Python tensor.sgn函数代码示例

    def mean_field_fancy_step(self, V, P, Mu):

        iterm = T.dot(T.dot(P*Mu,self.W.T*self.beta),self.W)

        normalized_V = self.beta * (V-self.b)
        main_term = T.dot(normalized_V, self.W)


        iA = self.w * P*Mu - iterm

        full_A = iA + main_term+self.a
        Mu1 = full_A / self.gamma

        Q = self.Q_from_A( full_A)

        iMu = iA / self.gamma

        #if this is negative, we are ammplifying so we use default damping
        #if this is positive, we are flipping, use max(0,lambda(tau))
        discriminant = T.sgn(Mu-iMu) * Mu/(1e-10+abs(Mu-iMu))

        Lambda = self.tau * discriminant -  T.sgn(Mu-iMu) * iMu/(1e-10+abs(Mu-iMu))

        mask = discriminant <= 0

        fancy_damp = mask*self.s_default_damping_factor + (1.-mask)*T.maximum(0.,Lambda)


        return Q, Mu1, fancy_damp

def irprop_minus_updates(params, grads):

    # IRPROP- parameters
    updates = []
    deltas = 0.1*numpy.ones(len(params))
    last_params = params
    
    positiveStep = 1.2
    negativeStep = 0.5
    maxStep = 1.
    minStep = math.exp(-6)

    for param, gparam, delta, last_gparam in zip(params, grads, deltas, last_params):
        # calculate change
        change = T.sgn(gparam * last_gparam)
        if T.gt(change, 0) :
            delta = T.minimum(delta * positiveStep, maxStep)
                           
        elif T.lt(change, 0):
            delta = T.maximum(delta * negativeStep, minStep)
            
            last_gparam = 0
            
        # update the weights
        updates.append((param, param - T.sgn(gparam) * delta))
        # store old change
        last_gparam = gparam

    return updates

    def get_updates(self, v):
        # Contrastive divergence
        chain_end, updates_CD = self.CD(self, chain_start=v, cdk=self.CDk)

        # [Expected] negative log-likelihood
        cost = T.mean(self.free_energy(v), axis=0) - T.mean(self.free_energy(chain_end), axis=0)

        # L2 Regularization
        if isinstance(self.regularize, L2Regularization):
            cost += self.regularization

        # Gradients (use automatic differentiation)
        # We must not compute the gradient through the gibbs sampling, i.e. use consider_constant
        gparams = T.grad(cost, self.parameters, consider_constant=[chain_end])
        gradients = dict(zip(self.parameters, gparams))

        # Get learning rates for all params given their gradient.
        lr, updates_lr = self.learning_rate(gradients)

        updates = OrderedDict()
        updates.update(updates_CD)  # Add updates from CD
        updates.update(updates_lr)  # Add updates from learning_rate

        # Updates parameters
        for param, gparam in gradients.items():
            updates[param] = param - lr[param] * gradients[param]

        if isinstance(self.regularize, L1Regularization):
            updates[self.b] = T.sgn(updates[self.b]) * T.maximum(abs(updates[self.b]) - lr[self.b]*self.regularize.decay, 0)
            updates[self.W] = T.sgn(updates[self.W]) * T.maximum(abs(updates[self.W]) - lr[self.W]*self.regularize.decay, 0)

        return updates

def irprop_plus_trainer(x, y, w, parameters, loss, random_stream,
                        positive_step=1.2, negative_step=0.5, max_step=1., min_step=1e-6):
    """IRPROP+ is batch trainer, for details see http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.21.3428

