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Copy pathNN Optimization.py
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916 lines (692 loc) · 31 KB
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'''
Usage of TensorFlow version 1.
Doesnt work with latest verion of TensorFlow 2.
'''
import numpy as np
import matplotlib.pyplot as plt
import h5py
import math
import scipy.io
import sklearn
import sklearn.datasets
figures = []
fig_count = 1
plt.rcParams['figure.figsize'] = (7.0, 4.0) # set default size of plots
plt.rcParams['image.interpolation'] = 'nearest'
plt.rcParams['image.cmap'] = 'gray'
##################################################################################################################################
def sigmoid(x):
"""
Compute the sigmoid of x
Arguments:
x -- A scalar or numpy array of any size.
Return:
s -- sigmoid(x)
"""
s = 1 / (1 + np.exp(-x))
return s
def relu(x):
"""
Compute the relu of x
Arguments:
x -- A scalar or numpy array of any size.
Return:
s -- relu(x)
"""
s = np.maximum(0, x)
return s
def load_params_and_grads(seed=1):
np.random.seed(seed)
W1 = np.random.randn(2, 3)
b1 = np.random.randn(2, 1)
W2 = np.random.randn(3, 3)
b2 = np.random.randn(3, 1)
dW1 = np.random.randn(2, 3)
db1 = np.random.randn(2, 1)
dW2 = np.random.randn(3, 3)
db2 = np.random.randn(3, 1)
return W1, b1, W2, b2, dW1, db1, dW2, db2
def initialize_parameters(layer_dims):
"""
Arguments:
layer_dims -- python array (list) containing the dimensions of each layer in our network
Returns:
parameters -- python dictionary containing your parameters "W1", "b1", ..., "WL", "bL":
W1 -- weight matrix of shape (layer_dims[l], layer_dims[l-1])
b1 -- bias vector of shape (layer_dims[l], 1)
Wl -- weight matrix of shape (layer_dims[l-1], layer_dims[l])
bl -- bias vector of shape (1, layer_dims[l])
Tips:
- For example: the layer_dims for the "Planar Data classification model" would have been [2,2,1].
This means W1's shape was (2,2), b1 was (1,2), W2 was (2,1) and b2 was (1,1). Now you have to generalize it!
- In the for loop, use parameters['W' + str(l)] to access Wl, where l is the iterative integer.
"""
np.random.seed(3)
parameters = {}
L = len(layer_dims) # number of layers in the network
for l in range(1, L):
parameters['W' + str(l)] = np.random.randn(layer_dims[l], layer_dims[l - 1]) * np.sqrt(2 / layer_dims[l - 1])
parameters['b' + str(l)] = np.zeros((layer_dims[l], 1))
assert parameters['W' + str(l)].shape[0] == layer_dims[l], layer_dims[l - 1]
assert parameters['W' + str(l)].shape[0] == layer_dims[l], 1
return parameters
def compute_cost(a3, Y):
"""
Implement the cost function
Arguments:
a3 -- post-activation, output of forward propagation
Y -- "true" labels vector, same shape as a3
Returns:
cost - value of the cost function without dividing by number of training examples
Note:
This is used with mini-batches,
so we'll first accumulate costs over an entire epoch
and then divide by the m training examples
"""
logprobs = np.multiply(-np.log(a3), Y) + np.multiply(-np.log(1 - a3), 1 - Y)
cost_total = np.sum(logprobs)
return cost_total
def forward_propagation(X, parameters):
"""
Implements the forward propagation (and computes the loss) presented in Figure 2.
Arguments:
X -- input dataset, of shape (input size, number of examples)
parameters -- python dictionary containing your parameters "W1", "b1", "W2", "b2", "W3", "b3":
W1 -- weight matrix of shape ()
b1 -- bias vector of shape ()
W2 -- weight matrix of shape ()
b2 -- bias vector of shape ()
W3 -- weight matrix of shape ()
b3 -- bias vector of shape ()
Returns:
loss -- the loss function (vanilla logistic loss)
"""
# retrieve parameters
W1 = parameters["W1"]
b1 = parameters["b1"]
W2 = parameters["W2"]
b2 = parameters["b2"]
W3 = parameters["W3"]
b3 = parameters["b3"]
# LINEAR -> RELU -> LINEAR -> RELU -> LINEAR -> SIGMOID
z1 = np.dot(W1, X) + b1
a1 = relu(z1)
z2 = np.dot(W2, a1) + b2
a2 = relu(z2)
z3 = np.dot(W3, a2) + b3
a3 = sigmoid(z3)
cache = (z1, a1, W1, b1, z2, a2, W2, b2, z3, a3, W3, b3)
return a3, cache
def backward_propagation(X, Y, cache):
"""
Implement the backward propagation presented in figure 2.
