受限玻尔兹曼机(RBM)

时间:2021-08-17 10:13:35

1.基于能量的模型(Energy-Based Models,EBM)

基于能量的模型(EBM)把我们所关心变量的各种组合和一个标量能量联系在一起。我们训练模型的过程就是不断改变标量能量的过程,因此就有了数学上期望的意义。比如,如果一个变量组合被认为是合理的,它同时也具有较小的能量。基于能量的概率模型通过能量函数来定义概率分布:

受限玻尔兹曼机(RBM)(1)

 其中,正则化因子Z被称为配分函数:

受限玻尔兹曼机(RBM)

EBM可以通过对原始数据的负对数似然函数来运用梯度下降来完成训练。我们的过程也可以分为两步:1定义对数似然函数;2.定义损失函数。

 对数似然函数:

受限玻尔兹曼机(RBM)

损失函数就是负对数似然函数:

受限玻尔兹曼机(RBM)

 

2.含有隐含层的EBM

在许多情况下,我们无法观察到样品的所有参数;或者有时候为了提高系统的表达能力,我们希望引入一些不可见参数。因此我们把样品的所有参数分为两部分:可见的x部分和不可见的h部分。

在这种情况下,x的概率可以表达为边缘概率的方式:

受限玻尔兹曼机(RBM)

为了让形式上和式(1)统一,我们引入*能量的概念:

受限玻尔兹曼机(RBM)

这样我们就可以把概率写为

受限玻尔兹曼机(RBM)

这样负对数似然函数梯度可以写成下面很有趣的形式:

受限玻尔兹曼机(RBM)

 上面的梯度可以分为正负两部分,正的部分可以通过减小*能量来增加训练数据的概率,而负的部分可以降低由模型生成的样品的可能性。

用解析的方法求梯度通常是非常困难的,因为需要计算受限玻尔兹曼机(RBM)

为了便于计算,我们要做的第一步是用确定数量的样品来进行估计,用来估计负梯度的样品叫做负粒子,梯度可以写成

受限玻尔兹曼机(RBM)

在这里我们理想的认为N中的x取样过程是满足概率P的。

通过上面的公式,整个运算过程基本上变的可行,唯一的问题是如何知道负粒子N,

受限玻尔兹曼机(RBM)

受限玻尔兹曼机(RBM)

RBM的能量函数定义为:

受限玻尔兹曼机(RBM)

其中,W是连接权重,b和c分别是可见层和隐含层的偏置量。

*能量公式就可以写为:

受限玻尔兹曼机(RBM)

由于RBM元素之间的独立性:

受限玻尔兹曼机(RBM)

二进制的RBM

 受限玻尔兹曼机(RBM)

*能量可以进一步简化为:

受限玻尔兹曼机(RBM)

用二进制单元简化公式

受限玻尔兹曼机(RBM)

RBM中的取样

取样可通过收敛Markov chain完成,同时用Gibbs采样进行单步操作。

对一个N个*变量组成的样品进行Gibbs采样实际上通过计算每一个受限玻尔兹曼机(RBM)来完成。

受限玻尔兹曼机(RBM)

用图可以描述为

受限玻尔兹曼机(RBM)

这个过程是相当耗时的。必须想办法提高效率。

CD-K


 

CD采用两种技巧提高速度:

合适的初始化。

k步之后停止。通常k=1。

实现


 

RBM类的建立

class RBM(object):
"""Restricted Boltzmann Machine (RBM) """
def __init__(self, input=None, n_visible=784, n_hidden=500,
W
=None, hbias=None, vbias=None, numpy_rng=None,
theano_rng
=None):
"""
RBM constructor. Defines the parameters of the model along with
basic operations for inferring hidden from visible (and vice-versa),
as well as for performing CD updates.

:param input: None for standalone RBMs or symbolic variable if RBM is
part of a larger graph.