    :param positive_step: factor, by which the step is increased when continuing going in the direction
    :param negative_step: factor, by which the step is increased when changing direction to opposite
    :param min_step: minimal change of weight during iteration
    :param max_step: maximal change of weight during iteration
    """
    loss_value = loss(x, y, w)
    prev_loss_value = theano.shared(1e10)
    shareds = [prev_loss_value]
    updates = []
    for name, param in parameters.items():
        old_derivative = theano.shared(param.get_value() * 0.)
        delta = theano.shared(param.get_value() * 0. + 1e-3)
        new_derivative = T.grad(loss_value, param)

        shift_if_bad_step = T.where(new_derivative * old_derivative < 0, delta * T.sgn(old_derivative), 0)
        shift = ifelse(loss_value > prev_loss_value, shift_if_bad_step, 0. * param)
        # unfortunately we can't do it this way: param += shift

        new_delta = T.where(new_derivative * old_derivative > 0, delta * positive_step, delta * negative_step)
        new_delta = T.clip(new_delta, min_step, max_step)

        updates.append([param, param + shift - new_delta * T.sgn(new_derivative)])
        updates.append([delta, new_delta])

        new_old_derivative = T.where(new_derivative * old_derivative < 0, 0, new_derivative)
        updates.append([old_derivative, new_old_derivative])
        shareds.extend([old_derivative, delta])

    updates.append([prev_loss_value, loss_value])
    return shareds, updates

def irprop_plus_trainer(x, y, w, parameters, loss, random_stream,
                        positive_step=1.2, negative_step=0.5, max_step=1., min_step=1e-6):
    """IRPROP+ trainer, see http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.17.1332"""
    loss_value = loss(x, y, w)
    prev_loss_value = theano.shared(1e10)
    shareds = []
    updates = []
    for name, param in parameters.iteritems():
        old_derivative = theano.shared(param.get_value() * 0.)
        delta = theano.shared(param.get_value() * 0. + 1e-3)
        new_derivative = T.grad(loss_value, param)

        shift_if_bad_step = T.where(new_derivative * old_derivative < 0, delta * T.sgn(old_derivative), 0)
        # THIS doesn't work!
        shift = ifelse(loss_value > prev_loss_value, shift_if_bad_step, 0. * param)
        # unfortunately we can't do it this way: param += shift

        new_delta = T.where(new_derivative * old_derivative > 0, delta * positive_step, delta * negative_step)
        new_delta = T.clip(new_delta, min_step, max_step)

        updates.append([param, param + shift - new_delta * T.sgn(new_derivative)])
        updates.append([delta, new_delta])

        new_old_derivative = T.where(new_derivative * old_derivative < 0, 0, new_derivative)
        updates.append([old_derivative, new_old_derivative])
        shareds.extend([old_derivative, delta, prev_loss_value])

    updates.append([prev_loss_value, loss_value])
    return shareds, updates

def rprop(param,learning_rate,gparam,mask,updates,current_cost,previous_cost,
          eta_plus=1.2,eta_minus=0.5,max_delta=50, min_delta=10e-6):
    previous_grad = sharedX(numpy.ones(param.shape.eval()),borrow=True)
    delta = sharedX(learning_rate * numpy.ones(param.shape.eval()),borrow=True)
    previous_inc = sharedX(numpy.zeros(param.shape.eval()),borrow=True)
    zero = T.zeros_like(param)
    one = T.ones_like(param)
    change = previous_grad * gparam

    new_delta = T.clip(
            T.switch(
                T.eq(gparam,0.),
                delta,
                T.switch(
                    T.gt(change,0.),
                    delta*eta_plus,
                    T.switch(
                        T.lt(change,0.),
                        delta*eta_minus,
                        delta
                    )
                )
            ),
            min_delta,
            max_delta
    )
    new_previous_grad = T.switch(
            T.eq(mask * gparam,0.),
            previous_grad,
            T.switch(
                T.gt(change,0.),
                gparam,
                T.switch(
                    T.lt(change,0.),
                    zero,
                    gparam
                )
            )
    )
    inc = T.switch(
            T.eq(mask * gparam,0.),
            zero,
            T.switch(
                T.gt(change,0.),
                - T.sgn(gparam) * new_delta,
                T.switch(
                    T.lt(change,0.),
                    zero,
                    - T.sgn(gparam) * new_delta
                )
            )
    )

    updates.append((previous_grad,new_previous_grad))
    updates.append((delta,new_delta))
    updates.append((previous_inc,inc))
    return param + inc * mask

