import numpy as np from scipy import optimize class Neural_Network(object): def __init__(self, Lambda=0): #Define HyperParameters self.inputLayerSize = 2 self.outputLayerSize = 1 self.hiddenLayerSize = 3 #Weights (Parameters) self.W1 = np.random.randn(self.inputLayerSize, self.hiddenLayerSize) self.W2 = np.random.randn(self.hiddenLayerSize, self.outputLayerSize) #Regularization Parameter: self.Lambda = Lambda def forward(self, X): #Propagate inputs through network self.z2 = np.dot(X, self.W1) self.a2 = self.sigmoid(self.z2) self.z3 = np.dot(self.a2, self.W2) yHat = self.sigmoid(self.z3) return yHat def sigmoid(self, z): #Apply sigmoid activation function return 1/(1+np.exp(-z)) def sigmoidPrime(self, z): #Derivative of Sigmoid function return np.exp(-z)/((1+np.exp(-z))**2) def costFunction(self, X, y): #Compute cost for given X,y, use weights already stored in class. self.yHat = self.forward(X) J = 0.5*sum((y-self.yHat)**2)/X.shape[0] + (self.Lambda/2) * (sum(self.W1**2)+sum(self.W2**2)) return J def costFunctionPrime(self, X, y): #Compute derivative with respect to W1 and W2 self.yHat = self.forward(X) delta3 = np.multiply(-(y-self.yHat), self.sigmoidPrime(self.z3)) dJdW2 = np.dot(self.a2.T, delta3)/X.shape[0] + self.Lambda*self.W2 delta2 = np.dot(delta3, self.W2.T)*self.sigmoidPrime(self.z2) dJdW1 = np.dot(X.T, delta2)/X.shape[0] + self.Lambda*self.W1 return dJdW1, dJdW2 def getParams(self): #Get W1 andW3 Rolled into vector: params = np.concatenate((self.W1.ravel(), self.W2.ravel())) return params def setParams(self, params): #Set W1 and W2 using single parameter vector: W1_start = 0 W1_end = self.hiddenLayerSize*self.inputLayerSize self.W1 = np.reshape(params[W1_start:W1_end], (self.inputLayerSize, self.hiddenLayerSize)) W2_end = W1_end + self.hiddenLayerSize*self.outputLayerSize self.W2 = np.reshape(params[W1_end:W2_end], (self.hiddenLayerSize, self.outputLayerSize)) def computeGradients(self, X, y): dJdW1, dJdW2 = self.costFunctionPrime(X, y) return np.concatenate((dJdW1.ravel(), dJdW2.ravel())) def computeNumericalGradient(N, X, y): paramsInitial = N.getParams() numgrad = np.zeros(paramsInitial.shape) perturb = np.zeros(paramsInitial.shape) e = 1e-4 for p in range(len(paramsInitial)): #Set perturbation vector perturb[p] = e N.setParams(paramsInitial + perturb) loss2 = N.costFunction(X, y) N.setParams(paramsInitial - perturb) loss1 = N.costFunction(X, y) #Compute Nemerical Gradient: numgrad[p] = (loss2 - loss1) / (2*e) #Return the value we changed back to zero: perturb[p] = 0 #Return Params to original value: N.setParams(paramsInitial) return numgrad class trainer(object): def __init__(self, N): #Make Local reference to network: self.N = N def callbackF(self, params): self.N.setParams(params) self.J.append(self.N.costFunction(self.X, self.y)) self.testJ.append(self.N.costFunction(self.testX, self.testY)) def costFunctionWrapper(self, params, X, y): self.N.setParams(params) cost = self.N.costFunction(X, y) grad = self.N.computeGradients(X,y) return cost, grad def train(self, trainX, trainY, testX, testY): #Make an internal variable for the callback function: self.X = trainX self.y = trainY self.testX = testX self.testY = testY #Make empty list to store training costs: self.J = [] self.testJ = [] params0 = self.N.getParams() options = {'maxiter': 200, 'disp' : True} _res = optimize.minimize(self.costFunctionWrapper, params0, jac=True, method='BFGS', args=(trainX, trainY), options=options, callback=self.callbackF) self.N.setParams(_res.x) self.optimizationResults = _res def main(): # X = (hours sleeping, hours studying), y = Score on test trainX = np.array(([3,5], [5,1], [10,2], [6,1.5]), dtype=float) trainY = np.array(([75], [82], [93], [70]), dtype=float) testX = np.array(([4, 5.5], [4.5, 1], [9, 2.5], [6, 2]), dtype=float) testY = np.array(([70], [89], [85], [75]), dtype=float) trainX = trainX/np.amax(trainX, axis=0) trainY = trainY/100 #Max test score is 100 testX = testX/np.amax(trainX, axis=0) testY = testY/100 #Max test score is 100 NN = Neural_Network(Lambda=0.0001) cost1 = NN.costFunction(trainX,trainY) dJdW1, dJdW2 = NN.costFunctionPrime(trainX, trainY) scalar = 3 NN.W1 = NN.W1 + scalar*dJdW1 NN.W2 = NN.W2 + scalar*dJdW2 cost2 = NN.costFunction(trainX,trainY) dJdW1, dJdW2 = NN.costFunctionPrime(trainX, trainY) NN.W1 = NN.W1 - scalar*dJdW1 NN.W2 = NN.W2 - scalar*dJdW2 cost3 = NN.costFunction(trainX, trainY) #numgrad = NN.computeNumericalGradient(trainX, trainY) grad = NN.computeGradients(trainX, trainY) #print(np.linalg.norm(grad-numgrad)/np.linalg.norm(grad+numgrad)) T = trainer(NN) T.train(trainX, trainY, testX, testY) main()