A single neuron perceptron with sigmoid activation function – II – normalization to overcome saturation

I continue my small series on a single neuron perceptron to study the positive effects of the normalization of input data in combination with the use of the sigmoid function as the activation function. In the last article

A single neuron perceptron with sigmoid activation function – I – failure of gradient descent due to saturation

we have seen that the saturation of the sigmoid function for big positive or negative arguments can prevent a smooth gradient descent under certain conditions – even if a global minimum clearly exists.

A perceptron with just one computing neuron is just a primitive example which demonstrates what can happen at the neurons of the first computing layer after the input layer of a real “Artificial Neural Network” [ANN]. We should really avoid to provide too big input values there and take into account that input values for different features get added up.

Measures against saturation at neurons in the first computing layer

There are two elementary methods to avoid saturation of sigmoid like functions at neurons of the first hidden layer:

  • Normalization: One measure to avoid big input values is to normalize the input data. Normalization can be understood as a transformation of given real input values for all of the features into an interval [0, 1] or [-1, 1]. There are of course many transformations which map a real number distribution into a given limited interval. Some keep up the relative distance of data points, some not. We shall have a look at some standard normalization variants used in Machine Learning [ML] during this and the next article .
    The effect with respect to a sigmoidal activation function is that the gradient for arguments in the range [-1, 1] is relatively big. The sigmoid function behaves almost as a linear function in this argument region; see the plot in the last article.
  • Choosing an appropriate (statistical) initial weight distribution: If we have a relatively big feature space as e.g. for the MNIST dataset with 784 features, normalization alone is not enough. The initial value distribution for weights must also be taken care of as we add up contributions of all input nodes (multiplied by the weights). We can follow a recommendation of LeCun (1990); see the book of Aurelien Geron recommended (here) for more details.
    Then we would choose a uniform distribution of values in a range [-alpha*sqrt(1/num_inp_nodes), alpha*sqrt(1/num_inp_nodes)], with alpha $asymp; 1.73 and num_inp_nodes giving the number of input nodes, which typically is the number of features plus 1, if you use a bias neuron. As a rule of thumb I personally take [-0.5*sqrt(1/num_inp_nodes, 0.5*sqrt[1/num_inp_nodes].

Normalization functions

The following quick&dirty Python code for a Jupyter cell calls some normalization functions for our simple perceptron scenario and directly executes the transformation; I have provided the required import statements for libraries already in the last article.

# ********
# Scaling
# ********

b_scale = True
scale_method = 3
# 0: Normalizer (standard), 1: StandardScaler, 2. By factor, 3: Normalizer per pair 
# 4: Min_Max, 5: Identity (no transformation) - just there for convenience  

shape_ay = (num_samples,)
ay_K1 = np.zeros(shape_ay)
ay_K2 = np.zeros(shape_ay)

# apply scaling
if b_scale:
    # shape_input = (num_samples,2)
    rg_idx = range(num_samples)
    if scale_method == 0:
      
        shape_input = (2, num_samples)
        ay_K = np.zeros(shape_input)
        for idx in rg_idx:
            ay_K[0][idx] = li_K1[idx] 
            ay_K[1][idx] = li_K2[idx] 
        scaler = Normalizer()
        ay_K = scaler.fit_transform(ay_K)
        for idx in rg_idx:
            ay_K1[idx] = ay_K[0][idx]   
            ay_K2[idx] = ay_K[1][idx] 
        print(ay_K1)
        print("\n")
        print(ay_K2)
    elif scale_method == 1: 
        shape_input = (num_samples,2)
        ay_K = np.zeros(shape_input)
        for idx in rg_idx:
            ay_K[idx][0] = li_K1[idx] 
            ay_K[idx][1] = li_K2[idx] 
        scaler = StandardScaler()
        ay_K = scaler.fit_transform(ay_K)
        for idx in rg_idx:
            ay_K1[idx] = ay_K[idx][0]   
            ay_K2[idx] = ay_K[idx][1]
    elif scale_method == 2:
        dmax = max(li_K1.max() - li_K1.min(), li_K2.max() - li_K2.min())
        ay_K1 = 1.0/dmax * li_K1
        ay_K2 = 1.0/dmax * li_K2
    elif scale_method == 3:
        shape_input = (num_samples,2)
        ay_K = np.zeros(shape_input)
        for idx in rg_idx:
            ay_K[idx][0] = li_K1[idx] 
            ay_K[idx][1] = li_K2[idx] 
        scaler = Normalizer()
        ay_K = scaler.fit_transform(ay_K)
        for idx in rg_idx:
            ay_K1[idx] = ay_K[idx][0]   
            ay_K2[idx] = ay_K[idx][1]
    elif scale_method == 4:
        shape_input = (num_samples,2)
        ay_K = np.zeros(shape_input)
        for idx in rg_idx:
            ay_K[idx][0] = li_K1[idx] 
            ay_K[idx][1] = li_K2[idx] 
        scaler = MinMaxScaler()
        ay_K = scaler.fit_transform(ay_K)
        for idx in rg_idx:
            ay_K1[idx] = ay_K[idx][0]   
            ay_K2[idx] = ay_K[idx][1]
    elif scale_method == 5:
        ay_K1 = li_K1
        ay_K2 = li_K2
            
            
# Get overview over costs on weight-mesh
wm1 = np.arange(-5.0,5.0,0.002)
wm2 = np.arange(-5.0,5.0,0.002)
#wm1 = np.arange(-0.3,0.3,0.002)
#wm2 = np.arange(-0.3,0.3,0.002)
W1, W2 = np.meshgrid(wm1, wm2) 
C, li_C_sgl = costs_mesh(num_samples = num_samples, W1=W1, W2=W2, li_K1 = ay_K1, li_K2 = ay_K2, \
                               li_a_tgt = li_a_tgt)


C_min = np.amin(C)
print("C_min = ", C_min)
IDX = np.argwhere(C==C_min)
print ("Coordinates: ", IDX)
wmin1 = W1[IDX[0][0]][IDX[0][1]] 
wmin2 = W2[IDX[0][0]][IDX[0][1]]
print("Weight values at cost minimum:",  wmin1, wmin2)

# Plots
# ******
fig_size = plt.rcParams["figure.figsize"]
#print(fig_size)
fig_size[0] = 19; fig_size[1] = 19

fig3 = plt.figure(3); fig4 = plt.figure(4)

ax3 = fig3.gca(projection='3d')
ax3.get_proj = lambda: np.dot(Axes3D.get_proj(ax3), np.diag([1.0, 1.0, 1, 1]))
ax3.view_init(25,135)
ax3.set_xlabel('w1', fontsize=16)
ax3.set_ylabel('w2', fontsize=16)
ax3.set_zlabel('Total costs', fontsize=16)
ax3.plot_wireframe(W1, W2, 1.2*C, colors=('green'))


ax4 = fig4.gca(projection='3d')
ax4.get_proj = lambda: np.dot(Axes3D.get_proj(ax4), np.diag([1.0, 1.0, 1, 1]))
ax4.view_init(25,135)
ax4.set_xlabel('w1', fontsize=16)
ax4.set_ylabel('w2', fontsize=16)
ax4.set_zlabel('Single costs', fontsize=16)
ax4.plot_wireframe(W1, W2, li_C_sgl[0], colors=('blue'))
#ax4.plot_wireframe(W1, W2, li_C_sgl[1], colors=('red'))
ax4.plot_wireframe(W1, W2, li_C_sgl[5], colors=('orange'))
#ax4.plot_wireframe(W1, W2, li_C_sgl[6], colors=('yellow'))
#ax4.plot_wireframe(W1, W2, li_C_sgl[9], colors=('magenta'))
#ax4.plot_wireframe(W1, W2, li_C_sgl[12], colors=('green'))

plt.show()

 

The results of the transformation for our two features are available in the arrays “ay_K1” and “ay_K2”. These arrays will then be used as an input to gradient descent.

Some
remarks on some normalization methods:

Normalizer: It is in the above code called by setting “scale_method=0”. The “Normalizer” with standard parameters scales by applying a division by an averaged L2-norm distance. However, its application is different from other SciKit-Learn scalers:
It normalizes over all data given in a sample. The dimensions beyond 1 are NOT interpreted as features which have to be normalizes separately – as e.g. the “StandardScaler” does. So, you have to be careful with index handling! This explains the different index-operation for “scale_method = 0” compared to other cases.

StandardScaler: Called by setting “scale_method=1”. The StandardScaler accepts arrays of samples with columns for features. It scales all features separately. It subtracts the mean average of all feature values of all samples and divides afterwards by the standard deviation. It thus centers the value distribution with a mean value of zero and a variance of 1. Note however that it does not limit all transformed values to the interval [-1, 1].

MinMaxScaler: Called by setting “scale_method=4”. The MinMaxScaler
works similar to the StandardScaler but subtracts the minimum and divides by the (max-min)-difference. It therefore does not center the distribution and does not set the variance to 1. However, it limits the transformed values to the interval [-1, 1].

Normalizer per sample: Called by setting “scale_method=3”. This applies the Normalizer per sample! I.e., it scales in our case both the given feature values for one single by their mean and standard deviation. This may at first sound totally meaningless. But we shall see in the next article that it is not in case for our special set of 14 input samples.

Hint: For the rest of this article we shall only work with the StandardScaler.

Input data transformed by the StandardScaler

The following plot shows the input clusters after a transformation with the “StandardScaler”:

You should recognize two things: The centralization of the features and the structural consistence of the clusters to the original distribution before scaling!

The cost hyperplane over the {w1, w2}-space after the application of the StandardScaler to our input data

Let us apply the StandardScaler and look at the resulting cost hyperplane. When we set the parameters for a mesh display to

wm1 = np.arange(-5.0,5.0,0.002), wm2 = np.arange(-5.0,5.0,0.002)

we get the following results:

C_min =  0.0006239618496774544
Coordinates:  [[2695 2259]]
Weight values at cost minimum: -0.4820000000004976 0.3899999999994064

Plots for total costs over the {w1, w2}-space from different angles

Plot for individual costs (i=0, i=5) over the {w1, w2}-space

The index “i” refers to our sample-array (see the last article).

Gradient descent after scaling with the “StandardScaler”

Ok, let us now try gradient descent again. We set the following parameters:

w1_start = -0.20, w2_start = 0.25 eta = 0.1, decrease_rate = 0.000001, num_steps = 2000

Results:

Stoachastic Descent
          Kt1       Kt2     K1     K2  Tgt       Res       Err
0   1.276259 -0.924692  200.0   14.0  0.3  0.273761  0.087463
1  -1.067616  0.160925    1.0  107.0  0.7  0.640346  0.085220
2   0.805129 -0.971385  160.0   10.0  0.3  0.317122  0.057074
3  -0.949833  1.164828   11.0  193.0  0.7  0.713461  0.019230
4   1.511825 -0.714572  220.0   32.0  0.3  0.267573  0.108090
5  -0.949833  0.989729   11.0  178.0  0.7  0.699278  0.001031
6   0.333998 -1.064771  120.0    2.0  0.3  0.359699  0.198995
7  -0.914498  1.363274   14.0  210.0  0.7  0.725667  0.036666
8   1.217368 -0.948038  195.0   12.0  0.3  0.277602  0.074660
9  -0.902720  0.476104   15.0  134.0  0.7  0.650349  0.070930
10  0.451781 -1.006405  130.0    7.0  0.3  0.351926  0.173086
11 -1.020503  0.861322    5.0  167.0  0.7  0.695876  0.005891
12  1.099585 -0.971385  185.0   10.0  0.3  0.287246  0.042514
13 -0.890942  1.585067   16.0  229.0  0.7  0.740396  0.057709

Batch Descent
          Kt1       Kt2     K1     K2  Tgt       Res       Err
0   1.276259 -0.924692  200.0   14.0  0.3  0.273755  0.087482
1  -1.067616  0.160925    1.0  107.0  0.7  0.640352  0.085212
2   0.805129 -0.971385  160.0   10.0  0.3  0.317118  0.057061
3  -0.949833  1.164828   11.0  193.0  0.7  0.713465  0.019236
4   1.511825 -0.714572  220.0   32.0  0.3  0.267566  0.108113
5  -0.949833  0.989729   11.0  178.0  0.7  0.699283  0.001025
6   0.333998 -1.064771  120.0    2.0  0.3  0.359697  0.198990
7  -0.914498  1.363274   14.0  210.0  0.7  0.725670  0.036672
8   1.217368 -0.948038  195.0   12.0  0.3  0.277597  0.074678
9  -0.902720  0.476104   15.0  134.0  0.7  0.650354  0.070923
10  0.451781 -1.006405  130.0    7.0  0.3  0.351924  0.173080
11 -1.020503  0.861322    5.0  167.0  0.7  0.695881  0.005884
12  1.099585 -0.971385  185.0   10.0  0.3  0.287241  0.042531
13 -0.890942  1.585067   16.0  229.0  0.7  0.740400  0.057714

Total error stoch descent:  0.07275422919538276
Total error batch descent:  0.07275715820661666

The attentive reader has noticed that I extended my code to include the columns with the original (K1, K2)-values into the Pandas dataframe. The code of the new function “predict_batch()” is given below. Do not forget to change the function calls at the end of the gradient descent code, too.