Arguments:
X -- input dataset, of shape (input size, number of examples)
Y -- true "label" vector (containing 0 if cat, 1 if non-cat)
cache -- cache output from forward_propagation()
Returns:
gradients -- A dictionary with the gradients with respect to each parameter, activation and pre-activation variables
"""
m = X.shape[1]
(z1, a1, W1, b1, z2, a2, W2, b2, z3, a3, W3, b3) = cache
dz3 = 1. / m * (a3 - Y)
dW3 = np.dot(dz3, a2.T)
db3 = np.sum(dz3, axis=1, keepdims=True)
da2 = np.dot(W3.T, dz3)
dz2 = np.multiply(da2, np.int64(a2 > 0))
dW2 = np.dot(dz2, a1.T)
db2 = np.sum(dz2, axis=1, keepdims=True)
da1 = np.dot(W2.T, dz2)
dz1 = np.multiply(da1, np.int64(a1 > 0))
dW1 = np.dot(dz1, X.T)
db1 = np.sum(dz1, axis=1, keepdims=True)
gradients = {"dz3": dz3, "dW3": dW3, "db3": db3,
"da2": da2, "dz2": dz2, "dW2": dW2, "db2": db2,
"da1": da1, "dz1": dz1, "dW1": dW1, "db1": db1}
return gradients
def predict(X, y, parameters):
"""
This function is used to predict the results of a n-layer neural network.
Arguments:
X -- data set of examples you would like to label
parameters -- parameters of the trained model
Returns:
p -- predictions for the given dataset X
"""
m = X.shape[1]
p = np.zeros((1, m), dtype=np.int)
# Forward propagation
a3, caches = forward_propagation(X, parameters)
# convert probas to 0/1 predictions
for i in range(0, a3.shape[1]):
if a3[0, i] > 0.5:
p[0, i] = 1
else:
p[0, i] = 0
# print results
# print ("predictions: " + str(p[0,:]))
# print ("true labels: " + str(y[0,:]))
print("Accuracy: " + str(np.mean((p[0, :] == y[0, :]))))
return p
def load_2D_dataset():
global figures, fig_count
data = scipy.io.loadmat('datasets/data.mat')
train_X = data['X'].T
train_Y = data['y'].T
test_X = data['Xval'].T
test_Y = data['yval'].T
figures.append(plt.figure(fig_count))
fig_count += 1
plt.scatter(train_X[0, :], train_X[1, :], c=train_Y, s=40, cmap=plt.cm.Spectral)
figures[fig_count - 2].show()
return train_X, train_Y, test_X, test_Y
def plot_decision_boundary(model, X, y, custom_plot=1):
global figures, fig_count
# Set min and max values and give it some padding
x_min, x_max = X[0, :].min() - 1, X[0, :].max() + 1
y_min, y_max = X[1, :].min() - 1, X[1, :].max() + 1
h = 0.01
# Generate a grid of points with distance h between them
xx, yy = np.meshgrid(np.arange(x_min, x_max, h), np.arange(y_min, y_max, h))
# Predict the function value for the whole grid
Z = model(np.c_[xx.ravel(), yy.ravel()])
Z = Z.reshape(xx.shape)
# Plot the contour and training examples
if custom_plot == 1:
figures.append(plt.figure(fig_count))
fig_count += 1
plt.contourf(xx, yy, Z, cmap=plt.cm.Spectral)
plt.ylabel('x2')
plt.xlabel('x1')
plt.scatter(X[0, :], X[1, :], c=y, cmap=plt.cm.Spectral)
figures[fig_count - 2].show()
def predict_dec(parameters, X):
"""
Used for plotting decision boundary.
