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"""Restricted Boltzmann Machine
"""
# Authors: Yann N. Dauphin <dauphiya@iro.umontreal.ca>
# Vlad Niculae
# Gabriel Synnaeve
# Lars Buitinck
# License: BSD 3 clause
import time
from numbers import Integral, Real
import numpy as np
import scipy.sparse as sp
from scipy.special import expit # logistic function
from ..base import (
BaseEstimator,
ClassNamePrefixFeaturesOutMixin,
TransformerMixin,
_fit_context,
)
from ..utils import check_random_state, gen_even_slices
from ..utils._param_validation import Interval
from ..utils.extmath import safe_sparse_dot
from ..utils.validation import check_is_fitted
class BernoulliRBM(ClassNamePrefixFeaturesOutMixin, TransformerMixin, BaseEstimator):
"""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 <rbm>`.
Parameters
----------
n_components : int, default=256
Number of binary hidden units.
learning_rate : float, default=0.1
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, default=10
Number of examples per minibatch.
n_iter : int, default=10
Number of iterations/sweeps over the training dataset to perform
during training.
verbose : int, default=0
The verbosity level. The default, zero, means silent mode. Range
of values is [0, inf].
random_state : int, RandomState instance or None, default=None
Determines random number generation for:
- Gibbs sampling from visible and hidden layers.
- Initializing components, sampling from layers during fit.
- Corrupting the data when scoring samples.
Pass an int for reproducible results across multiple function calls.
See :term:`Glossary <random_state>`.
Attributes
----------
intercept_hidden_ : array-like of shape (n_components,)
Biases of the hidden units.
intercept_visible_ : array-like of shape (n_features,)
Biases of the visible units.
components_ : array-like of shape (n_components, n_features)
Weight matrix, where `n_features` is the number of
visible units and `n_components` is the number of hidden units.
h_samples_ : array-like of shape (batch_size, n_components)
Hidden Activation sampled from the model distribution,
where `batch_size` is the number of examples per minibatch and
`n_components` is the number of hidden units.
n_features_in_ : int
Number of features seen during :term:`fit`.
.. versionadded:: 0.24
feature_names_in_ : ndarray of shape (`n_features_in_`,)
Names of features seen during :term:`fit`. Defined only when `X`
has feature names that are all strings.
.. versionadded:: 1.0
See Also
--------
sklearn.neural_network.MLPRegressor : Multi-layer Perceptron regressor.
sklearn.neural_network.MLPClassifier : Multi-layer Perceptron classifier.
sklearn.decomposition.PCA : An unsupervised linear dimensionality
reduction model.
References
----------
[1] Hinton, G. E., Osindero, S. and Teh, Y. A fast learning algorithm for
deep belief nets. Neural Computation 18, pp 1527-1554.
https://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
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(n_components=2)
"""
_parameter_constraints: dict = {
"n_components": [Interval(Integral, 1, None, closed="left")],
"learning_rate": [Interval(Real, 0, None, closed="neither")],
"batch_size": [Interval(Integral, 1, None, closed="left")],
"n_iter": [Interval(Integral, 0, None, closed="left")],
"verbose": ["verbose"],
"random_state": ["random_state"],
}
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} of shape (n_samples, n_features)
The data to be transformed.
Returns
-------
h : ndarray of shape (n_samples, n_components)
Latent representations of the data.
"""
check_is_fitted(self)
X = self._validate_data(
X, accept_sparse="csr", reset=False, dtype=(np.float64, np.float32)
)
return self._mean_hiddens(X)
def _mean_hiddens(self, v):
"""Computes the probabilities P(h=1|v).
Parameters
----------
v : ndarray of shape (n_samples, n_features)
Values of the visible layer.
Returns
-------
h : ndarray of 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 : ndarray of shape (n_samples, n_features)
Values of the visible layer to sample from.
rng : RandomState instance
Random number generator to use.
