/*
* Training: unsupervised learning of feedforward (unfolding) LDA by back propagation
*/
public static void TrainingBP_LDA(
SparseMatrix TrainData,
SparseMatrix TestData,
paramModel_t paramModel,
paramTrain_t paramTrain,
string ModelFile,
string ResultFile
)
{
// ---- Extract the parameters ----
// Model parameters
int nInput = paramModel.nInput;
int nHid = paramModel.nHid;
int nHidLayer = paramModel.nHidLayer;
int nOutput = paramModel.nOutput;
float eta = paramModel.eta;
float T_value = paramModel.T_value;
string OutputType = paramModel.OutputType;
float beta = paramModel.beta;
// Training parameters
int nEpoch = paramTrain.nEpoch;
float mu_Phi = paramTrain.mu_Phi;
float mu_U = paramTrain.mu_U;
int nTrain = paramTrain.nTrain;
float mu_Phi_ReduceFactor = paramTrain.mu_Phi_ReduceFactor;
string LearnRateSchedule = paramTrain.LearnRateSchedule;
int nSamplesPerDisplay = paramTrain.nSamplesPerDisplay;
int nEpochPerSave = paramTrain.nEpochPerSave;
int nEpochPerTest = paramTrain.nEpochPerTest;
int nEpochPerDump = paramTrain.nEpochPerDump;
// ---- Initialize the model ----
ModelInit_LDA_Feedforward(paramModel);
// ---- Initialize the training algorithm ----
Console.WriteLine("#################################################################");
Console.WriteLine("jvking version of BP-LDA: Mirror-Descent Back Propagation");
Console.WriteLine("#################################################################");
float TotLoss = 0.0f;
float TotCE = 0.0f;
double TotTime = 0.0f;
double TotTimeThisEpoch = 0.0f;
int TotSamples = 0;
int TotSamplesThisEpoch = 0;
double AvgnHidLayerEffective = 0.0;
int CntRunningAvg = 0;
int CntModelUpdate = 0;
DenseRowVector mu_phi_search = new DenseRowVector(nHid, mu_Phi);
DenseRowVector TestLoss_pool = new DenseRowVector(nEpoch / nEpochPerTest, 0.0f);
DenseRowVector TestLoss_epoch = new DenseRowVector(nEpoch / nEpochPerTest, 0.0f);
DenseRowVector TestLoss_time = new DenseRowVector(nEpoch / nEpochPerTest, 0.0f);
int CountTest = 0;
DenseRowVector G_Phi_pool = new DenseRowVector(paramModel.nHidLayer);
DenseRowVector G_Phi_trunc_pool = new DenseRowVector(paramModel.nHidLayer, 0.0f);
DenseRowVector AdaGradSum = new DenseRowVector(nHid, 0.0f);
DenseRowVector TmpDenseRowVec = new DenseRowVector(nHid, 0.0f);
int[] SparsePatternGradPhi = null;
float nLearnLineSearch = 0.0f;
int[] IdxPerm = null;
int BatchSize_NormalBatch = paramTrain.BatchSize;
int BatchSize_tmp = paramTrain.BatchSize;
int nBatch = (int)Math.Ceiling(((float)nTrain) / ((float)BatchSize_NormalBatch));
DNNRun_t DNNRun_NormalBatch = new DNNRun_t(nHid, BatchSize_NormalBatch, paramModel.nHidLayer, nOutput);
DNNRun_t DNNRun_EndBatch = new DNNRun_t(nHid, nTrain - (nBatch - 1) * BatchSize_NormalBatch, paramModel.nHidLayer, nOutput);
DNNRun_t DNNRun = null;
Grad_t Grad = new Grad_t(nHid, nOutput, nInput, paramModel.nHidLayer, OutputType);
DenseMatrix TmpGradDense = new DenseMatrix(nInput, nHid);
DenseMatrix TmpMatDensePhi = new DenseMatrix(nInput, nHid);
paramModel_t paramModel_avg = new paramModel_t(paramModel);
Stopwatch stopWatch = new Stopwatch();
// ---- Compute the schedule of the learning rate
double[] stepsize_pool = null;
switch (LearnRateSchedule)
{
case "PreCompute":
stepsize_pool = PrecomputeLearningRateSchedule(nBatch, nEpoch, mu_Phi, mu_Phi / mu_Phi_ReduceFactor, 1e-8f);
break;
case "Constant":
stepsize_pool = new double[nEpoch];
for (int Idx = 0; Idx < nEpoch; Idx++)
{
stepsize_pool[Idx] = mu_Phi;
}
break;
default:
throw new Exception("Unknown type of LearnRateSchedule");
}
// Now start training.........................
