A Restricted Boltzmann Machine.
An RBM is an energy based probabilistic model. It consists of two groups of variables: the visible variables \( v \) and the hidden variables \( h \). The key assumption that RBMs make is that the hidden units are conditionally independent given the visible units, and vice versa.
The energy function for RBMs with binary visible units is defined as:
\[ E(v,h) = - b^T v - c^T h - h^T Wv \]
and for RBMs with gaussian (linear) visible units:
\[ E(v,h) = v^T v - b^T v - c^T h - h^T Wv \]
where \( b \) is the bias vector for the visible units, \( c \) is the bias vector for the hidden units, and \( W \) is the weight matrix.
The probability distribution is defined through the energy fucntion as:
\[ P(v,h) = \frac{exp(-E(v,h))}{\sum_{v,h} exp(-E(v,h))} \]
The above definitions along with the independence assumptions result in the following conditionals:
\[ P(h=1|v) = \frac{1}{1+exp(-Wv-c)} \quad \text{for binary hidden units} \]
\[ P(v=1|h) = \frac{1}{1+exp(-W^T h-b)} \quad \text{for binary visible units} \]
\[ P(v|h) \sim \mathcal{N} (W^T h + b,1) \quad \text{for gaussian visible units} \]
Note that when using gaussian visible units, the inputs should be normalized to have zero mean and unity standard deviation.
This class supports having multiple types of visible units in the same RBM. The visible units are divided into groups where each group can have its own type. The hidden units however are just one group of binary units.
Samples can be drawn from the model using Gibbs sampling.
Training is done using contrastive divergence [Hinton, 2002] or persistent contrastive divergence [Tieleman, 2008] (default).
Training progress can be monitored using the reconstruction error (default), which is the average squared difference between a training batch and the RBM's reconstruction of it. The reconstruction is generated using one step of gibbs sampling. Progress can also be monitored using the pseudo-log-likelihood which is an approximation to the log-likelihood. However, this is currently only supported for binary visible units.
The rows of the visible_state matrix are divided into groups, one for each group of visible units. For example, if we have 3 groups of visible units: group 0 with 10 units, group 1 with 5 units, and group 2 with 6 units, the states of group 0 will be stored in visible_state[0:10,:], the states of group 1 will stored in visible_state[10:15,:], and the states of group 2 will be stored in visible_state[15:21,:]. Note that the groups are numbered by the order in which they where added to the RBM using add_visible_group()
Public 成员函数 | |
CRBM () | |
CRBM (int32_t num_hidden) | |
CRBM (int32_t num_hidden, int32_t num_visible, ERBMVisibleUnitType visible_unit_type=RBMVUT_BINARY) | |
virtual | ~CRBM () |
virtual void | add_visible_group (int32_t num_units, ERBMVisibleUnitType unit_type) |
virtual void | initialize_neural_network (float64_t sigma=0.01) |
virtual void | set_batch_size (int32_t batch_size) |
virtual void | train (CDenseFeatures< float64_t > *features) |
virtual void | sample (int32_t num_gibbs_steps=1, int32_t batch_size=1) |
virtual CDenseFeatures < float64_t > * | sample_group (int32_t V, int32_t num_gibbs_steps=1, int32_t batch_size=1) |
virtual void | sample_with_evidence (int32_t E, CDenseFeatures< float64_t > *evidence, int32_t num_gibbs_steps=1) |
virtual CDenseFeatures < float64_t > * | sample_group_with_evidence (int32_t V, int32_t E, CDenseFeatures< float64_t > *evidence, int32_t num_gibbs_steps=1) |
virtual void | reset_chain () |
virtual float64_t | free_energy (SGMatrix< float64_t > visible, SGMatrix< float64_t > buffer=SGMatrix< float64_t >()) |
virtual void | free_energy_gradients (SGMatrix< float64_t > visible, SGVector< float64_t > gradients, bool positive_phase=true, SGMatrix< float64_t > hidden_mean_given_visible=SGMatrix< float64_t >()) |
virtual void | contrastive_divergence (SGMatrix< float64_t > visible_batch, SGVector< float64_t > gradients) |
virtual float64_t | reconstruction_error (SGMatrix< float64_t > visible, SGMatrix< float64_t > buffer=SGMatrix< float64_t >()) |
virtual float64_t | pseudo_likelihood (SGMatrix< float64_t > visible, SGMatrix< float64_t > buffer=SGMatrix< float64_t >()) |
virtual CDenseFeatures < float64_t > * | visible_state_features () |
