"""Restricted Boltzmann Machine """ # Authors: Yann N. Dauphin # Vlad Niculae # Gabriel Synnaeve # Lars Buitinck # License: BSD 3 clause import time import numpy as np import scipy.sparse as sp from scipy.special import expit # logistic function from ..base import BaseEstimator from ..base import TransformerMixin from ..externals.six.moves import xrange from ..utils import check_array from ..utils import check_random_state from ..utils import gen_even_slices from ..utils import issparse from ..utils.extmath import safe_sparse_dot from ..utils.extmath import log_logistic from ..utils.validation import check_is_fitted class BernoulliRBM(BaseEstimator, TransformerMixin): """Bernoulli Restricted Boltzmann Machine (RBM). A Restricted Boltzmann Machine with binary visible units and binary hidden units. Parameters are estimated using Stochastic Maximum Likelihood (SML), also known as Persistent Contrastive Divergence (PCD) [2]. The time complexity of this implementation is ``O(d ** 2)`` assuming d ~ n_features ~ n_components. Read more in the :ref:`User Guide `. Parameters ---------- n_components : int, optional Number of binary hidden units. learning_rate : float, optional The learning rate for weight updates. It is *highly* recommended to tune this hyper-parameter. Reasonable values are in the 10**[0., -3.] range. batch_size : int, optional Number of examples per minibatch. n_iter : int, optional Number of iterations/sweeps over the training dataset to perform during training. verbose : int, optional The verbosity level. The default, zero, means silent mode. random_state : integer or numpy.RandomState, optional A random number generator instance to define the state of the random permutations generator. If an integer is given, it fixes the seed. Defaults to the global numpy random number generator. Attributes ---------- intercept_hidden_ : array-like, shape (n_components,) Biases of the hidden units. intercept_visible_ : array-like, shape (n_features,) Biases of the visible units. components_ : array-like, shape (n_components, n_features) Weight matrix, where n_features in the number of visible units and n_components is the number of hidden units. Examples -------- >>> import numpy as np >>> from sklearn.neural_network import BernoulliRBM >>> X = np.array([[0, 0, 0], [0, 1, 1], [1, 0, 1], [1, 1, 1]]) >>> model = BernoulliRBM(n_components=2) >>> model.fit(X) BernoulliRBM(batch_size=10, learning_rate=0.1, n_components=2, n_iter=10, random_state=None, verbose=0) References ---------- [1] Hinton, G. E., Osindero, S. and Teh, Y. A fast learning algorithm for deep belief nets. Neural Computation 18, pp 1527-1554. http://www.cs.toronto.edu/~hinton/absps/fastnc.pdf [2] Tieleman, T. Training Restricted Boltzmann Machines using Approximations to the Likelihood Gradient. International Conference on Machine Learning (ICML) 2008 """ def __init__(self, n_components=256, learning_rate=0.1, batch_size=10, n_iter=10, verbose=0, random_state=None): self.n_components = n_components self.learning_rate = learning_rate self.batch_size = batch_size self.n_iter = n_iter self.verbose = verbose self.random_state = random_state def transform(self, X): """Compute the hidden layer activation probabilities, P(h=1|v=X). Parameters ---------- X : {array-like, sparse matrix} shape (n_samples, n_features) The data to be transformed. Returns ------- h : array, shape (n_samples, n_components) Latent representations of the data. """ check_is_fitted(self, "components_") X = check_array(X, accept_sparse='csr', dtype=np.float64) return self._mean_hiddens(X) def _mean_hiddens(self, v): """Computes the probabilities P(h=1|v). Parameters ---------- v : array-like, shape (n_samples, n_features) Values of the visible layer. Returns ------- h : array-like, shape (n_samples, n_components) Corresponding mean field values for the hidden layer. """ p = safe_sparse_dot(v, self.components_.T) p += self.intercept_hidden_ return expit(p, out=p) def _sample_hiddens(self, v, rng): """Sample from the distribution P(h|v). Parameters ---------- v : array-like, shape (n_samples, n_features) Values of the visible layer to sample from. rng : RandomState Random number generator to use. Returns ------- h : array-like, shape (n_samples, n_components) Values of the hidden layer. """ p = self._mean_hiddens(v) return (rng.random_sample(size=p.shape) < p) def _sample_visibles(self, h, rng): """Sample from the distribution P(v|h). Parameters ---------- h : array-like, shape (n_samples, n_components) Values of the hidden layer to sample from. rng : RandomState Random number generator to use. Returns ------- v : array-like, shape (n_samples, n_features) Values of the visible layer. """ p = np.dot(h, self.components_) p += self.intercept_visible_ expit(p, out=p) return (rng.random_sample(size=p.shape) < p) def _free_energy(self, v): """Computes