Arguments:
parameters -- python dictionary containing your parameters
X -- input data of size (m, K)
Returns
predictions -- vector of predictions of our model (red: 0 / blue: 1)
"""
# Predict using forward propagation and a classification threshold of 0.5
a3, cache = forward_propagation(X, parameters)
predictions = (a3 > 0.5)
return predictions
def load_dataset():
global figures, fig_count
np.random.seed(3)
train_X, train_Y = sklearn.datasets.make_moons(n_samples=300, noise=.2) # 300 #0.2
# Visualize the data
figures.append(plt.figure(fig_count))
fig_count += 1
plt.scatter(train_X[:, 0], train_X[:, 1], c=train_Y, s=40, cmap=plt.cm.Spectral)
train_X = train_X.T
train_Y = train_Y.reshape((1, train_Y.shape[0]))
figures[fig_count - 2].show()
return train_X, train_Y
def update_parameters_with_gd_test_case():
np.random.seed(1)
learning_rate = 0.01
W1 = np.random.randn(2, 3)
b1 = np.random.randn(2, 1)
W2 = np.random.randn(3, 3)
b2 = np.random.randn(3, 1)
dW1 = np.random.randn(2, 3)
db1 = np.random.randn(2, 1)
dW2 = np.random.randn(3, 3)
db2 = np.random.randn(3, 1)
parameters = {"W1": W1, "b1": b1, "W2": W2, "b2": b2}
grads = {"dW1": dW1, "db1": db1, "dW2": dW2, "db2": db2}
return parameters, grads, learning_rate
"""
def update_parameters_with_sgd_checker(function, inputs, outputs):
if function(inputs) == outputs:
print("Correct")
else:
print("Incorrect")
"""
def random_mini_batches_test_case():
np.random.seed(1)
mini_batch_size = 64
X = np.random.randn(12288, 148)
Y = np.random.randn(1, 148) < 0.5
return X, Y, mini_batch_size
def initialize_velocity_test_case():
np.random.seed(1)
W1 = np.random.randn(2, 3)
b1 = np.random.randn(2, 1)
W2 = np.random.randn(3, 3)
b2 = np.random.randn(3, 1)
parameters = {"W1": W1, "b1": b1, "W2": W2, "b2": b2}
return parameters
def update_parameters_with_momentum_test_case():
np.random.seed(1)
W1 = np.random.randn(2, 3)
b1 = np.random.randn(2, 1)
W2 = np.random.randn(3, 3)
b2 = np.random.randn(3, 1)
dW1 = np.random.randn(2, 3)
db1 = np.random.randn(2, 1)
dW2 = np.random.randn(3, 3)
db2 = np.random.randn(3, 1)
parameters = {"W1": W1, "b1": b1, "W2": W2, "b2": b2}
grads = {"dW1": dW1, "db1": db1, "dW2": dW2, "db2": db2}
v = {'dW1': np.array([[0., 0., 0.],
[0., 0., 0.]]), 'dW2': np.array([[0., 0., 0.],
[0., 0., 0.],
[0., 0., 0.]]), 'db1': np.array([[0.],
[0.]]),
'db2': np.array([[0.],
[0.],
[0.]])}
return parameters, grads, v
def initialize_adam_test_case():
np.random.seed(1)
W1 = np.random.randn(2, 3)
b1 = np.random.randn(2, 1)
W2 = np.random.randn(3, 3)
b2 = np.random.randn(3, 1)
parameters = {"W1": W1, "b1": b1, "W2": W2, "b2": b2}
return parameters
def update_parameters_with_adam_test_case():
np.random.seed(1)
v, s = ({'dW1': np.array([[0., 0., 0.],
[0., 0., 0.]]), 'dW2': np.array([[0., 0., 0.],