virtual SGVector< float64_t > | get_parameters () |
virtual SGMatrix< float64_t > | get_weights (SGVector< float64_t > p=SGVector< float64_t >()) |
virtual SGVector< float64_t > | get_hidden_bias (SGVector< float64_t > p=SGVector< float64_t >()) |
virtual SGVector< float64_t > | get_visible_bias (SGVector< float64_t > p=SGVector< float64_t >()) |
virtual int32_t | get_num_parameters () |
virtual const char * | get_name () const |
virtual CSGObject * | shallow_copy () const |
virtual CSGObject * | deep_copy () const |
virtual bool | is_generic (EPrimitiveType *generic) const |
template<class T > | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
void | unset_generic () |
virtual void | print_serializable (const char *prefix="") |
virtual bool | save_serializable (CSerializableFile *file, const char *prefix="") |
virtual bool | load_serializable (CSerializableFile *file, const char *prefix="") |
void | set_global_io (SGIO *io) |
SGIO * | get_global_io () |
void | set_global_parallel (Parallel *parallel) |
Parallel * | get_global_parallel () |
void | set_global_version (Version *version) |
Version * | get_global_version () |
SGStringList< char > | get_modelsel_names () |
void | print_modsel_params () |
char * | get_modsel_param_descr (const char *param_name) |
index_t | get_modsel_param_index (const char *param_name) |
void | build_gradient_parameter_dictionary (CMap< TParameter *, CSGObject * > *dict) |
virtual void | update_parameter_hash () |
virtual bool | parameter_hash_changed () |
virtual bool | equals (CSGObject *other, float64_t accuracy=0.0, bool tolerant=false) |
virtual CSGObject * | clone () |
Public 属性 | |
int32_t | cd_num_steps |
bool | cd_persistent |
bool | cd_sample_visible |
float64_t | l2_coefficient |
float64_t | l1_coefficient |
int32_t | monitoring_interval |
ERBMMonitoringMethod | monitoring_method |
int32_t | max_num_epochs |
int32_t | gd_mini_batch_size |
float64_t | gd_learning_rate |
float64_t | gd_learning_rate_decay |
float64_t | gd_momentum |
SGMatrix< float64_t > | hidden_state |
SGMatrix< float64_t > | visible_state |
SGIO * | io |
Parallel * | parallel |
Version * | version |
Parameter * | m_parameters |
Parameter * | m_model_selection_parameters |
Parameter * | m_gradient_parameters |
uint32_t | m_hash |
Protected 成员函数 | |
virtual void | mean_hidden (SGMatrix< float64_t > visible, SGMatrix< float64_t > result) |
virtual void | mean_visible (SGMatrix< float64_t > hidden, SGMatrix< float64_t > result) |
virtual void | sample_hidden (SGMatrix< float64_t > mean, SGMatrix< float64_t > result) |
virtual void | sample_visible (SGMatrix< float64_t > mean, SGMatrix< float64_t > result) |
virtual void | sample_visible (int32_t index, SGMatrix< float64_t > mean, SGMatrix< float64_t > result) |
virtual void | load_serializable_pre () throw (ShogunException) |
virtual void | load_serializable_post () throw (ShogunException) |
virtual void | save_serializable_pre () throw (ShogunException) |
virtual void | save_serializable_post () throw (ShogunException) |
Protected 属性 | |
int32_t | m_num_hidden |
int32_t | m_num_visible |
int32_t | m_batch_size |
int32_t | m_num_visible_groups |
CDynamicArray< int32_t > * | m_visible_group_types |
CDynamicArray< int32_t > * | m_visible_group_sizes |
CDynamicArray< int32_t > * | m_visible_state_offsets |
int32_t | m_num_params |
SGVector< float64_t > | m_params |
友元 | |
class | CDeepBeliefNetwork |
CRBM | ( | int32_t | num_hidden | ) |
Constructs an RBM with no visible units. The visible units can be added later using add_visible_group()
num_hidden | Number of hidden units |
CRBM | ( | int32_t | num_hidden, |
int32_t | num_visible, | ||
ERBMVisibleUnitType | visible_unit_type = RBMVUT_BINARY |
||
) |
|
virtual |
|
inherited |
Builds a dictionary of all parameters in SGObject as well of those of SGObjects that are parameters of this object. Dictionary maps parameters to the objects that own them.
dict | dictionary of parameters to be built. |
在文件 SGObject.cpp 第 597 行定义.
|
virtualinherited |
Creates a clone of the current object. This is done via recursively traversing all parameters, which corresponds to a deep copy. Calling equals on the cloned object always returns true although none of the memory of both objects overlaps.
