Neural networks and large data sets - java

I have a basic framework for a neural network to recognize numeric digits, but I'm having some problems with training it. My back-propogation works for small data sets, but when I have more than 50 data points, the return value starts converging to 0. And when I have data sets in the thousands, I get NaN's for costs and returns.
Basic structure: 3 layers: 784 : 15 : 1
784 is the number of pixels per data set, 15 neurons in my hidden layer, and one output neuron which returns a value from 0 to 1 (when you multiply by 10 you get a digit).
public class NetworkManager {
int inputSize;
int hiddenSize;
int outputSize;
public Matrix W1;
public Matrix W2;
public NetworkManager(int input, int hidden, int output) {
inputSize = input;
hiddenSize = hidden;
outputSize = output;
W1 = new Matrix(inputSize, hiddenSize);
W2 = new Matrix(hiddenSize, output);
}
Matrix z2, z3;
Matrix a2;
public Matrix forward(Matrix X) {
z2 = X.dot(W1);
a2 = sigmoid(z2);
z3 = a2.dot(W2);
Matrix yHat = sigmoid(z3);
return yHat;
}
public double costFunction(Matrix X, Matrix y) {
Matrix yHat = forward(X);
Matrix cost = yHat.sub(y);
cost = cost.mult(cost);
double returnValue = 0;
int i = 0;
while (i < cost.m.length) {
returnValue += cost.m[i][0];
i++;
}
return returnValue;
}
Matrix yHat;
public Matrix[] costFunctionPrime(Matrix X, Matrix y) {
yHat = forward(X);
Matrix delta3 = (yHat.sub(y)).mult(sigmoidPrime(z3));
Matrix dJdW2 = a2.t().dot(delta3);
Matrix delta2 = (delta3.dot(W2.t())).mult(sigmoidPrime(z2));
Matrix dJdW1 = X.t().dot(delta2);
return new Matrix[]{dJdW1, dJdW2};
}
}
There's the code for network framework. I pass double arrays of length 784 into the forward method.
int t = 0;
while (t < 10000) {
dJdW = Nn.costFunctionPrime(X, y);
Nn.W1 = Nn.W1.sub(dJdW[0].scalar(3));
Nn.W2 = Nn.W2.sub(dJdW[1].scalar(3));
t++;
}
I call this to adjust the weights. With small sets, the cost converges to 0 pretty well, but larger sets don't (the cost associated with 100 characters converges to 13, always). And if the set is too large, the first adjustment works (and costs go down) but after the second all I can get is NaN.
Why does this implementation fail with larger data sets (specifically training) and how can I fix this? I tried a similar structure with 10 outputs instead of 1 where each would return a value near 0 or 1 acting like boolean values, but the same thing was happening.
I'm also doing this in java by the way, and I'm wondering if that has something to do with the problem. I was wondering if it was a problem with running out of space but I haven't been getting any heap space messages. Is there a problem with how I'm back-propogating or is something else happening?
EDIT: I think I know what's happening. I think my backpropogation function is getting caught in local minimums. Sometimes the training succeeds and sometimes it fails for large data sets. Because I'm starting with random weights, I get random initial costs. What I've noticed is that when the cost initially exceeds a certain amount (it depends on the number of datasets involved), the costs converge to a clean number (sometimes 27, others 17.4) and the outputs converge to 0 (which makes sense).
I was warned about relative minimums in the cost function when I began, and I'm beginning to realize why. So now the question becomes, how do I go about my gradient descent so that I'll actually find the global minimum? I'm working in Java by the way.

This seems like a problem with weight initialization.
As far as i can see you never initialize the weights to any specific value. Therefore the network diverges. You should at least use random initialization.

If your backprop works on small dataset is there really good assumtion that there isn't problem. When you're suspicious about it you can try your BP on XOR problem.
Are units biased?
I once discuss with guy who doing exactly same thing. Hand digit recognition and 15 units in hidden layer. I saw a network who doing this task well. Her topology was:
Input: 784
First hidden: 500
Second hidden: 500
Third hidden: 2000
Output: 10
You have a sets of images and you nonlinear transform 784 pixels of image into the 15 numbers from <0, 1> interval and you doing this for all images of your set. You hope that you can right separate digit based on these 15 numbers. From my point of view is 15 hidden unit too little for such a task when I assumed you have dataset with thousands of example. Please try for example 500 hidden units.
And learning rate has influence on backprop and can caused problem with convergence.