Now we obviously can speak of a result! The calculated (w1, w2)-data are:

Final (w1,w2)-values stoch : ( -0.4816 ,  0.3908 )
Final (w1,w2)-values batch : ( -0.4815 ,  0.3906 )

Yeah, this is pretty close to the values we got via the fine grained mesh analysis of the cost function before! And within the error range!

Changed code for two of our functions in the last article

def predict_batch(num_samples, w1, w2, ay_k_1, ay_k_2, li_K1, li_K2, li_a_tgt):
    shape_res = (num_samples, 7)
    ResData = np.zeros(shape_
res)  
    rg_idx = range(num_samples)
    err = 0.0
    for idx in rg_idx:
        z_in  = w1 * ay_k_1[idx] + w2 * ay_k_2[idx] 
        a_out = expit(z_in)
        a_tgt = li_a_tgt[idx]
        err_idx = np.absolute(a_out - a_tgt) / a_tgt 
        err += err_idx
        ResData[idx][0] = ay_k_1[idx] 
        ResData[idx][1] = ay_k_2[idx] 
        ResData[idx][2] = li_K1[idx] 
        ResData[idx][3] = li_K2[idx] 
        ResData[idx][4] = a_tgt
        ResData[idx][5] = a_out
        ResData[idx][6] = err_idx
    err /= float(num_samples)
    return err, ResData    

def create_df(ResData):
    ''' ResData: Array with result values K1, K2, Tgt, A, rel.err 
    '''
    cols=["Kt1", "Kt2", "K1", "K2", "Tgt", "Res", "Err"]
    df = pd.DataFrame(ResData, columns=cols)
    return df    

 

How does the epoch evolution after the application of the StandardScaler look like?

Let us plot the evolution for the stochastic gradient descent:

Cost and weight evolution during stochastic gradient descent

Ok, we see that despite convergence the difference in the costs for different samples cannot be eliminated. It should be clear to the reader, why, and that this was to be expected.

We also see that the total costs (calculated from the individual costs) seemingly converges much faster than the weight values! Our gradient descent path obviously follows a big slope into a rather flat valley first (see the plot of the total costs above). Afterwards there is a small gradient sideways and down into the real minimum – and it obviously takes some epochs to get there. We also understand that we have to keep up a significant “learning rate” to follow the gradient in the flat valley. In addition the following rule seems to be appropriate sometimes:

We must not only watch the cost evolution but also the weight evolution – to avoid stopping gradient descent too early!

We shall keep this in mind for experiments with real multi-layer “Artificial Neural Networks” later on!

And how does the gradient descent based on the full “batch” of 14 samples look like?

Cost and weight evolution during batch gradient descent

A smooth beauty!

Contour plot for separation curves in the {K1, K2}-plane

We add the following code to our Jupyter notebook:

# ***********
# Contours 
# ***********

from matplotlib import ticker, cm

# Take w1/w2-vals from above w1f, w2f
w1_len = len(li_w1_ba)
w2_len = len(li_w1_ba)
w1f = li_w1_ba[w1_len -1]
w2f = li_w2_ba[w2_len -1]

def A_mesh(w1,w2, Km1, Km2):
    kshape = Km1.shape
    A = np.zeros(kshape) 
    
    Km1V = Km1.reshape(kshape[0]*kshape[1], )
    Km2V = Km2.reshape(kshape[0]*kshape[1], )
    # print("km1V.shape = ", Km1V.shape, "\nkm1V.shape = ", Km2V.shape )
    
    KmV = np.column_stack((Km1V, Km2V))
    
    # scaling trafo
    KmT = scaler.transform(KmV)
    
    Km1T, Km2T = KmT.T
    Km1TR = Km1T.reshape(
kshape)
    Km2TR = Km2T.reshape(kshape)
    #print("km1TR.shape = ", Km1TR.shape, "\nkm2TR.shape = ", Km2TR.shape )
    
    rg_idx = range(num_samples)
    Z      = w1 * Km1TR + w2 * Km2TR
    A = expit(Z)
    return A

#Build K1/K2-mesh 
minK1, maxK1 = li_K1.min()-20, li_K1.max()+20 
minK2, maxK2 = li_K2.min()-20, li_K2.max()+20
resolution = 0.1
Km1, Km2 = np.meshgrid( np.arange(minK1, maxK1, resolution), 
                        np.arange(minK2, maxK2, resolution))

A = A_mesh(w1f, w2f, Km1, Km2 )

fig_size = plt.rcParams["figure.figsize"]
fig_size[0] = 14
fig_size[1] = 11
fig, ax = plt.subplots()
cmap=cm.PuBu_r
cmap=cm.RdYlBu
#cs = plt.contourf(X, Y, Z1, levels=25, alpha=1.0, cmap=cm.PuBu_r)
cs = ax.contourf(Km1, Km2, A, levels=25, alpha=1.0, cmap=cmap)
cbar = fig.colorbar(cs)
N = 14
r0 = 0.6
x = li_K1
y = li_K2
area = 6*np.sqrt(x ** 2 + y ** 2)  # 0 to 10 point radii
c = np.sqrt(area)
r = np.sqrt(x ** 2 + y ** 2)
area1 = np.ma.masked_where(x < 100, area)
area2 = np.ma.masked_where(x >= 100, area)
ax.scatter(x, y, s=area1, marker='^', c=c)
ax.scatter(x, y, s=area2, marker='o', c=c)
# Show the boundary between the regions:
ax.set_xlabel("K1", fontsize=16)
ax.set_ylabel("K2", fontsize=16)

 

This code enables us to plot contours of predicted output values of our solitary neuron, i.e. A-values, on a mesh of the original {K1, K2}-plane. As we classified after a transformation of our input data, the following hint should be obvious:

Important hint: Of course you have to apply your scaling method to all the new input data created by the mesh-function! This is done in the above code in the “A_mesh()”-function with the following lines:

    # scaling trafo
    if (scale_method == 3): 
        KmT = scaler.fit_transform(KmV)
    else: 
        KmT = scaler.transform(KmV)

We can directly apply the StandardScaler on our new data via its method transform(); the scaler will use the parameters it found during his first “scaler.fit_transform()”-operation on our input samples. However, we cannot do it this way when using the Normalizer for each individual new data sample via “scale_method =3”. I shall come back to this point in a later article.

The careful reader also sees that our code will, for the time being, not work for scale_method=0, scale_method=2 and scale_method=5. Reason: I was too lazy to write a class or code suitable for these normalizing operations. I shall correct this when we need it.

But at least I added our input samples via scatter plotting to the final output. The result is:

The deviations from our target values is to be expected. With a given pair of (w1, w2)-values we cannot do much better with a single neuron and a linear weight impact on the input data.

But we see: If we set up a criterion like:

  • A > 0.5 => sample belongs to the left cluster,
  • A ≤ 0.5 => sample belongs to the right cluster

we would have a relatively good classificator available – based on one neuron only!

Intermediate Conclusion

In this article I have shown that the “standardization” of input data, which are fed into a perceptron ahead of a gradient descent calculation, helps to circumvent problems with the saturation of the sigmoid function at the computing neuron following the input layer. We achieved this by applying the ”
StandardScaler” of Scikit-Learn. We got a smooth development of both the cost function and the weight parameters during gradient descent in the transformed data space.

We also learned another important thing:

An apparent convergence of the cost function in the vicinity of a minimum value does not always mean that we have reached the global minimum, yet. The evolution of the weight parameters may not yet have come to an end! Therefore, it is important to watch both the evolution of the costs AND the evolution of the weights during gradient descent. A too fast decline of the learning rate may not be good either under certain conditions.

In the next article

A single neuron perceptron with sigmoid activation function – III – two ways of applying Normalizer

we shall look at two other normalization methods for our simplistic scenario. One of them will give us an even better classificator.

Stay tuned and remain healthy …

And Mr Trump:
One neuron can obviously learn something about the difference of big and small numbers. This leads me to two questions, which you as a “natural talent” on epidemics can certainly answer: How many neurons are necessary to understand something about an exponential epidemic development? And why did it take so much time to activate them?

 

Machine Learning – book recommendations

A reader who follows my article series on MLP-coding has asked me, which books I would recommend for beginners in “Machine Learning”. I assume that he did not mean introductory books on Python, but books on things like SciKit, Artificial Neural Networks, Keras, Tensorflow, …. I also assume that he had at least a little interest in the basic mathematical background.

I should also say that the point regarding “beginners” is a difficult one. With my own limited experience I would say:

Get an overview, but then start playing around on your computer with something that interests you. Afterwards extend your knowledge about tools and methods. As with computers in general it is necessary to get used to terms and tools – even if you do not or not fully understand the theory behind them. Meaning: Books open only a limited insight into Machine Learning, you will probably learn more from practical exercises. So, do not be afraid of coding in Python – and use the tools the authors of the following books worked with. And: You should get familiar with Numpy and matplotlib pretty soon!

Well, here are my recommendations for reading – and the list of books actually implies an order:

“Machine Learning – An applied mathematics introduction”, Paul Wilmott, 2019, Panda Ohana Publishing
This is one of the best introductory books on Machine learning I have read so far – if not simply the best. One of its many advantages is: It is relatively short – around 220 pages – and concise. Despite the math it is written in a lively, personal style and I like the somewhat dry humor of the author.

This book will give you a nice overview of the most important methodologies in ML. It does not include any (Python) coding – and in my opinion this is another advantage for beginners. Coding does not distract you from the basic concepts. A thing this book will not give you is an abstract introduction into “Convolutional Neural Networks” [CNNs].

Nevertheless: Read this book before you read anything else!

“Python Machine Learning”, Sebastian Rashka, 2016, Packt Publishing Ltd
When I started reading books on ML this was one of the first I came across. Actually, I did not like it at my first reading trial. One of my problems was that I had not enough knowledge regarding Python and Matplotlib. After some months and some basics in Python I changed my mind. The book is great! It offers a lot of coding examples and the introduction into SciKit and at some points also Pandas is quite OK.

It is a “hands on” type of book – you should work with the code examples given and modify them. This first edition of the book does, however, not provide you with an introduction into CNNs and advanced tools like Tensorflow and the Keras interface. Which in my opinion was not a disadvantage at the time of reading. What I still do not like are the mathematical explanations at some points where the author argues more on the level of hints than real explanations. But it is a great book to start with SciKit-Learn experiments – and you will deepen your insight in methodologies learned in the book of Wilmott.

Note: There is a new edition available: “Python Machine Learning: Machine Learning and Deep Learning with Python, scikit-learn, and TensorFlow 2”, 3rd Edition, by S. Rashka and V.Mirjalili.
I have not read it, but if you think about a book of Rashka, you should probably buy this edition.
For my German Readers: There is a German version of the 2nd edition available – in much better hard cover and printing quality (mitp verlag), but also more expensive. But it does not cover Tensorflow 2, to my knowledge.

“Hands-On Machine learning with SciKit-Learn, Keras & Tensorflow”, 2nd edition, Aurelien Geron, 2019, O’Reilly
This is a pure treasure trove! I have read the 1st
edition, but a week ago I bought the 2nd edition. It seems to be far better than the first edition! Not only because of the colored graphics – which really help the reader to understand things better. The book has also be revised and extended! Compared with the first edition it is partially a new book. In my opinion all important topics in ML have been covered. So, if you want to extend your practical knowledge to CNNs, RNNS and Reinforcemant Learning go for it. But around 780 pages will require their time ….

“Deep Learning mit Python und Keras”, Francois Chollet, 2018, mitp Verlag
I have only read and worked with the German version. The English version was published by Manning Publications. A profound introduction into Keras and at the same time a nice introduction into CNNs. I also liked the chapters on Generative Deep Learning. Be prepared to have a reasonable GPU ready when you start working with this book!

For theorists: Neural Networks and Analog Computation – Beyond the Turing Limit”, H.T. Siegelmann, 1999, Springer Science+, Business Media, New York
This book is only for those with a background in mathematics and theoretical information and computation science. You have been warned! But it is a strong, strong book on ANN-theory which provides major insights on the relation between ANNs, super-Turing systems and even physical systems. Far ahead of its time …

There are of course many more books on the market on very different levels – and I meanwhile own quite a bunch of them. But I limited the list intentionally. Have fun!

A simple Python program for an ANN to cover the MNIST dataset – XI – confusion matrix

Welcome back to my readers who followed me through the (painful?) process of writing a Python class to simulate a “Multilayer Perceptron” [MLP]. The pain in my case resulted from the fact that I am still a beginner in Machine Learning [ML] and Python. Nevertheless, I hope that we have meanwhile acquired some basic understanding of how a MLP works and “learns”. During the course of the last articles we had a close look at such nice things as “forward propagation”, “gradient descent”, “mini-batches” and “error backward propagation”. For the latter I gave you a mathematical description to grasp the background of the matrix operations involved.

Where do we stand after 10 articles and a PDF on the math?

