Non-converging Neural Network in C - c

I wrote my first feed-forward neural network in C, using the sigmoid 1.0 / (1.0 + exp(-x)) as activation function and gradient descent to adjust the weights. I tried to approximate sin(x) to make sure my network works. However, the output of the neuron on the output layer seems to always oscillate between the extreme values 0 and 1 and the weights of the neurons grow to absurd sizes, no matter how many hidden layers there are, how many neurons are in the hidden layer(s), how many training samples I provide, or even what the target outputs are.
1) Are there any standard 'tried and tested' data sets used to proof-test neural networks for errors? If yes, what structures work best (e.g. numbers of neuron(s) in the hidden layer) to converge to the desired output?
2) Are there any common errors that generate the same symptoms? I found this thread, but the issue was because of faulty data, which I believe is not my case.
3) Is there any preferred way of training the network? In my implementation I cycle through the training sets and adjust the weights each time, then rinse and repeat ~1000 times. Is there any other order that works better?

So, to sum up:
Assuming that your gradient propagation works properly usually the values of parameters like topology, learning rate, batch size or value of a constant connected with weight penalty (L1 and L2 decay) are computed using a techniques called grid search or random search. It was empirically proved that random search performs better in this task.
The most common reason of weight divergence is wrong learning rate. Big value of it might make learning really hard. But on the other hand - when learning rate is too small - learning process might take a really long time. Usually - you should babysit the learning phase. The specified instruction might be found e.g. here.
In your learning phase you used a technique called SGD. Usually - it may achieve good results but it's vulnerable to variance of data sets and big values of learning rates. What I advice you is to use batch learning and set a batch size as additional learning parameter learnt during grid or random search. You can read about here e.g. here.
Another thing which you might consider is to change your activation function to tanh or relu. There are a lot of problems with saturation regions of sigmoid and it usually needs a proper initialization. You can read about it here.

Related

How best to model a (very) sparse probability density function?

I want to write a traffic generator that replicates the primitive read and write demands that are made on memory by a running computer.
But running computers also show (very strong) locality in their memory references and across a 64 bit address space only a very small range of addresses will be referenced (in fact I have tested this on on one benchmark and about 9000 pages of the billions on offer are touched).
What is a good way to model such a sparse probability density function (in C or C++ ideally) - I have probabilities for the benchmark but don't need to follow them too closely (as I could just use the benchmark references in any case but want something a bit more flexible).
To clarify I also have data about how many reads should come from each page, but what I am interested in is picking the sequence of pages. (The Markov chain idea suggested in the comments might be the way to do this)
For what it's worth I decided to use a pretty crude hack - along these lines: pick a random number between 1 and 0, find the element in the distribution that has a frequency/probability equal or greater than this number (picking the minimum probability of all elements in this set). Seems to work (I did this in R)

Why does convolution with kernels work?

