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Theano CRBM demonstration
""" Theano CRBM implementation.
For details, see:
Taylor GW, Hinton GE, Roweis ST. Modeling Human Motion Using Binary Latent Variables.
In: Advances in Neural Information Processing Systems 19. MIT Press; 2007. pp. 1345–1352.
Sample data:
https://uoguelphca-my.sharepoint.com/:u:/g/personal/gwtaylor_uoguelph_ca/EfJARkZuiX1JmwMKQxQqKJMBaMBUNOcF83FW_n9gk7OIbg?e=fnCjet
@author Graham Taylor"""
import numpy
import numpy as np
import matplotlib.pyplot as plt
import time
import theano
import theano.tensor as T
from theano.tensor.shared_randomstreams import RandomStreams
from motion import load_data
class CRBM(object):
"""Conditional Restricted Boltzmann Machine (CRBM) """
def __init__(self, input=None, input_history=None, n_visible=49,
n_hidden=500, delay=6, A=None, B=None, W=None, hbias=None,
vbias=None, numpy_rng=None,
theano_rng=None):
"""
CRBM constructor. Defines the parameters of the model along with
basic operations for inferring hidden from visible (and vice-versa),
as well as for performing CD updates.
:param input: None for standalone RBMs or symbolic variable if RBM is
part of a larger graph.
:param n_visible: number of visible units
:param n_hidden: number of hidden units
:param A: None for standalone CRBMs or symbolic variable pointing to a
shared weight matrix in case CRBM is part of a CDBN network; in a CDBN,
the weights are shared between CRBMs and layers of a MLP
:param B: None for standalone CRBMs or symbolic variable pointing to a
shared weight matrix in case CRBM is part of a CDBN network; in a CDBN,
the weights are shared between CRBMs and layers of a MLP
:param W: None for standalone CRBMs or symbolic variable pointing to a
shared weight matrix in case CRBM is part of a CDBN network; in a CDBN,
the weights are shared between CRBMs and layers of a MLP
:param hbias: None for standalone CRBMs or symbolic variable pointing
to a shared hidden units bias vector in case CRBM is part of a
different network
:param vbias: None for standalone RBMs or a symbolic variable
pointing to a shared visible units bias
"""
self.n_visible = n_visible
self.n_hidden = n_hidden
self.delay = delay
if numpy_rng is None:
# create a number generator
numpy_rng = numpy.random.RandomState(1234)
if theano_rng is None:
theano_rng = RandomStreams(numpy_rng.randint(2 ** 30))
if W is None:
# the output of uniform if converted using asarray to dtype
# theano.config.floatX so that the code is runable on GPU
initial_W = np.asarray(0.01 * numpy_rng.randn(n_visible,
n_hidden),
dtype=theano.config.floatX)
# theano shared variables for weights and biases
W = theano.shared(value=initial_W, name='W')
if A is None:
initial_A = np.asarray(0.01 * numpy_rng.randn(n_visible * delay,
n_visible),
dtype=theano.config.floatX)
# theano shared variables for weights and biases
A = theano.shared(value=initial_A, name='A')
if B is None:
initial_B = np.asarray(0.01 * numpy_rng.randn(n_visible * delay,
n_hidden),
dtype=theano.config.floatX)
# theano shared variables for weights and biases
B = theano.shared(value=initial_B, name='B')
if hbias is None:
# create shared variable for hidden units bias
hbias = theano.shared(value=numpy.zeros(n_hidden,
dtype=theano.config.floatX), name='hbias')
if vbias is None:
# create shared variable for visible units bias
vbias = theano.shared(value=numpy.zeros(n_visible,
dtype=theano.config.floatX), name='vbias')
# initialize input layer for standalone CRBM or layer0 of CDBN
self.input = input
if not input:
self.input = T.matrix('input')
self.input_history = input_history
if not input_history:
self.input_history = T.matrix('input_history')
self.W = W
self.A = A
self.B = B
self.hbias = hbias
self.vbias = vbias
self.theano_rng = theano_rng
# **** WARNING: It is not a good idea to put things in this list
# other than shared variables created in this function.
self.params = [self.W, self.A, self.B, self.hbias, self.vbias]