A simple program for an ANN to cover the Mnist dataset – X – mini-batch-shuffling and some more tests
A simple program for an ANN to cover the Mnist dataset – IX – First Tests
A simple program for an ANN to cover the Mnist dataset – VIII – coding Error Backward Propagation
A simple program for an ANN to cover the Mnist dataset – VII – EBP related topics and obstacles
A simple program for an ANN to cover the Mnist dataset – VI – the math behind the „error back-propagation“
A simple program for an ANN to cover the Mnist dataset – V – coding the loss function
A simple program for an ANN to cover the Mnist dataset – IV – the concept of a cost or loss function
A simple program for an ANN to cover the Mnist dataset – III – forward propagation
A simple program for an ANN to cover the Mnist dataset – II – initial random weight values
A simple program for an ANN to cover the Mnist dataset – I – a starting point

We have a working code

  • with some parameters to control layers and node numbers, learning and momentum rates and regularization,
  • with many dummy parts for other output and activation functions than the sigmoid function we used so far,
  • with prepared code fragments for applying MSE instead of “Log Loss” as a cost function,
  • and with dummy parts for handling different input datasets than the MNIST example.

The code is not yet optimized; it includes e.g. many statements for tests which we should eliminate or comment out. A completely open conceptual aspect is the optimization of the adaption of the learning rate; it is very primitive so far. We also need an export/import functionality to be able to perform training with a series of limited epoch numbers per run.
We also should save the weights and accuracy data after a fixed epoch interval to be able to analyze a bit more after training. Another idea – though probably costly – is to even perform intermediate runs on the test data set an get some information on the development of the averaged error on the test data set.

Despite all these deficits, which we need to cover in some more articles, we are already able to perform an insightful task – namely to find out with which numbers and corresponding images of the MNIST data set our MLP has problems with. This leads us to the topics of a confusion matrix and other measures for the accuracy of our algorithm.

However, before we look at these topics, we first create some useful code, which we can save inside cells of the Jupyter notebook we maintain for testing our class “MyANN”.

Some functions to evaluate the prediction capability of our ANN after training

For further analysis we shall apply the following functions later on:

# ------ predict results for all test data 
# *************************
def predict_all_test_data(): 
    size_set = ANN._X_test.shape[0]

    li_Z_in_layer_test  = [None] * ANN._n_total_layers
    li_Z_in_layer_test[0] = ANN._X_test
    
    # Transpose input data matrix  
    ay_Z_in_0T       = li_Z_in_layer_test[0].T
    li_Z_in_layer_test[0] = ay_Z_in_0T
    li_A_out_layer_test  = [None] * ANN._n_total_layers

    # prediction by forward propagation of the whole test set 
    ANN._fw_propagation(li_Z_in = li_Z_in_layer_test, li_A_out = li_A_out_layer_test, b_print = False) 
    ay_predictions_test = np.argmax(li_A_out_layer_test[ANN._n_total_layers-1], axis=0)
    
    # accuracy 
    ay_errors_test = ANN._y_test - ay_predictions_test 
    acc = (np.sum(ay_errors_test == 0)) / size_set
    print ("total acc for test data = ", acc)

def predict_all_train_data(): 
    size_set = ANN._X_train.shape[0]

    li_Z_in_layer_test  = [None] * ANN._n_total_layers
    li_Z_in_layer_test[0] = ANN._X_train
    # Transpose 
    ay_Z_in_0T       = li_Z_in_layer_test[0].T
    li_Z_in_layer_test[0] = ay_Z_in_0T
    li_A_out_layer_test  = [None] * ANN._n_total_layers

    ANN._fw_propagation(li_Z_in = li_Z_in_layer_test, li_A_out = li_A_out_layer_test, b_print = False) 
    Result = np.argmax(li_A_out_layer_test[ANN._n_total_layers-1], axis=0)
    Error = ANN._y_train - Result 
    acc = (np.sum(Error == 0)) / size_set
    print ("total acc for train data = ", acc)    
    

# Plot confusion matrix 
# orginally from Runqi Yang; 
# see https://gist.github.com/hitvoice/36cf44689065ca9b927431546381a3f7
def cm_analysis(y_true, y_pred, filename, labels, ymap=None, figsize=(10,10)):
    """
    Generate matrix plot of confusion matrix with pretty annotations.
    The plot image is saved to disk.
    args: 
      y_true:    true label of the data, with shape (nsamples,)
      y_pred:    prediction of the data, with shape (nsamples,)
      filename:  filename of figure file to save
      labels:    string array, name the order of class labels in the confusion matrix.
                 use `clf.classes_` if using scikit-learn models.
                 with shape (nclass,).
      ymap:      dict: any -> string, length == nclass.
                 if not None, map the labels & ys to more understandable strings.
                 Caution: original y_true, y_pred and labels must align.
      figsize:   the size of the figure plotted.
    """
    if ymap is not None:
        y_pred = [ymap[yi] for yi in y_pred]
        y_true = [ymap[yi] for yi in y_true]
        labels = [ymap[yi] for yi in labels]
    cm = confusion_matrix(y_true, y_pred, labels=labels)
    cm_sum = np.sum(cm, axis=1, keepdims=True)
    cm_perc = cm / cm_sum.astype(float)
 * 100
    annot = np.empty_like(cm).astype(str)
    nrows, ncols = cm.shape
    for i in range(nrows):
        for j in range(ncols):
            c = cm[i, j]
            p = cm_perc[i, j]
            if i == j:
                s = cm_sum[i]
                annot[i, j] = '%.1f%%\n%d/%d' % (p, c, s)
            elif c == 0:
                annot[i, j] = ''
            else:
                annot[i, j] = '%.1f%%\n%d' % (p, c)
    cm = pd.DataFrame(cm, index=labels, columns=labels)
    cm.index.name = 'Actual'
    cm.columns.name = 'Predicted'
    fig, ax = plt.subplots(figsize=figsize)
    ax=sns.heatmap(cm, annot=annot, fmt='')
    #plt.savefig(filename)

    
#
# Plotting 
# **********
def plot_ANN_results(): 
    num_epochs  = ANN._n_epochs
    num_batches = ANN._n_batches
    num_tot = num_epochs * num_batches

    cshape = ANN._ay_costs.shape
    print("n_epochs = ", num_epochs, " n_batches = ", num_batches, "  cshape = ", cshape )
    tshape = ANN._ay_theta.shape
    print("n_epochs = ", num_epochs, " n_batches = ", num_batches, "  tshape = ", tshape )


    #sizing
    fig_size = plt.rcParams["figure.figsize"]
    fig_size[0] = 12
    fig_size[1] = 5

    # Two figures 
    # -----------
    fig1 = plt.figure(1)
    fig2 = plt.figure(2)

    # first figure with two plot-areas with axes 
    # --------------------------------------------
    ax1_1 = fig1.add_subplot(121)
    ax1_2 = fig1.add_subplot(122)

    ax1_1.plot(range(len(ANN._ay_costs)), ANN._ay_costs)
    ax1_1.set_xlim (0, num_tot+5)
    ax1_1.set_ylim (0, 1500)
    ax1_1.set_xlabel("epochs * batches (" + str(num_epochs) + " * " + str(num_batches) + " )")
    ax1_1.set_ylabel("costs")

    ax1_2.plot(range(len(ANN._ay_theta)), ANN._ay_theta)
    ax1_2.set_xlim (0, num_tot+5)
    ax1_2.set_ylim (0, 0.15)
    ax1_2.set_xlabel("epochs * batches (" + str(num_epochs) + " * " + str(num_batches) + " )")
    ax1_2.set_ylabel("averaged error")


 
The first function “predict_all_test_data()” allows us to create an array with the predicted values for all test data. This is based on a forward propagation of the full set of test data; so we handle some relatively big matrices here. The second function delivers prediction values for all training data; the operations of propagation algorithm involve even bigger matrices here. You will nevertheless experience that the calculations are performed very quickly. Prediction is much faster than training!

The third function “cm_analysis()” is not from me, but taken from Github Gist; see below. The fourth function “plot_ANN_results()” creates plots of the evolution of the cost function and the averaged error after training. We come back to these functions below.

To be able to use these functions we need to perform some more imports first. The full list of statements which we should place in the first Jupyter cell of our test notebook now reads:

import numpy as np
import numpy.random as npr
import math 
import sys
import pandas as pd
from sklearn.datasets import fetch_openml
from sklearn.metrics import confusion_matrix
from scipy.special import expit  
import seaborn as sns
from matplotlib import pyplot as plt
from matplotlib.colors import ListedColormap
import matplotlib.patches as mpat 
import time 
import imp
from mycode import myann

Note the new lines for the import of the “pandas” and “seaborn” libraries. Please inform yourself about the purpose of each library on the Internet.

Limited Accuracy

In the last article we performed some tests which showed a thorough robustness of our MLP regarding the MNIST datatset. There was some slight overfitting, but
playing around with hyper-parameters showed no extraordinary jump in “accuracy“, which we defined to be the percentage of correctly predicted records in the test dataset.

In general we can say that an accuracy level of 95% is what we could achieve within the range of parameters we played around with. Regression regularization (Lambda2 > 0) had some positive impact. A structural change to a MLP with just one layer did NOT give us a real breakthrough regarding CPU-time consumption, but when going down to 50 or 30 nodes in the intermediate layer we saw at least some reduction by up to 25%. But then our accuracy started to become worse.

Whilst we did our tests we measured the ANN’s “accuracy” by comparing the number of records for which our ANN did a correct prediction with the total number of records in the test data set. This is a global measure of accuracy; it averages over all 10 digits, i.e. all 10 classification categories. However, if we want to look a bit deeper into the prediction errors our MLP obviously produces it is, however, useful to introduce some more quantities and other measures of accuracy, which can be applied on the level of each output category.

Measures of accuracy, related quantities and classification errors for a specific category

The following quantities and basic concepts are often used in the context of ML algorithms for classification tasks. Predictions of our ANN will not be error free and thus we get an accuracy less than 100%. There are different reasons for this – and they couple different output categories. In the case of MNIST the output categories correspond to the digits 0 to 9. Let us take a specific output category, namely the digit “5”. Then there are two basic types of errors:

  • The network may have predicted a “3” for a MNIST image record, which actually represents a “5” (according to the “y_train”-value for this record). This error case is called a “False Negative“.
  • The network may have predicted a “5” for a MNIST image record, which actually represents a “3” according to its “y_train”-value. This error case is called a “False Positive“.

Both cases mark some difference between an actual and predicted number value for a MNIST test record. Technically, “actual” refers to the number value given by the related record in our array “ANN._y_test”. “Predicted” refers to the related record in an array “ay_prediction_test”, which our function “predict_all_test_data()” returns (see the code above).

Regarding our example digit “5” we obviously can distinguish between the following quantities:

  • AN : The total number of all records in the test data set which actually correspond to our digit “5”.
  • TP: The number of “True Positives”, i.e. the number of those cases correctly detected as “5”s.
  • FP: The number of “False Positives”, i.e. the number of those cases where our ANN falsely predicts a “5”.
  • FN: The number of “False Negatives”, i.e. the number of those cases where our ANN falsely predicts another digit than “5”, but where it actually should predict a “5”.

Then we can calculate the following ratios which all somehow measure “accuracy” for a specific output category:

  • Precision:
    TP / (TP + FP)
  • Recall:
    TP / ( TP + FN))
  • Accuracy:
    TP / AN
  • F1:
    TP / ( TP + 0.5*(FN + TP) )

A careful reader will (rightly) guess that the quantity “recall” corresponds to what we would naively define as “accuracy” – namely the ratio TP/AN.
From its definition it is clear that the quantity “F1” gives us a weighted average between the measures “precision” and “recall”.

How can we get these numbers for all 10 categories from our MLP after training ?

Confusion matrix

When we want to analyze our basic error types per category we need to look at the discrepancy between predicted and actual data. This suggests a presentation in form of a matrix with all for all possible category values both in x- and y-direction. The cells of such a matrix – e.g. a cell for an actual “5” and a predicted “3” – could e.g. be filled with the corresponding FN-number.

We will later on develop our own code to solve the task of creating and displaying such a matrix. But there is a nice guy called Runqi Yang who shared some code for precisely this purpose on GitHub Gist; see https://gist.github.com/hitvoice/36c…
We can use his suggested code as it is in our context. We have already presented it above in form of the function “cm_analysis()“, which uses the pandas and seaborn libraries.

After a training run with the following parameters

try: 
    ANN = myann.MyANN(my_data_set="mnist_keras", n_hidden_layers = 2, 
                 ay_nodes_layers = [0, 70, 30, 0], 
                 n_nodes_layer_out = 10,  
                 my_loss_function = "LogLoss",
                 n_size_mini_batch = 500,
                 n_epochs = 1800, 
                 n_max_batches = 2000,  # small values only for test runs
                 lambda2_reg = 0.2, 
                 lambda1_reg = 0.0,      
                 vect_mode = 'cols', 
                 learn_rate = 0.0001,
                 decrease_const = 0.000001,
                 mom_rate   = 0.00005,  
                 shuffle_batches = True,
                 print_period = 50,         
                 figs_x1=12.0, figs_x2=8.0, 
                 legend_loc='upper right',
                 b_print_test_data = True
                 )
except SystemExit:
    print("stopped")

we get

and

and eventually

When I studied the last plot for a while I found it really instructive. Each of its cell outside the diagonal obviously contains the number of “False Negative” records for these two specific category values – but with respect to actual value.

