"""Restricted Boltzmann Machine """ # Authors: Yann N. Dauphin # Vlad Niculae # Gabriel Synnaeve # Lars Buitinck # License: BSD 3 clause import time import numpy as np import scipy.sparse as sp from scipy.special import expit # logistic function from ..base import BaseEstimator from ..base import TransformerMixin from ..utils import check_array from ..utils import check_random_state from ..utils import gen_even_slices from ..utils.extmath import safe_sparse_dot from ..utils.extmath import log_logistic from ..utils.validation import check_is_fitted, _deprecate_positional_args class BernoulliRBM(TransformerMixin, BaseEstimator): """Bernoulli Restricted Boltzmann Machine (RBM). A Restricted Boltzmann Machine with binary visible units and binary hidden units. Parameters are estimated using Stochastic Maximum Likelihood (SML), also known as Persistent Contrastive Divergence (PCD) [2]. The time complexity of this implementation is ``O(d ** 2)`` assuming d ~ n_features ~ n_components. Read more in the :ref:`User Guide `. Parameters ---------- n_components : int, default=256 Number of binary hidden units. learning_rate : float, default=0.1 The learning rate for weight updates. It is *highly* recommended to tune this hyper-parameter. Reasonable values are in the 10**[0., -3.] range. batch_size : int, default=10 Number of examples per minibatch. n_iter : int, default=10 Number of iterations/sweeps over the training dataset to perform during training. verbose : int, default=0 The verbosity level. The default, zero, means silent mode. random_state : integer or RandomState, default=None Determines random number generation for: - Gibbs sampling from visible and hidden layers. - Initializing components, sampling from layers during fit. - Corrupting the data when scoring samples. Pass an int for reproducible results across multiple function calls. See :term:`Glossary `. Attributes ---------- intercept_hidden_ : array-like, shape (n_components,) Biases of the hidden units. intercept_visible_ : array-like, shape (n_features,) Biases of the visible units. components_ : array-like, shape (n_components, n_features) Weight matrix, where n_features in the number of visible units and n_components is the number of hidden units. h_samples_ : array-like, shape (batch_size, n_components) Hidden Activation sampled from the model distribution, where batch_size in the number of examples per minibatch and n_components is the number of hidden units. Examples -------- >>> import numpy as np >>> from sklearn.neural_network import BernoulliRBM >>> X = np.array([[0, 0, 0], [0, 1, 1], [1, 0, 1], [1, 1, 1]]) >>> model = BernoulliRBM(n_components=2) >>> model.fit(X) BernoulliRBM(n_components=2) References ---------- [1] Hinton, G. E., Osindero, S. and Teh, Y. A fast learning algorithm for deep belief nets. Neural Computation 18, pp 1527-1554. https://www.cs.toronto.edu/~hinton/absps/fastnc.pdf [2] Tieleman, T. Training Restricted Boltzmann Machines using Approximations to the Likelihood Gradient. International Conference on Machine Learning (ICML) 2008 """ @_deprecate_positional_args def __init__(self, n_components=256, *, learning_rate=0.1, batch_size=10, n_iter=10, verbose=0, random_state=None): self.n_components = n_components self.learning_rate = learning_rate self.batch_size = batch_size self.n_iter = n_iter self.verbose = verbose self.random_state = random_state def transform(self, X): """Compute the hidden layer activation probabilities, P(h=1|v=X). Parameters ---------- X : {array-like, sparse matrix} of shape (n_samples, n_features) The data to be transformed. Returns ------- h : ndarray of shape (n_samples, n_components) Latent representations of the data. """ check_is_fitted(self) X = check_array(X, accept_sparse='csr', dtype=np.float64) return self._mean_hiddens(X) def _mean_hiddens(self, v): """Computes the probabilities P(h=1|v). Parameters ---------- v : ndarray of shape (n_samples, n_features) Values of the visible layer. Returns ------- h : ndarray of shape (n_samples, n_components) Corresponding mean field values for the hidden layer. """ p = safe_sparse_dot(v, self.components_.T) p += self.intercept_hidden_ return expit(p, out=p) def _sample_hiddens(self, v, rng): """Sample from the distribution P(h|v). Parameters ---------- v : ndarray of shape (n_samples, n_features) Values of the visible layer to sample from. rng : RandomState Random number generator to use. Returns ------- h : ndarray of shape (n_samples, n_components) Values of the hidden layer. """ p = self._mean_hiddens(v) return (rng.random_sample(size=p.shape) < p) def _sample_visibles(self, h, rng): """Sample from the distribution P(v|h). Parameters ---------- h : ndarray of shape (n_samples, n_components) Values of the hidden layer to sample from. rng : RandomState Random number generator to use. Returns ------- v : ndarray of shape (n_samples, n_features) Values of the visible layer. """ p = np.dot(h, self.components_) p += self.intercept_visible_ expit(p, out=p) return (rng.random_sample(size=p.shape) < p) def _free_energy(self, v): """Computes the free energy F(v) = - log sum_h exp(-E(v,h)). Parameters ---------- v : ndarray of shape (n_samples, n_features) Values of the visible layer. Returns ------- free_energy : ndarray of shape (n_samples,) The value of the free energy. """ return (- safe_sparse_dot(v, self.intercept_visible_) - np.logaddexp(0, safe_sparse_dot(v, self.components_.T) + self.intercept_hidden_).sum(axis=1)) def gibbs(self, v): """Perform one Gibbs sampling step. Parameters ---------- v : ndarray of shape (n_samples, n_features) Values of the visible layer to start from. Returns ------- v_new : ndarray of shape (n_samples, n_features) Values of the visible layer after one Gibbs step. """ check_is_fitted(self) if not hasattr(self, "random_state_"): self.random_state_ = check_random_state(self.random_state) h_ = self._sample_hiddens(v, self.random_state_) v_ = self._sample_visibles(h_, self.random_state_) return v_ def partial_fit(self, X, y=None): """Fit the model to the data X which should contain a partial segment of the data. Parameters ---------- X : ndarray of shape (n_samples, n_features) Training data. Returns ------- self : BernoulliRBM The fitted model. """ X = check_array(X, accept_sparse='csr', dtype=np.float64) if not hasattr(self, 'random_state_'): self.random_state_ = check_random_state(self.random_state) if not hasattr(self, 'components_'): self.components_ = np.asarray( self.random_state_.normal( 0, 0.01, (self.n_components, X.shape[1]) ), order='F') if not hasattr(self, 'intercept_hidden_'): self.intercept_hidden_ = np.zeros(self.n_components, ) if not hasattr(self, 'intercept_visible_'): self.intercept_visible_ = np.zeros(X.shape[1], ) if not hasattr(self, 'h_samples_'): self.h_samples_ = np.zeros((self.batch_size, self.n_components)) self._fit(X, self.random_state_) def _fit(self, v_pos, rng): """Inner fit for one mini-batch. Adjust the parameters to maximize the likelihood of v using Stochastic Maximum Likelihood (SML). Parameters ---------- v_pos : ndarray of shape (n_samples, n_features) The data to use for training. rng : RandomState Random number generator to use for sampling. """ h_pos = self._mean_hiddens(v_pos) v_neg = self._sample_visibles(self.h_samples_, rng) h_neg = self._mean_hiddens(v_neg) lr = float(self.learning_rate) / v_pos.shape[0] update = safe_sparse_dot(v_pos.T, h_pos, dense_output=True).T update -= np.dot(h_neg.T, v_neg) self.components_ += lr * update self.intercept_hidden_ += lr * (h_pos.sum(axis=0) - h_neg.sum(axis=0)) self.intercept_visible_ += lr * (np.asarray( v_pos.sum(axis=0)).squeeze() - v_neg.sum(axis=0)) h_neg[rng.uniform(size=h_neg.shape) < h_neg] = 1.0 # sample binomial self.h_samples_ = np.floor(h_neg, h_neg) def score_samples(self, X): """Compute the pseudo-likelihood of X. Parameters ---------- X : {array-like, sparse matrix} of shape (n_samples, n_features) Values of the visible layer. Must be all-boolean (not checked). Returns ------- pseudo_likelihood : ndarray of shape (n_samples,) Value of the pseudo-likelihood (proxy for likelihood). Notes ----- This method is not deterministic: it computes a quantity called the free energy on X, then on a randomly corrupted version of X, and returns the log of the logistic function of the difference. """ check_is_fitted(self) v = check_array(X, accept_sparse='csr') rng = check_random_state(self.random_state) # Randomly corrupt one feature in each sample in v. ind = (np.arange(v.shape[0]), rng.randint(0, v.shape[1], v.shape[0])) if sp.issparse(v): data = -2 * v[ind] + 1 v_ = v + sp.csr_matrix((data.A.ravel(), ind), shape=v.shape) else: v_ = v.copy() v_[ind] = 1 - v_[ind] fe = self._free_energy(v) fe_ = self._free_energy(v_) return v.shape[1] * log_logistic(fe_ - fe) def fit(self, X, y=None): """Fit the model to the data X. Parameters ---------- X : {array-like, sparse matrix} of shape (n_samples, n_features) Training data. Returns ------- self : BernoulliRBM The fitted model. """ X = self._validate_data(X, accept_sparse='csr', dtype=np.float64) n_samples = X.shape[0] rng = check_random_state(self.random_state) self.components_ = np.asarray( rng.normal(0, 0.01, (self.n_components, X.shape[1])), order='F') self.intercept_hidden_ = np.zeros(self.n_components, ) self.intercept_visible_ = np.zeros(X.shape[1], ) self.h_samples_ = np.zeros((self.batch_size, self.n_components)) n_batches = int(np.ceil(float(n_samples) / self.batch_size)) batch_slices = list(gen_even_slices(n_batches * self.batch_size, n_batches, n_samples=n_samples)) verbose = self.verbose begin = time.time() for iteration in range(1, self.n_iter + 1): for batch_slice in batch_slices: self._fit(X[batch_slice], rng) if verbose: end = time.time() print("[%s] Iteration %d, pseudo-likelihood = %.2f," " time = %.2fs" % (type(self).__name__, iteration, self.score_samples(X).mean(), end - begin)) begin = end return self def _more_tags(self): return { '_xfail_checks': { 'check_methods_subset_invariance': 'fails for the decision_function method' } }