原理
stochastic gredient descent
初版的Adaline的最大缺點是需要x, y 的全集來進行計算weight, 但是在實際的大數據應用場景中,這是不可能的。因爲在網絡中,數據是指數增長的,有新的數據源源不斷地添加。所以需要引入“批處理的梯度下降算法”這個概念。
以下是前一章初級gradient descent過程:將全部的x放入神經網中訓練.
for i in range(self.n_iter):
output = self.net_input(X)
errors = (y - output)
self.w_[1:] += self.eta * X.T.dot(errors)
self.w_[0] += self.eta * errors.sum()
cost = (errors**2).sum() / 2.0
self.cost_.append(cost)
stochastic gradient descent就是一種特殊的批處理的梯度下降算法,它隨機選擇sample
來更新weights. 特殊的原因在於它是batch size =1, 也就是一個一個的處理。
批處理滿足於實時訓練模型。當我們用已有的數據訓練好一個模型後,可以一個一個接收新來的數據繼續完善我們的模型。(在後文中fit函數爲訓練已有數據,partial_fit函數爲後續數據做訓練調用)
adaptive learning rate
在stochastic gradient descent算法中,常用到的是可變換的學習速率,比如按照迭代次數逐步減短:
mini-batch learning
stochastic gradient descent是一個一個數據處理,而mini-batch learning 則是更爲廣義的批處理,比如batch size = 50.
實現
基於上篇的Adaline訓練模型, 在此次模型中添加:
1. shuffle函數。隨機選sample.
2. partial_fit函數。用來訓練後續數據集。
from numpy.random import seed
import numpy as np
class AdalineSGD(object):
"""ADAptive LInear NEuron classifier.
Parameters
------------
eta : float
Learning rate (between 0.0 and 1.0)
n_iter : int
Passes over the training dataset.
Attributes
-----------
w_ : 1d-array
Weights after fitting.
errors_ : list
Number of misclassifications in every epoch.
shuffle : bool (default: True)
Shuffles training data every epoch, ensure choose dataset randomly
if True to prevent cycles.
random_state : int (default: None)
Set random state for shuffling
and initializing the weights.
"""
def __init__(self, eta=0.01, n_iter=10,
shuffle=True, random_state=None):
self.eta = eta
self.n_iter = n_iter
self.w_initialized = False
self.shuffle = shuffle
if random_state:
seed(random_state)
def fit(self, X, y):
""" Fit training data.
Parameters
----------
X : {array-like}, shape = [n_samples, n_features]
Training vectors, where n_samples
is the number of samples and
n_features is the number of features.
y : array-like, shape = [n_samples]
Target values.
Returns
-------
self : object
"""
self._initialize_weights(X.shape[1])
self.cost_ = []
for i in range(self.n_iter):
if self.shuffle:
X, y = self._shuffle(X, y)
cost = []
#online processing
for xi, target in zip(X, y):
cost.append(self._update_weights(xi, target))
avg_cost = sum(cost)/len(y)
self.cost_.append(avg_cost)
return self
def partial_fit(self, X, y):
"""
Fit training data without reinitializing the weights
If we want to update our model—for example, in an on-line learning scenario with
streaming data—we could simply call the partial_fit method on individual
samples—for instance, ada.partial_fit(X_std[0, :], y[0]).
"""
if not self.w_initialized:
self._initialize_weights(X.shape[1])
#ravel()多維數組降到一維數組,按行讀取。
if y.ravel().shape[0] > 1:
for xi, target in zip(X, y):
self._update_weights(xi, target)
else:
self._update_weights(X, y)
return self
def _shuffle(self, X, y):
"""Shuffle training data"""
r = np.random.permutation(len(y))
return X[r], y[r]
def _initialize_weights(self, m):
"""Initialize weights to zeros"""
self.w_ = np.zeros(1 + m)
self.w_initialized = True
def _update_weights(self, xi, target):
"""Apply Adaline learning rule to update the weights"""
output = self.net_input(xi)
error = (target - output)
self.w_[1:] += self.eta * xi.dot(error)
self.w_[0] += self.eta * error
cost = 0.5 * error**2
return cost
def net_input(self, X):
"""Calculate net input"""
return np.dot(X, self.w_[1:]) + self.w_[0]
def activation(self, X):
"""Compute linear activation"""
return self.net_input(X)
def predict(self, X):
"""Return class label after unit step"""
return np.where(self.activation(X) >= 0.0, 1, -1)
測試
>>> ada = AdalineSGD(n_iter=15, eta=0.01, random_state=1)
>>> ada.fit(X_std, y)
>>> plt.plot(range(1, len(ada.cost_) + 1), ada.cost_, marker='o')
>>> plt.xlabel('Epochs')
>>> plt.ylabel('Average Cost')
>>> plt.show()
如果有新的數據集增加:
ada.partial_fit(X_std[0, :], y[0])