the free energy F(v) = - log sum_h exp(-E(v,h)). Parameters ---------- v : array-like, shape (n_samples, n_features) Values of the visible layer. Returns ------- free_energy : array-like, shape (n_samples,) The value of the free energy. """ return (- safe_sparse_dot(v, self.intercept_visible_) - np.logaddexp(0, safe_sparse_dot(v, self.components_.T) + self.intercept_hidden_).sum(axis=1)) def gibbs(self, v): """Perform one Gibbs sampling step. Parameters ---------- v : array-like, shape (n_samples, n_features) Values of the visible layer to start from. Returns ------- v_new : array-like, shape (n_samples, n_features) Values of the visible layer after one Gibbs step. """ check_is_fitted(self, "components_") if not hasattr(self, "random_state_"): self.random_state_ = check_random_state(self.random_state) h_ = self._sample_hiddens(v, self.random_state_) v_ = self._sample_visibles(h_, self.random_state_) return v_ def partial_fit(self, X, y=None): """Fit the model to the data X which should contain a partial segment of the data. Parameters ---------- X : array-like, shape (n_samples, n_features) Training data. Returns ------- self : BernoulliRBM The fitted model. """ X = check_array(X, accept_sparse='csr', dtype=np.float64) if not hasattr(self, 'random_state_'): self.random_state_ = check_random_state(self.random_state) if not hasattr(self, 'components_'): self.components_ = np.asarray( self.random_state_.normal( 0, 0.01, (self.n_components, X.shape[1]) ), order='F') if not hasattr(self, 'intercept_hidden_'): self.intercept_hidden_ = np.zeros(self.n_components, ) if not hasattr(self, 'intercept_visible_'): self.intercept_visible_ = np.zeros(X.shape[1], ) if not hasattr(self, 'h_samples_'): self.h_samples_ = np.zeros((self.batch_size, self.n_components)) self._fit(X, self.random_state_) def _fit(self, v_pos, rng): """Inner fit for one mini-batch. Adjust the parameters to maximize the likelihood of v using Stochastic Maximum Likelihood (SML). Parameters ---------- v_pos : array-like, shape (n_samples, n_features) The data to use for training. rng : RandomState Random number generator to use for sampling. """ h_pos = self._mean_hiddens(v_pos) v_neg = self._sample_visibles(self.h_samples_, rng) h_neg = self._mean_hiddens(v_neg) lr = float(self.learning_rate) / v_pos.shape[0] update = safe_sparse_dot(v_pos.T, h_pos, dense_output=True).T update -= np.dot(h_neg.T, v_neg) self.components_ += lr * update self.intercept_hidden_ += lr * (h_pos.sum(axis=0) - h_neg.sum(axis=0)) self.intercept_visible_ += lr * (np.asarray( v_pos.sum(axis=0)).squeeze() - v_neg.sum(axis=0)) h_neg[rng.uniform(size=h_neg.shape) < h_neg] = 1.0 # sample binomial self.h_samples_ = np.floor(h_neg, h_neg) def score_samples(self, X): """Compute the pseudo-likelihood of X. Parameters ---------- X : {array-like, sparse matrix} shape (n_samples, n_features) Values of the visible layer. Must be all-boolean (not checked). Returns ------- pseudo_likelihood : array-like, shape (n_samples,) Value of the pseudo-likelihood (proxy for likelihood). Notes ----- This method is not deterministic: it computes a quantity called the free energy on X, then on a randomly corrupted version of X, and returns the log of the logistic function of the difference. """ check_is_fitted(self, "components_") v = check_array(X, accept_sparse='csr') rng = check_random_state(self.random_state) # Randomly corrupt one feature in each sample in v. ind = (np.arange(v.shape[0]), rng.randint(0, v.shape[1], v.shape[0])) if issparse(v): data = -2 * v[ind] + 1 v_ = v + sp.csr_matrix((data.A.ravel(), ind), shape=v.shape) else: v_ = v.copy() v_[ind] = 1 - v_[ind] fe = self._free_energy(v) fe_ = self._free_energy(v_) return v.shape[1] * log_logistic(fe_ - fe) def fit(self, X, y=None): """Fit the model to the data X. Parameters ---------- X : {array-like, sparse matrix} shape (n_samples, n_features) Training data. Returns ------- self : BernoulliRBM The fitted model. """ X = check_array(X, accept_sparse='csr', dtype=np.float64) n_samples = X.shape[0] rng = check_random_state(self.random_state) self.components_ = np.asarray( rng.normal(0, 0.01, (self.n_components, X.shape[1])), order='F') self.intercept_hidden_ = np.zeros(self.n_components, ) self.intercept_visible_ = np.zeros(X.shape[1], ) self.h_samples_ = np.zeros((self.batch_size, self.n_components)) n_batches = int(np.ceil(float(n_samples) / self.batch_size)) batch_slices = list(gen_even_slices(n_batches * self.batch_size, n_batches, n_samples)) verbose = self.verbose begin = time.time() for iteration in xrange(1, self.n_iter + 1): for batch_slice in batch_slices: self._fit(X[batch_slice], rng) if verbose: end = time.time() print("[%s] Iteration %d, pseudo-likelihood = %.2f," " time = %.2fs" % (type(self).__name__, iteration, self.score_samples(X).mean(), end - begin)) begin = end return self