May 17, 2015

Beginning deep learning with 500 lines of Julia (Version 0.1)

Click here for a newer version (Knet7) of this tutorial. The code used in this version (KUnet) has been deprecated.

Click here for an older version (v0.0) of this tutorial.

OK, first a disclaimer: this version of KUnet.jl, my deep learning code for Julia, is a bit more than 500 lines, but it is still under 1000 lines and it supports convolution and pooling, new activation and loss functions, arrays of arbitrary dimensionality with 32 and 64 bit floats etc. See here for installation instructions. We will use the MNIST dataset to illustrate basic usage of KUnet:

julia> include(Pkg.dir("KUnet/test/mnist.jl"))

This may take a bit the first time you run to download the data.

Next we tell Julia we intend to use KUnet, and some variables from MNIST:

julia> using KUnet
julia> using MNIST: xtrn, ytrn, xtst, ytst

The MNIST variables are Float32 matrices. The x matrices have pixel values scaled to [0.0:1.0] for a 28x28 image on each column. The y matrices have 10 rows indicating the 10 classes with a single nonzero entry for the correct class in each column.

julia> xtrn, ytrn, xtst, ytst
784x60000 Array{Float32,2}: ...
10x60000 Array{Float32,2}: ...
784x10000 Array{Float32,2}: ...
10x10000 Array{Float32,2}: ...

Before using KUnet, we should specify the array type and the element type we want to use. The array type determines whether KUnet uses the GPU, and the element type should match that of the data.

julia> KUnet.atype(CudaArray)   # CudaArray or Array
julia> KUnet.ftype(Float32)     # Float32 or Float64

Let's construct a neural net with a single layer of 64 hidden units using the relu activation function and the cross entropy loss function.

julia> net = [ Mmul(64,784), Bias(64), Relu(),
               Mmul(10,64),  Bias(10), XentLoss() ]

Each element of the net array represents an operation, e.g. Mmul multiplies its input with a weight matrix, Bias adds a bias vector, Relu applies the rectified linear transformation to each element etc. They are subtypes of an abstract type called Layer. The full list of Layers currently implemented are: Bias, Conv, Drop, Logp, Mmul, Pool, Relu, Sigm, Soft, Tanh, LogpLoss, QuadLoss, SoftLoss, XentLoss.

A Net is simply a 1-D array of Layers. Here are the definitions from net.jl and bias.jl:

abstract Layer
typealias Net Array{Layer,1}
type Bias <: Layer; b::Param; Bias(b::Param)=new(b); end

If you are not happy with the default Layer constructors, you can specify your own parameters. For example, the Mmul(64,784) constructor fills a (64,784) weight matrix with random weights from a Gaussian distribution with std=0.01. If we want a different initialization, we could create a weight matrix any way we want and pass it to the Mmul constructor instead. Note that the weight matrix for an Mmul layer with 784 inputs and 64 outputs has size (64, 784).

julia> w1 = randn(64, 784) * 0.05
julia> l1 = Mmul(w1)

Training parameters like the learning rate (lr) can be specified at layer construction, or using setparam! on the whole network or on individual layers.

julia> l1 = Mmul(64,784; lr=0.01)
julia> setparam!(l1; lr=0.01)
julia> setparam!(net; lr=0.01)

It is also possible to save nets to JLD files using savenet(fname::String, n::Net) and read them using loadnet(fname::String). Let's save our initial random network for replicatibility.

julia> savenet("net0.jld", net)

OK, now that we have some data and a network, let's proceed with training. Here is a convenience function to measure the classification accuracy:

julia> accuracy(y,z)=mean(findmax(y,1)[2] .== findmax(z,1)[2])

Let's do 100 epochs of training:

@time for i=1:100
    train(net, xtrn, ytrn; batch=128)
    println((i, accuracy(ytst, predict(net, xtst)), 
                accuracy(ytrn, predict(net, xtrn))))

If you take a look at the definition of train in net.jl, you will see that it takes a network net, the input x, and the desired output y, and after splitting the data into minibatches it just calls backprop and update. Here is a simplified version:

train(net, x, y)=(backprop(net, x, y); update(net))

The backprop function calls forw which computes the network output, and back which computes the gradients of the network parameters with respect to the loss function:

backprop(net, x, y)=(forw(net, x); back(net, y))

The forw and back functions for a Net simply call the forw and back functions of each layer in order, feeding the output of one to the input of the next:

forw(n::Net, x)=(for i=1:length(n); x=forw(n[i], x); end)
back(n::Net, y)=(for i=length(n):-1:1; y=back(n[i], y); end)

The forw function for a layer takes the layer input x, and returns the layer output y. The back function for a layer takes the loss gradient wrt its output dy and returns the loss gradient wrt its input dx. If the layer has a parameter p, back also computes the loss gradient p.diff wrt its current value You can take a look at individual layer definitions (e.g. in mmul.jl, bias.jl, relu.jl, etc.) to see how this is done for each layer.