def free_energy(self, v_sample, v_history):
''' Function to compute the free energy of a sample conditional
on the history '''
wx_b = T.dot(v_sample, self.W) + T.dot(v_history, self.B) + self.hbias
ax_b = T.dot(v_history, self.A) + self.vbias
visible_term = T.sum(0.5 * T.sqr(v_sample - ax_b), axis=1)
hidden_term = T.sum(T.log(1 + T.exp(wx_b)), axis=1)
return visible_term - hidden_term
def propup(self, vis, v_history):
''' This function propagates the visible units activation upwards to
the hidden units
Note that we return also the pre-sigmoid activation of the layer. As
it will turn out later, due to how Theano deals with optimizations,
this symbolic variable will be needed to write down a more
stable computational graph (see details in the reconstruction cost
function)
'''
pre_sigmoid_activation = T.dot(vis, self.W) + \
T.dot(v_history, self.B) + self.hbias
return [pre_sigmoid_activation, T.nnet.sigmoid(pre_sigmoid_activation)]
def sample_h_given_v(self, v0_sample, v_history):
''' This function infers state of hidden units given visible units '''
# compute the activation of the hidden units given a sample of the
# visibles
#pre_sigmoid_h1, h1_mean = self.propup(v0_sample)
pre_sigmoid_h1, h1_mean = self.propup(v0_sample, v_history)
# get a sample of the hiddens given their activation
# Note that theano_rng.binomial returns a symbolic sample of dtype
# int64 by default. If we want to keep our computations in floatX
# for the GPU we need to specify to return the dtype floatX
h1_sample = self.theano_rng.binomial(size=h1_mean.shape, n=1,
p=h1_mean,
dtype=theano.config.floatX)
return [pre_sigmoid_h1, h1_mean, h1_sample]
def propdown(self, hid, v_history):
'''This function propagates the hidden units activation downwards to
the visible units
Note that we return also the pre_sigmoid_activation of the layer. As
it will turn out later, due to how Theano deals with optimizations,
this symbolic variable will be needed to write down a more
stable computational graph (see details in the reconstruction cost
function)
'''
mean_activation = T.dot(hid, self.W.T) + T.dot(v_history, self.A) + \
self.vbias
return mean_activation
def sample_v_given_h(self, h0_sample, v_history):
''' This function infers state of visible units given hidden units '''
# compute the activation of the visible given the hidden sample
#pre_sigmoid_v1, v1_mean = self.propdown(h0_sample)
v1_mean = self.propdown(h0_sample, v_history)
# get a sample of the visible given their activation
# Note that theano_rng.binomial returns a symbolic sample of dtype
# int64 by default. If we want to keep our computations in floatX
# for the GPU we need to specify to return the dtype floatX
#v1_sample = self.theano_rng.binomial(size=v1_mean.shape,
# n=1, p=v1_mean,
# dtype = theano.config.floatX)
v1_sample = v1_mean # mean-field
return [v1_mean, v1_sample]
def gibbs_hvh(self, h0_sample, v_history):
''' This function implements one step of Gibbs sampling,
starting from the hidden state'''
v1_mean, v1_sample = self.sample_v_given_h(h0_sample, v_history)
pre_sigmoid_h1, h1_mean, h1_sample = self.sample_h_given_v(v1_sample,
v_history)
return [v1_mean, v1_sample, pre_sigmoid_h1, h1_mean, h1_sample]
def gibbs_vhv(self, v0_sample, v_history):
''' This function implements one step of Gibbs sampling,
starting from the visible state'''
#pre_sigmoid_h1, h1_mean, h1_sample = self.sample_h_given_v(v0_sample)
#pre_sigmoid_v1, v1_mean, v1_sample = self.sample_v_given_h(h1_sample)
pre_sigmoid_h1, h1_mean, h1_sample = self.sample_h_given_v(v0_sample,
v_history)
v1_mean, v1_sample = self.sample_v_given_h(h1_sample, v_history)
return [pre_sigmoid_h1, h1_mean, h1_sample, v1_mean, v1_sample]
def get_cost_updates(self, lr=0.1, k=1):
"""
This functions implements one step of CD-k
:param lr: learning rate used to train the RBM
:param persistent: None for CD
:param k: number of Gibbs steps to do in CD-k