for (int epoch = 0; epoch < nEpoch; epoch++)
{
TotSamplesThisEpoch = 0;
TotTimeThisEpoch = 0.0;
AvgnHidLayerEffective = 0.0;
// -- Set the batch size if there is schedule --
if (paramTrain.flag_BachSizeSchedule)
{
if (paramTrain.BachSizeSchedule.TryGetValue(epoch + 1, out BatchSize_tmp))
{
BatchSize_NormalBatch = BatchSize_tmp;
nBatch = (int)Math.Ceiling(((float)nTrain) / ((float)BatchSize_NormalBatch));
DNNRun_NormalBatch = new DNNRun_t(nHid, BatchSize_NormalBatch, paramModel.nHidLayer, nOutput);
DNNRun_EndBatch = new DNNRun_t(nHid, nTrain - (nBatch - 1) * BatchSize_NormalBatch, paramModel.nHidLayer, nOutput);
}
}
// -- Shuffle the data (generating shuffled index) --
IdxPerm = Statistics.RandPerm(nTrain);
// -- Reset the (MDA) inference step-sizes --
if (epoch > 0)
{
for (int Idx = 0; Idx < paramModel.nHidLayer; Idx++)
{
paramModel.T[Idx] = T_value;
}
}
// -- Take the learning rate for the current epoch --
mu_Phi = (float)stepsize_pool[epoch];
// -- Start this epoch --
Console.WriteLine("############## Epoch #{0}. BatchSize: {1} Learning Rate: {2} ##################", epoch + 1, BatchSize_NormalBatch, mu_Phi);
for (int IdxBatch = 0; IdxBatch < nBatch; IdxBatch++)
{
stopWatch.Start();
// Extract the batch
int BatchSize = 0;
if (IdxBatch < nBatch - 1)
{
BatchSize = BatchSize_NormalBatch;
DNNRun = DNNRun_NormalBatch;
}
else
{
BatchSize = nTrain - IdxBatch * BatchSize_NormalBatch;
DNNRun = DNNRun_EndBatch;
}
SparseMatrix Xt = new SparseMatrix(nInput, BatchSize);
SparseMatrix Dt = null;
int[] IdxSample = new int[BatchSize];
Array.Copy(IdxPerm, IdxBatch * BatchSize_NormalBatch, IdxSample, 0, BatchSize);
TrainData.GetColumns(Xt, IdxSample);
// Set the sparse pattern for the gradient
SparsePatternGradPhi = Xt.GetHorizontalUnionSparsePattern();
Grad.SetSparsePatternForAllGradPhi(SparsePatternGradPhi);
// Forward activation
LDA_Learn.ForwardActivation_LDA(Xt, DNNRun, paramModel, true);
// Back propagation
LDA_Learn.BackPropagation_LDA(Xt, Dt, DNNRun, paramModel, Grad);
// Compute the gradient and update the model (All gradients of Phi are accumulated into Grad.grad_Q_Phi)
MatrixOperation.ScalarDivideMatrix(Grad.grad_Q_Phi, (-1.0f) * ((beta - 1) / ((float)nTrain)), paramModel.Phi, true);
MatrixOperation.MatrixAddMatrix(Grad.grad_Q_Phi, Grad.grad_Q_TopPhi);
mu_phi_search.FillValue(mu_Phi);
// Different learning rate for different columns of Phi: Similar to AdaGrad but does not decay with time
++CntModelUpdate;
MatrixOperation.ElementwiseMatrixMultiplyMatrix(TmpMatDensePhi, Grad.grad_Q_Phi, Grad.grad_Q_Phi);
