl−2,Wl−1)zl=gl(zl−1,Wl)zl+1=gl+1(zl,Wl+1)⋯zL=gL(zL−1,WL)y=fL(zL)J(W,y)
变量依赖:
J
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J(W,y)
J(W,y)与
x
x
x的依赖关系:
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J(W,y)=J(W,f(g_{L}(...g_{2}(g_{1}(x,W^{1}),W^{2})...,W^{L}))
J(W,y)=J(W,f(gL(...g2(g1(x,W1),W2)...,WL))
J
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W
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y
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J(W,y)
J(W,y)与
z
1
z^{1}
z1的依赖关系:
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J(W,y)=J(W,f(g_{L}(...g_{2}(z^{1},W^{2})...,W^{L}))
J(W,y)=J(W,f(gL(...g2(z1,W2)...,WL))
J
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W
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y
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J(W,y)
J(W,y)与
z
2
z^{2}
z2的依赖关系:
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J(W,y)=J(W,f(g_{L}(..g_{3}(z^{2},W^{3})...,W^{L}))
J(W,y)=J(W,f(gL(..g3(z2,W3)...,WL))
… …
J
(
W
,
y
)
J(W,y)
J(W,y)与
z
l
z^{l}
zl的依赖关系:
J
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J(W,y)=J(W,f(g_{L}(..g_{l+1}(z^{l},W^{l+1})...,W^{L}))
J(W,y)=J(W,f(gL(..gl+1(zl,Wl+1)...,WL))
反向传播
目标是最小化损失函数,通过梯度下降:
W
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∂
J
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∂
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∂
1
N
∑
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N
J
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∂
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J
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∂
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W^{(l)}=W^{(l)}-\alpha \frac{\partial J(W,\bm{b})}{\partial W^{(l)}} =W^{(l)}-\alpha \frac{\partial \frac{1}{N}\sum_{i=1}^{N}J(W,\bm{b};\bm{x}^{(i)},y^{(i)})}{\partial W^{(l)}}\\ \bm{b}^{(l)}=\bm{b}^{(l)}-\alpha \frac{\partial J(W,\bm{b})}{\partial \bm{b}^{(l)}} =\bm{b}^{(l)}-\alpha \frac{\partial \frac{1}{N}\sum_{i=1}^{N}J(W,\bm{b};\bm{x}^{(i)},y^{(i)})}{\partial \bm{b}^{(l)}}
W(l)=W(l)−α∂W(l)∂J(W,b)=W(l)−α∂W(l)∂N1∑i=1NJ(W,b;x(i),y(i))b(l)=b(l)−α∂b(l)∂J(W,b)=b(l)−α∂b(l)∂N1∑i=1NJ(W,b;x(i),y(i))
局部梯度迭代:
第
l
l
l层
z
l
z^{l}
zl的梯度为
δ
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l
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\delta^{(l)}
δ(l):
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J
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∂
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∂
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⋅
∂
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∂
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⋅
∂
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∂
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∂
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⋅
δ
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\delta^{(l)}=\frac{\partial J(W,b;x,y)}{\partial z^{(l)}}=\frac{\partial z^{(l+1)}}{\partial z^{(l)}}\cdot \frac{\partial J(W,b;x,y)}{\partial z^{(l+1)}}\\ =\frac{\partial a^{(l)}}{\partial z^{(l)}}\cdot \frac{\partial z^{(l+1)}}{\partial a^{(l)}}\cdot \frac{\partial J(W,b;x,y)}{\partial z^{(l+1)}}\\ =\frac{\partial a^{(l)}}{\partial z^{(l)}}\cdot \frac{\partial z^{(l+1)}}{\partial a^{(l)}}\cdot \delta^{(l+1)}
δ(l)=∂z(l)∂J(W,b;x,y)=∂z(l)∂z(l+1)⋅∂z(l+1)∂J(W,b;x,y)=∂z(l)∂a(l)⋅∂a(l)∂z(l+1)⋅∂z(l+1)∂J(W,b;x,y)=∂z(l)∂a(l)⋅∂a(l)∂z(l+1)⋅δ(l+1)
上述的形式是矩阵优化的形式,下面求具体的某一个连接参数的优化迭代式:
第
l
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1
l+1
l+1层的梯度
δ
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l
+
1
)
\delta^{(l+1)}
δ(l+1)已知,求此时的
l
l
l层的梯度
δ
(
l
)
\delta^{(l)}
δ(l)
对于第
j
j
j个神经元输出值
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1
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f
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z_{j}^{(l+1)}=\sum_{i}a_{i}^{(l)}w_{ij}^{(l+1)}=\sum_{i}f_{i}^{(l)}(z_{i}^{(l)})w_{ij}^{(l+1)}
zj(l+1)=∑iai(l)wij(l+1)=∑ifi(l)(zi(l))wij(l+1),
由上式可得到:
∂
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∂
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∂
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\frac{\partial z_{j}^{(l+1)}}{\partial z_{i}^{(l)}}=\frac{\partial a_{i}^{l}}{\partial z_{i}^{(l)}}\cdot \frac{\partial z_{j}^{(l+1)}}{\partial a_{i}^{(l)}}=f_{i}^{'(l)}(z_{i}^{(l)})w_{ij}^{(l+1)}
∂zi(l)∂zj(l+1)=∂zi(l)∂ail⋅∂ai(l)∂zj(l+1)=fi′(l)(zi(l))wij(l+1)
第
l
l
l层第
i
i
i个输出值
z
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l
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z_{i}^{(l)}
zi(l)的梯度为:
δ
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∂
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∑
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∂
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∑