Returns a proxy for the cost and the updates dictionary. The
dictionary contains the update rules for weights and biases but
also an update of the shared variable used to store the persistent
chain, if one is used.
"""
# compute positive phase
pre_sigmoid_ph, ph_mean, ph_sample = \
self.sample_h_given_v(self.input, self.input_history)
# for CD, we use the newly generate hidden sample
chain_start = ph_sample
# perform actual negative phase
# in order to implement CD-k we need to scan over the
# function that implements one gibbs step k times.
# Read Theano tutorial on scan for more information :
# http://deeplearning.net/software/theano/library/scan.html
# the scan will return the entire Gibbs chain
# updates dictionary is important because it contains the updates
# for the random number generator
[nv_means, nv_samples, pre_sigmoid_nhs, nh_means,
nh_samples], updates = theano.scan(self.gibbs_hvh,
# the None are place holders, saying that
# chain_start is the initial state corresponding to the
# 5th output
outputs_info=[None, None, None, None, chain_start],
non_sequences=self.input_history,
n_steps=k)
# determine gradients on CRBM parameters
# not that we only need the sample at the end of the chain
chain_end = nv_samples[-1]
cost = T.mean(self.free_energy(self.input, self.input_history)) - \
T.mean(self.free_energy(chain_end, self.input_history))
# We must not compute the gradient through the gibbs sampling
gparams = T.grad(cost, self.params, consider_constant=[chain_end])
# constructs the update dictionary
for gparam, param in zip(gparams, self.params):
# make sure that the learning rate is of the right dtype
if param == self.A:
# slow down autoregressive updates
updates[param] = param - gparam * 0.01 * \
T.cast(lr, dtype=theano.config.floatX)
else:
updates[param] = param - gparam * \
T.cast(lr, dtype=theano.config.floatX)
# reconstruction error is a better proxy for CD
monitoring_cost = self.get_reconstruction_cost(updates, nv_means[-1])
return monitoring_cost, updates
def get_reconstruction_cost(self, updates, pre_sigmoid_nv):
"""Approximation to the reconstruction error
"""
# sum over dimensions, mean over cases
recon = T.mean(T.sum(T.sqr(self.input - pre_sigmoid_nv), axis=1))
return recon
def generate(self, orig_data, orig_history, n_samples, n_gibbs=30):
""" Given initialization(s) of visibles and matching history, generate
n_samples in future.
orig_data : n_seq by n_visibles array
initialization for first frame
orig_history : n_seq by delay * n_visibles array
delay-step history
n_samples : int
number of samples to generate forward
n_gibbs : int
number of alternating Gibbs steps per iteration"""
n_seq = orig_data.shape[0]
persistent_vis_chain = theano.shared(orig_data)
persistent_history = theano.shared(orig_history)
#persistent_history = T.matrix('persistent_history')
[presig_hids, hid_mfs, hid_samples, vis_mfs, vis_samples], updates = \
theano.scan(crbm.gibbs_vhv,
outputs_info=[None, None, None, None,
persistent_vis_chain],
non_sequences=persistent_history,
n_steps=n_gibbs)
# add to updates the shared variable that takes care of our persistent
# chain
# initialize next visible with current visible
# shift the history one step forward
updates.update({persistent_vis_chain: vis_samples[-1],
persistent_history: T.concatenate(
(vis_samples[-1],
persistent_history[:, :(self.delay - 1) * \
self.n_visible],
), axis=1)})
# construct the function that implements our persistent chain.
# we generate the "mean field" activations for plotting and the actual
# samples for reinitializing the state of our persistent chain
sample_fn = theano.function([], [vis_mfs[-1], vis_samples[-1]],
updates=updates,
name='sample_fn')
#vis_mf, vis_sample = sample_fn()
#print orig_data[:,1:5]
#print vis_mf[:,1:5]
generated_series = np.empty((n_seq, n_samples, self.n_visible))
for t in xrange(n_samples):
print "Generating frame %d" % t