What more do we learn from the matrix? Well, the numbers in the cells on the diagonal, in a row and in a
column are related to our quantities TP, FN and FP:

  • Cells on the diagonal: For the diagonal we should find many correct “True Positive” values compared to the actual correct MNIST digits. (At least if all numbers are reasonably distributed across the MNIST dataset). We see that this indeed is the case. The ration of “True Positives” and the “Actual Positives” is given as a percentage and with the related numbers inside the respective cells on the diagonal.
  • Cells of a row: The values in the cells of a row (without the cell on the diagonal) of the displayed matrix give us the numbers/ratios for “False Negatives” – with respect to the actual value. If you sum up the individual FN-numbers you get the total number of “False negatives”, which of course is the difference between the total number AN and the number TP for the actual category.
  • Cells of a column: The column cells contain the numbers/ratios for “False Positives” – with respect to the predicted value. If you sum up the individual FN-numbers you get the total number of “False Positives” with respect to the predicted column value.

So, be a bit careful: A FN value with respect to an actual row value is a FP value with respect to the predicted column value – if the cell is one outside the diagonal!

All ratios are calculated with respect to the total actual numbers of data records for a specific category, i.e. a digit.

Looking closely we detect that our code obviously has some problems with distinguishing pictures of “5”s with pictures of “3”s, “6”s and “8”s. The same is true for “8”s and “3”s or “2s”. Also the distinction between “9”s, “3”s and “4”s seems to be difficult sometimes.

Does the confusion matrix change due to random initial weight values and mini-batch-shuffling?

We have seen already that statistical variations have no big impact on the eventual accuracy when training converges to points in the parameter-space close to the point for the minimum of the overall cost-function. Statistical effects between to training runs stem in our case from statistically chosen initial values of the weights and the changes to our mini-batch composition between epochs. But as long as our training converges (and ends up in a global minimum) we should not see any big impact on the confusion matrix. And indeed a second run leads to:

The values are pretty close to those of the first run.

Precision, Recall values per digit category and our own confusion matrix

Ok, we now can look at the nice confusion matrix plot and sum up all the values in a row of the confusion matrix to get the total FN-number for the related actual digit value. Or sum up the entries in a column to get the total FP-number. But we want to calculate these values from the ANN’s prediction results without looking at a plot and summation handwork. In addition we want to get the data of the confusion matrix in our own Numpy matrix array independently of foreign code. The following box displays the code for two functions, which are well suited for this task:

# A class to print in color and bold 
class color:
   PURPLE = '\033[95m'
   CYAN = '\033[96m'
   DARKCYAN = '\033[36m'
   BLUE = '\033[94m'
   GREEN = '\033[92m'
   YELLOW = '\033[93m'
   RED = '\033[91m'
   BOLD = '\033[1m'
   UNDERLINE = '\033[4m'
   END = '\033[
0m'

def acc_values(ay_pred_test, ay_y_test):
    ay_x = ay_pred_test
    ay_y = ay_y_test
    # ----- 
    #- dictionary for all false positives for all 10 digits
    fp = {}
    fpnum = {}
    irg = range(10)
    for i in irg:
        key = str(i)
        xfpi = np.where(ay_x==i)[0]
        fpi = np.zeros((10000, 3), np.int64)

        n = 0
        for j in xfpi: 
            if ay_y[j] != i: 
                row = np.array([j, ay_x[j], ay_y[j]])
                fpi[n] = row
                n+=1

        fpi_real   = fpi[0:n]
        fp[key]    = fpi_real
        fpnum[key] = fp[key].shape[0] 

    #- dictionary for all false negatives for all 10 digits
    fn = {}
    fnnum = {}
    irg = range(10)
    for i in irg:
        key = str(i)
        yfni = np.where(ay_y==i)[0]
        fni = np.zeros((10000, 3), np.int64)

        n = 0
        for j in yfni: 
            if ay_x[j] != i: 
                row = np.array([j, ay_x[j], ay_y[j]])
                fni[n] = row
                n+=1

        fni_real = fni[0:n]
        fn[key] = fni_real
        fnnum[key] = fn[key].shape[0] 

    #- dictionary for all true positives for all 10 digits
    tp = {}
    tpnum = {}
    actnum = {}
    irg = range(10)
    for i in irg:
        key = str(i)
        ytpi = np.where(ay_y==i)[0]
        actnum[key] = ytpi.shape[0]
        tpi = np.zeros((10000, 3), np.int64)

        n = 0
        for j in ytpi: 
            if ay_x[j] == i: 
                row = np.array([j, ay_x[j], ay_y[j]])
                tpi[n] = row
                n+=1

        tpi_real = tpi[0:n]
        tp[key] = tpi_real
        tpnum[key] = tp[key].shape[0] 
 
    #- We create an array for the precision values of all 10 digits 
    ay_prec_rec_f1 = np.zeros((10, 9), np.int64)
    print(color.BOLD + "Precision, Recall, F1, Accuracy, TP, FP, FN, AN" + color.END +"\n")
    print(color.BOLD + "i  ", "prec  ", "recall  ", "acc    ", "F1       ", "TP    ", 
          "FP    ", "FN    ", "AN" + color.END) 
    for i in irg:
        key = str(i)
        tpn = tpnum[key]
        fpn = fpnum[key]
        fnn = fnnum[key]
        an  = actnum[key]
        precision = tpn / (tpn + fpn) 
        prec = format(precision, '7.3f')
        recall = tpn / (tpn + fnn) 
        rec = format(recall, '7.3f')
        accuracy = tpn / an
        acc = format(accuracy, '7.3f')
        f1 = tpn / ( tpn + 0.5 * (fnn+fpn) )
        F1 = format(f1, '7.3f')
        TP = format(tpn, '6.0f')
        FP = format(fpn, '6.0f')
        FN = format(fnn, '6.0f')
        AN = format(an,  '6.0f')

        row = np.array([i, precision, recall, accuracy, f1, tpn, fpn, fnn, an])
        ay_prec_rec_f1[i] = row 
        print (i, prec, rec, acc, F1, TP, FP, FN, AN)
        
    return tp, tpnum, fp, fpnum, fn, fnnum, ay_prec_rec_f1 

def create_cf(ay_fn, ay_tpnum):
    ''' fn: array with false negatives row = np.array([j, x[j], y[j]])
    '''
    cf = np.zeros((10, 10), np.int64)
    rgi = range(10)
    rgj = range(10)
    for i in rgi:
        key = str(i)
        fn_i = ay_fn[key][ay_fn[key][:,2] == i]
        for j in rgj:
            if j!= i: 
                fn_ij = fn_i[fn_i[:,1] == j]
                #print(i, j, fn_ij)
                num_fn_ij = fn_ij.shape[0]
                cf[i,j] = num_fn_ij
            if j==i:
                cf[i,j] = ay_tpnum[key]

    cols=["0", "1", "2", "3", "4", "5", "6", "7", "8", "9"]
    df = pd.DataFrame(cf, columns=cols, index=cols)
    # print( "\n", df, "\n")
    # df.style
    
    return cf, df
    
 

 

The first function takes a array with prediction values (later on provided externally
by our “ay_predictions_test”) and compares its values with those of an y_test array which contains the actual values (later provided externally by our “ANN._y_test”). Then it uses array-slicing to create new arrays with information on all error records, related indices and the confused category values. Eventually, the function determines the numbers for AN, TP, FP and FN (per digit category) and prints the gathered information. It also returns arrays with information on records which are “True Positives”, “False Positives”, “False Negatives” and the various numbers.

The second function uses array-slicing of the array which contains all information on the “False Negatives” to reproduce the confusion matrix. It involves Pandas to produce a styled output for the matrix.

Now you can run the above code and the following one in Jupyter cells – of course, only after you have completed a training and a prediction run:

For my last run I got the following data:

We again see that especially “5”s and “9”s have a problem with FNs. When you compare the values of the last printed matrix with those in the plot of the confusion matrix above, you will see that our code produces the right FN/FP/TP-values. We have succeeded in producing our own confusion matrix – and we have all values directly available in our own Numpy arrays.

Some images of “4”-digits with errors

We can use the arrays which we created with functions above to get a look at the images. We use the function “plot_digits()” of Aurelien Geron at handson-ml2 chapter 03 on classification to plot several images in a series of rows and columns. The code is pretty easy to understand; at its center we find the matplotlib-function “imshow()”, which we have already used in other ML articles.

We again perform some array-slicing of the arrays our function “acc_values()” (see above) produces to identify the indices of images in the “X_test”-dataset we want to look at. We collect the first 50 examples of “true positive” images of the “4”-digit, then we take the “false positives” of the 4-digit and eventually the “fales negative” cases. We then plot the images in this order:

def plot_digits(instances, images_per_row=10, **options):
    size = 28
    images_per_row = min(len(instances), images_per_row)
    images = [instance.reshape(size,size) for instance in instances]
    n_rows = (len(instances) - 1) // images_per_row + 1
    row_images = []
    n_empty = n_rows * images_per_row - len(instances)
    images.append(np.zeros((size, size * n_empty)))
    for row in range(n_rows):
        rimages = images[row * images_per_row : (row + 1) * images_per_row]
        row_images.append(np.concatenate(rimages, axis=1))
    image = np.concatenate(row_images, axis=0)
    plt.imshow(image, cmap = mpl.cm.binary, **options)
    plt.axis("off")

ay_tp, ay_tpnum, ay_fp, ay_fpnum, ay_fn, ay_
fnnum, ay_prec_rec_f1 = \
    acc_values(ay_pred_test = ay_predictions_test, ay_y_test = ANN._y_test)

idx_act = str(4)

# fetching the true positives 
num_tp = ay_tpnum[idx_act]
idx_tp = ay_tp[idx_act][:,[0]]
idx_tp = idx_tp[:,0]
X_test_tp = ANN._X_test[idx_tp]

# fetching the false positives 
num_fp = ay_fpnum[idx_act]
idx_fp = ay_fp[idx_act][:,[0]]
idx_fp = idx_fp[:,0]
X_test_fp = ANN._X_test[idx_fp]

# fetching the false negatives 
num_fn = ay_fnnum[idx_act]
idx_fn = ay_fn[idx_act][:,[0]]
idx_fn = idx_fn[:,0]
X_test_fn = ANN._X_test[idx_fn]

# plotting 
# +++++++++++
plt.figure(figsize=(12,12))

# plotting the true positives
# --------------------------
plt.subplot(321)
plot_digits(X_test_tp[0:25], images_per_row=5 )
plt.subplot(322)
plot_digits(X_test_tp[25:50], images_per_row=5 )

# plotting the false positives
# --------------------------
plt.subplot(323)
plot_digits(X_test_fp[0:25], images_per_row=5 )
plt.subplot(324)
plot_digits(X_test_fp[25:], images_per_row=5 )

# plotting the false negatives
# ------------------------------
plt.subplot(325)
plot_digits(X_test_fn[0:25], images_per_row=5 )
plt.subplot(326)
plot_digits(X_test_fn[25:], images_per_row=5 )

 

The first row of the plot shows the (first) 50 “True Positives” for the “4”-digit images in the MNIST test data set. The second row shows the “False Positives”, the third row the “False Negatives”.

Very often you can guess why our MLP makes a mistake. However, in some cases we just have to acknowledge that the human brain is a much better pattern recognition machine than a stupid MLP 🙂 .

Conclusion

With the help of a “confusion matrix” it is easy to find out for which MNIST digit-images our algorithm has major problems. A confusion matrix gives us the necessary numbers of those digits (and their images) for which the MLP wrongly predicts “False Positives” or “False Negatives”.

We have also seen that there are three quantities – precision, recall, F1 – which are useful to describe the accuracy of a classification algorithm per classification category.

We have written some code to collect all necessary information about “confused” images into our own Numpy arrays after training. Slicing of Numpy arrays proved to be useful, and matplotlib helped us to visualize examples of the wrongly classified MNIST digit-images.

In the next article
A simple program for an ANN to cover the Mnist dataset – XII – accuracy evolution, learning rate, normalization
we shall extract some more information on the evolution of accuracy during training. We shall also make use of a “clustering” technique to reduce the number of input nodes.

Links

The python code of Runqi Yang (“hitvoice”) at gist.github.com for creating a plot of a confusion-matrix
Information on the function confusion_matrix() provided by sklearn.metrics
Information on the heatmap-functionality provided by “seaborn”
A python seaborn tutorial

 

A simple Python program for an ANN to cover the MNIST dataset – VIII – coding Error Backward Propagation

I continue with my series on a Python program for coding small “Multilayer Perceptrons” [MLPs].