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\delta_{i}^{(l)}=\frac{\partial L}{\partial z_{i}^{(l)}}=\sum_{j}\frac{\partial z_{j}^{(l+1)}}{\partial z_{i}^{(l)}}\frac{\partial L}{\partial z_{j}^{(l+1)}}=\sum_{j}\frac{\partial z_{j}^{(l+1)}}{\partial z_{i}^{(l)}}\delta_{j}^{(l+1)}\\ =\sum_{j}f_{i}^{'(l)}(z_{i}^{(l)})w_{ij}^{(l+1)}\delta_{j}^{(l+1)}=f_{i}^{'(l)}(z_{i}^{(l)})\sum_{j}w_{ij}^{(l+1)}\delta_{j}^{(l+1)}
δi(l)=∂zi(l)∂L=j∑∂zi(l)∂zj(l+1)∂zj(l+1)∂L=j∑∂zi(l)∂zj(l+1)δj(l+1)=j∑fi′(l)(zi(l))wij(l+1)δj(l+1)=fi′(l)(zi(l))j∑wij(l+1)δj(l+1)
最后一层输出层的梯度为:
δ
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∂
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∂
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∂
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\delta_{o}^{(L)}=\frac{\partial L}{\partial z_{o}^{(L)}}=\frac{\partial a_{o}^{L}}{\partial z_{o}^{(L)}}\frac{\partial L}{\partial a_{o}^{L}}=f_{o}^{'(L)}(z_{0}^{(L)})\frac{\partial L}{\partial a_{o}^{L}}
δo(L)=∂zo(L)∂L=∂zo(L)∂aoL∂aoL∂L=fo′(L)(z0(L))∂aoL∂L
梯度更新沿着网络反向计算:
求解
z
i
(
l
)
z_{i}^{(l)}
zi(l)对应的权重
{
w
k
i
(
l
)
}
k
=
1
K
(
K
\{w_{ki}^{(l)}\}_{k=1}^{K}(K
{wki(l)}k=1K(K表示
l
−
1
l-1
l−1层的神经元个数)和偏置
b
i
(
l
)
b_{i}^{(l)}
bi(l)的梯度:
∂
J
∂
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=
∂
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∂
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∂
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∂
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a
k
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1
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δ
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∂
J
∂
b
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=
∂
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∂
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∂
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∂
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δ
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\frac{\partial J}{\partial w_{ki}^{(l)}}=\frac{\partial z_{i}^{(l)}}{\partial w_{ki}^{(l)}}\frac{\partial J}{\partial z_{i}^{(l)}}=a_{k}^{(l-1)}\delta_{i}^{(l)}\\ \ \\ \frac{\partial J}{\partial b_{i}^{(l)}}=\frac{\partial z_{i}^{(l)}}{\partial b_{i}^{(l)}}\frac{\partial J}{\partial z_{i}^{(l)}}=\delta_{i}^{(l)}
∂wki(l)∂J=∂wki(l)∂zi(l)∂zi(l)∂J=ak(l−1)δi(l) ∂bi(l)∂J=∂bi(l)∂zi(l)∂zi(l)∂J=δi(l)
可总结出BP算法的一般步骤。
MLP的BP算法的步骤
(1)前向计算,并记录
z
i
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l
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z_{i}^{(l)}
zi(l)
(2)反向计算
z
i
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l
)
z_{i}^{(l)}
zi(l)的梯度
δ
i
(
l
)
\delta_{i}^{(l)}
δi(l):
先计算输出层:
δ
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=
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o
′
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L
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z
0
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∂
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∂
a
o
L
\delta_{o}^{L}=f_{o}^{'(L)}(z_{0}^{(L)})\frac{\partial L}{\partial a_{o}^{L}}
δoL=fo′(L)(z0(L))∂aoL∂L
从后向前依次计算:
δ
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f
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∑
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w
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δ
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\delta_{i}^{(l)}=f_{i}^{'(l)}(z_{i}^{(l)})\sum_{j}w_{ij}^{(l+1)}\delta_{j}^{(l+1)}
δi(l)=fi′(l)(zi(l))j∑wij(l+1)δj(l+1)
(3)计算权重和偏置参数的梯度:
∂
J
∂
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k
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∂
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∂
w
k
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∂
J
∂
z
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=
a
k
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l
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1
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δ
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∂
J
∂
b
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=
∂
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∂
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∂
J
∂
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δ
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\frac{\partial J}{\partial w_{ki}^{(l)}}=\frac{\partial z_{i}^{(l)}}{\partial w_{ki}^{(l)}}\frac{\partial J}{\partial z_{i}^{(l)}}=a_{k}^{(l-1)}\delta_{i}^{(l)}\\ \ \\ \frac{\partial J}{\partial b_{i}^{(l)}}=\frac{\partial z_{i}^{(l)}}{\partial b_{i}^{(l)}}\frac{\partial J}{\partial z_{i}^{(l)}}=\delta_{i}^{(l)}
∂wki(l)∂J=∂wki(l)∂zi(l)∂zi(l)∂J=ak(l−1)δi(l) ∂bi(l)∂J=∂bi(l)∂zi(l)∂zi(l)∂J=δi(l)