The final layer of the network (XentLoss in our case) is a subtype of LossLayer. LossLayer is a special type of layer: its forw does nothing but record the network output y. Its back expects the desired output z (not a gradient) and computes the loss gradient wrt the network output dy. A LossLayer also implements the function loss(l::LossLayer,z) which returns the actual loss value given the desired output z. KUnet currently implements the following LossLayers: LogpLoss, QuadLoss, SoftLoss, XentLoss.

The update function for a net calls the update function for each of its layers, which in turn calls the update function on layer parameters:

update(n::Net)=(for l in n; update(l); end)

The update function for a parameter p is used to update its values ( given the loss gradients (p.diff). Its behavior is controlled by the following parameters: lr, l1reg, l2reg, adagrad, momentum, nesterov. Here is a simplified definition of update from param.jl (p.ada,, and p.nes are temporary arrays initialized to 0):

function update(p::Param; o...)
    isdefined(p,:l1reg)    && (p.diff += p.l1reg * sign(
    isdefined(p,:l2reg)    && (p.diff += p.l2reg *
    isdefined(p,:adagrad)  && (p.ada += p.diff.^2; p.diff /= p.adagrad + sqrt(p.ada))
    isdefined(p,:momentum) && (p.diff += p.momentum *;[:] = p.diff)
    isdefined(p,:nesterov) && (p.nes *= p.nesterov; p.nes += p.diff; p.diff += p.nesterov * p.nes)
    isdefined(p,:lr)       && (p.diff *= -= p.diff

Our training should print out the test set and training set accuracy at the end of every epoch.

elapsed time: 39.738191211 seconds (1526525108 bytes allocated, 3.05% gc time)

Note that for actual research we should not be looking at the test set accuracy at this point. We should instead split the training set into a training and a development portion and do all our playing around with those. We should also run each experiment 10 times with different random seeds and measure standard errors, etc. But, this is just a KUnet tutorial.

It seems the training set accuracy is not that great. Maybe increasing the learning rate may help:

net = loadnet("net0.jld")
setparam!(net, lr=0.5)

# same for loop...


Wow! We got 100% training set accuracy in 60 epochs. This should drive home the importance of setting a good learning rate.

But the test set is still lagging behind. What if we try increasing the number of hidden units:

for h in (128, 256, 512, 1024)
    net = [Mmul(h,784), Bias(h), Relu(), Mmul(10,h),  Bias(10), XentLoss()]
    setparam!(net; lr=0.5)
    for i=1:100
        train(net, xtrn, ytrn; batch=128)
        println((i, accuracy(ytst, predict(net, xtst)), 
                    accuracy(ytrn, predict(net, xtrn))))

# Number of epochs and test accuracy when training accuracy reaches 1.0:
# 128:  (43,0.9803,1.0)
# 256:  (42,0.983,1.0)
# 512:  (36,0.983,1.0)
# 1024: (30,0.9833,1.0)

This improvement is unexpected, we were already overfitting with 64 hidden units, and common wisdom is not to increase the capacity of the network by increasing the hidden units in that situation. Maybe we should try dropout:

net = [Drop(0.2), Mmul(1024,784), Bias(1024), Relu(), 
       Drop(0.5), Mmul(10,1024),  Bias(10), XentLoss()]

# lr=0.5, same for loop
elapsed time: 122.898730432 seconds (1667849932 bytes allocated, 0.96% gc time)

Or bigger and bigger nets:

net = [Drop(0.2), Mmul(4096,784),  Bias(4096), Relu(), 
       Drop(0.5), Mmul(4096,4096), Bias(4096), Relu(), 
       Drop(0.5), Mmul(10,4096),   Bias(10), XentLoss()]

# lr=0.5, same for loop
elapsed time: 804.242212488 seconds (1080 MB allocated, 0.02% gc time in 49 pauses with 0 full sweep)

Or maybe we should try convolution. Here is an implementation of LeNet:

net = [Conv(5,5,1,20), Bias(20), Relu(), Pool(2),
       Conv(5,5,20,50), Bias(50), Relu(), Pool(2),
       Mmul(500,800), Bias(500), Relu(),
       Mmul(10,500), Bias(10), XentLoss()]
setparam!(net; lr=0.1)

# Need to reshape the input arrays for convolution:
xtrn2 = reshape(xtrn, 28, 28, 1, size(xtrn, 2))
xtst2 = reshape(xtst, 28, 28, 1, size(xtst, 2))

# same for loop
elapsed time: 360.722851006 seconds (5875158944 bytes allocated, 1.95% gc time)

OK, that's enough fiddling around. I hope this gave you enough to get your hands dirty. We are already among the better results on the MNIST website. I am sure you can do better playing around with the learning rate, dropout probabilities, momentum, adagrad, regularization, and numbers, sizes, types of layers etc. But be careful, it could become addictive :)


kleinash said...

Any chance of an update since Knet?

Deniz Yuret said...

Furiously working on it. Should have something released in the next month or two.