A simple program for an ANN to cover the Mnist dataset – VII – EBP related topics and obstacles
A simple program for an ANN to cover the Mnist dataset – VI – the math behind the „error back-propagation“
A simple program for an ANN to cover the Mnist dataset – V – coding the loss function
A simple program for an ANN to cover the Mnist dataset – IV – the concept of a cost or loss function
A simple program for an ANN to cover the Mnist dataset – III – forward propagation
A simple program for an ANN to cover the Mnist dataset – II – initial random weight values
A simple program for an ANN to cover the Mnist dataset – I – a starting point

After all the theoretical considerations of the last two articles we now start coding again. Our objective is to extend our methods for training the MLP on the MNIST dataset by methods which perform the “error back propagation” and the correction of the weights. The mathematical prescriptions were derived in the following PDF:
My PDF on “The math behind EBP”

When you study the new code fragments below remember a few things:
We are prepared to use mini-batches. Therefore, the cost functions will be calculated over the data records of each batch and all the matrix operations for back propagation will cover all batch-records in parallel. Training means to loop over epochs and mini-batches – in pseudo-code:

  • Loop over epochs
    1. adjust learning rate,
    2. check for convergence criteria,
    3. Shuffle all data records in the test data set and build new mini-batches
  • Loop over mini-batches
    1. Perform forward propagation for all records of the mini-batch
    2. calculate and save the total cost value for each mini-batch
    3. calculate and save an averaged error on the output layer for each mini-batch
    4. perform error backward propagation on all records of the mini-batch to get the gradient of the cost function with respect to all weights
    5. adjust all weights on all layers

As discussed in the last article: The cost hyperplane changes a bit with each mini-batch. If there is a good mixture of records in a batch then the form of its specific cost hyperplane will (hopefully) resemble the form of an overall cost hyperplane, but it will not be the same. By the second step in the outer loop we want to avoid that the same data records always get an influence on the gradients at the same position in the correction procedure. Both statistical elements help a bit to overcome dominant records and a non-equal distribution of test records. If we had only pictures for number 3 at the end of our MNIST data set we
may start learning “3” representations very well, but not other numbers. Statistical variation also helps to avoid side minima on the overall cost hyperplane for all data records of the test set.

We shall implement the second step and third step in the epoch loop in the next article – when we are sure that the training algorithm works as expected. So, at the moment we will stop our training only after a given number of epochs.

More input parameters

In the first articles we had build an __init__()-method to parameterize a training run. We have to include three more parameters to control the backward propagation.

learn_rate = 0.001, # the learning rate (often called epsilon in textbooks)
decrease_const = 0.00001, # a factor for decreasing the learning rate with epochs
mom_rate = 0.0005, # a factor for momentum learning

The first parameter controls by how much we change weights with the help of gradient values. See formula (93) in the PDF of article VI (you find the Link to the latest version in the last section of this article). The second parameter will give us an option to decrease the learning rate with the number of training epochs. Note that a constant decrease rate only makes sense, if we can be relatively sure that we do not end up in a side minimum of the cost function.

The third parameter is interesting: It will allow us to mix the presently calculated weight correction with the correction term from the last step. So to say: We extend the “momentum” of the last correction into the next correction. This helps us not to follow indicated direction changes on the cost hyperplanes too fast.

Some hygienic measures regarding variables

In the already written parts of the code we have used a prefix “ay_” for all variables which represent some vector or array like structure – including Python lists and Numpy arrays. For back propagation coding it will be more important to distinguish between lists and arrays. So, I changed the variable prefix for some important Python lists from “ay_” to “li_”. (I shall do it for all lists used in a further version). In addition I have changed the prefix for Python ranges to “rg_”. These changes will affect the contents and the interface of some methods. You will notice when we come to these methods.

The changed __input__()-method

Our modified __init__() function now looks like this:

    def __init__(self, 
                 my_data_set = "mnist", 
                 n_hidden_layers = 1, 
                 ay_nodes_layers = [0, 100, 0], # array which should have as much elements as n_hidden + 2
                 n_nodes_layer_out = 10,  # expected number of nodes in output layer 
                                                  
                 my_activation_function = "sigmoid", 
                 my_out_function        = "sigmoid",   
                 my_loss_function       = "LogLoss",   
                 
                 n_size_mini_batch = 50,  # number of data elements in a mini-batch 
                 
                 n_epochs      = 1,
                 n_max_batches = -1,  # number of mini-batches to use during epochs - > 0 only for testing 
                                      # a negative value uses all mini-batches 
                 
                 lambda2_reg = 0.1,     # factor for quadratic regularization term 
                 lambda1_reg = 0.0,     # factor for linear regularization term 
                 
                 vect_mode = 'cols', 
                 
                 learn_rate = 0.001,        # the learning rate (often called epsilon in textbooks) 
                 decrease_const = 0.00001,  # a factor for decreasing the learning rate with epochs
                 mom_rate  
 = 0.0005,       # a factor for momentum learning
                 
                 figs_x1=12.0, figs_x2=8.0, 
                 legend_loc='upper right',
                 
                 b_print_test_data = True
                 
                 ):
        '''
        Initialization of MyANN
        Input: 
            data_set: type of dataset; so far only the "mnist", "mnist_784" datsets are known 
                      We use this information to prepare the input data and learn about the feature dimension. 
                      This info is used in preparing the size of the input layer.     
            n_hidden_layers = number of hidden layers => between input layer 0 and output layer n 
            
            ay_nodes_layers = [0, 100, 0 ] : We set the number of nodes in input layer_0 and the output_layer to zero 
                              Will be set to real number afterwards by infos from the input dataset. 
                              All other numbers are used for the node numbers of the hidden layers.
            n_nodes_out_layer = expected number of nodes in the output layer (is checked); 
                                this number corresponds to the number of categories NC = number of labels to be distinguished
            
            my_activation_function : name of the activation function to use 
            my_out_function : name of the "activation" function of the last layer which produces the output values 
            my_loss_function : name of the "cost" or "loss" function used for optimization 
            
            n_size_mini_batch : Number of elements/samples in a mini-batch of training data 
                                The number of mini-batches will be calculated from this
            
            n_epochs : number of epochs to calculate during training
            n_max_batches : > 0: maximum of mini-batches to use during training 
                            < 0: use all mini-batches  
            
            lambda_reg2:    The factor for the quadartic regularization term 
            lambda_reg1:    The factor for the linear regularization term 
            
            vect_mode: Are 1-dim data arrays (vctors) ordered by columns or rows ?
            
            learn rate :     Learning rate - definies by how much we correct weights in the indicated direction of the gradient on the cost hyperplane.
            decrease_const:  Controls a systematic decrease of the learning rate with epoch number 
            mom_const:       Momentum rate. Controls a mixture of the last with the present weight corrections (momentum learning)
            
            figs_x1=12.0, figs_x2=8.0 : Standard sizing of plots , 
            legend_loc='upper right': Position of legends in the plots
            
            b_print_test_data: Boolean variable to control the print out of some tests data 
             
         '''
        
        # Array (Python list) of known input data sets 
        self._input_data_sets = ["mnist", "mnist_784", "mnist_keras"]  
        self._my_data_set = my_data_set
        
        # X, y, X_train, y_train, X_test, y_test  
            # will be set by analyze_input_data 
            # X: Input array (2D) - at present status of MNIST image data, only.    
            # y: result (=classification data) [digits represent categories in the case of Mnist]
        self._X       = None 
        self._X_train = None 
        self._X_test  = None   
        self._y       = None 
        self._y_train = None 
        self._y_test  = None
        
        # relevant dimensions 
        # from input data information;  will be set in handle_input_data()
        self._dim_sets     = 0  
        self._dim_features = 0  
        self._n_labels     = 0   # number of unique labels - will be extracted from y-data 
        
      
  # Img sizes 
        self._dim_img      = 0 # should be sqrt(dim_features) - we assume square like images  
        self._img_h        = 0 
        self._img_w        = 0 
        
        # Layers
        # ------
        # number of hidden layers 
        self._n_hidden_layers = n_hidden_layers
        # Number of total layers 
        self._n_total_layers = 2 + self._n_hidden_layers  
        # Nodes for hidden layers 
        self._ay_nodes_layers = np.array(ay_nodes_layers)
        # Number of nodes in output layer - will be checked against information from target arrays
        self._n_nodes_layer_out = n_nodes_layer_out
        
        # Weights 
        # --------
        # empty List for all weight-matrices for all layer-connections
        # Numbering : 
        # w[0] contains the weight matrix which connects layer 0 (input layer ) to hidden layer 1 
        # w[1] contains the weight matrix which connects layer 1 (input layer ) to (hidden?) layer 2 
        self._li_w = []
        
        # Arrays for encoded output labels - will be set in _encode_all_mnist_labels()
        # -------------------------------
        self._ay_onehot = None
        self._ay_oneval = None
        
        # Known Randomizer methods ( 0: np.random.randint, 1: np.random.uniform )  
        # ------------------
        self.__ay_known_randomizers = [0, 1]

        # Types of activation functions and output functions 
        # ------------------
        self.__ay_activation_functions = ["sigmoid"] # later also relu 
        self.__ay_output_functions     = ["sigmoid"] # later also softmax 
        
        # Types of cost functions 
        # ------------------
        self.__ay_loss_functions = ["LogLoss", "MSE" ] # later also othr types of cost/loss functions  


        # the following dictionaries will be used for indirect function calls 
        self.__d_activation_funcs = {
            'sigmoid': self._sigmoid, 
            'relu':    self._relu
            }
        self.__d_output_funcs = { 
            'sigmoid': self._sigmoid, 
            'softmax': self._softmax
            }  
        self.__d_loss_funcs = { 
            'LogLoss': self._loss_LogLoss, 
            'MSE': self._loss_MSE
            }  
        # Derivative functions 
        self.__d_D_activation_funcs = {
            'sigmoid': self._D_sigmoid, 
            'relu':    self._D_relu
            }
        self.__d_D_output_funcs = { 
            'sigmoid': self._D_sigmoid, 
            'softmax': self._D_softmax
            }  
        self.__d_D_loss_funcs = { 
            'LogLoss': self._D_loss_LogLoss, 
            'MSE': self._D_loss_MSE
            }  
        
        
        # The following variables will later be set by _check_and set_activation_and_out_functions()            
        
        self._my_act_func  = my_activation_function
        self._my_out_func  = my_out_function
        self._my_loss_func = my_loss_function
        self._act_func = None    
        self._out_func = None    
        self._loss_func = None    
        
        # number of data samples in a mini-batch 
        self._n_size_mini_batch = n_size_mini_batch
        self._n_mini_batches = None  # will be determined by _get_number_of_mini_batches()

        # maximum number of epochs - we set this number to an assumed maximum 
        # - as we shall build a backup and reload functionality for training, this should not be a major problem 
        self._n_epochs = n_epochs
        
        # maximum number of batches to handle ( if < 0 => all!) 
        self._n_max_batches = n_max_batches
        # actual number of batches 
        self._n_batches = None

        # regularization parameters
        self._lambda2_reg = lambda2_reg
        self._
lambda1_reg = lambda1_reg
        
        # parameter for momentum learning 
        self._learn_rate = learn_rate
        self._decrease_const = decrease_const
        self._mom_rate   = mom_rate
        self._li_mom = [None] *  self._n_total_layers
        
        # book-keeping for epochs and mini-batches 
        # -------------------------------
        # range for epochs - will be set by _prepare-epochs_and_batches() 
        self._rg_idx_epochs = None
        # range for mini-batches 
        self._rg_idx_batches = None
        # dimension of the numpy arrays for book-keeping - will be set in _prepare_epochs_and_batches() 
        self._shape_epochs_batches = None    # (n_epochs, n_batches, 1) 

        # list for error values at outermost layer for minibatches and epochs during training
        # we use a numpy array here because we can redimension it
        self._ay_theta = None
        # list for cost values of mini-batches during training 
        # The list will later be split into sections for epochs 
        self._ay_costs = None
        
        
        # Data elements for back propagation
        # ----------------------------------
        
        # 2-dim array of partial derivatives of the elements of an additive cost function 
        # The derivative is taken with respect to the output results a_j = ay_ANN_out[j]
        # The array dimensions account for nodes and sampls of a mini_batch. The array will be set in function 
        # self._initiate_bw_propagation()
        self._ay_delta_out_batch = None
        

        # parameter to allow printing of some test data 
        self._b_print_test_data = b_print_test_data

        # Plot handling 
        # --------------
        # Alternatives to resize plots 
        # 1: just resize figure  2: resize plus create subplots() [figure + axes] 
        self._plot_resize_alternative = 1 
        # Plot-sizing
        self._figs_x1 = figs_x1
        self._figs_x2 = figs_x2
        self._fig = None
        self._ax  = None 
        # alternative 2 does resizing and (!) subplots() 
        self.initiate_and_resize_plot(self._plot_resize_alternative)        
        
        
        # ***********
        # operations 
        # ***********
        
        # check and handle input data 
        self._handle_input_data()
        # set the ANN structure 
        self._set_ANN_structure()
        
        # Prepare epoch and batch-handling - sets ranges, limits num of mini-batches and initializes book-keeping arrays
        self._rg_idx_epochs, self._rg_idx_batches = self._prepare_epochs_and_batches()
        
        # perform training 
        start_c = time.perf_counter()
        self._fit(b_print=True, b_measure_batch_time=False)
        end_c = time.perf_counter()
        print('\n\n ------') 
        print('Total training Time_CPU: ', end_c - start_c) 
        print("\nStopping program regularily")
        sys.exit()

The extended method _set_ANN_structure()

I do not change method “_handle_input_data()”. However, I extend method “def _set_ANN_structure()” by a statement to initialize a list with momentum matrices for all layers.