Related

Minimization of number of itererations by adjusting input parameters in Java

I was inspired by this question XOR Neural Network in Java
Briefly, a XOR neural network is trained and the number of iterations required to complete the training depends on seven parameters (alpha, gamma3_min_cutoff, gamma3_max_cutoff, gamma4_min_cutoff, gamma4_max_cutoff, gamma4_min_cutoff, gamma4_max_cutoff). I would like to minimize number of iterations required for training by tweaking these parameters.
So, I want to rewrite program from
private static double alpha=0.1, g3min=0.2, g3max=0.8;
int iteration= 0;
loop {
do_something;
iteration++;
if (error < threshold){break}
}
System.out.println( "iterations: " + iteration)
to
for (double alpha = 0.01; alpha < 10; alpha+=0.01){
for (double g3min = 0.01; g3min < 0.4; g3min += 0.01){
//Add five more loops to optimize other parameters
int iteration = 1;
loop {
do_something;
iteration++;
if (error < threshold){break}
}
System.out.println( inputs );
//number of iterations, alpha, cutoffs,etc
//Close five more loops here
}
}
But this brute forcing method is not going to be efficient. Given 7 parameters and hundreds of iterations for each calculation even with 10 points for each parameter translates in billions of operations. Nonlinear fit should do, but those typically require partial derivatives which I wouldn't have in this case.
Is there a Java package for this sort of optimizations?
Thank you in advance,
Stepan
You have some alternatives - depending on the equations that govern the error parameter.
Pick a point in parameter space and use an iterative process to walk towards a minimum. Essentially, add a delta to each parameter and pick whichever reduces the error by the most - rince - repeat.
Pick each pareameter and perform a binary-chop search between its limits to find it's minimum. Will only work if the parameter's effect is linear.
Solve the system using some form of Operations-Research technique to track down a minimum.

Need some help for deeplearning4j single RBM usage

I have a bunch of sensors and I really just want to reconstruct the input.
So what I want is this:
after I have trained my model I will pass in my feature matrix
get the reconstructed feature matrix back
I want to investigate which sensor values are completely different from the reconstructed value
Therefore I thought a RBM will be the right choice and since I am used to Java, I have tried to use deeplearning4j. But I got stuck very early. If you run the following code, I am facing 2 problems.
The result is far away from a correct prediction, most of them are simply [1.00,1.00,1.00].
I would expect to get back 4 values (which is the number of inputs expected to be reconstructed)
So what do I have to tune to get a) a better result and b) get the reconstructed inputs back?
public static void main(String[] args) {
// Customizing params
Nd4j.MAX_SLICES_TO_PRINT = -1;
Nd4j.MAX_ELEMENTS_PER_SLICE = -1;
Nd4j.ENFORCE_NUMERICAL_STABILITY = true;
final int numRows = 4;
final int numColumns = 1;
int outputNum = 3;
int numSamples = 150;
int batchSize = 150;
int iterations = 100;
int seed = 123;
int listenerFreq = iterations/5;
DataSetIterator iter = new IrisDataSetIterator(batchSize, numSamples);
// Loads data into generator and format consumable for NN
DataSet iris = iter.next();
iris.normalize();
//iris.scale();
System.out.println(iris.getFeatureMatrix());
NeuralNetConfiguration conf = new NeuralNetConfiguration.Builder()
// Gaussian for visible; Rectified for hidden
// Set contrastive divergence to 1
.layer(new RBM.Builder()
.nIn(numRows * numColumns) // Input nodes
.nOut(outputNum) // Output nodes
.activation("tanh") // Activation function type
.weightInit(WeightInit.XAVIER) // Weight initialization
.lossFunction(LossFunctions.LossFunction.XENT)
.updater(Updater.NESTEROVS)
.build())
.seed(seed) // Locks in weight initialization for tuning
.iterations(iterations)
.learningRate(1e-1f) // Backprop step size
.momentum(0.5) // Speed of modifying learning rate
.optimizationAlgo(OptimizationAlgorithm.STOCHASTIC_GRADIENT_DESCENT) // ^^ Calculates gradients
.build();
Layer model = LayerFactories.getFactory(conf.getLayer()).create(conf);
model.setListeners(Arrays.asList((IterationListener) new ScoreIterationListener(listenerFreq)));
model.fit(iris.getFeatureMatrix());
System.out.println(model.activate(iris.getFeatureMatrix(), false));
}
For b), when you call activate(), you get a list of "nlayers" arrays. Every array in the list is the activation for one layer. The array itself is composed of rows: 1 row per input vector; each column contains the activation for every neuron in this layer and this observation (input).
Once all layers have been activated with some input, you can get the reconstruction with the RBM.propDown() method.
As for a), I'm afraid it's very tricky to train correctly an RBM.
So you really want to play with every parameter, and more importantly,
monitor during training various metrics that will give you some hint about whether it's training correctly or not. Personally, I like to plot:
The score() on the training corpus, which is the reconstruction error after every gradient update; check that it decreases.
The score() on another development corpus: useful to be warned when overfitting occurs;
The norm of the parameter vector: it has a large impact on the score
Both activation maps (= XY rectangular plot of the activated neurons of one layer over the corpus), just after initialization and after N steps: this helps detecting unreliable training (e.g.: when all is black/white, when a large part of all neurons are never activated, etc.)