I don't understand how someone could come up with a simple 3x3 matrix called kernel, so when applied to the image, it would produce some awesome effect. Examples: http://en.wikipedia.org/wiki/Kernel_(image_processing) . Why does it work? How did people come up with those kernels (trial and error?)? Is it possible to prove it will always work for all images?
I don't understand how someone could come up with a simple 3x3 matrix called kernel, so when applied to the image, it would produce some awesome effect. Examples: http://en.wikipedia.org/wiki/Kernel_(image_processing).
If you want to dig into the history, you'll need to check some other terms. In older textbooks on image processing, what we think of as kernels today are more likely to be called "operators." Another key term is convolution. Both these terms hint at the mathematical basis of kernels.
http://en.wikipedia.org/wiki/Convolution
You can read about mathematical convolution in the textbook Computer Vision by Ballard and Brown. The book dates back to the early 80s, but it's still quite useful, and you can read it for free online:
http://homepages.inf.ed.ac.uk/rbf/BOOKS/BANDB/toc.htm
From the table of contents to the Ballard and Brown book you'll find a link to a PDF for section 2.2.4 Spatial Properties.
http://homepages.inf.ed.ac.uk/rbf/BOOKS/BANDB/LIB/bandb2_2.pdf
In the PDF, scroll down to the section "The Convolution Theorem." This provides the mathematical background for convolution. It's a relatively short step from thinking about convolution expressed as functions and integrals to the application of the same principles to the discrete world of grayscale (or color) data in 2D images.
You will notice that a number of kernels/operators are associated with names: Sobel, Prewitt, Laplacian, Gaussian, and so on. These names help suggest that there's a history--really quite a long history--of mathematical development and image processing research that has lead to the large number of kernels in common use today.
Gauss and Laplace lived long before us, but their mathematical work has trickled down into forms we can use in image processing. They didn't work on kernels for image processing, but mathematical techniques they developed are directly applicable and commonly used in image processing. Other kernels were developed specifically for processing images.
The Prewitt operator (kernel), which is quite similar to the Sobel operator, was published in 1970, if Wikipedia is correct.
http://en.wikipedia.org/wiki/Prewitt_operator
Why does it work?
Read about the mathematical theory of convolution to understand how one function can be "passed over" or "dragged" across another. That can explain the theoretical basis.
Then there's the question of why individual kernels work. In you look at the edge transition from dark to light in an image, and if you plot the pixel brightness on a 2D scatterplot, you'll notice that the values in the Y-axis increase rapidly about the edge transition in the image. That edge transition is a slope. A slope can be found using the first derivative. Tada! A kernel that approximates a first derivative operator will find edges.
If you know there's such a thing in optics as Gaussian blur, then you might wonder how it could be applied to a 2D image. Thus the derivation of the Gaussian kernel.
The Laplacian, for instance, is an operator that, according to the first sentence from the Wikipedia entry, "is a differential operator given by the divergence of the gradient of a function on Euclidean space."
http://en.wikipedia.org/wiki/Laplacian
Hoo boy. It's quite a leap from that definition to a kernel. The following page does a fine job of explaining the relationship between derivatives and kernels, and it's a quick read:
http://www.aishack.in/2011/04/the-sobel-and-laplacian-edge-detectors/
You'll also see that one form of the Laplacian kernel is simply named the "edge-finding" kernel in the Wikipedia entry you cited.
There is more than one edge-finding kernel, and each has its place. The Laplacian, Sobel, Prewitt, Kirsch, and Roberts kernels all yield different results, and are suited for different purposes.
How did people come up with those kernels (trial and error?)?
Kernels were developed by different people following a variety of research paths.
Some kernels (to my memory) were developed specifically to model the process of "early vision." Early vision isn't what happens only to early humans, or only for people who rise at 4 a.m., but instead refers to the low-level processes of biological vision: sensing of basic color, intensity, edges, and that sort of thing. At the very low level, edge detection in biological vision can be modeled with kernels.
Other kernels, such as the Laplacian and Gaussian, are approximations of mathematical functions. With a little effort you can derive the kernels yourself.
Image editing and image processing software packages will often allow you to define your own kernel. For example, if you want to identify a shape in an image small enough to be defined by a few connected pixels, then you can define a kernel that matches the shape of the image feature you want to detect. Using custom kernels to detect objects is too crude to work in most real-world applications, but sometimes there are reasons to create a special kernel for a very specific purpose, and sometimes a little trial and error is necessary to find a good kernel.
As user templatetypedef pointed out, you can think of kernels intuitively, and in a fairly short time develop a feel for what each would do.
Is it possible to prove it will always work for all images?
Functionally, you can throw a 3x3, 5x5, or NxN kernel at an image of the appropriate size and it'll "work" in the sense that the operation will be performed and there will be some result. But then the ability to compute a result whether it's useful or not isn't a great definition of "works."
One information definition of whether a kernel "works" is whether convolving an image with that kernel produces a result that you find useful. If you're manipulating images in Photoshop or GIMP, and if you find that a particular enhancement kernel doesn't yield quite what you want, then you might say that kernel doesn't work in the context of your particular image and the end result you want. In image processing for computer vision there's a similar problem: we must pick one or more kernels and other (often non-kernel based) algorithms that will operate in sequence to do something useful such as identify faces, measures the velocity of cars, or guide robots in assembly tasks.
Homework
If you want to understand how you can translate a mathematical concept into a kernel, it helps to derive a kernel by yourself. Even if you know what the end result of the derivation should be, to grok the notion of kernels and convolution it helps to derive a kernel from a mathematical function by yourself, on paper, and (preferably) from memory.
Try deriving the 3x3 Gaussian kernel from the mathematical function.
http://en.wikipedia.org/wiki/Gaussian_function
Deriving the kernel yourself, or at least finding an online tutorial and reading closely, will be quite revealing. If you'd rather not do the work, then you may not appreciate the way that some mathematical expression "translates" to a bunch of numbers in a 3x3 matrix. But that's okay! If you get the general sense of a common kernel is useful, and if you observe how two similar kernels produce slightly different results, then you'll develop a good feel for them.