vis_mf, vis_sample = sample_fn()
generated_series[:, t, :] = vis_mf
return generated_series
def train_crbm(learning_rate=1e-3, training_epochs=300,
dataset='../data/motion.mat', batch_size=100,
n_hidden=100, delay=6):
"""
Demonstrate how to train a CRBM.
This is demonstrated on mocap data.
:param learning_rate: learning rate used for training the CRBM
:param training_epochs: number of epochs used for training
:param dataset: path the the dataset (matlab format)
:param batch_size: size of a batch used to train the RBM
"""
rng = numpy.random.RandomState(123)
theano_rng = RandomStreams(rng.randint(2 ** 30))
# batchdata is returned as theano shared variable floatX
batchdata, seqlen, data_mean, data_std = load_data(dataset)
# compute number of minibatches for training, validation and testing
n_train_batches = batchdata.get_value(borrow=True).shape[0] / batch_size
n_dim = batchdata.get_value(borrow=True).shape[1]
# valid starting indices
batchdataindex = []
last = 0
for s in seqlen:
batchdataindex += range(last + delay, last + s)
last += s
permindex = np.array(batchdataindex)
rng.shuffle(permindex)
# allocate symbolic variables for the data
index = T.lvector() # index to a [mini]batch
index_hist = T.lvector() # index to history
x = T.matrix('x') # the data
x_history = T.matrix('x_history')
#theano.config.compute_test_value='warn'
#x.tag.test_value = np.random.randn(batch_size, n_dim)
#x_history.tag.test_value = np.random.randn(batch_size, n_dim*delay)
# initialize storage for the persistent chain
# (state = hidden layer of chain)
# construct the CRBM class
crbm = CRBM(input=x, input_history=x_history, n_visible=n_dim, \
n_hidden=n_hidden, delay=delay, numpy_rng=rng,
theano_rng=theano_rng)
# get the cost and the gradient corresponding to one step of CD-15
cost, updates = crbm.get_cost_updates(lr=learning_rate, k=1)
#################################
# Training the CRBM #
#################################
# the purpose of train_crbm is solely to update the CRBM parameters
train_crbm = theano.function([index, index_hist], cost,
updates=updates,
givens={x: batchdata[index], \
x_history: batchdata[index_hist].reshape((
batch_size, delay * n_dim))},
name='train_crbm')
plotting_time = 0.
start_time = time.clock()
# go through training epochs
for epoch in xrange(training_epochs):
# go through the training set
mean_cost = []
for batch_index in xrange(n_train_batches):
# indexing is slightly complicated
# build a linear index to the starting frames for this batch
# (i.e. time t) gives a batch_size length array for data
data_idx = permindex[batch_index * batch_size:(batch_index + 1) \
* batch_size]
# now build a linear index to the frames at each delay tap
# (i.e. time t-1 to t-delay)
# gives a batch_size x delay array of indices for history
hist_idx = np.array([data_idx - n for n in xrange(1, delay + 1)]).T
this_cost = train_crbm(data_idx, hist_idx.ravel())
#print batch_index, this_cost
mean_cost += [this_cost]
print 'Training epoch %d, cost is ' % epoch, numpy.mean(mean_cost)
end_time = time.clock()
pretraining_time = (end_time - start_time)
print ('Training took %f minutes' % (pretraining_time / 60.))
return crbm, batchdata
if __name__ == '__main__':
crbm, batchdata = train_crbm()
# Generate some sequences (in parallel) from CRBM
# Using training data as initialization
# pick some starting points for each sequence
data_idx = np.array([100, 200, 400, 600])
orig_data = numpy.asarray(batchdata.get_value(borrow=True)[data_idx],
dtype=theano.config.floatX)
hist_idx = np.array([data_idx - n for n in xrange(1, crbm.delay + 1)]).T
hist_idx = hist_idx.ravel()
orig_history = numpy.asarray(
batchdata.get_value(borrow=True)[hist_idx].reshape(
(len(data_idx), crbm.delay * crbm.n_visible)),
dtype=theano.config.floatX)
generated_series = crbm.generate(orig_data, orig_history, n_samples=100,
n_gibbs=30)
# append initialization
generated_series = np.concatenate((orig_history.reshape(len(data_idx),