Wrong values in calculating Frequency using FFT

I'm getting wrong frequency, I don't understand why i'm getting wrong values.since i have calculating as per instructions followed by stackoverflow.
I've used FFT from
http://introcs.cs.princeton.edu/java/97data/FFT.java.html
and complex from
http://introcs.cs.princeton.edu/java/97data/Complex.java.html
audioRec.startRecording();
audioRec.read(bufferByte, 0,bufferSize);
for(int i=0;i<bufferSize;i++){
bufferDouble[i]=(double)bufferByte[i];
}
Complex[] fftArray = new Complex[bufferSize];
for(int i=0;i<bufferSize;i++){
fftArray[i]=new Complex(bufferDouble[i],0);
}
FFT.fft(fftArray);
double[] magnitude=new double[bufferSize];
for(int i=0;i<bufferSize;i++){
magnitude[i] = Math.sqrt((fftArray[i].re()*fftArray[i].re()) + (fftArray[i].im()*fftArray[i].im()));
}
double max = 0.0;
int index = -1;
for(int j=0;j<bufferSize;j++){
if(max < magnitude[j]){
max = magnitude[j];
index = j;
}
}
final int peak=index * sampleRate/bufferSize;
Log.v(TAG2, "Peak Frequency = " + index * sampleRate/bufferSize);
handler.post(new Runnable() {
public void run() {
textView.append("---"+peak+"---");
}
});
i'm getting values like 21000,18976,40222,30283 etc...
Please help me.....
Thank you..
Your source code is almost fine. The only problem is that you search for the peaks through the full spectrum, i.e. from 0 via Fs/2 to Fs.
For any real-valued input signal (which you have) the spectrum between Fs/2 and Fs (=sample frequency) is an exact mirror of the spectrum between 0 and Fs/2 (I found this nice background explanation). Thus, for each frequency there exist two peaks with almost identical amplitude. I'm writing 'almost' because due to limited machine precision they are not necessarily exactly identical. So, you randomly find the peak in the first half of the spectrum which contains the frequencies below the Nyquist frequency (=Fs/2) or in the second half of the spectrum with the frequencies above the Nyquist frequency.
If you want to correct the mistake yourself, stop reading here. Otherwise continue:
Just replace
for(int j=0;j<bufferSize;j++){
with
for(int j=0;j<=bufferSize/2;j++){
in the source code you presented.
P.S.: Typically, it is better to apply a window function to the analysis buffer (e.g. a Hamming window) but for your application of peak picking it won't change results very much.

Echo/delay algorithm just causes noise/static?