Intuitively, a convolution of an image I with a kernel K produces a new image that's formed by computing a weighted sum, for each pixel, of all the nearby pixels weighted by the weights in K. Even if you didn't know what a convolution was, this idea still seems pretty reasonable. You can use it to do a blur effect (by using a Gaussian weighting of nearby pixels) or to sharpen edges (by subtracting each pixel from its neighbors and putting no weight anywhere else.) In fact, if you knew you needed to do all these operations, it would make sense to try to write a function that given I and K did the weighted sum of nearby pixels, and to try to optimize that function as aggressively as possible (since you'd probably use it a lot).
To get from there to the idea of a convolution, you'd probably need to have a background in Fourier transforms and Fourier series. Convolutions are a totally natural idea in that domain - if you compute the Fourier transformation of two images and multiply the transforms together, you end up computing the transform of the convolution. Mathematicians had worked that out a while back, probably by answering the very natural question "what function has a Fourier transform defined by the product of two other Fourier transforms?," and from there it was just a matter of time before the connection was found. Since Fourier transforms are already used extensively in computing (for example, in signal processing in networks), my guess is that someone with a background in Fourier series noticed that they needed to apply a kernel K to an image I, then recognized that this is way easier and more computationally efficient when done in frequency space.
I honestly have no idea what the real history is, but this is a pretty plausible explanation.
Hope this helps!
There is a good deal of mathematical theory about convolutions, but the kernel examples you link to are simple to explain intuitively:
[ 0 0 0]
[ 0 1 0]
[ 0 0 0]
This one says to take the original pixel and nothing else, so it yields just the original image.
[-1 -1 -1]
[-1 8 -1]
[-1 -1 -1]
This one says to subtract the eight neighbors from eight times the original pixel. First consider what happens in a smooth part of the image, where there is solid, unchanging color. Eight times the original pixel equals the sum of eight identical neighbors, so the difference is zero. Thus, smooth parts of the image become black. However, parts of the images where there are changes do not become black. Thus, this kernel highlights changes, so it highlights places where one shape ends and another begins: the edges of objects in the image.
[ 0 1 0]
[ 1 -4 1]
[ 0 1 0]
This is similar to the one above, but it is tuned differently.
[ 0 -1 0]
[-1 5 -1]
[0 -1 0]
Observe that this is just the negation of the edge detector above plus the first filter we saw, the one for the original image. So this kernel both highlights edges and adds that to the original image. The result is the original image with more visible edges: a sharpening effect.
[ 1 2 1]
[ 2 4 2]
[ 1 2 1]
[ 1 1 1]
[ 1 1 1]
[ 1 1 1]
Both of these blend the original pixel with its neighbors. So they blur the image a little.
There are two ways of thinking about (or encoding) an image: the spatial domain and the frequency domain. A spatial representation is based on pixels, so it's more familiar and easier to obtain. Both the image and the kernel are expressed in the spatial domain.
To get to the frequency domain, you need to use a Fourier or related transform, which is computationally expensive. Once you're there, though, many interesting manipulations are simpler. To blur an image, you can just chop off some high-frequency parts — like cropping the image in the spatial domain. Sharpening is the opposite, akin to increasing the contrast of high-frequency information.
Most of the information of an image is in the high frequencies, which represent detail. Most interesting detail information is at a small, local scale. You can do a lot by looking at neighboring pixels. Blurring is basically taking a weighted average of neighboring pixels. Sharpening consists of looking at the difference between a pixel and its neighbors and enhancing the contrast.
A kernel is usually produced by taking a frequency-domain transformation, then keeping only the high-frequency part and expressing it in the spatial domain. This can only be done for certain transformation algorithms. You can compute the ideal kernel for blurring, sharpening, selecting certain kinds of lines, etc., and it will work intuitively but otherwise seems like magic because we don't really have a "pixel arithmetic."
Once you have a kernel, of course, there's no need to get into the frequency domain at all. That hard work is finished, conceptually and computationally. Convolution is pretty friendly to all involved, and you can seldom simplify any further. Of course, smaller kernels are friendlier. Sometimes a large kernel can be expressed as a convolution of small sub-kernels, which is a kind of factoring in both the math and software senses.
The mathematical process is pretty straightforward and has been studied since long before there were computers. Most common manipulations can be done mechanically on an optical bench using 18th century equipment.
I think the best way to explain them is to start in 1d and discuss the z-transform and its inverse. That switches from the time domain to the frequency domain — from describing a wave as a timed sequence of samples to describing it as the amplitude of each frequency that contributes to it. The two representations contain the same amount of information, they just express it differently.
Now suppose you had a wave described in the frequency domain and you wanted to apply a filter to it. You might want to remove high frequencies. That would be a blur. You might want to remove low frequencies. That would be a sharpen or, in extremis, an edge detect.
You could do that by just forcing the frequencies you don't want to 0 — e.g. by multiplying the entire range by a particular mask, where 1 is a frequency you want to keep and 0 is a frequency you want to eliminate.
But what if you want to do that in the time domain? You could transfer to the frequency domain, apply the mask, then transform back. But that's a lot of work. So what you do (approximately) is transform the mask from the frequency domain to the time domain. You can then apply it in the time domain.
Following the maths involved for transforming back and forth, in theory to apply that you'd have to make each output sample a weighted sum of every single input sample. In the real world you make a trade-off. You use the sum of, say, 9 samples. That gives you a smaller latency and less processing cost than using, say, 99 samples. But it also gives you a less accurate filter.
A graphics kernel is the 2d analogue of that line of thought. They tend to be small because processing cost grows with the square of the edge length so it gets expensive very quickly. But you can approximate any sort of frequency domain limiting filter.