[0., 0., 0.],
[0., 0., 0.]]), 'db1': np.array([[0.],
[0.]]),
'db2': np.array([[0.],
[0.],
[0.]])}, {'dW1': np.array([[0., 0., 0.],
[0., 0., 0.]]), 'dW2': np.array([[0., 0., 0.],
[0., 0., 0.],
[0., 0., 0.]]),
'db1': np.array([[0.],
[0.]]), 'db2': np.array([[0.],
[0.],
[0.]])})
W1 = np.random.randn(2, 3)
b1 = np.random.randn(2, 1)
W2 = np.random.randn(3, 3)
b2 = np.random.randn(3, 1)
dW1 = np.random.randn(2, 3)
db1 = np.random.randn(2, 1)
dW2 = np.random.randn(3, 3)
db2 = np.random.randn(3, 1)
parameters = {"W1": W1, "b1": b1, "W2": W2, "b2": b2}
grads = {"dW1": dW1, "db1": db1, "dW2": dW2, "db2": db2}
return parameters, grads, v, s
##################################################################################################################################
# GRADED FUNCTION: update_parameters_with_gd
def update_parameters_with_gd(parameters, grads, learning_rate):
"""
Update parameters using one step of gradient descent
Arguments:
parameters -- python dictionary containing your parameters to be updated:
parameters['W' + str(l)] = Wl
parameters['b' + str(l)] = bl
grads -- python dictionary containing your gradients to update each parameters:
grads['dW' + str(l)] = dWl
grads['db' + str(l)] = dbl
learning_rate -- the learning rate, scalar.
Returns:
parameters -- python dictionary containing your updated parameters
"""
L = len(parameters) // 2 # number of layers in the neural networks
# Update rule for each parameter
for l in range(L):
### START CODE HERE ### (approx. 2 lines)
parameters["W" + str(l + 1)] = parameters["W" + str(l + 1)] - learning_rate * grads['dW' + str(l +1)]
parameters["b" + str(l + 1)] = parameters["b" + str(l + 1)] - learning_rate*grads['db' + str(l+1)]
### END CODE HERE ###
return parameters
parameters, grads, learning_rate = update_parameters_with_gd_test_case()
parameters = update_parameters_with_gd(parameters, grads, learning_rate)
print("W1 =\n" + str(parameters["W1"]))
print("b1 =\n" + str(parameters["b1"]))
print("W2 =\n" + str(parameters["W2"]))
print("b2 =\n" + str(parameters["b2"]))
# GRADED FUNCTION: random_mini_batches
def random_mini_batches(X, Y, mini_batch_size=64, seed=0):
"""
Creates a list of random minibatches from (X, Y)
Arguments:
X -- input data, of shape (input size, number of examples)
Y -- true "label" vector (1 for blue dot / 0 for red dot), of shape (1, number of examples)
mini_batch_size -- size of the mini-batches, integer
Returns:
mini_batches -- list of synchronous (mini_batch_X, mini_batch_Y)
"""
np.random.seed(seed) # To make your "random" minibatches the same as ours
m = X.shape[1] # number of training examples
mini_batches = []
# Step 1: Shuffle (X, Y)
permutation = list(np.random.permutation(m))
shuffled_X = X[:, permutation]
shuffled_Y = Y[:, permutation].reshape((1, m))