:param n_visible: number of visible units

:param n_hidden: number of hidden units

:param W: None for standalone RBMs or symbolic variable pointing to a
shared weight matrix in case RBM is part of a DBN network; in a DBN,
the weights are shared between RBMs and layers of a MLP

:param hbias: None for standalone RBMs or symbolic variable pointing
to a shared hidden units bias vector in case RBM is part of a
different network

:param vbias: None for standalone RBMs or a symbolic variable
pointing to a shared visible units bias
"""

self.n_visible
= n_visible
self.n_hidden
= n_hidden


if numpy_rng is None:
# create a number generator
numpy_rng = numpy.random.RandomState(1234)

if theano_rng is None:
theano_rng
= RandomStreams(numpy_rng.randint(2 ** 30))

if W is None :
# W is initialized with `initial_W` which is uniformely sampled
# from -4.*sqrt(6./(n_visible+n_hidden)) and 4.*sqrt(6./(n_hidden+n_visible))
# the output of uniform if converted using asarray to dtype
# theano.config.floatX so that the code is runable on GPU
initial_W = numpy.asarray(numpy.random.uniform(
low
=-4 * numpy.sqrt(6. / (n_hidden + n_visible)),
high
=4 * numpy.sqrt(6. / (n_hidden + n_visible)),
size
=(n_visible, n_hidden)),
dtype
=theano.config.floatX)
# theano shared variables for weights and biases
W = theano.shared(value=initial_W, name='W')

if hbias is None :
# create shared variable for hidden units bias
hbias = theano.shared(value=numpy.zeros(n_hidden,
dtype
=theano.config.floatX), name='hbias')

if vbias is None :
# create shared variable for visible units bias
vbias = theano.shared(value =numpy.zeros(n_visible,
dtype
= theano.config.floatX),name='vbias')


# initialize input layer for standalone RBM or layer0 of DBN
self.input = input if input else T.dmatrix('input')

self.W
= W
self.hbias
= hbias
self.vbias
= vbias
self.theano_rng
= theano_rng
# **** WARNING: It is not a good idea to put things in this list
# other than shared variables created in this function.
self.params = [self.W, self.hbias, self.vbias]

下一步是建立函数来完成(7)和(8)

def propup(self, vis):
''' This function propagates the visible units activation upwards to
the hidden units

Note that we return also the pre_sigmoid_activation of the layer. As
it will turn out later, due to how Theano deals with optimization and
stability this symbolic variable will be needed to write down a more
stable graph (see details in the reconstruction cost function)
'''
pre_sigmoid_activation
= T.dot(vis, self.W) + self.hbias
return [pre_sigmoid_activation, T.nnet.sigmoid(pre_sigmoid_activation)]

def sample_h_given_v(self, v0_sample):
''' This function infers state of hidden units given visible units '''
# compute the activation of the hidden units given a sample of the visibles
pre_sigmoid_h1, h1_mean = self.propup(v0_sample)
# get a sample of the hiddens given their activation
# Note that theano_rng.binomial returns a symbolic sample of dtype
# int64 by default. If we want to keep our computations in floatX
# for the GPU we need to specify to return the dtype floatX
h1_sample = self.theano_rng.binomial(size=h1_mean.shape, n=1, p=h1_mean,
dtype
=theano.config.floatX)
return [pre_sigmoid_h1, h1_mean, h1_sample]

def propdown(self, hid):
'''This function propagates the hidden units activation downwards to
the visible units

Note that we return also the pre_sigmoid_activation of the layer. As
it will turn out later, due to how Theano deals with optimization and
stability this symbolic variable will be needed to write down a more
stable graph (see details in the reconstruction cost function)
'''
pre_sigmoid_activation
= T.dot(hid, self.W.T) + self.vbias
return [pre_sigmoid_activation, T.nnet.sigmoid(pre_sigmoid_activation)]

def sample_v_given_h(self, h0_sample):
''' This function infers state of visible units given hidden units '''
# compute the activation of the visible given the hidden sample
pre_sigmoid_v1, v1_mean = self.propdown(h0_sample)
# get a sample of the visible given their activation
# Note that theano_rng.binomial returns a symbolic sample of dtype
# int64 by default. If we want to keep our computations in floatX
# for the GPU we need to specify to return the dtype floatX
v1_sample = self.theano_rng.binomial(size=v1_mean.shape,n=1, p=v1_mean,
dtype
=theano.config.floatX)
return [pre_sigmoid_v1, v1_mean, v1_sample]