def Update(params, gradients, velocities):
    global MOMENTUM
    global LEARNING_RATE
    global LEARNING_RATE_DECAY

    param_updates = [ (v, v * MOMENTUM - LEARNING_RATE * T.sgn(g) * T.clip(T.abs_(g), 0.0001, 9.8)) for g, v in zip(gradients, velocities) ]
    for i in range(0, len(gradients)):
        velocities[i] = velocities[i] * MOMENTUM - LEARNING_RATE * T.sgn(gradients[i]) * T.clip(T.abs_(gradients[i]), 0.5, 9.8)
    param_updates.extend([ (p, p + v) for p, v in zip(params, velocities) ])
    LEARNING_RATE *= LEARNING_RATE_DECAY
    return param_updates

    def get_updates(self, params, cost):
        grads_rprop = []
        grads_history = []
        grads_rprop_new = []

        shapes = []

        grads = T.grad(cost, params)

        for param, grad in zip(params, grads):
            shape = param.shape.eval()
            shapes.append(shape)
            #grad = tt.grad(loss, wrt=param)
            #grads.append(grad)

            # Save gradients histories for RProp.
            grad_hist = theano.shared(param.get_value() * 0.0 + 1.0,
                                      name="rpop_hist_%s" % param)
            grads_history.append(
                grad_hist
            )

            # Create variables where rprop rates will be stored.
            grad_rprop = theano.shared(param.get_value() * 0.0 + self.lr,
                                       name="rprop_%s" % param)
            grads_rprop.append(grad_rprop)

            # Compute the new RProp coefficients.
            rprop_sign = T.sgn(grad_hist * grad)
            grad_rprop_new = grad_rprop * (
                T.eq(rprop_sign, 1) * self.plus
                + T.neq(rprop_sign, 1) * self.minus
            )
            grads_rprop_new.append(grad_rprop_new)

        updates = [
            # Update parameters according to the RProp update rule.
            (p, p - rg * T.sgn(g))
            for p, g, rg in zip(params, grads, grads_rprop_new)
        ] + [
            # Save current gradient for the next step..
            (hg, g) for hg, g in zip(
                grads_history, grads)
        ] + [
            # Save the new rprop grads.
            (rg, rg_new) for rg, rg_new in zip(
                grads_rprop, grads_rprop_new)
        ]

        return updates

def symGivens2(a, b):
    """
    Stable Symmetric Givens rotation plus reflection

    Parameters

        a: (theano scalar) first element of a two-vector  [a; b]
        b: (theano scalar) second element of a two-vector [a; b]
    Returns

        c  cosine(theta), where theta is the implicit angle of
           rotation (counter-clockwise) in a plane-rotation
        s  sine(theta)
        d  two-norm of [a; b]

    Description:
        This method gives c and s such that
            [ c  s ][a] = [d],
            [ s -c ][b]   [0]
      where d = two norm of vector [a, b],
            c = a / sqrt(a^2 + b^2) = a / d,
            s = b / sqrt(a^2 + b^2) = b / d.
      The implementation guards against overflow in computing
         sqrt(a^2 + b^2).

      SEE ALSO:
         (1) Algorithm 4.9, stable *unsymmetric* Givens
         rotations in Golub and van Loan's book Matrix
         Computations, 3rd edition.
         (2) MATLAB's function PLANEROT.

      Observations:
          Implementing this function as a single op in C might improve speed
          considerably ..
    """
    c_branch1 = T.switch(T.eq(a, constantX(0)), constantX(1), T.sgn(a))
    c_branch21 = (a / b) * T.sgn(b) / T.sqrt(constantX(1) + (a / b) ** 2)
    c_branch22 = T.sgn(a) / T.sqrt(constantX(1) + (b / a) ** 2)

    c_branch2 = T.switch(T.eq(a, constantX(0)), constantX(0), T.switch(T.gt(abs(b), abs(a)), c_branch21, c_branch22))
    c = T.switch(T.eq(b, constantX(0)), c_branch1, c_branch2)