在文件 SGObject.cpp 第 714 行定义.
|
virtual |
Computes the gradients using contrastive divergence
visible_batch | States of the visible units |
gradients | Array in which the results are stored. Length get_num_parameters() |
|
virtualinherited |
A deep copy. All the instance variables will also be copied.
在文件 SGObject.cpp 第 198 行定义.
Recursively compares the current SGObject to another one. Compares all registered numerical parameters, recursion upon complex (SGObject) parameters. Does not compare pointers!
May be overwritten but please do with care! Should not be necessary in most cases.
other | object to compare with |
accuracy | accuracy to use for comparison (optional) |
tolerant | allows linient check on float equality (within accuracy) |
在文件 SGObject.cpp 第 618 行定义.
|
virtual |
Computes the average free energy on a given batch of visible unit states.
The free energy for a vector \( v \) is defined as:
\[ F(v) = - log(\sum_h exp(-E(v,h)) \]
which yields the following (in vectorized form):
\[ F(v) = -b^T v - \sum log(1+exp(Wv+c)) \quad \text{for binary visible units}\]
\[ F(v) = \frac{1}{2} v^T v - b^T v - \sum log(1+exp(Wv+c)) \quad \text{for gaussian visible units}\]
visible | States of the visible units |
buffer | A matrix of size num_hidden*batch_size. used as a buffer during computation. If not given, a new matrix is allocated and used as a buffer. |
|
virtual |
Computes the gradients of the free energy function with respect to the RBM's parameters
visible | States of the visible units |
gradients | Array in which the results are stored. Length get_num_parameters() |
positive_phase | If true, the result vector is reset to zero and the gradients are added to it with a positive sign. If false, the result vector is not reset and the gradients are added to it with a negative sign. This is useful during contrastive divergence. |
hidden_mean_given_visible | Means of the hidden states given the visible states. If not given, means will be computed by calling mean_hidden() |
|
inherited |
|
inherited |
|
inherited |
|
inherited |
在文件 SGObject.cpp 第 498 行定义.
|
inherited |
Returns description of a given parameter string, if it exists. SG_ERROR otherwise
param_name | name of the parameter |
在文件 SGObject.cpp 第 522 行定义.
|
inherited |
Returns index of model selection parameter with provided index
param_name | name of model selection parameter |
在文件 SGObject.cpp 第 535 行定义.
|
virtual |
|
virtual |
|
virtual |
|
virtualinherited |
If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.
generic | set to the type of the generic if returning TRUE |
在文件 SGObject.cpp 第 296 行定义.
|
virtualinherited |
Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!
file | where to load from |
prefix | prefix for members |
在文件 SGObject.cpp 第 369 行定义.
|
protectedvirtualinherited |
Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_POST is called.
ShogunException | will be thrown if an error occurs. |
被 CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel , 以及 CExponentialKernel 重载.
在文件 SGObject.cpp 第 426 行定义.
|
protectedvirtualinherited |
Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_PRE is called.
ShogunException | will be thrown if an error occurs. |
被 CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool > , 以及 CDynamicObjectArray 重载.
在文件 SGObject.cpp 第 421 行定义.
|
virtualinherited |
在文件 SGObject.cpp 第 262 行定义.
|
inherited |
prints all parameter registered for model selection and their type
在文件 SGObject.cpp 第 474 行定义.
|
virtualinherited |
|
virtual |
Computes an approximation to the pseudo-likelihood. See this tutorial for more details. Only works with binary visible units
visible | States of the visible units |
buffer | A matrix of size num_visible*batch_size. used as a buffer during computation. If not given, a new matrix is allocated and used as a buffer. |
return | Approximation to the average pseudo-likelihood over the given batch |
|
virtual |
|
virtual |
Draws samples from the marginal distribution of the visible units using Gibbs sampling. The sampling starts from the values in the RBM's visible_state matrix and result of the sampling is stored there too.
num_gibbs_steps | Number of Gibbs sampling steps |
batch_size | Number of samples to be drawn. A seperate chain is used for each sample |
|
virtual |
Draws Samples from \( P(V) \) where \( V \) is one of the visible unit groups. The sampling starts from the values in the RBM's visible_state matrix and result of the sampling is stored there too.
