neupy.algorithms.gd.hessdiag module

class neupy.algorithms.gd.hessdiag.HessianDiagonal[source]

Algorithm that uses calculates only diagonal values from the Hessian matrix and uses it instead of the Hessian matrix.

Parameters:
min_eigval : float

Set up minimum eigenvalue for Hessian diagonal matrix. After a few iteration elements will be extremely small and matrix inverse produce huge number in hessian diagonal elements. This parameter control diagonal elements size. Defaults to 1e-2.

network : list, tuple or LayerConnection instance

Network’s architecture. There are a few ways to define it.

  • List of layers. For instance, [Input(2), Tanh(4), Relu(1)].
  • Constructed layers. For instance, Input(2) >> Tanh(4) >> Relu(1).
regularizer : function or None

Network’s regularizer.

loss : str or function

Error/loss function. Defaults to mse.

  • mae - Mean Absolute Error.
  • mse - Mean Squared Error.
  • rmse - Root Mean Squared Error.
  • msle - Mean Squared Logarithmic Error.
  • rmsle - Root Mean Squared Logarithmic Error.
  • categorical_crossentropy - Categorical cross entropy.
  • binary_crossentropy - Binary cross entropy.
  • binary_hinge - Binary hinge entropy.
  • categorical_hinge - Categorical hinge entropy.
  • Custom function which accepts two mandatory arguments. The first one is expected value and the second one is predicted value. Example:
def custom_func(expected, predicted):
    return expected - predicted
step : float, Variable

Learning rate, defaults to 0.1.

show_epoch : int

This property controls how often the network will display information about training. It has to be defined as positive integer. For instance, number 100 mean that network shows summary at 1st, 100th, 200th, 300th … and last epochs.

Defaults to 1.

shuffle_data : bool

If it’s True than training data will be shuffled before the training. Defaults to True.

signals : dict, list or function

Function that will be triggered after certain events during the training.

verbose : bool

Property controls verbose output in terminal. The True value enables informative output in the terminal and False - disable it. Defaults to False.

See also

BaseOptimizer
BaseOptimizer algorithm.
Hessian
Newton’s method.

Notes

  • Method requires all training data during propagation, which means it cannot be trained with mini-batches.

Examples

>>> import numpy as np
>>> from neupy import algorithms
>>> from neupy.layers import *
>>>
>>> x_train = np.array([[1, 2], [3, 4]])
>>> y_train = np.array([[1], [0]])
>>>
>>> network = Input(2) >> Sigmoid(3) >> Sigmoid(1)
>>> optimizer = algorithms.HessianDiagonal(network)
>>> optimizer.train(x_train, y_train)
Attributes:
errors : list

Information about errors. It has two main attributes, namely train and valid. These attributes provide access to the training and validation errors respectively.

last_epoch : int

Value equals to the last trained epoch. After initialization it is equal to 0.

n_updates_made : int

Number of training updates applied to the network.

Methods

predict(X) Predicts output for the specified input.
train(X_train, y_train, X_test=None, y_test=None, epochs=100) Train network. You can control network’s training procedure with epochs parameter. The X_test and y_test should be presented both in case network’s validation required after each training epoch.
fit(*args, **kwargs) Alias to the train method.
init_train_updates()[source]
min_eigval = None[source]
options = {'loss': Option(class_name='BaseOptimizer', value=FunctionWithOptionsProperty(name="loss")), 'min_eigval': Option(class_name='HessianDiagonal', value=ProperFractionProperty(name="min_eigval")), 'regularizer': Option(class_name='BaseOptimizer', value=Property(name="regularizer")), 'show_epoch': Option(class_name='BaseNetwork', value=IntProperty(name="show_epoch")), 'shuffle_data': Option(class_name='BaseNetwork', value=Property(name="shuffle_data")), 'signals': Option(class_name='BaseNetwork', value=Property(name="signals")), 'step': Option(class_name='BaseOptimizer', value=ScalarVariableProperty(name="step")), 'target': Option(class_name='BaseOptimizer', value=Property(name="target")), 'verbose': Option(class_name='Verbose', value=VerboseProperty(name="verbose"))}[source]