    s_branch1 = T.sgn(b) / T.sqrt(constantX(1) + (a / b) ** 2)
    s_branch2 = (b / a) * T.sgn(a) / T.sqrt(constantX(1) + (b / a) ** 2)
    s = T.switch(
        T.eq(b, constantX(0)),
        constantX(0),
        T.switch(T.eq(a, constantX(0)), T.sgn(b), T.switch(T.gt(abs(b), abs(a)), s_branch1, s_branch2)),
    )

    d_branch1 = b / (T.sgn(b) / T.sqrt(constantX(1) + (a / b) ** 2))
    d_branch2 = a / (T.sgn(a) / T.sqrt(constantX(1) + (b / a) ** 2))
    d = T.switch(
        T.eq(b, constantX(0)),
        abs(a),
        T.switch(T.eq(a, constantX(0)), abs(b), T.switch(T.gt(abs(b), abs(a)), d_branch1, d_branch2)),
    )
    return c, s, d

def relevance_conv_z(out_relevances, inputs, weights, bias=None):
    norms_for_relevances = conv2d(inputs, weights)
    if bias is not None:
        norms_for_relevances += bias.dimshuffle("x", 0, "x", "x")
    # stabilize
    # prevent division by 0 and division by small numbers
    eps = 1e-4
    norms_for_relevances += T.sgn(norms_for_relevances) * eps
    norms_for_relevances += T.eq(norms_for_relevances, 0) * eps

    normed_relevances = out_relevances / norms_for_relevances
    # upconv
    in_relevances = conv2d(normed_relevances, weights.dimshuffle(1, 0, 2, 3)[:, :, ::-1, ::-1], border_mode="full")

    in_relevances_proper = in_relevances * inputs

    if bias is not None:
        bias_relevance = bias.dimshuffle("x", 0, "x", "x") * normed_relevances
        # Divide bias by weight size before convolving back
        # mean across channel, 0, 1 dims (hope this is correct?)
        fraction_bias = bias_relevance / T.prod(weights.shape[1:]).astype(theano.config.floatX)
        bias_rel_in = conv2d(
            fraction_bias, T.ones_like(weights).dimshuffle(1, 0, 2, 3)[:, :, ::-1, ::-1], border_mode="full"
        )
        in_relevances_proper += bias_rel_in

    return in_relevances_proper

def fd3(mlp, fdm, params, globalLR1, globalLR2, momentParam1, momentParam2):

    cost1 = mlp.classError1 + mlp.penalty
    gradT1reg = T.grad(cost1, mlp.paramsT2)        

    updateT1 = []; updateT2 = []; onlyT2param = []    
    # take opt from Adam?
    if params.opt2 in ['adam']: opt2 = adam()
    else: opt2 = None    

    # update W - (1) + (3)            
    for param, uC1, uC2 in zip(mlp.paramsT1, fdm.updateC1T1, fdm.updateC2T1):                               
        updateT1 += [(param, param + uC1 - uC2)]

    # compute grad T2 of C1,  update T2 - [(4) - (2) ] / lr1
    for param, grad, gT2 in zip(mlp.paramsT2, gradT1reg, fdm.gradC1T2):   
        if params.T2onlySGN:
           grad_proxi = T.sgn((grad - gT2)/step*globalLR1)
        else:
           grad_proxi = (grad - gT2)/step*globalLR1
            
        tempUp, tempPair, _ = update_fun(param, T.reshape(grad_proxi, param.shape), None,
                              'T2', {}, opt2, params,
                              globalLR1, globalLR2, momentParam1, momentParam2)
        updateT2 += tempUp
        onlyT2param += tempPair        
     
     
    debugs = [check for (_, check) in onlyT2param]  
    return updateT1 + updateT2, debugs
    

    

def irprop_minus_trainer(x, y, w, parameters, loss, random_stream,
                         positive_step=1.2, negative_step=0.5, max_step=1., min_step=1e-6):
    """IRPROP- is batch trainer, for details see http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.21.3428 .
    This is default trainer, very stable for classification.

