A GPU-supported Neural Network library that consists of feed-forward and recurrent net with different implementation versions.
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ClassicalNeuralNet.py
ModifiedNeuralNet.py
NeuralNet.py
README.md
RecurrentNet.py

README.md

Neural Net Library

Overview

This is a neural net library consists of four parts: a fully-connected feed-forward neural network built from scratch with CUDA support (named NeuralNet.py), its optimized version re-implemented with Theano (named ClassicalNeuralNet.py), a modified fully-connected neural net with special pooling layer for better performance (also implemented with Theano and named ModifiedNeuralNet.py), and a long short-term memory built from scratch (named RecurrentNet.py). Special configurations for CUDA and Theano are needed if running in GPU mode.

GPU mode prerequisite

This library utilizes codes for CUDA-supported Nvidia cards. For built-from-scratch version, CUDA Toolkits 7.x is required. For instance, follow the steps here if your have Ubuntu 14.04. Furthermore, PyCUDA should be installed as is used in this library for the python wrapper for cuda codes. Similarly for Ubuntu 14.04, click here for installation process. For Theano-implemented version, CUDA, Theano and its prerequisite are required.

Fully-connected Neural Net (built-from-scratch version)

what a feedforward neural net looks like

Basic features

  • The feedforward neural network in this library is designed for classification problems, and is fully connected, supportive of mini-batch stochastic gradient descent, L2-norm regularization, and three different kinds of activation functions. The output layer use Softmax as the activation function for multi-class classification and the error used here is cross-entropy error.
  • To create a neural net, use nn = NerualNet(sizes=layers, act=activation, gpu_mod=False).
  • The layers here is a list of integers for the topology of the network. For instance, the network in the image above would have layers = [3, 10, 10, 3].
  • The activation is for the nonlinearity in the network. With value of 0, 1 and 2 representing Sigmoid, funny Tanh, and recified linear (ReLU), where funny tanh is a modified version of tanh function described in Yann LeCun's paper. By default it uses Sigmoid for activation function.
  • Notice that for ReLU to be used in fully-connected neural nets, heuristicaly large mini-batch size is recommended to avoid extremely large terms in forward propagation, which might cause overflow for the exponential calculation in the output layer.

Other features are listed below.

Training and testing data

  • Use nn.train(train_data, test_data, max_epoch=200, mini_batch_size=100, learning_rate=0.01, momentum=0.9) for training, where train_data and test_data are considered as lists of two tuples. Each component in the list is of the form (x, y) where x is the input data as column vector (a 2d numpy array), and y is the label, a binary column vector (also 2d numpy array) to indicate which class the data x belongs to.
  • Notice that in reality the algorithms require you to wrap the lists (train or test data) as numpy arrays. This can be easily acheived by something similar to train_data = numpy.array(list_for_train_data).
  • Normally training data has some preprocessing, such as make the mean to be zero and normalize the variance of each dimension.
  • This neural net provides with a built-in function for creating a binary label vector representing class information. You can call by classification_vector(num_represent_class_for_this_data, num_of_total_classes).
  • At the end of each epoch, the training set accuracy and the testing set accuracy are shown.

Nesterov's momentum

  • This neural net supports Nesterov's momentum, which is a technique for boosting up the convergence of stochastic gradient descent. Detail can be found here.

Xavier initialization

  • For layers with large number of weights, we want to maintain the activated output to be of similar scale. Xavier initialization of weights is a good approach, and is supported in this neural net by default. More mathematical background of this technique can be fount here.

Storage of learned parameters

  • Learned parameters will be stored into local file specified by the last parameter in calling training(..., store_file). E.g., store_file = "learnedStuff" will create and store paramters into a local file called learnedStuff.npy.
  • It provides load function to load learned parameters into the neural net model. E.g. nn.load_from_file("learnedStuff") will read from learnedStuff.npy to extract your learned weights and biases, as well as previous topology configurations.

GPU mode

  • For feedforward neural net, mini-batch gradient descent could enable a drastically faster learning process if using GPU for parallel computation. Note that if PyCUDA is loaded and imported correctly, GPU mode ready! will show up upon importing the neural net module.
  • When creating the neural net in gpu mode, specify gpu_mod=True and num_thread_per_block=256. The latter is used to suggest how many threads will be in one CUDA block (in CUDA, threads within a block are execuated in a parallel way, yet different blocks are not necessarily so). The exact number influences the performance, and depends on your card; however usually it's 128, 256 or 512.
  • Upon training process, you also need to specify num_comp_per_thread=list_num and num_comp_in_batch=num correctly, where list_num is a list of number whose length is the same as sizes when creating the neural net. Furthermore, list_num should be set up so that each component in sizes is a multiple of the corresponding component in the it, and should be larger or equal to it as well. The num_comp_in_batch is used in the batched learning settings, and similarly, mini_batch_sizes should be a multiple of num_comp_in_batch and no less than it.
  • If these two parameters are not set up correctly, it will raise exceptions.

Sample training performance

When training on MNIST, with zero mean and variance normalization as preprocessing of the data, this algorithm achieved a best testing accuracy as 98.6%, which is around the state-of-the-art level for fully connected neural nets.