# Step 2: Partition (shuffled_X, shuffled_Y). Minus the end case.
num_complete_minibatches = math.floor(
m / mini_batch_size) # number of mini batches of size mini_batch_size in your partitionning
for k in range(0, num_complete_minibatches):
### START CODE HERE ### (approx. 2 lines)
mini_batch_X = shuffled_X[:, k * mini_batch_size: (k + 1) * mini_batch_size]
mini_batch_Y = shuffled_Y[:, k * mini_batch_size: (k + 1) * mini_batch_size]
### END CODE HERE ###
mini_batch = (mini_batch_X, mini_batch_Y)
mini_batches.append(mini_batch)
# Handling the end case (last mini-batch < mini_batch_size)
if m % mini_batch_size != 0:
### START CODE HERE ### (approx. 2 lines)
mini_batch_X = shuffled_X[:, mini_batch_size*num_complete_minibatches: m]
mini_batch_Y = shuffled_Y[:, mini_batch_size*num_complete_minibatches: m]
### END CODE HERE ###
mini_batch = (mini_batch_X, mini_batch_Y)
mini_batches.append(mini_batch)
return mini_batches
X_assess, Y_assess, mini_batch_size = random_mini_batches_test_case()
mini_batches = random_mini_batches(X_assess, Y_assess, mini_batch_size)
print ("shape of the 1st mini_batch_X: " + str(mini_batches[0][0].shape))
print ("shape of the 2nd mini_batch_X: " + str(mini_batches[1][0].shape))
print ("shape of the 3rd mini_batch_X: " + str(mini_batches[2][0].shape))
print ("shape of the 1st mini_batch_Y: " + str(mini_batches[0][1].shape))
print ("shape of the 2nd mini_batch_Y: " + str(mini_batches[1][1].shape))
print ("shape of the 3rd mini_batch_Y: " + str(mini_batches[2][1].shape))
print ("mini batch sanity check: " + str(mini_batches[0][0][0][0:3]))
# GRADED FUNCTION: initialize_velocity
def initialize_velocity(parameters):
"""
Initializes the velocity as a python dictionary with:
- keys: "dW1", "db1", ..., "dWL", "dbL"
- values: numpy arrays of zeros of the same shape as the corresponding gradients/parameters.
Arguments:
parameters -- python dictionary containing your parameters.
parameters['W' + str(l)] = Wl
parameters['b' + str(l)] = bl
Returns:
v -- python dictionary containing the current velocity.
v['dW' + str(l)] = velocity of dWl
v['db' + str(l)] = velocity of dbl
"""
L = len(parameters) // 2 # number of layers in the neural networks
v = {}
# Initialize velocity
for l in range(L):
### START CODE HERE ### (approx. 2 lines)
v["dW" + str(l + 1)] = np.zeros((parameters["W" + str(l + 1)].shape[0], parameters["W" + str(l + 1)].shape[1]))
v["db" + str(l + 1)] = np.zeros((parameters["b" + str(l + 1)].shape[0], parameters["b" + str(l + 1)].shape[1]))
### END CODE HERE ###
return v
parameters = initialize_velocity_test_case()
v = initialize_velocity(parameters)
print("v[\"dW1\"] =\n" + str(v["dW1"]))
print("v[\"db1\"] =\n" + str(v["db1"]))
print("v[\"dW2\"] =\n" + str(v["dW2"]))
print("v[\"db2\"] =\n" + str(v["db2"]))
# GRADED FUNCTION: update_parameters_with_momentum
def update_parameters_with_momentum(parameters, grads, v, beta, learning_rate):
"""
Update parameters using Momentum
Arguments:
parameters -- python dictionary containing your parameters:
parameters['W' + str(l)] = Wl
parameters['b' + str(l)] = bl
grads -- python dictionary containing your gradients for each parameters:
grads['dW' + str(l)] = dWl
grads['db' + str(l)] = dbl
v -- python dictionary containing the current velocity:
v['dW' + str(l)] = ...
v['db' + str(l)] = ...
beta -- the momentum hyperparameter, scalar
learning_rate -- the learning rate, scalar
Returns:
parameters -- python dictionary containing your updated parameters
v -- python dictionary containing your updated velocities
"""
L = len(parameters) // 2 # number of layers in the neural networks
# Momentum update for each parameter
for l in range(L):
### START CODE HERE ### (approx. 4 lines)
# compute velocities
v["dW" + str(l + 1)] = beta * v["dW" + str(l + 1)] + (1 - beta) * grads['dW' + str(l + 1)]
v["db" + str(l + 1)] = beta * v["db" + str(l + 1)] + (1 - beta) * grads['db' + str(l + 1)]
# update parameters
parameters["W" + str(l + 1)] = parameters["W" + str(l + 1)] - learning_rate * v["dW" + str(l + 1)]
parameters["b" + str(l + 1)] = parameters["b" + str(l + 1)] - learning_rate * v["db" + str(l + 1)]
### END CODE HERE ###
return parameters, v
parameters, grads, v = update_parameters_with_momentum_test_case()
parameters, v = update_parameters_with_momentum(parameters, grads, v, beta = 0.9, learning_rate = 0.01)
print("W1 = \n" + str(parameters["W1"]))
print("b1 = \n" + str(parameters["b1"]))
print("W2 = \n" + str(parameters["W2"]))
print("b2 = \n" + str(parameters["b2"]))
print("v[\"dW1\"] = \n" + str(v["dW1"]))
print("v[\"db1\"] = \n" + str(v["db1"]))
print("v[\"dW2\"] = \n" + str(v["dW2"]))
print("v[\"db2\"] = v" + str(v["db2"]))
# GRADED FUNCTION: initialize_adam
def initialize_adam(parameters):
"""
Initializes v and s as two python dictionaries with:
- keys: "dW1", "db1", ..., "dWL", "dbL"
- values: numpy arrays of zeros of the same shape as the corresponding gradients/parameters.