There have been other questions and answers on this site suggesting that, to create an echo or delay effect, you need only add one audio sample with a stored audio sample from the past. As such, I have the following Java class:
public class DelayAMod extends AudioMod {
private int delay = 500;
private float decay = 0.1f;
private boolean feedback = false;
private int delaySamples;
private short[] samples;
private int rrPointer;
#Override
public void init() {
this.setDelay(this.delay);
this.samples = new short[44100];
this.rrPointer = 0;
}
public void setDecay(final float decay) {
this.decay = Math.max(0.0f, Math.min(decay, 0.99f));
}
public void setDelay(final int msDelay) {
this.delay = msDelay;
this.delaySamples = 44100 / (1000/this.delay);
System.out.println("Delay samples:"+this.delaySamples);
}
#Override
public short process(short sample) {
System.out.println("Got:"+sample);
if (this.feedback) {
//Delay should feed back into the loop:
sample = (this.samples[this.rrPointer] = this.apply(sample));
} else {
//No feedback - store base data, then add echo:
this.samples[this.rrPointer] = sample;
sample = this.apply(sample);
}
++this.rrPointer;
if (this.rrPointer >= this.samples.length) {
this.rrPointer = 0;
}
System.out.println("Returning:"+sample);
return sample;
}
private short apply(short sample) {
int loc = this.rrPointer - this.delaySamples;
if (loc < 0) {
loc += this.samples.length;
}
System.out.println("Found:"+this.samples[loc]+" at "+loc);
System.out.println("Adding:"+(this.samples[loc] * this.decay));
return (short)Math.max(Short.MIN_VALUE, Math.min(sample + (int)(this.samples[loc] * this.decay), (int)Short.MAX_VALUE));
}
}
It accepts one 16-bit sample at a time from an input stream, finds an earlier sample, and adds them together accordingly. However, the output is just horrible noisy static, especially when the decay is raised to a level that would actually cause any appreciable result. Reducing the decay to 0.01 barely allows the original audio to come through, but there's certainly no echo at that point.
Basic troubleshooting facts:
The audio stream sounds fine if this processing is skipped.
The audio stream sounds fine if decay is 0 (nothing to add).
The stored samples are indeed stored and accessed in the proper order and the proper locations.
The stored samples are being decayed and added to the input samples properly.
All numbers from the call of process() to return sample are precisely what I would expect from this algorithm, and remain so even outside this class.
The problem seems to arise from simply adding signed shorts together, and the resulting waveform is an absolute catastrophe. I've seen this specific method implemented in a variety of places - C#, C++, even on microcontrollers - so why is it failing so hard here?
EDIT: It seems I've been going about this entirely wrong. I don't know if it's FFmpeg/avconv, or some other factor, but I am not working with a normal PCM signal here. Through graphing of the waveform, as well as a failed attempt at a tone generator and the resulting analysis, I have determined that this is some version of differential pulse-code modulation; pitch is determined by change from one sample to the next, and halving the intended "volume" multiplier on a pure sine wave actually lowers the pitch and leaves volume the same. (Messing with the volume multiplier on a non-sine sequence creates the same static as this echo algorithm.) As this and other DSP algorithms are intended to work on linear pulse-code modulation, I'm going to need some way to get the proper audio stream first.
It should definitely work unless you have significant clipping.
For example, this is a text file with two columns. The leftmost column is the 16 bit input. The second column is the sum of the first and a version delayed by 4001 samples. The sample rate is 22KHz.
Each sample in the second column is the result of summing x[k] and x[k-4001] (e.g. y[5000] = x[5000] + x[999] = -13840 + 9181 = -4659) You can clearly hear the echo signal when playing the samples in the second column.
Try this signal with your code and see if you get identical results.