V | Index of the visible unit group to be sampled |
num_gibbs_steps | Number of Gibbs sampling steps |
batch_size | Number of samples to be drawn. A seperate chain is used for each sample |
|
virtual |
Draws Samples from \( P(V|E=evidence) \) where \( E \) is one of the visible unit groups and \( V \) is another visible unit group. The sampling starts from the values in the RBM's visible_state matrix and result of the sampling is stored there too.
V | Index of the visible unit group to be sampled |
E | Index of the evidence visible unit group |
evidence | States of the evidence visible unit group |
num_gibbs_steps | Number of Gibbs sampling steps |
|
virtual |
Draws Samples from \( P(V|E=evidence) \) where \( E \) is one of the visible unit groups and \( V \) is all the visible unit excluding the ones in group \( E \). The sampling starts from the values in the RBM's visible_state matrix and result of the sampling is stored there too.
E | Index of the evidence visible unit group |
evidence | States of the evidence visible unit group |
num_gibbs_steps | Number of Gibbs sampling steps |
|
virtualinherited |
Save this object to file.
file | where to save the object; will be closed during returning if PREFIX is an empty string. |
prefix | prefix for members |
在文件 SGObject.cpp 第 314 行定义.
|
protectedvirtualinherited |
Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_POST is called.
ShogunException | will be thrown if an error occurs. |
被 CKernel 重载.
在文件 SGObject.cpp 第 436 行定义.
|
protectedvirtualinherited |
Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_PRE is called.
ShogunException | will be thrown if an error occurs. |
被 CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool > , 以及 CDynamicObjectArray 重载.
在文件 SGObject.cpp 第 431 行定义.
|
virtual |
|
inherited |
在文件 SGObject.cpp 第 41 行定义.
|
inherited |
在文件 SGObject.cpp 第 46 行定义.
|
inherited |
在文件 SGObject.cpp 第 51 行定义.
|
inherited |
在文件 SGObject.cpp 第 56 行定义.
|
inherited |
在文件 SGObject.cpp 第 61 行定义.
|
inherited |
在文件 SGObject.cpp 第 66 行定义.
|
inherited |
在文件 SGObject.cpp 第 71 行定义.
|
inherited |
在文件 SGObject.cpp 第 76 行定义.
|
inherited |
在文件 SGObject.cpp 第 81 行定义.
|
inherited |
在文件 SGObject.cpp 第 86 行定义.
|
inherited |
在文件 SGObject.cpp 第 91 行定义.
|
inherited |
在文件 SGObject.cpp 第 96 行定义.
|
inherited |
在文件 SGObject.cpp 第 101 行定义.
|
inherited |
在文件 SGObject.cpp 第 106 行定义.
|
inherited |
在文件 SGObject.cpp 第 111 行定义.
|
inherited |
set generic type to T
|
inherited |
|
inherited |
|
inherited |
|
virtualinherited |
A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.
被 CGaussianKernel 重载.
在文件 SGObject.cpp 第 192 行定义.
|
virtual |
|
inherited |
unset generic type
this has to be called in classes specializing a template class
在文件 SGObject.cpp 第 303 行定义.
|
virtualinherited |
Updates the hash of current parameter combination
在文件 SGObject.cpp 第 248 行定义.
|
virtual |
Returns the states of the visible unit as CDenseFeatures<float64_t>
|
friend |
int32_t cd_num_steps |
bool cd_persistent |
bool cd_sample_visible |
float64_t gd_learning_rate_decay |
int32_t gd_mini_batch_size |
float64_t gd_momentum |
|
inherited |
io
在文件 SGObject.h 第 369 行定义.
|
inherited |
parameters wrt which we can compute gradients
在文件 SGObject.h 第 384 行定义.
|
inherited |
Hash of parameter values
在文件 SGObject.h 第 387 行定义.
|
inherited |
model selection parameters
在文件 SGObject.h 第 381 行定义.
|
inherited |
parameters
在文件 SGObject.h 第 378 行定义.
|
protected |
|
protected |
|
protected |
int32_t max_num_epochs |
int32_t monitoring_interval |
ERBMMonitoringMethod monitoring_method |
|
inherited |
parallel
在文件 SGObject.h 第 372 行定义.
|
inherited |
version
在文件 SGObject.h 第 375 行定义.