crbm.delay,
crbm.n_visible \
)[:, ::-1, :],
generated_series), axis=1)
bd = batchdata.get_value(borrow=True)
# plot first dimension of each sequence
for i in xrange(len(generated_series)):
# original
start = data_idx[i]
plt.subplot(len(generated_series), 1, i)
plt.plot(bd[start - crbm.delay:start + 100 - crbm.delay, 1],
label='true', linestyle=':')
plt.plot(generated_series[i, :100, 1], label='predicted',
linestyle='-')
leg = plt.legend()
ltext = leg.get_texts() # all the text.Text instance in the legend
plt.setp(ltext, fontsize=9)
""" Mocap data
See:
Taylor GW, Hinton GE, Roweis ST. Modeling Human Motion Using Binary Latent Variables.
In: Advances in Neural Information Processing Systems 19. MIT Press; 2007. pp. 1345–1352.
Download:
https://uoguelphca-my.sharepoint.com/:u:/g/personal/gwtaylor_uoguelph_ca/EfJARkZuiX1JmwMKQxQqKJMBaMBUNOcF83FW_n9gk7OIbg?e=fnCjet
Place in ../data
Data originally from Eugene Hsu, MIT.
http://people.csail.mit.edu/ehsu/work/sig05stf/
@author Graham Taylor
"""
import scipy.io
import numpy as np
from numpy import arange
import theano
def preprocess_data(Motion):
n_seq = Motion.shape[1]
# assume data is MIT format for now
indx = np.r_[
arange(0,6),
arange(6,9),
13,
arange(18,21),
25,
arange(30,33),
37,
arange(42,45),
49,
arange(54,57),
arange(60,63),
arange(66,69),
arange(72,75),
arange(78,81),
arange(84,87),
arange(90,93),
arange(96,99),
arange(102,105)]
row1 = Motion[0,0][0]
offsets = np.r_[
row1[None,9:12],
row1[None,15:18],
row1[None,21:24],
row1[None,27:30],
row1[None,33:36],
row1[None,39:42],
row1[None,45:48],
row1[None,51:54],
row1[None,57:60],
row1[None,63:66],
row1[None,69:72],
row1[None,75:78],
row1[None,81:84],
row1[None,87:90],
row1[None,93:96],
row1[None,99:102],
row1[None,105:108]]
# collapse sequences
batchdata = np.concatenate([m[:, indx] for m in Motion.flat], axis=0)
data_mean = batchdata.mean(axis=0)
data_std = batchdata.std(axis=0)
batchdata = (batchdata - data_mean) / data_std
# get sequence lengths
seqlen = [s.shape[0] for s in Motion.flat]
return batchdata, seqlen, data_mean, data_std
def load_data(filename):
# load data post preprocess1
mat_dict = scipy.io.loadmat(filename)
Motion = mat_dict['Motion']
batchdata, seqlen, data_mean, data_std = preprocess_data(Motion)
# put data into shared memory
shared_x = theano.shared(np.asarray(batchdata, dtype=theano.config.floatX))
return shared_x, seqlen, data_mean, data_std
if __name__ == "__main__":
batchdata, seqlen, data_mean, data_std = load_data('../data/motion.mat')
@vberthiaume

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commented Feb 27, 2013

awesome work! However my crbm wouldn't display anything until I added plt.show() at the end, is that normal?

@gwtaylor

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commented Jul 15, 2013

It depends on whether you have interactive plotting enabled in matplotlib. I start ipython with the "--pylab" option, so interactive plotting is enabled and my figures show up without explicitly calling plt.show(). But technically, I should include this line in my code because many people will not use interactive plotting mode. Thanks for the feedback.

@IssamLaradji

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commented Sep 8, 2013

Amazing implementation!
One concern though, can C-RBM be used for time series prediction which comprises of sequences of recordings? such as predicting changes in the stock values at the next time step?

Thanks!

@dansmith11235

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commented Dec 12, 2015

In your paper you say in your experiments you had n=m= 3 where m is the visibles to current hidden config. and n is the past conf. In this code it has delay = 6. So in this code does n=m=6?

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commented Mar 12, 2019

Yes, in this code n=m=6.

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