Arguments:
parameters -- python dictionary containing your parameters.
parameters["W" + str(l)] = Wl
parameters["b" + str(l)] = bl
Returns:
v -- python dictionary that will contain the exponentially weighted average of the gradient.
v["dW" + str(l)] = ...
v["db" + str(l)] = ...
s -- python dictionary that will contain the exponentially weighted average of the squared gradient.
s["dW" + str(l)] = ...
s["db" + str(l)] = ...
"""
L = len(parameters) // 2 # number of layers in the neural networks
v = {}
s = {}
# Initialize v, s. Input: "parameters". Outputs: "v, s".
for l in range(L):
### START CODE HERE ### (approx. 4 lines)
v["dW" + str(l + 1)] = np.zeros((parameters["W" + str(l+1)].shape[0], parameters["W" + str(l+1)].shape[1]))
v["db" + str(l + 1)] = np.zeros((parameters["b" + str(l+1)].shape[0], parameters["b" + str(l+1)].shape[1]))
s["dW" + str(l + 1)] = np.zeros((parameters["W" + str(l+1)].shape[0], parameters["W" + str(l+1)].shape[1]))
s["db" + str(l + 1)] = np.zeros((parameters["b" + str(l+1)].shape[0], parameters["b" + str(l+1)].shape[1]))
### END CODE HERE ###
return v, s
parameters = initialize_adam_test_case()
v, s = initialize_adam(parameters)
print("v[\"dW1\"] = \n" + str(v["dW1"]))
print("v[\"db1\"] = \n" + str(v["db1"]))
print("v[\"dW2\"] = \n" + str(v["dW2"]))
print("v[\"db2\"] = \n" + str(v["db2"]))
print("s[\"dW1\"] = \n" + str(s["dW1"]))
print("s[\"db1\"] = \n" + str(s["db1"]))
print("s[\"dW2\"] = \n" + str(s["dW2"]))
print("s[\"db2\"] = \n" + str(s["db2"]))
# GRADED FUNCTION: update_parameters_with_adam
def update_parameters_with_adam(parameters, grads, v, s, t, learning_rate=0.01,
beta1=0.9, beta2=0.999, epsilon=1e-8):
"""
Update parameters using Adam
Arguments:
parameters -- python dictionary containing your parameters:
parameters['W' + str(l)] = Wl
parameters['b' + str(l)] = bl
grads -- python dictionary containing your gradients for each parameters:
grads['dW' + str(l)] = dWl
grads['db' + str(l)] = dbl
v -- Adam variable, moving average of the first gradient, python dictionary
s -- Adam variable, moving average of the squared gradient, python dictionary
learning_rate -- the learning rate, scalar.
beta1 -- Exponential decay hyperparameter for the first moment estimates
beta2 -- Exponential decay hyperparameter for the second moment estimates
epsilon -- hyperparameter preventing division by zero in Adam updates
Returns:
parameters -- python dictionary containing your updated parameters
v -- Adam variable, moving average of the first gradient, python dictionary
s -- Adam variable, moving average of the squared gradient, python dictionary
"""
L = len(parameters) // 2 # number of layers in the neural networks
v_corrected = {} # Initializing first moment estimate, python dictionary
s_corrected = {} # Initializing second moment estimate, python dictionary
# Perform Adam update on all parameters
for l in range(L):