MatrixOperation.VerticalSumMatrix(TmpDenseRowVec, TmpMatDensePhi);
MatrixOperation.ScalarMultiplyVector(TmpDenseRowVec, 1.0f / ((float)nInput));
MatrixOperation.VectorSubtractVector(TmpDenseRowVec, AdaGradSum);
MatrixOperation.ScalarMultiplyVector(TmpDenseRowVec, 1.0f / CntModelUpdate);
MatrixOperation.VectorAddVector(AdaGradSum, TmpDenseRowVec);
MatrixOperation.ElementwiseSquareRoot(TmpDenseRowVec, AdaGradSum);
MatrixOperation.ScalarAddVector(TmpDenseRowVec, mu_Phi);
MatrixOperation.ElementwiseVectorDivideVector(mu_phi_search, mu_phi_search, TmpDenseRowVec);
nLearnLineSearch = SMD_Update(paramModel.Phi, Grad.grad_Q_Phi, mu_phi_search, eta);
// Running average of the model
if (paramTrain.flag_RunningAvg && epoch >= (int)Math.Ceiling(((float)nEpoch) / 2.0f))
{
++CntRunningAvg;
MatrixOperation.MatrixSubtractMatrix(TmpMatDensePhi, paramModel.Phi, paramModel_avg.Phi);
MatrixOperation.ScalarMultiplyMatrix(TmpMatDensePhi, 1.0f / CntRunningAvg);
MatrixOperation.MatrixAddMatrix(paramModel_avg.Phi, TmpMatDensePhi);
}
// Display the result
TotCE += ComputeCrossEntropy(Xt, paramModel.Phi,DNNRun.theta_pool, DNNRun.nHidLayerEffective);
TotLoss = TotCE;
TotSamples += BatchSize;
TotSamplesThisEpoch += BatchSize;
AvgnHidLayerEffective = (((float)(TotSamplesThisEpoch-BatchSize))/((float)TotSamplesThisEpoch))*AvgnHidLayerEffective
+ (1.0/((float)TotSamplesThisEpoch))*( DNNRun.nHidLayerEffective.Sum());
stopWatch.Stop();
TimeSpan ts = stopWatch.Elapsed;
TotTime += ts.TotalSeconds;
TotTimeThisEpoch += ts.TotalSeconds;
stopWatch.Reset();
if (TotSamplesThisEpoch % nSamplesPerDisplay == 0)
{
// Display results
Console.WriteLine(
"* Ep#{0}/{1} Bat#{2}/{3}. Loss={4:F3}. CE={5:F3}. Speed={6} Samples/Sec.",
epoch + 1, nEpoch,
IdxBatch + 1, nBatch,
TotLoss / TotSamples, TotCE / TotSamples,
(int)((double)TotSamplesThisEpoch / TotTimeThisEpoch)
);
if (paramTrain.DebugLevel == DebugLevel_t.medium)
{
Console.WriteLine(
" muPhiMax={0} \n muPhiMin={1}",
mu_phi_search.VectorValue.Max(), mu_phi_search.VectorValue.Min()
);
Console.WriteLine();
}
if (paramTrain.DebugLevel == DebugLevel_t.high)
{
Console.WriteLine(
" muPhiMax={0} \n muPhiMin={1}",
mu_phi_search.VectorValue.Max(), mu_phi_search.VectorValue.Min()
);
Console.WriteLine(
" AvgnHidLayerEff={0:F1}. G_Phi={1:F3}.",
AvgnHidLayerEffective,
Grad.grad_Q_Phi.MaxAbsValue()
);
Console.WriteLine();
}
}
}
// -- Test --
if ((epoch + 1) % nEpochPerTest == 0)
{
TestLoss_epoch.VectorValue[(epoch + 1) / nEpochPerTest - 1] = epoch + 1;
TestLoss_time.VectorValue[(epoch + 1) / nEpochPerTest - 1] = (float)TotTime;
