rbmhidlinear.m

% Version 1.000
%
% Code provided by Ruslan Salakhutdinov and Geoff Hinton
%
% Permission is granted for anyone to copy, use, modify, or distribute this
% program and accompanying programs and documents for any purpose, provided
% this copyright notice is retained and prominently displayed, along with
% a note saying that the original programs are available from our
% web page.
% The programs and documents are distributed without any warranty, express or
% implied.  As the programs were written for research purposes only, they have
% not been tested to the degree that would be advisable in any important
% application.  All use of these programs is entirely at the user's own risk.

% This program trains Restricted Boltzmann Machine in which
% visible, binary, stochastic pixels are connected to
% hidden, tochastic real-valued feature detectors drawn from a unit
% variance Gaussian whose mean is determined by the input from 
% the logistic visible units. Learning is done with 1-step Contrastive Divergence.
% The program assumes that the following variables are set externally:
% maxepoch  -- maximum number of epochs
% numhid    -- number of hidden units
% batchdata -- the data that is divided into batches (numcases numdims numbatches)
% restart   -- set to 1 if learning starts from beginning

epsilonw      = 0.001; % Learning rate for weights 
epsilonvb     = 0.001; % Learning rate for biases of visible units
epsilonhb     = 0.001; % Learning rate for biases of hidden units 
weightcost  = 0.0002;  
initialmomentum  = 0.5;
finalmomentum    = 0.9;


[numcases numdims numbatches]=size(batchdata);

if restart ==1,
  restart=0;
  epoch=1;

% Initializing symmetric weights and biases.
  vishid     = 0.1*randn(numdims, numhid);
  hidbiases  = zeros(1,numhid);
  visbiases  = zeros(1,numdims);


  poshidprobs = zeros(numcases,numhid);
  neghidprobs = zeros(numcases,numhid);
  posprods    = zeros(numdims,numhid);
  negprods    = zeros(numdims,numhid);
  vishidinc  = zeros(numdims,numhid);
  hidbiasinc = zeros(1,numhid);
  visbiasinc = zeros(1,numdims);
  sigmainc = zeros(1,numhid);
  batchposhidprobs=zeros(numcases,numhid,numbatches);
end

for epoch = epoch:maxepoch,
 fprintf(1,'epoch %d\r',epoch); 
 errsum=0;

 for batch = 1:numbatches,
 fprintf(1,'epoch %d batch %d\r',epoch,batch);

%%%%%%%%% START POSITIVE PHASE %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
  data = batchdata(:,:,batch);
  poshidprobs =  (data*vishid) + repmat(hidbiases,numcases,1);
  batchposhidprobs(:,:,batch)=poshidprobs;
  posprods    = data' * poshidprobs;
  poshidact   = sum(poshidprobs);
  posvisact = sum(data);
  
%%%%%%%%% END OF POSITIVE PHASE  %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
poshidstates = poshidprobs+randn(numcases,numhid);

%%%%%%%%% START NEGATIVE PHASE  %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
  negdata = 1./(1 + exp(-poshidstates*vishid' - repmat(visbiases,numcases,1)));
  neghidprobs = (negdata*vishid) + repmat(hidbiases,numcases,1);
  negprods  = negdata'*neghidprobs;
  neghidact = sum(neghidprobs);
  negvisact = sum(negdata); 

%%%%%%%%% END OF NEGATIVE PHASE %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%


  err= sum(sum( (data-negdata).^2 )); 
  errsum = err + errsum;
   if epoch>5,
     momentum=finalmomentum;
   else
     momentum=initialmomentum;
   end;

%%%%%%%%% UPDATE WEIGHTS AND BIASES %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
    vishidinc = momentum*vishidinc + ...
                epsilonw*( (posprods-negprods)/numcases - weightcost*vishid);
    visbiasinc = momentum*visbiasinc + (epsilonvb/numcases)*(posvisact-negvisact);
    hidbiasinc = momentum*hidbiasinc + (epsilonhb/numcases)*(poshidact-neghidact);
    vishid = vishid + vishidinc;
    visbiases = visbiases + visbiasinc;
    hidbiases = hidbiases + hidbiasinc;

%%%%%%%%%%%%%%%% END OF UPDATES %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

 end
fprintf(1, 'epoch %4i error %f \n', epoch, errsum);

end