# Moving average of the gradients. Inputs: "v, grads, beta1". Output: "v".
### START CODE HERE ### (approx. 2 lines)
v["dW" + str(l + 1)] = beta1*v["dW" + str(l + 1)]+(1-beta1)*grads['dW' + str(l+1)]
v["db" + str(l + 1)] = beta1*v["db" + str(l + 1)]+(1-beta1)*grads['db' + str(l+1)]
### END CODE HERE ###
# Compute bias-corrected first moment estimate. Inputs: "v, beta1, t". Output: "v_corrected".
### START CODE HERE ### (approx. 2 lines)
v_corrected["dW" + str(l + 1)] = v["dW" + str(l + 1)] /(1-beta1**t)
v_corrected["db" + str(l + 1)] = v["db" + str(l + 1)] / (1-beta1**t)
### END CODE HERE ###
# Moving average of the squared gradients. Inputs: "s, grads, beta2". Output: "s".
### START CODE HERE ### (approx. 2 lines)
s["dW" + str(l + 1)] = beta2*s["dW" + str(l + 1)]+(1-beta2)*(grads['dW' + str(l+1)]*grads['dW' + str(l+1)])
s["db" + str(l + 1)] = beta2*s["db" + str(l + 1)]+(1-beta2)*(grads['db' + str(l+1)]*grads['db' + str(l+1)])
### END CODE HERE ###
# Compute bias-corrected second raw moment estimate. Inputs: "s, beta2, t". Output: "s_corrected".
### START CODE HERE ### (approx. 2 lines)
s_corrected["dW" + str(l + 1)] = s["dW" + str(l + 1)]/(1-beta2**t)
s_corrected["db" + str(l + 1)] = s["db" + str(l + 1)]/(1-beta2**t)
### END CODE HERE ###
# Update parameters. Inputs: "parameters, learning_rate, v_corrected, s_corrected, epsilon". Output: "parameters".
### START CODE HERE ### (approx. 2 lines)
parameters["W" + str(l + 1)] = parameters["W" + str(l + 1)] - learning_rate*(v_corrected["dW" + str(l + 1)]/(np.sqrt(s_corrected["dW" + str(l + 1)])+epsilon))
parameters["b" + str(l + 1)] = parameters["b" + str(l + 1)] - learning_rate*(v_corrected["db" + str(l + 1)]/(np.sqrt(s_corrected["db" + str(l + 1)])+epsilon))
### END CODE HERE ###
return parameters, v, s
parameters, grads, v, s = update_parameters_with_adam_test_case()
parameters, v, s = update_parameters_with_adam(parameters, grads, v, s, t = 2)
print("W1 = \n" + str(parameters["W1"]))
print("b1 = \n" + str(parameters["b1"]))
print("W2 = \n" + str(parameters["W2"]))
print("b2 = \n" + str(parameters["b2"]))
print("v[\"dW1\"] = \n" + str(v["dW1"]))
print("v[\"db1\"] = \n" + str(v["db1"]))
print("v[\"dW2\"] = \n" + str(v["dW2"]))
print("v[\"db2\"] = \n" + str(v["db2"]))
print("s[\"dW1\"] = \n" + str(s["dW1"]))
print("s[\"db1\"] = \n" + str(s["db1"]))
print("s[\"dW2\"] = \n" + str(s["dW2"]))
print("s[\"db2\"] = \n" + str(s["db2"]))
train_X, train_Y = load_dataset()
def model(X, Y, layers_dims, optimizer, learning_rate=0.0007, mini_batch_size=64, beta=0.9,
beta1=0.9, beta2=0.999, epsilon=1e-8, num_epochs=10000, print_cost=True):
global figures, fig_count
"""
3-layer neural network model which can be run in different optimizer modes.