Returns
-------
h : ndarray of shape (n_samples, n_components)
Values of the hidden layer.
"""
p = self._mean_hiddens(v)
return rng.uniform(size=p.shape) < p
def _sample_visibles(self, h, rng):
"""Sample from the distribution P(v|h).
Parameters
----------
h : ndarray of shape (n_samples, n_components)
Values of the hidden layer to sample from.
rng : RandomState instance
Random number generator to use.
Returns
-------
v : ndarray of 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.uniform(size=p.shape) < p
def _free_energy(self, v):
"""Computes the free energy F(v) = - log sum_h exp(-E(v,h)).
Parameters
----------
v : ndarray of shape (n_samples, n_features)
Values of the visible layer.
Returns
-------
free_energy : ndarray of 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 : ndarray of shape (n_samples, n_features)
Values of the visible layer to start from.
Returns
-------
v_new : ndarray of shape (n_samples, n_features)
Values of the visible layer after one Gibbs step.
"""
check_is_fitted(self)
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_
@_fit_context(prefer_skip_nested_validation=True)
def partial_fit(self, X, y=None):
"""Fit the model to the partial segment of the data X.
Parameters
----------
X : ndarray of shape (n_samples, n_features)
Training data.
y : array-like of shape (n_samples,) or (n_samples, n_outputs), default=None
Target values (None for unsupervised transformations).
Returns
-------
self : BernoulliRBM
The fitted model.
"""
first_pass = not hasattr(self, "components_")
X = self._validate_data(
X, accept_sparse="csr", dtype=np.float64, reset=first_pass
)
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",
)
self._n_features_out = self.components_.shape[0]
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 : ndarray of shape (n_samples, n_features)
The data to use for training.
rng : RandomState instance
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} of shape (n_samples, n_features)
Values of the visible layer. Must be all-boolean (not checked).
Returns
-------
pseudo_likelihood : ndarray of 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)
v = self._validate_data(X, accept_sparse="csr", reset=False)
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 sp.issparse(v):
data = -2 * v[ind] + 1
if isinstance(data, np.matrix): # v is a sparse matrix
v_ = v + sp.csr_matrix((data.A.ravel(), ind), shape=v.shape)
else: # v is a sparse array
v_ = v + sp.csr_array((data.ravel(), ind), shape=v.shape)
else:
v_ = v.copy()
v_[ind] = 1 - v_[ind]
fe = self._free_energy(v)
fe_ = self._free_energy(v_)
# log(expit(x)) = log(1 / (1 + exp(-x)) = -np.logaddexp(0, -x)
return -v.shape[1] * np.logaddexp(0, -(fe_ - fe))
@_fit_context(prefer_skip_nested_validation=True)
def fit(self, X, y=None):
"""Fit the model to the data X.
Parameters
----------
X : {array-like, sparse matrix} of shape (n_samples, n_features)
Training data.
y : array-like of shape (n_samples,) or (n_samples, n_outputs), default=None
Target values (None for unsupervised transformations).
Returns
-------
self : BernoulliRBM
The fitted model.
"""
X = self._validate_data(X, accept_sparse="csr", dtype=(np.float64, np.float32))
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",
dtype=X.dtype,
)
self._n_features_out = self.components_.shape[0]
self.intercept_hidden_ = np.zeros(self.n_components, dtype=X.dtype)
self.intercept_visible_ = np.zeros(X.shape[1], dtype=X.dtype)
self.h_samples_ = np.zeros((self.batch_size, self.n_components), dtype=X.dtype)
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=n_samples)
)
verbose = self.verbose
begin = time.time()
for iteration in range(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
def _more_tags(self):
return {
"_xfail_checks": {
"check_methods_subset_invariance": (
"fails for the decision_function method"
),
"check_methods_sample_order_invariance": (
"fails for the score_samples method"
),
},
"preserves_dtype": [np.float64, np.float32],
}
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