    :param positive_step: factor, by which the step is increased when continuing going in the direction
    :param negative_step: factor, by which the step is increased when changing direction to opposite
    :param min_step: minimal change of weight during iteration
    :param max_step: maximal change of weight during iteration
    """
    shareds = []
    updates = []
    loss_value = loss(x, y, w)
    for name, param in parameters.items():
        old_derivative = theano.shared(param.get_value() * 0.)
        delta = theano.shared(param.get_value() * 0. + 1e-3)
        shareds.extend([old_derivative, delta])
        new_derivative = T.grad(loss_value, param)

        new_delta = T.where(new_derivative * old_derivative > 0, delta * positive_step, delta * negative_step)
        new_delta = T.clip(new_delta, min_step, max_step)

        updates.append([param, param - new_delta * T.sgn(new_derivative)])
        updates.append([delta, new_delta])

        new_old_derivative = T.where(new_derivative * old_derivative < 0, 0, new_derivative)
        updates.append([old_derivative, new_old_derivative])
    return shareds, updates

 def __abs__(self, other):
     assert hasattr(self, 'out'), 'all layers need a default output'
     new_obj = utils.copy(self)
     new_obj.out = abs(new_obj.out)
     if hasattr(new_obj, 'grads'):
         new_obj.grads = [TT.sgn(new_obj.out) * x for x in new_obj.grads]
     return new_obj

    def get_state(self):
        st = super(LatentTypeWithTuningCurve, self).get_state()

        # The filters are non-identifiable as we can negate both the
        # temporal and the spatial filters and get the same net effect.
        # By convention, choose the sign that results in the most
        # positive temporal filter.
        sign = T.sgn(T.sum(self.stim_resp_t, axis=0))
        T.addbroadcast(sign, 0)

        # Similarly, we can trade a constant between the spatial and temporal
        # pieces. By convention, set the temporal filter to norm 1.
        Z = T.sqrt(T.sum(self.stim_resp_t**2, axis=0))
        T.addbroadcast(Z, 0)

        # Compute the normalized temporal response
        stim_resp_t = sign*(1.0/Z)*self.stim_resp_t

        # Finally, reshape the spatial component as necessary
        if self.spatial_ndim == 2:
            stim_resp_x = sign*Z*self.stim_resp_x
            stim_resp_x = T.reshape(stim_resp_x,
                                    self.spatial_shape + (self.R,))
        else:
            stim_resp_x = sign*Z*self.stim_resp_x

        st.update({'stim_response_x' : stim_resp_x,
                   'stim_response_t' : stim_resp_t})

        return st

def irprop_star_trainer(x, y, w, parameters, loss, random_stream,
                        positive_step=1.2, negative_step=0.5, max_step=1., min_step=1e-6):
    """ IRPROP* trainer (own experimental modification, not recommended for usage) """
    shareds = []
    updates = []
    loss_value = loss(x, y, w)

    for name, param in parameters.items():
        param_shape = param.get_value().shape
        n = numpy.prod(param_shape).astype(int)
        new_derivative_ = T.grad(loss_value, param).flatten()
        lnewder, rnewder = new_derivative_.reshape([n, 1]), new_derivative_.reshape([1, n])
        new_derivative_plus = lnewder + rnewder
        new_derivative_minus = lnewder - rnewder
        new_param = param
        for new_derivative in [new_derivative_plus, new_derivative_minus]:
            delta = theano.shared(numpy.zeros([n, n], dtype=floatX) + 1e-3)
            old_derivative = theano.shared(numpy.zeros([n, n], dtype=floatX))

            new_delta = T.where(new_derivative * old_derivative > 0, delta * positive_step, delta * negative_step)
            new_delta = T.clip(new_delta, min_step, max_step)

            updates.append([delta, new_delta])
            new_old_derivative = T.where(new_derivative * old_derivative < 0, 0, new_derivative)
            updates.append([old_derivative, new_old_derivative])
            new_param = new_param - (new_delta * T.sgn(new_derivative)).sum(axis=1).reshape(param.shape)
            shareds.extend([old_derivative, delta])

        updates.append([param, new_param])

    return shareds, updates