Arguments:
X -- input data, of shape (2, number of examples)
Y -- true "label" vector (1 for blue dot / 0 for red dot), of shape (1, number of examples)
layers_dims -- python list, containing the size of each layer
learning_rate -- the learning rate, scalar.
mini_batch_size -- the size of a mini batch
beta -- Momentum hyperparameter
beta1 -- Exponential decay hyperparameter for the past gradients estimates
beta2 -- Exponential decay hyperparameter for the past squared gradients estimates
epsilon -- hyperparameter preventing division by zero in Adam updates
num_epochs -- number of epochs
print_cost -- True to print the cost every 1000 epochs
Returns:
parameters -- python dictionary containing your updated parameters
"""
L = len(layers_dims) # number of layers in the neural networks
costs = [] # to keep track of the cost
t = 0 # initializing the counter required for Adam update
seed = 10 # For grading purposes, so that your "random" minibatches are the same as ours
m = X.shape[1] # number of training examples
# Initialize parameters
parameters = initialize_parameters(layers_dims)
# Initialize the optimizer
if optimizer == "gd":
pass # no initialization required for gradient descent
elif optimizer == "momentum":
v = initialize_velocity(parameters)
elif optimizer == "adam":
v, s = initialize_adam(parameters)
# Optimization loop
for i in range(num_epochs):
# Define the random minibatches. We increment the seed to reshuffle differently the dataset after each epoch
seed = seed + 1
minibatches = random_mini_batches(X, Y, mini_batch_size, seed)
cost_total = 0
for minibatch in minibatches:
# Select a minibatch
(minibatch_X, minibatch_Y) = minibatch
# Forward propagation
a3, caches = forward_propagation(minibatch_X, parameters)
# Compute cost and add to the cost total
cost_total += compute_cost(a3, minibatch_Y)
# Backward propagation
grads = backward_propagation(minibatch_X, minibatch_Y, caches)
# Update parameters
if optimizer == "gd":
parameters = update_parameters_with_gd(parameters, grads, learning_rate)
elif optimizer == "momentum":
parameters, v = update_parameters_with_momentum(parameters, grads, v, beta, learning_rate)
elif optimizer == "adam":
t = t + 1 # Adam counter
parameters, v, s = update_parameters_with_adam(parameters, grads, v, s,
t, learning_rate, beta1, beta2, epsilon)
cost_avg = cost_total / m
# Print the cost every 1000 epoch
if print_cost and i % 1000 == 0:
print("Cost after epoch %i: %f" % (i, cost_avg))
if print_cost and i % 100 == 0:
costs.append(cost_avg)
# plot the cost
figures.append(plt.figure(fig_count))
fig_count += 1
plt.plot(costs)
plt.ylabel('cost')
plt.xlabel('epochs (per 100)')
plt.title("Learning rate = " + str(learning_rate))
figures[fig_count - 2].show()
return parameters
# train 3-layer model
layers_dims = [train_X.shape[0], 5, 2, 1]
parameters = model(train_X, train_Y, layers_dims, optimizer = "gd")
# Predict
predictions = predict(train_X, train_Y, parameters)
# Plot decision boundary
figures.append(plt.figure(fig_count))
fig_count += 1
plt.title("Model with Gradient Descent optimization")
axes = plt.gca()
axes.set_xlim([-1.5,2.5])
axes.set_ylim([-1,1.5])
plot_decision_boundary(lambda x: predict_dec(parameters, x.T), train_X, train_Y, 0)
figures[fig_count - 2].show()
# train 3-layer model
layers_dims = [train_X.shape[0], 5, 2, 1]
parameters = model(train_X, train_Y, layers_dims, beta = 0.9, optimizer = "momentum")
# Predict
predictions = predict(train_X, train_Y, parameters)
# Plot decision boundary
figures.append(plt.figure(fig_count))
fig_count += 1
plt.title("Model with Momentum optimization")
axes = plt.gca()
axes.set_xlim([-1.5,2.5])
axes.set_ylim([-1,1.5])
plot_decision_boundary(lambda x: predict_dec(parameters, x.T), train_X, train_Y,0)
figures[fig_count - 2].show()
# train 3-layer model
layers_dims = [train_X.shape[0], 5, 2, 1]
parameters = model(train_X, train_Y, layers_dims, optimizer = "adam")
# Predict
predictions = predict(train_X, train_Y, parameters)
# Plot decision boundary
figures.append(plt.figure(fig_count))
fig_count += 1
plt.title("Model with Adam optimization")
axes = plt.gca()
axes.set_xlim([-1.5,2.5])
axes.set_ylim([-1,1.5])
plot_decision_boundary(lambda x: predict_dec(parameters, x.T), train_X, train_Y,0)
figures[fig_count - 2].show()
plt.show()