    '''-- Method to set ANN structure --''' 
    def _set_ANN_structure(self):
        # check consistency of the node-number list with the number of hidden layers (n_hidden)
        self._check_layer_and_node_numbers()
        # set node numbers for the input layer and the output layer
        self._set_nodes_for_input_output_layers() 
        self._show_node_numbers() 
        
        # create the weight matrix between input and first hidden layer 
        self._create_WM_Input() 
        # create weight matrices between the 
hidden layers and between tha last hidden and the output layer 
        self._create_WM_Hidden() 
        
        # initialize momentum differences
        self._create_momentum_matrices()
        #print("\nLength of li_mom = ", str(len(self._li_mom)))
        
        # check and set activation functions 
        self._check_and_set_activation_and_out_functions()
        self._check_and_set_loss_function()
        
        return None

 
The following box shows the changed functions _create_WM_Input(), _create_WM_Hidden() and the new function _create_momentum_matrices():

    '''-- Method to create the weight matrix between L0/L1 --'''
    def _create_WM_Input(self):
        '''
        Method to create the input layer 
        The dimension will be taken from the structure of the input data 
        We need to fill self._w[0] with a matrix for conections of all nodes in L0 with all nodes in L1
        We fill the matrix with random numbers between [-1, 1] 
        '''
        # the num_nodes of layer 0 should already include the bias node 
        num_nodes_layer_0 = self._ay_nodes_layers[0]
        num_nodes_with_bias_layer_0 = num_nodes_layer_0 + 1 
        num_nodes_layer_1 = self._ay_nodes_layers[1] 
        
        # fill the matrix with random values 
        #rand_low  = -1.0
        #rand_high = 1.0
        rand_low  = -0.5
        rand_high = 0.5
        rand_size = num_nodes_layer_1 * (num_nodes_with_bias_layer_0) 
        
        randomizer = 1 # method np.random.uniform   
        
        w0 = self._create_vector_with_random_values(rand_low, rand_high, rand_size, randomizer)
        w0 = w0.reshape(num_nodes_layer_1, num_nodes_with_bias_layer_0)
        
        # put the weight matrix into array of matrices 
        self._li_w.append(w0)
        print("\nShape of weight matrix between layers 0 and 1 " + str(self._li_w[0].shape))
        
#
    '''-- Method to create the weight-matrices for hidden layers--''' 
    def _create_WM_Hidden(self):
        '''
        Method to create the weights of the hidden layers, i.e. between [L1, L2] and so on ... [L_n, L_out] 
        We fill the matrix with random numbers between [-1, 1] 
        '''
        
        # The "+1" is required due to range properties ! 
        rg_hidden_layers = range(1, self._n_hidden_layers + 1, 1)

        # for random operation 
        rand_low  = -1.0
        rand_high = 1.0
        
        for i in rg_hidden_layers: 
            print ("Creating weight matrix for layer " + str(i) + " to layer " + str(i+1) )
            
            num_nodes_layer = self._ay_nodes_layers[i] 
            num_nodes_with_bias_layer = num_nodes_layer + 1 
            
            # the number of the next layer is taken without the bias node!
            num_nodes_layer_next = self._ay_nodes_layers[i+1]
            
            # assign random values  
            rand_size = num_nodes_layer_next * num_nodes_with_bias_layer   
            
            randomizer = 1 # np.random.uniform
            
            w_i_next = self._create_vector_with_random_values(rand_low, rand_high, rand_size, randomizer)   
            w_i_next = w_i_next.reshape(num_nodes_layer_next, num_nodes_with_bias_layer)
            
            # put the weight matrix into our array of matrices 
            self._li_w.append(w_i_next)
            print("Shape of weight matrix between layers " + str(i) + " and " + str(i+1) + " = " + str(self._li_w[i].shape))
#
    '''-- Method to create and initialize matrices for momentum learning (differences) '''
    def _create_momentum_matrices(self):
        rg_layers = range(0, self._n_total_layers - 1)
        for i in rg_layers: 
r
            self._li_mom[i] = np.zeros(self._li_w[i].shape)
            #print("shape of li_mom[" + str(i) + "] = ", self._li_mom[i].shape)

 

The modified functions _fit() and _handle_mini_batch()

The _fit()-function is modified to include a systematic decrease of the learning rate.

    ''' -- Method to set the number of batches based on given batch size -- '''
    def _fit(self, b_print = False, b_measure_batch_time = False):
        
        rg_idx_epochs  = self._rg_idx_epochs 
        rg_idx_batches = self._rg_idx_batches
        if (b_print):    
            print("\nnumber of epochs = " + str(len(rg_idx_epochs)))
            print("max number of batches = " + str(len(rg_idx_batches)))
       
        # loop over epochs
        for idxe in rg_idx_epochs:
            if (b_print):
                print("\n ---------")
                print("\nStarting epoch " + str(idxe+1))
                
                self._learn_rate /= (1.0 + self._decrease_const * idxe)
            
            # loop over mini-batches
            for idxb in rg_idx_batches:
                if (b_print):
                    print("\n ---------")
                    print("\nDealing with mini-batch " + str(idxb+1))
                if b_measure_batch_time: 
                    start_0 = time.perf_counter()
                # deal with a mini-batch
                self._handle_mini_batch(num_batch = idxb, num_epoch=idxe, b_print_y_vals = False, b_print = False)
                if b_measure_batch_time: 
                    end_0 = time.perf_counter()
                    print('Time_CPU for batch ' + str(idxb+1), end_0 - start_0) 
                
                #if idxb == 100: 
                #    sys.exit() 
        
        return None

 
Note that the number of epochs is determined by an external parameter as an upper limit of the range “rg_idx_epochs”.

Method “_handle_mini_batch()” requires several changes: First we define lists which are required to save matrix data of the backward propagation. And, of course, we call a method to perform the BW propagation (see step 6 in the code). Some statements print shapes, if required. At step 7 of the code we correct the weights by using the learning rate and the calculated gradient of the loss function.

Note, that we mix the correction evaluated at the last batch-record with the correction evaluated for the present record! This corresponds to a simple form of momentum learning. We then have to save the present correction values, of course. Note that the list for momentum correction “li_mom” is, therefore, not deleted at the end of a mini-batch treatment !

In addition to saving the total costs per mini-batch we now also save a mean error at the output level. The average is done by the help of Numpy’s function numpy.average() for matrices. Remember, we build the average over errors at all output nodes and all records of the mini-batch.


    ''' -- Method to deal with a batch -- '''
    def _handle_mini_batch(self, num_batch = 0, num_epoch = 0, b_print_y_vals = False, b_print = False, b_keep_bw_matrices = True):
        '''
        For each batch we keep the input data array Z and the output data A (output of activation function!) 
        for all layers in Python lists
        We can use this as input variables in function calls - mutable variables are handled by reference values !
        We receive the A and Z data from propagation functions and proceed them to cost and gradient calculation functions
        
        As an initial step we define the Python lists li_Z_
in_layer and li_A_out_layer 
        and fill in the first input elements for layer L0  
        
        Forward propagation:
        --------------------
        li_Z_in_layer : List of layer-related 2-dim matrices for input values z at each node (rows) and all batch-samples (cols).
        li_A_out_layer: List of layer-related 2-dim matrices for output alues z at each node (rows) and all batch-samples (cols).
                        The output is created by Phi(z), where Phi represents an activation or output function 
        
        Note that the matrices in ay_A_out will be permanently extended by a row (over all samples) 
        to account for a bias node of each inner layer. This happens during FW propagation. 
        
        Note that the matrices ay_Z_in will be temporarily extended by a row (over all samples) 
        to account for a bias node of each inner layer. This happens during BW propagation.
        
        Backward propagation:
        -------------------- 
        li_delta_out:  Startup matrix for _out_delta-values at the outermost layer 
        li_grad_layer: List of layer-related matrices with gradient values for the correction of the weights 
        
        Depending on parameter "b_keep_bw_matrices" we keep 
            - a list of layer-related matrices D with values for the derivatives of the act./output functions
            - a list of layer-related matrices for the back propagated delta-values 
        in lists during back propagation. This can support error analysis. 
        
        All matrices in the lists are 2 dimensional with dimensions for nodes (rows) and training samples (cols) 
        All these lists be deleted at the end of the function to accelerate garbadge handling
        
        Input parameters: 
        ----------------
        num_epoch:     Number of present epoch
        num_batch:    Number of present mini-batch 
        '''
        # Layer-related lists to be filled with 2-dim Numpy matrices during FW propagation
        # ********************************************************************************
        li_Z_in_layer  = [None] * self._n_total_layers # List of matrices with z-input values for each layer; filled during FW-propagation
        li_A_out_layer = li_Z_in_layer.copy()          # List of matrices with results of activation/output-functions for each layer; filled during FW-propagation
        li_delta_out   = li_Z_in_layer.copy()          # Matrix with out_delta-values at the outermost layer 
        li_delta_layer = li_Z_in_layer.copy()          # List of the matrices for the BW propagated delta values 
        li_D_layer     = li_Z_in_layer.copy()          # List of the derivative matrices D containing partial derivatives of the activation/ouput functions 
        li_grad_layer  = li_Z_in_layer.copy()          # List of the matrices with gradient values for weight corrections
        
        if b_print: 
            len_lists = len(li_A_out_layer)
            print("\nnum_epoch = ", num_epoch, "  num_batch = ", num_batch )
            print("\nhandle_mini_batch(): length of lists = ", len_lists)
            self._info_point_print("handle_mini_batch: point 1")
        
        # Print some infos
        # ****************
        if b_print:
            self._print_batch_infos()
            self._info_point_print("handle_mini_batch: point 2")
        
        # Major steps for the mini-batch during one epoch iteration 
        # **********************************************************
        
        # Step 0: List of indices for data records in the present mini-batch
        # ******
        ay_idx_batch = self._ay_mini_batches[num_batch]
        
        # Step 1: Special preparation of the Z-input to the MLP's input Layer L0
        # ******
        # Layer L0: Fill in the input vector for the ANN's input layer L0 
        li_
Z_in_layer[0] = self._X_train[ay_idx_batch] # numpy arrays can be indexed by an array of integers
        if b_print:
            print("\nPropagation : Shape of X_in = li_Z_in_layer = ", li_Z_in_layer[0].shape)           
            #print("\nidx, expected y_value of Layer L0-input :")           
            #for idx in self._ay_mini_batches[num_batch]:
            #    print(str(idx) + ', ' + str(self._y_train[idx]) )
            self._info_point_print("handle_mini_batch: point 3")
        
        # Step 2: Layer L0: We need to transpose the data of the input layer 
        # *******
        ay_Z_in_0T       = li_Z_in_layer[0].T
        li_Z_in_layer[0] = ay_Z_in_0T
        if b_print:
            print("\nPropagation : Shape of transposed X_in = li_Z_in_layer = ", li_Z_in_layer[0].shape)           
            self._info_point_print("handle_mini_batch: point 4")
        
        # Step 3: Call forward propagation method for the present mini-batch of training records
        # *******
        # this function will fill the ay_Z_in- and ay_A_out-lists with matrices per layer
        self._fw_propagation(li_Z_in = li_Z_in_layer, li_A_out = li_A_out_layer, b_print = b_print) 
        
        if b_print:
            ilayer = range(0, self._n_total_layers)
            print("\n ---- ")
            print("\nAfter propagation through all " + str(self._n_total_layers) + " layers: ")
            for il in ilayer:
                print("Shape of Z_in of layer L" + str(il) + " = " + str(li_Z_in_layer[il].shape))
                print("Shape of A_out of layer L" + str(il) + " = " + str(li_A_out_layer[il].shape))
                if il < self._n_total_layers-1:
                    print("Shape of W of layer L" + str(il) + " = " + str(self._li_w[il].shape))
                    print("Shape of Mom of layer L" + str(il) + " = " + str(self._li_mom[il].shape))
            self._info_point_print("handle_mini_batch: point 5")
        
        
        # Step 4: Cost calculation for the mini-batch 
        # ********
        ay_y_enc = self._ay_onehot[:, ay_idx_batch]
        ay_ANN_out = li_A_out_layer[self._n_total_layers-1]
        # print("Shape of ay_ANN_out = " + str(ay_ANN_out.shape))
        
        total_costs_batch = self._calculate_loss_for_batch(ay_y_enc, ay_ANN_out, b_print = False)
        # we add the present cost value to the numpy array 
        self._ay_costs[num_epoch, num_batch] = total_costs_batch
        if b_print:
            print("\n total costs of mini_batch = ", self._ay_costs[num_epoch, num_batch])
            self._info_point_print("handle_mini_batch: point 6")
        print("\n total costs of mini_batch = ", self._ay_costs[num_epoch, num_batch])
        
        # Step 5: Avg-error for later plotting 
        # ********
        # mean "error" values - averaged over all nodes at outermost layer and all data sets of a mini-batch 
        ay_theta_out = ay_y_enc - ay_ANN_out
        if (b_print): 
            print("Shape of ay_theta_out = " + str(ay_theta_out.shape))
        ay_theta_avg = np.average(np.abs(ay_theta_out)) 
        self._ay_theta[num_epoch, num_batch] = ay_theta_avg 
        
        if b_print:
            print("\navg total error of mini_batch = ", self._ay_theta[num_epoch, num_batch])
            self._info_point_print("handle_mini_batch: point 7")
        print("avg total error of mini_batch = ", self._ay_theta[num_epoch, num_batch])
        
        
        # Step 6: Perform gradient calculation via back propagation of errors
        # ******* 
        self._bw_propagation( ay_y_enc = ay_y_enc, 
                              li_Z_in = li_Z_in_layer, 
                              li_A_out = li_A_out_layer, 
                              li_delta_out = li_delta_out, 
                              li_delta = li_delta_
layer,
                              li_D = li_D_layer, 
                              li_grad = li_grad_layer, 
                              b_print = b_print,
                              b_internal_timing = False 
                              ) 
        
        
        # Step 7: Adjustment of weights  
        # *******
        rg_layer=range(0, self._n_total_layers -1)
        for N in rg_layer:
            delta_w_N = self._learn_rate * li_grad_layer[N]
            self._li_w[N] -= ( delta_w_N + (self._mom_rate * self._li_mom[N]) )
            # save momentum
            self._li_mom[N] = delta_w_N
        
        # try to accelerate garbage handling
        # **************
        if len(li_Z_in_layer) > 0:
            del li_Z_in_layer
        if len(li_A_out_layer) > 0:
            del li_A_out_layer
        if len(li_delta_out) > 0:
            del li_delta_out
        if len(li_delta_layer) > 0:
            del li_delta_layer
        if len(li_D_layer) > 0:
            del li_D_layer
        if len(li_grad_layer) > 0:
            del li_grad_layer
            
        return None

 

Forward Propagation

The method for forward propagation remains unchanged in its structure. We only changed the prefix for the Python lists.

