DOWNHILL
¶
The downhill
package provides algorithms for minimizing scalar loss
functions that are defined using Theano.
Several optimization algorithms are included:
- First-order stochastic gradient descent:
SGD
andNAG
. - First-order stochastic techniques with adaptive learning rates:
RProp
,RMSProp
,Equilibrated SGD
,Adam
, andADADELTA
. - Wrappers for several algorithms from
scipy.optimize.minimize
.
The source code for downhill
lives at http://github.com/lmjohns3/downhill,
the documentation lives at http://downhill.readthedocs.org, and announcements
and discussion happen on the mailing list.
Example Code¶
Let’s say you want to compute a sparse, low-rank approximation for some 1000-dimensional data that you have lying around. You can represent a batch of \(m\) of data points \(X \in \mathbb{R}^{m \times 1000}\) as the product of a sparse coefficient matrix \(U \in \mathbb{R}^{m \times k}\) and a low-rank basis matrix \(V \in \mathbb{R}^{k \times 1000}\). You might represent the loss as
where the first term represents the approximation error, the second represents the sparsity of the representation, and the third prevents the basis vectors from growing too large.
This is pretty straightforward to model using Theano. Once you set up the
appropriate variables and an expression for the loss, you can optimize the loss
with respect to the variables using downhill
:
import climate
import theano
import theano.tensor as TT
import downhill
import my_data_set
climate.enable_default_logging()
A, B, K = 1000, 2000, 10
x = TT.matrix('x')
u = theano.shared(np.random.randn(A, K).astype('f'), name='u')
v = theano.shared(np.random.randn(K, B).astype('f'), name='v')
err = TT.sqr(x - TT.dot(u, v))
downhill.minimize(
loss=err.mean() + abs(u).mean() + (v * v).mean(),
params=[u, v],
inputs=[x],
train=my_data_set.training,
valid=my_data_set.validation,
batch_size=A,
monitors=(
('u<0.1', 100 * (abs(u) < 0.1).mean()),
('v<0.1', 100 * (abs(v) < 0.1).mean()),
),
)
After optimization, you can get the \(u\) and \(v\) matrix values out of
the shared variables using u.get_value()
and v.get_value()
.