Fully-connected Neural Net (Theano implementation version)

What's the difference?

There are no much difference with regards to the functionality of this neural net compared to the one listed before. One major difference is that the input data now is separated into two sets, image data and label data. The train_data_img should be of shape (numOfSamples, dimOfEachData), and the train_data_lbl should be of shape (numOfSamples, numOfClasses), in which each row is a one-hot vector for ground truth. Notice that for using GPU, special configuration is required for Theano. For more details you can Google and find them easily.

Sample training script

When training on MNIST, assume that train_img, test_img, train_lbl, test_lbl exist as numpy multi-dimension arrays, with shape (60000, 28, 28), (10000, 28, 28), (60000, 1), (10000, 1) respectively. Then:

train_img = np.reshape(train_img, (60000, 28*28)).astype(np.float32)
test_img = np.reshape(test_img, (10000, 28*28)).astype(np.float32)
# to create one hot vectors
temp1 = np.zeros((60000, 10))
for i in range(60000):
    temp1[i, train_lbl[i, 0]] = 1.0
train_lbl = temp1.astype(np.float32)
temp2 = np.zeros((10000, 10))
for i in range(10000):
    temp2[i, test_lbl[i, 0]] = 1.0
test_lbl = temp2.astype(np.float32)
shape = [784, 784, 400, 10]
momentum = 0.99
reg = 0.00015
learning_rate = 0.005
bs = 500
nn = ClassicalNeuralNet.NN(shape)
nn.train(train_img, train_lbl, test_img, test_lbl, max_epoch=2000, mini_batch_size=bs, 
         learning_rate=learning_rate, momentum=momentum, reg=reg)

Modified Fully-connected Net (Theano implementation)

This neural net is based on the implementation above, yet with extra special pooling layers inserted. With only adding a few thousands more weights, this structure increases the overall classification performance drastically. For MNIST, it achieves 99.02% and is better than that of any other non-convolutional neural nets. Details about the ideas will be come out soon. A sample training script is here: (assume train_img, train_lbl, test_img, test_lbl the same as the ones mentioned previously)

train_img = np.reshape(train_img, (60000, 28*28)).astype(np.float32)
test_img = np.reshape(test_img, (10000, 28*28)).astype(np.float32)
# for one hot vectors
temp1 = np.zeros((60000, 10))
for i in range(60000):
    temp1[i, train_lbl[i, 0]] = 1.0
train_lbl = temp1.astype(np.float32)
temp2 = np.zeros((10000, 10))
for i in range(10000):
    temp2[i, test_lbl[i, 0]] = 1.0
test_lbl = temp2.astype(np.float32)
shape = [784, 784, 400, 10]
num_modifer = 8
momentum = 0.99
reg = 0.0001
learning_rate = 0.01
extra_learning_rate = 0.01
bs = 500  # mini_batch_size
nn = ModifiedNeuralNet.NN(shape, num_modifer)
nn.train(train_img, train_lbl, test_img, test_lbl, max_epoch=2000, mini_batch_size=bs, 
         learning_rate=learning_rate, momentum=momentum, reg=reg, 
         extra_learning_rate=extra_learning_rate)

Long Short-term Memory (LSTM)

LSTM is a special structure of the recurrent neural network. The implementation here has the following topology. In addition, this has an extra output layer wrapped outside the output gate in order to map the Yc in the diagram into a output data with given size (which is normally used for next data in the sequence). structure of this LSTM

Basic features

  • This LSTM is designed primarily for sequence to sequence learning, with same input and output size, e.g., language modeling. It can be used for other sorts of sequence involved learning after some minor modifications.
  • To create a LSTM, use lstm = RecurrentNet.LSTM(size, hiddenSize), where size is the input size (be default, output size as well), and the hiddenSize is the size of hidden layer, which is also the size of write and read gate.
  • It uses Softmax function with temperature for its output layer (not the output gate in the diagram) and, similar to the feedforward neural net, it uses cross-entropy error.
  • It also uses mini-batch stochastic gradient descent.

Other features are listed below.

Training and testing data

  • As recurrent neural network usually takes training data itself as testing data, it's hard to tell whether this learning process is supervised or unsupervised. It uses the same data for training as well as for testing in this LSTM model. And the data is formatted simply as a list of column label vectors (numpy 2d arrays). These label vectors are similar to those in the feedforward neural net described above. For example, if you train this LSTM model on English words, a few lines can set up the correct input data format:
file = open('sample_text_file.txt', 'r')
str = file.read()
vec = numpy.zeros((size, len(str)))
data = []

for i in range(len(str)):
    idx = ord(str[i])
    vec[idx, [i]] = 1
    data.append(vec[:, [i]])
  • Consequently, for the data format above, assumingly we are training a langauge model, the training process will at each time take a piece of data in the sequence, trying to learn how to predict the next piece of data given the history and current state, with next piece of data in the same sequence as the ground truth.
  • It provides with the evaluation function for sampling random data from the learned LSTM, and it has three parameters, e.g., evaluate(test_data, temperature, length), where test_data in our settings is just one piece of training data (one binary numpy 2d array), temprature is for Softmax as mentioned above, and length is for the length of the sequential data you intend to generate in the sampling process.
  • Overall start the training process using the following:
lstm.train(train_and_test_data, mini_batch_size=4, learning_rate=0.01, 
            temperature=2, length=10, show_res_every=100)

Where length in this context is the length of the sequence of data used for learning dependency, which will be further explained in the next section. And show_res_every is for how often the algorithm does a sampling process from the model.