    ''' -- Method to handle FW propagation for a mini-batch --'''
    def _fw_propagation(self, li_Z_in, li_A_out, b_print= False):
        
        b_internal_timing = False
        
        # index range of layers 
        #    Note that we count from 0 (0=>L0) to E L(=>E) / 
        #    Careful: during BW-propgation we may need a correct indexing of lists filled during FW-propagation
        ilayer = range(0, self._n_total_layers-1)

        # propagation loop
        # ***************
        for il in ilayer:
            if b_internal_timing: start_0 = time.perf_counter()
            
            if b_print: 
                print("\nStarting propagation between L" + str(il) + " and L" + str(il+1))
                print("Shape of Z_in of layer L" + str(il) + " (without bias) = " + str(li_Z_in[il].shape))
            
            # Step 1: Take input of last layer and apply activation function 
            # ******
            if il == 0: 
                A_out_il = li_Z_in[il] # L0: activation function is identity 
            else: 
                A_out_il = self._act_func( li_Z_in[il] ) # use real activation function 
            
            # Step 2: Add bias node
            # ****** 
            A_out_il = self._add_bias_neuron_to_layer(A_out_il, 'row')
            # save in array     
            li_A_out[il] = A_out_il
            if b_print: 
                print("Shape of A_out of layer L" + str(il) + " (with bias) = " + str(li_A_out[il].shape))
            
            # Step 3: Propagate by matrix operation
            # ****** 
            Z_in_ilp1 = np.dot(self._li_w[il], A_out_il) 
            li_Z_in[il+1] = Z_in_ilp1
            
            if b_internal_timing: 
                end_0 = time.perf_counter()
                print('Time_CPU for layer propagation L' + str(il) + ' to L' + str(il+1), end_0 - start_0) 
        
        # treatment of the last layer 
        # ***************************
        il = il + 1
        if b_print:
            print("\nShape of Z_in of layer L" + str(il) + " = " + str(li_Z_in[il].shape))
        A_out_il = self._out_func( li_Z_in[il] ) # use the output function 
        li_A_out[il] = A_out_il
        if b_print:
            print("Shape of A_out of last layer L" + str(il) + " = " + str(li_A_out[il].shape))
        
        return None

 
nAddendum, 15.05.2020:
We shall later learn that the treatment of bias neurons can be done more efficiently. The present way of coding it reduces performance – especially at the input layer. See the article series starting with
MLP, Numpy, TF2 – performance issues – Step I – float32, reduction of back propagation
for more information. At the present stage of our discussion we are, however, more interested in getting a working code first – and not so much in performance optimization.

Methods for Error Backward Propagation

In contrast to the recipe given in my PDF on the EBP-math we cannot calculate the matrices with the derivatives of the activation functions “ay_D” in advance for all layers. The reason was discussed in the last article VII: Some matrices have to be intermediately adjusted for a bias-neuron, which is ignored in the analysis of the PDF.

The resulting code of our method for EBP looks like given below:

 
    ''' -- Method to handle error BW propagation for a mini-batch --'''
    def _bw_propagation(self, 
                        ay_y_enc, li_Z_in, li_A_out, 
                        li_delta_out, li_delta, li_D, li_grad, 
                        b_print = True, b_internal_timing = False):
        
        # List initialization: All parameter lists or arrays are filled or to be filled by layers 
        # Note: the lists li_Z_in, li_A_out were already filled by _fw_propagation() for the present batch 
        
        # Initiate BW propagation - provide delta-matrices for outermost layer
        # *********************** 
        # Input Z at outermost layer E  (4 layers -> layer 3)
        ay_Z_E = li_Z_in[self._n_total_layers-1]
        # Output A at outermost layer E (was calculated by output function)
        ay_A_E = li_A_out[self._n_total_layers-1]
        
        # Calculate D-matrix (derivative of output function) at outmost the layer - presently only D_sigmoid 
        ay_D_E = self._calculate_D_E(ay_Z_E=ay_Z_E, b_print=b_print )
        
        # Get the 2 delta matrices for the outermost layer (only layer E has 2 delta-matrices)
        ay_delta_E, ay_delta_out_E = self._calculate_delta_E(ay_y_enc=ay_y_enc, ay_A_E=ay_A_E, ay_D_E=ay_D_E, b_print=b_print) 
        
        # We check the shapes
        shape_theory = (self._n_nodes_layer_out, self._n_size_mini_batch)
        if (b_print and ay_delta_E.shape != shape_theory):
            print("\nError: Shape of ay_delta_E is wrong:")
            print("Shape = ", ay_delta_E.shape, "  ::  should be = ", shape_theory )
        if (b_print and ay_D_E.shape != shape_theory):
            print("\nError: Shape of ay_D_E is wrong:")
            print("Shape = ", ay_D_E.shape, "  ::  should be = ", shape_theory )
        
        # add the matrices to their lists ; li_delta_out gets only one element 
        idxE = self._n_total_layers - 1
        li_delta_out[idxE] = ay_delta_out_E # this happens only once
        li_delta[idxE]     = ay_delta_E
        li_D[idxE]         = ay_D_E
        li_grad[idxE]      = None    # On the outermost layer there is no gradient ! 
        
        if b_print:
            print("bw: Shape delta_E = ", li_delta[idxE].shape)
            print("bw: Shape D_E = ", ay_D_E.shape)
            self._info_point_print("bw_propagation: point bw_1")
        
        
        # Loop over all layers in reverse direction 
        # ******************************************
        # index range of target layers N in BW direction (starting with E-1 => 4 layers -> layer 2))
        if b_print:
            range_N_bw_layer_test = reversed(range(0,
 self._n_total_layers-1))   # must be -1 as the last element is not taken 
            rg_list = list(range_N_bw_layer_test) # Note this exhausts the range-object
            print("range_N_bw_layer = ", rg_list)
        
        range_N_bw_layer = reversed(range(0, self._n_total_layers-1))   # must be -1 as the last element is not taken 
        
        # loop over layers 
        for N in range_N_bw_layer:
            if b_print:
                print("\n N (layer) = " + str(N) +"\n")
            # start timer 
            if b_internal_timing: start_0 = time.perf_counter()
            
            # Back Propagation operations between layers N+1 and N 
            # *******************************************************
            # this method handles the special treatment of bias nodes in Z_in, too
            ay_delta_N, ay_D_N, ay_grad_N = self._bw_prop_Np1_to_N( N=N, li_Z_in=li_Z_in, li_A_out=li_A_out, li_delta=li_delta, b_print=False )
            
            if b_internal_timing: 
                end_0 = time.perf_counter()
                print('Time_CPU for BW layer operations ', end_0 - start_0) 
            
            # add matrices to their lists 
            li_delta[N] = ay_delta_N
            li_D[N]     = ay_D_N
            li_grad[N]= ay_grad_N
            #sys.exit()
        
        return

 

We first handle the necessary matrix evaluations for the outermost layer. We use two helper functions there to calculate the derivative of the output function with respect to the a-term [ _calculate_D_E() ] and to calculate the values for the “delta“-terms at all nodes and for all records [ _calculate_delta_E() ] according to the prescription in the PDF:

    
    ''' -- Method to calculate the matrix with the derivative values of the output function at outermost layer '''
    def _calculate_D_E(self, ay_Z_E, b_print= True):
        '''
        This method calculates and returns the D-matrix for the outermost layer
        The D matrix contains derivatives of the output function with respect to local input "z_j" at outermost nodes. 
        
        Returns
        ------
        ay_D_E:    Matrix with derivative values of the output function 
                   with respect to local z_j valus at the nodes of the outermost layer E
        Note: This is a 2-dim matrix over layer nodes and training samples of the mini-batch
        '''
        if self._my_out_func == 'sigmoid':
            ay_D_E = self._D_sigmoid(ay_Z=ay_Z_E)
        
        else:
            print("The derivative for output function " + self._my_out_func + " is not known yet!" )
            sys.exit()
        
        return ay_D_E

    ''' -- Method to calculate the delta_E matrix as a starting point of the backward propagation '''
    def _calculate_delta_E(self, ay_y_enc, ay_A_E, ay_D_E, b_print= False):
        '''
        This method calculates and returns the 2 delta-matrices for the outermost layer 
        
        Returns
        ------
        delta_E:     delta_matrix of the outermost layer (indicated by E)
        delta_out:   delta_out matrix => elements are local derivative values of the cost function 
                     with respect to the output "a_j" at an outermost node  
                     !!! delta_out will only be returned if calculable !!!
        
        Note: these are 2-dim matrices over layer nodes and training samples of the mini-batch
        '''
        
        if self._my_loss_func == 'LogLoss':
            # Calculate delta_S_E directly to avoid problems with zero denominators
            ay_delta_E = ay_A_E - ay_y_enc
            # delta_out is fetched but may be None 
            ay_delta_out, ay_D_
numerator, ay_D_denominator = self._D_loss_LogLoss(ay_y_enc, ay_A_E, b_print = False)
            
            # To be done: Analyze critical values in D_denominator 
            
            # Release variables explicitly 
            del ay_D_numerator
            del ay_D_denominator
            
        
        if self._my_loss_func == 'MSE':
            # First calculate delta_out and then the delta_E
            delta_out = self._D_loss_MSE(ay_y_enc, ay_A_E, b_print=False)
            # calculate delta_E via matrix multiplication 
            ay_delta_E = delta_out * ay_D_E
                    
        return ay_delta_E, ay_delta_out

 

Further required helper methods to calculate the cost functions and related derivatives are :

    ''' method to calculate the logistic regression loss function '''
    def _loss_LogLoss(self, ay_y_enc, ay_ANN_out, b_print = False):
        '''
        Method which calculates LogReg loss function in a vectorized form on multidimensional Numpy arrays 
        '''
        b_test = False

        if b_print:
            print("From LogLoss: shape of ay_y_enc =  " + str(ay_y_enc.shape))
            print("From LogLoss: shape of ay_ANN_out =  " + str(ay_ANN_out.shape))
            print("LogLoss: ay_y_enc = ", ay_y_enc) 
            print("LogLoss: ANN_out = \n", ay_ANN_out) 
            print("LogLoss: log(ay_ANN_out) =  \n", np.log(ay_ANN_out) )

        # The following means an element-wise (!) operation between matrices of the same shape!
        Log1 = -ay_y_enc * (np.log(ay_ANN_out))
        # The following means an element-wise (!) operation between matrices of the same shape!
        Log2 = (1 - ay_y_enc) * np.log(1 - ay_ANN_out)
        
        # the next operation calculates the sum over all matrix elements 
        # - thus getting the total costs for all mini-batch elements 
        cost = np.sum(Log1 - Log2)
        
        #if b_print and b_test:
            # Log1_x = -ay_y_enc.dot((np.log(ay_ANN_out)).T)
            # print("From LogLoss: L1 =   " + str(L1))
            # print("From LogLoss: L1X =  " + str(L1X))
        
        if b_print: 
            print("From LogLoss: cost =  " + str(cost))
        
        # The total costs is just a number (scalar)
        return cost
#
    ''' method to calculate the derivative of the logistic regression loss function 
        with respect to the output values '''
    def _D_loss_LogLoss(self, ay_y_enc, ay_ANN_out, b_print = False):
        '''
        This function returns the out_delta_S-matrix which is required to initialize the 
        BW propagation (EBP) 
        Note ANN_out is the A_out-list element ( a 2-dim matrix) for the outermost layer 
        In this case we have to take care of denominators = 0 
        '''
        D_numerator = ay_ANN_out - ay_y_enc
        D_denominator = -(ay_ANN_out - 1.0) * ay_ANN_out
        n_critical = np.count_nonzero(D_denominator < 1.0e-8)
        if n_critical > 0:
            delta_s_out = None
        else:
            delta_s_out = np.divide(D_numerator, D_denominator)
        return delta_s_out, D_numerator, D_denominator
#
    ''' method to calculate the MSE loss function '''
    def _loss_MSE(self, ay_y_enc, ay_ANN_out, b_print = False):
        '''
        Method which calculates LogReg loss function in a vectorized form on multidimensional Numpy arrays 
        '''
        if b_print:
            print("From loss_MSE: shape of ay_y_enc =  " + str(ay_y_enc.shape))
            print("From loss_MSE: shape of ay_ANN_out =  " + str(ay_ANN_out.shape))
            #print("LogReg: ay_y_enc = ", ay_y_enc) 
            #print("LogReg: ANN_out = \n", ay_
ANN_out) 
            #print("LogReg: log(ay_ANN_out) =  \n", np.log(ay_ANN_out) )
        
        cost = 0.5 * np.sum( np.square( ay_y_enc - ay_ANN_out ) )

        if b_print: 
            print("From loss_MSE: cost =  " + str(cost))
        
        return cost
#
    ''' method to calculate the derivative of the MSE loss function 
        with respect to the output values '''
    def _D_loss_MSE(self, ay_y_enc, ay_ANN_out, b_print = False):
        '''
        This function returns the out_delta_S - matrix which is required to initialize the 
        BW propagation (EBP) 
        Note ANN_out is the A_out-list element ( a 2-dim matrix) for the outermost layer
        In this case the output is harmless (no critical denominator) 
        '''
        delta_s_out = ay_ANN_out - ay_y_enc
        return delta_s_out

 
You see that we are a bit careful to avoid zero denominators for the Logarithmic loss function in all of our helper functions.