if (paramTrain.flag_RunningAvg && epoch >= (int)Math.Ceiling(((float)nEpoch) / 2.0f))
{
TestLoss_pool.VectorValue[(epoch + 1) / nEpochPerTest - 1] = Testing_BP_LDA(TestData, paramModel_avg, paramTrain.BatchSize_Test);
}
else
{
TestLoss_pool.VectorValue[(epoch + 1) / nEpochPerTest - 1] = Testing_BP_LDA(TestData, paramModel, paramTrain.BatchSize_Test);
}
CountTest++;
}
// -- Save --
if ((epoch + 1) % nEpochPerSave == 0)
{
// Save model
if (paramTrain.flag_RunningAvg && epoch >= (int)Math.Ceiling(((float)nEpoch) / 2.0f))
{
string PhiCol = null;
(new FileInfo(ResultFile + ".model.Phi")).Directory.Create();
StreamWriter FileSaveModel = new StreamWriter(ResultFile + ".model.Phi", false);
for (int IdxCol = 0; IdxCol < paramModel_avg.Phi.nCols; IdxCol++)
{
PhiCol = String.Join("\t", paramModel_avg.Phi.DenseMatrixValue[IdxCol].VectorValue);
FileSaveModel.WriteLine(PhiCol);
}
FileSaveModel.Close();
// Save the final learning curves
StreamWriter FileSavePerf = new StreamWriter(ResultFile + ".perf", false);
FileSavePerf.WriteLine(String.Join("\t", TestLoss_epoch.VectorValue));
FileSavePerf.WriteLine(String.Join("\t", TestLoss_time.VectorValue));
FileSavePerf.WriteLine(String.Join("\t", TestLoss_pool.VectorValue));
FileSavePerf.Close();
}
{
string PhiCol = null;
(new FileInfo(ResultFile + ".model.Phi")).Directory.Create();
StreamWriter FileSaveModel = new StreamWriter(ResultFile + ".model.Phi", false);
for (int IdxCol = 0; IdxCol < paramModel.Phi.nCols; IdxCol++)
{
PhiCol = String.Join("\t", paramModel.Phi.DenseMatrixValue[IdxCol].VectorValue);
FileSaveModel.WriteLine(PhiCol);
}
FileSaveModel.Close();
// Save the final learning curves
StreamWriter FileSavePerf = new StreamWriter(ResultFile + ".perf", false);
FileSavePerf.WriteLine(String.Join("\t", TestLoss_epoch.VectorValue));
FileSavePerf.WriteLine(String.Join("\t", TestLoss_time.VectorValue));
FileSavePerf.WriteLine(String.Join("\t", TestLoss_pool.VectorValue));
FileSavePerf.Close();
}
}
// -- Dump feature --
if (paramTrain.flag_DumpFeature && (epoch + 1) % nEpochPerDump == 0)
{
if (paramTrain.flag_RunningAvg && epoch >= (int)Math.Ceiling(((float)nEpoch) / 2.0f))
{
DumpingFeature_BP_LDA(TrainData, paramModel_avg, paramTrain.BatchSize_Test, ResultFile + ".train.fea", "Train");
DumpingFeature_BP_LDA(TestData, paramModel_avg, paramTrain.BatchSize_Test, ResultFile + ".test.fea", "Test");
}
{
DumpingFeature_BP_LDA(TrainData, paramModel, paramTrain.BatchSize_Test, ResultFile + ".train.fea", "Train");
DumpingFeature_BP_LDA(TestData, paramModel, paramTrain.BatchSize_Test, ResultFile + ".test.fea", "Test");
}
}
}
}