Solving a simple maximization game

I've got a very simple question about a game I created (this is not homework): what should the following method contain to maximize payoff:
private static boolean goForBiggerResource() {
return ... // I must fill this
};
Once again I stress that this is not homework: I'm trying to understand what is at work here.
The "strategy" is trivial: there can only be two choices: true or false.
The "game" itself is very simple:
P1 R1 R2 P2
R5
P3 R3 R4 P4
there are four players (P1, P2, P3 and P4) and five resources (R1, R2, R3, R4 all worth 1 and R5, worth 2)
each player has exactly two options: either go for a resource close to its starting location that gives 1 and that the player is sure to get (no other player can get to that resource first) OR the player can try to go for a resource that is worth 2... But other players may go for it too.
if two or more players go for the bigger resource (the one worth 2), then they'll arrive at the bigger resource at the same time and only one player, at random, will get it and the other player(s) going for that resource will get 0 (they cannot go back to a resource worth 1).
each player play the same strategy (the one defined in the method goForBiggerResource())
players cannot "talk" to each other to agree on a strategy
the game is run 1 million times
So basically I want to fill the method goForBiggerResource(), which returns either true or false, in a way to maximize the payoff.
Here's the code allowing to test the solution:
private static final int NB_PLAYERS = 4;
private static final int NB_ITERATIONS = 1000000;
public static void main(String[] args) {
double totalProfit = 0.0d;
for (int i = 0; i < NB_ITERATIONS; i++) {
int nbGoingForExpensive = 0;
for (int j = 0; j < NB_PLAYERS; j++) {
if ( goForBiggerResource() ) {
nbGoingForExpensive++;
} else {
totalProfit++;
}
}
totalProfit += nbGoingForExpensive > 0 ? 2 : 0;
}
double payoff = totalProfit / (NB_ITERATIONS * NB_PLAYERS);
System.out.println( "Payoff per player: " + payoff );
}
For example if I suggest the following solution:
private static boolean goForBiggerResource() {
return true;
};
Then all four players will go for the bigger resource. Only one of them will get it, at random. Over one million iteration the average payoff per player will be 2/4 which gives 0.5 and the program shall output:
Payoff per player: 0.5
My question is very simple: what should go into the method goForBiggerResource() (which returns either true or false) to maximize the average payoff and why?
Since each player uses the same strategy described in your goForBiggerResource method, and you try to maximize the overall payoff, the best strategy would be three players sticking with the local resource and one player going for the big game. Unfortunately since they can not agree on a strategy, and I assume no player can not be distinguished as a Big Game Hunter, things get tricky.
We need to randomize whether a player goes for the big game or not. Suppose p is the probability that he goes for it. Then separating the cases according to how many Big Game Hunters there are, we can calculate the number of cases, probabilities, payoffs, and based on this, expected payoffs.
0 BGH: (4 choose 0) cases, (1-p)^4 prob, 4 payoff, expected 4(p^4-4p^3+6p^2-4p+1)
1 BGH: (4 choose 1) cases, (1-p)^3*p prob, 5 payoff, expected 20(-p^4+3p^3-3p^2+p)
2 BGH: (4 choose 2) cases, (1-p)^2*p^2 prob, 4 payoff, expected 24(p^4-2p^3+p^2)
3 BGH: (4 choose 3) cases, (1-p)*p^3 prob, 3 payoff, expected 12(-p^4+p^3)
4 BGH: (4 choose 4) cases, p^4 prob, 2 payoff, expected 2(p^4)
Then we need to maximize the sum of the expected payoffs. Which is -2p^4+8p^3-12p^2+4p+4 if I calculated correctly. Since the first term is -2 < 0, it is a concave function, and hopefully one of the roots to its derivative, -8p^3+24p^2-24p+4, will maximize the expected payoffs. Plugging it into an online polynomial solver, it returns three roots, two of them complex, the third being p ~ 0.2062994740159. The second derivate is -24p^2+48p-24 = 24(-p^2+2p-1) = -24(p-1)^2, which is < 0 for all p != 1, so we indeed found a maximum. The (overall) expected payoff is the polynomial evaluated at this maximum, around 4.3811015779523, which is a 1.095275394488075 payoff per player.
Thus the winning method is something like this
private static boolean goForBiggerResource ()
{
return Math.random() < 0.2062994740159;
}
Of course if players can use different strategies and/or play against each other, it's an entirely different matter.
Edit: Also, you can cheat ;)
private static int cheat = 0;
private static boolean goForBiggerResource ()
{
cheat = (cheat + 1) % 4;
return cheat == 0;
}
I take it you tried the following:
private static boolean goForBiggerResource() {
return false;
};
where none of the player try to go for the resource that is worth 2. They are hence guaranteed to each get a resource worth 1 every time hence:
Payoff per player: 1.0
I suppose also that if you ask this nice question is because you guess there's a better answer.
The trick is that you need what is called a "mixed strategy".
EDIT: ok here I come with a mixed-strategy... I don't get how Patrick found the 20% that fast (when he commented, only minutes after you posted your question) but, yup, I found out basically that same value too:
private static final Random r = new Random( System.nanoTime() );
private static boolean goForBiggerResource() {
return r.nextInt(100) < 21;
}
Which gives, for example:
Payoff per player: 1.0951035
Basically if I'm not mistaken you want to read the Wikipedia page on the "Nash equilibrium" and particularly this:
"Nash Equilibrium is defined in terms of mixed strategies, where players choose a probability distribution over possible actions"
Your question/simple example if I'm not mistaken also can be used to show why colluding players can do better average payoffs: if players could colude, they'd get 1.25 on average, which beats the 1.095 I got.
Also note that my answers contains approximation errors (I only check random numbers from 0 to 99) and depends a bit on the Random PRNG but you should get the idea.
if the players cannot cooperate and have no memory there is only one possible way to implement goForBiggerResource: choose a value randomly. Now the question is what is the best rate to use.
Now simple mathematics (not really programming related):
assume the rate x represents the probability to stay with the small resource;
therefore the chance for no player going for the big one is x^4;
so the chance for at least one player going to the big one is 1-x^4;
total profit is x + ( 1 - x^4 ) / 2
find the maximum of that formula for 0% <= x <= 100%
the result is about 79.4% (for returning false)
Mmm, I think your basic problem is that the game as described is trivial. In all cases, the optimal strategy is to stick with the local resource, because the expected payoff for going for R5 is only 0.5 (1/4 * 2). Raise the reward for R5 to 4, and it becomes even; there's no better strategy. reward(R5)>4 and it always pays to take R5.

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