The check statements for shapes can be eliminated in a future version when we are sure that everything works correctly. Keeping the layer specific matrices during the handling of a mini-batch will be also good for potentially required error analysis in the beginning. In the end we only may keep the gradient-matrices and the layer specific matrices required to process the local calculations during back propagation.

Then we turn to loop over all other layers down to layer L0. The matrix operation to be done for all these layers are handled in a further method:

    
    ''' -- Method to calculate the BW-propagated delta-matrix and the gradient matrix to/for layer N '''
    def _bw_prop_Np1_to_N(self, N, li_Z_in, li_A_out, li_delta, b_print=False):
        '''
        BW-error-propagation bewtween layer N+1 and N 
        Inputs: 
            li_Z_in:  List of input Z-matrices on all layers - values were calculated during FW-propagation
            li_A_out: List of output A-matrices - values were calculated during FW-propagation
            li_delta: List of delta-matrices - values for outermost ölayer E to layer N+1 should exist 
        
        Returns: 
            ay_delta_N - delta-matrix of layer N (required in subsequent steps)
            ay_D_N     - derivative matrix for the activation function on layer N 
            ay_grad_N  - matrix with gradient elements of the cost fnction with respect to the weights on layer N 
        '''
        
        if b_print:
            print("Inside _bw_prop_Np1_to_N: N = " + str(N) )
        
        # Prepare required quantities - and add bias neuron to ay_Z_in 
        # ****************************
        
        # Weight matrix meddling betwen layer N and N+1 
        ay_W_N = self._li_w[N]
        shape_W_N   = ay_W_N.shape # due to bias node first dim is 1 bigger than Z-matrix 
        if b_print:
            print("shape of W_N = ", shape_W_N )

        # delta-matrix of layer N+1
        ay_delta_Np1 = li_delta[N+1]
        shape_delta_Np1 = ay_delta_Np1.shape 

        # !!! Add intermediate row (for bias) to Z_N !!!
        ay_Z_N = li_Z_in[N]
        shape_Z_N_orig = ay_Z_N.shape
        ay_Z_N = self._add_bias_neuron_to_layer(ay_Z_N, 'row')
        shape_Z_N = ay_Z_N.shape # dimensions should fit now with W- and A-matrix 
        
        # Derivative matrix for the activation function (with extra bias node row)
        #    can only be calculated now as we need the z-values
        ay_D_N = self._calculate_D_N(ay_Z_N)
        shape_D_N = ay_D_N.shape 
        
        ay_A_N = li_A_out[N]
        shape_A_N = ay_A_N.shape
        
        # print shapes 
        if b_print:
            print("shape of W_N = ", shape_W_N)
            print("
shape of delta_(N+1) = ", shape_delta_Np1)
            print("shape of Z_N_orig = ", shape_Z_N_orig)
            print("shape of Z_N = ", shape_Z_N)
            print("shape of D_N = ", shape_D_N)
            print("shape of A_N = ", shape_A_N)
        
        
        # Propagate delta
        # **************
        if li_delta[N+1] is None:
            print("BW-Prop-error:\n No delta-matrix found for layer " + str(N+1) ) 
            sys.exit()
            
        # Check shapes for np.dot()-operation - here for element [0] of both shapes - as we operate with W.T !
        if ( shape_W_N[0] != shape_delta_Np1[0]): 
            print("BW-Prop-error:\n shape of W_N [", shape_W_N, "]) does not fit shape of delta_N+1 [", shape_delta_Np1, "]" )
            sys.exit() 
        
        # intermediate delta 
        # ~~~~~~~~~~~~~~~~~~
        ay_delta_w_N = ay_W_N.T.dot(ay_delta_Np1)
        shape_delta_w_N = ay_delta_w_N.shape
        
        # Check shapes for element wise *-operation !
        if ( shape_delta_w_N != shape_D_N ): 
            print("BW-Prop-error:\n shape of delta_w_N [", shape_delta_w_N, "]) does not fit shape of D_N [", shape_D_N, "]" )
            sys.exit() 
        
        # final delta 
        # ~~~~~~~~~~~
        ay_delta_N = ay_delta_w_N * ay_D_N
        # reduce dimension again 
        ay_delta_N = ay_delta_N[1:, :]
        shape_delta_N = ay_delta_N.shape
        
        # Check dimensions again - ay_delta_N.shape should fit shape_Z_in_orig
        if shape_delta_N != shape_Z_N_orig: 
            print("BW-Prop-error:\n shape of delta_N [", shape_delta_N, "]) does not fit original shape Z_in_N [", shape_Z_N_orig, "]" )
            sys.exit() 
        
        if N > 0:
            shape_W_Nm1 = self._li_w[N-1].shape 
            if shape_delta_N[0] != shape_W_Nm1[0] : 
                print("BW-Prop-error:\n shape of delta_N [", shape_delta_N, "]) does not fit shape of W_Nm1 [", shape_W_Nm1, "]" )
                sysexit() 
        
        
        # Calculate gradient
        # ********************
        #     required for all layers down to 0 
        # check shapes 
        if shape_delta_Np1[1] != shape_A_N[1]:
            print("BW-Prop-error:\n shape of delta_Np1 [", shape_delta_Np1, "]) does not fit shape of A_N [", shape_A_N, "] for matrix multiplication" )
            sys.exit() 
        
        # calculate gradient             
        ay_grad_N = np.dot(ay_delta_Np1, ay_A_N.T)
        
        # regularize gradient (!!!! without adding bias nodes in the L1, L2 sums) 
        ay_grad_N[:, 1:] += (self._li_w[N][:, 1:] * self._lambda2_reg + np.sign(self._li_w[N][:, 1:]) * self._lambda1_reg) 
        
        #
        # Check shape 
        shape_grad_N = ay_grad_N.shape
        if shape_grad_N != shape_W_N:
            print("BW-Prop-error:\n shape of grad_N [", shape_grad_N, "]) does not fit shape of W_N [", shape_W_N, "]" )
            sys.exit() 
        
        # print shapes 
        if b_print:
            print("shape of delta_N = ", shape_delta_N)
            print("shape of grad_N = ", shape_grad_N)
            
            print(ay_grad_N)
        
        return ay_delta_N, ay_D_N, ay_grad_N

 
This function does more or less exactly what we have requested by our theoretical analysis in the last two articles. Note the intermediate handling of bias nodes! Note also that bias nodes are NOT regarded in regularization terms L1 and L2! The function to calculate the derivative of the activation function is:

   
#
    ''' -- Method to calculate the matrix with the derivative values of the output function at outermost layer '''

    def _calculate_D_N(self, ay_Z_N, b_print= False):
        '''
        This method calculates and returns the D-matrix for the outermost layer
        The D matrix contains derivatives of the output function with respect to local input "z_j" at outermost nodes. 
        
        Returns
        ------
        ay_D_E:    Matrix with derivative values of the output function 
                   with respect to local z_j valus at the nodes of the outermost layer E
        Note: This is a 2-dim matrix over layer nodes and training samples of the mini-batch
        '''
        if self._my_out_func == 'sigmoid':
            ay_D_E = self._D_sigmoid(ay_Z = ay_Z_N)
        
        else:
            print("The derivative for output function " + self._my_out_func + " is not known yet!" )
            sys.exit()
        
        return ay_D_E
 

 

The methods to calculate regularization terms for the loss function are:

   
#
    ''' method do calculate the quadratic regularization term for the loss function '''
    def _regularize_by_L2(self, b_print=False): 
        '''
        The L2 regularization term sums up all quadratic weights (without the weight for the bias) 
        over the input and all hidden layers (but not the output layer)
        The weight for the bias is in the first column (index 0) of the weight matrix - 
        as the bias node's output is in the first row of the output vector of the layer 
        '''
        ilayer = range(0, self._n_total_layers-1) # this excludes the last layer 
        L2 = 0.0
        for idx in ilayer:
            L2 += (np.sum( np.square(self._li_w[idx][:, 1:])) ) 
        L2 *= 0.5 * self._lambda2_reg
        if b_print: 
            print("\nL2: total L2 = " + str(L2) )
        return L2 
#
    ''' method do calculate the linear regularization term for the loss function '''
    def _regularize_by_L1(self, b_print=False): 
        '''
        The L1 regularization term sums up all weights (without the weight for the bias) 
        over the input and all hidden layers (but not the output layer
        The weight for the bias is in the first column (index 0) of the weight matrix - 
        as the bias node's output is in the first row of the output vector of the layer 
        '''
        ilayer = range(0, self._n_total_layers-1) # this excludes the last layer 
        L1 = 0.0
        for idx in ilayer:
            L1 += np.sum(np.abs( self._li_w[idx][:, 1:]))
        L1 *= 0.5 * self._lambda1_reg
        if b_print:
            print("\nL1: total L1 = " + str(L1))
        return L1 

 
Addendum, 15.05.2020:
Also the BW-propagation code presented here will later be the target of optimization steps. We shall see that it – despite working correctly – can be criticized regarding efficiency at several points. See again the article series starting with
MLP, Numpy, TF2 – performance issues – Step I – float32, reduction of back propagation.

Conclusion

We have extended our set of methods quite a bit. At the core of the operations we perform matrix operations which are supported by the Openblas library on a Linux system with multiple CPU cores. In the next article

A simple program for an ANN to cover the Mnist dataset – IX – First Tests

we shall test the convergence of our training for the MNIST data set. We shall see that a MLP with two hidden layers with 70 and 30 nodes can give us a convergence
of the averaged relative error down to 0.006 after 1000 epochs on the test data. However, we have to analyze such results for overfitting. Stay tuned …

Links

My PDF on “The math behind EBP”

A simple Python program for an ANN to cover the MNIST dataset – VI – the math behind the “error back-propagation”

I continue with my article series on how to program a training algorithm for a multi-layer perceptron [MLP]. In the course of my last articles

A simple program for an ANN to cover the Mnist dataset – V – coding the loss function
A simple program for an ANN to cover the Mnist dataset – IV – the concept of a cost or loss function
A simple program for an ANN to cover the Mnist dataset – III – forward propagation
A simple program for an ANN to cover the Mnist dataset – II – initial random weight values
A simple program for an ANN to cover the Mnist dataset – I – a starting point

we have already created code for the “Feed Forward Propagation” algorithm [FFPA] and two different cost functions – “Log Loss” and “MSE”. In both cases we took care of a vectorized handling of multiple data records in mini-batches of training data.

Before we turn to the coding of the so called “error back-propagation” [EBP], I found it usefull to clarify the math behind behind this method for ANN/MLP-training. Understanding the basic principles of the gradient descent method for the optimization of MLP-weights is easy. But comprehending

  • why and how gradient descent method leads to the back propagation of error terms
  • and how we cover multiple training data records at the same time

is not – at least not in my opinion. So, I have discussed the required analysis and resulting algorithmic steps in detail in a PDF which you find attached to this article. I used a four layer MLP as an example for which I derived the partial derivatives of the “Log Loss” cost function for weights of the hidden layers in detail. I afterwards generalized the formalism. I hope the contents of the PDF will help beginners in the field of ML to understand what kind of matrix operations gradient descent leads to.

PDF on the math behind Error Back_Propagation

In the next article we shall encode the surprisingly compact algorithm for EBP. In the meantime I wish all readers Merry Christmas …

Addendum 01.01.2020 / 23.02.2020 : Corrected a missing “-” for the cost function and resulting terms in the above PDF.