Full BackProp Through Time

  • Instead of the traditional back propagation algorithm used in training feedforward neural nets, recurrent nerual net uses what is called back propagation throught time (BPTT). Before getting to BPTT for this LSTM, obtaining a basic understanding of BPTT for simple recurrent net is recommended. Click here to introduce BPTT to you.
  • The BPTT for LSTM is a little bit more complicated. When looking throughtout the Internet, there is almost no reference that is easy to comprehend. However, the implementation of BPTT in this model is derived purely by myself with a lot efforts. It is very straightforward and readible, though at the cost that it's perhaps not the most efficient way. The approach starts from handling the last piece of data in the sequence used in the BPTT process:
  1. for each piece of the data in the sequence, do forward propagation and store relevant variables.
  2. compute the delta for the output layer, i.e., delta = predictedValue - groundTruth.
  3. compute the derivative of the error w.r.t. the output h from the previous layer, via chain rule through the unit Yout (output gate) in the diagram. The derivative has variable name write_h.
  4. compute the derivative of the error w.r.t. h from the previous layer, via chain rule through the unit Sc (memroy cell) in the diagram. This process involves three subroutines. The derivative has varaible name c_h.
  5. compute the derivative of the error w.r.t. h from the previous layer, via chain rule through the output layer, i.e., through delta. The derivative has variable name delta_h.
  6. compute the derivative of the error w.r.t. h from the previous layer, i.e., E_over_h = delta_h + write_h + c_h.
  7. based on E_over_h, compute cumulative gradients for all weights and biases, from the end of the sequence to the current time domain, where only errors terms caused by pieces of data in the same time range are involved.
  8. update the cumulative derivative of the error w.r.t. the memory cell in the previous layer (this quantity is used in computing c_h for the next iteration); notice that this update is based on two ways that previous layer's memory cell influences error in later layers, specifically via self loop around the memory cell and via output h of the previous layer.
  9. update the cumulative derivative of the error w.r.t. the unit Yout (output gate) in the previous layer (this quantity is used as write_h in the next iteration).
  10. repeat step ii to ix until it reaches the first element in the sequence used for a BPTT process.

AdaGrad & gradient clipping

  • This model supports AdaGrad for boosting up stochastic gradient descent. And gradient clipping is used to avoid exploding gradient problem when learning long time dependancy.

Showing testing result

  • As mentioned before, the training process will periodically sample random data from the model. Besides show_res_every in lstm.train(...) for controlling how often to show the testing result. num_shown_res=400 is the real parameter that is passed to evaluate(...) for the length of random samples generated from the model.
  • At each time that it does a sampling process, error (or loss) will be shown. This model provides two kinds of loss, smooth loss (cumulative) and loss belonging to the current mini-batch.

Storage of learned paramters

  • Learned weights, biases and memory cells will be saved automatically during training, and the parameter store_every=100 in lstm.train(...) is responsible for how often they are stored. store_file=name is used for the name of the local storage file, e.g., name = "lstmparam" will store variables into two files, namely "lstmparam1.npy" and "lstmparam2.npy".
  • For loading the model, use load_from_file("load_file_name, gpu_mode=True, num_thread_per_block=256). This will load models from two files named "load_file_name1.npy" and "load_file_name2.npy".
  • The parametergpu_mode=True is to specify whether the loaded model utilizes GPU mode. Different from storage in feedforward neural net, the implementation here requires users to specify the mode explicity. And as a result, a stored model with GPU mode can be loaded into a non-GPU mode model, and vice versa.
  • If you choose to load the model in GPU mode, then num_thread_per_block is required.

GPU mode

  • If GPU mode is chosen, set gpu_mode as True and specify num_thread_per_block. As explained before in gpu section of feedforward nerual net, usually this number would be 128, 256, or 512.
  • For the recurrent nature of LSTM, this implementation for GPU mode is not very efficient regarding that in the non-GPU mode. However, It's optimized for relatively small input size and large hidden size. For instance, you might find out that only for hidden size greater than 1000 can the GPU mode outperform non-GPU mode.

Sample training result

Given a very short paragraphs in English (I select O. Henry's The Gift of the Magi) and train a lstm on it, one generated random text sample is:

y company. Grand as the watch was, he sometimes looked at it on the sly on account of the old leather strap that he used in the wasce. "Give it to me quikd," said Madame. Oh, and the next two hours tripped by on rosy wings. 

About the author

Hi, my name is Zhiwei Jia, a student @ UC San Diego. Welcome to my website for more about me and my projects.