Musical instrument automated teaching via microcontroller

The premise of the project will be:
There will be a prerecorded track of guitar, for example. The student will play the same track on his guitar. I need to compare these two sounds and find out whether the student played it good or not. I will be using STM32 microcontroller and Keil uVision software for simulation at first (programming at C).
I know that I will be using an ADC using DMA and I assume I would Fast Fourier Transform the wave signals and then somehow compare the two frequency responses. Also, would there be a problem with tempo? I mean it is not logical that every note will hit on the exact ms and then compare it
I've seen some methods like Hidden Markov Model or Goertzel algorithm but I am not quite sure what they do and if they are optimal and easy for the project. So my question would be: is there a specific algorithm that suits best and how would I implement it on my code (since I haven't really started working on code, mostly theoretical reading so far).
edit: I've made a similar post yesterday but my premise was too complicated to solve so I am posting on a new premise, much easier to accomplish. I thought not to ask on the first thread since it would mix up two different issues.
Assuming that you can use FFT to find out which notes are playing at what time (this may prove to be difficult for distorted guitar chords), you can do this e.g. 10 times per second for both streams, and then check how often the notes in both streams match. This will give you a percentage, if you need a binary value you'd have to use a threshold value.
If both streams are not equal length (different tempo) then you will have to stretch. You don't have to stretch the actual audio, just the times between the note measurements (e.g. every 100 ms for the first stream and every 125 seconds for the second stream).
So the biggest problem may be to find out what notes are playing at any given moment in time.
I'd start with constructing a mapping of frequencies to notes. Also it may be a good idea to low-pass filter the signal at around 1100 Hz to already get rid of some of the unwanted harmonics (you can't play higher than that on the guitar anyway) and similaryly high-pass filter the signal at 80 Hz. Then after the FFT or DFT (not sure if it matters which you choose), find the frequencies that are close to the real note frequencies. Then pick the loudest one and those that are above a certain threshold relative to the loudest one (e.g. drop anything that is less than half as loud as the loudest one, but some experimentation will be needed to find a good threshold value).

Randomness in Artificial Intelligence & Machine Learning

This question came to my mind while working on 2 projects in AI and ML. What If I'm building a model (e.g. Classification Neural Network,K-NN, .. etc) and this model uses some function that includes randomness. If I don't fix the seed, then I'm going to get different accuracy results every time I run the algorithm on the same training data. However, If I fix it then some other setting might give better results.
Is averaging a set of accuracies enough to say that the accuracy of this model is xx % ?
I'm not sure If this is the right place to ask such a question/open such a discussion.
Simple answer, yes, you randomize it and use statistics to show the accuracy. However, it's not sufficient to just average a handful of runs. You need, at a minimum, some notion of the variability as well. It's important to know whether "70%" accurate means "70% accurate for each of 100 runs" or "100% accurate once and 40% accurate once".
If you're just trying to play around a bit and convince yourself that some algorithm works, then you can just run it 30 or so times and look at the mean and standard deviation and call it a day. If you're going to convince anyone else that it works, you need to look into how to do more formal hypothesis testing.
There are models which are naturally dependent on randomness (e.g., random forests) and models which only use randomness as part of exploring the space (e.g., initialisation of values for neural networks), but actually have a well-defined, deterministic, objective function.
For the first case, you will want to use multiple seeds and report average accuracy, std. deviation, and the minimum you obtained. It is often good if you have a way to reproduce this, so just use multiple fixed seeds.
For the second case, you can always tell, just on the training data, which run is best (although it might actually not be the one which gives you the best test accuracy!). Thus, if you have the time, it is good to do say, 10 runs, and then evaluate on the one with the best training error (or validation error, just never evaluate on testing for this decision). You can go a level up and do multiple multiple runs and get a standard deviation too. However, if you find that this is significant, it probably means you weren't trying enough initialisations or that you are not using the right model for your data.
Stochastic techniques are typically used to search very large solution spaces where exhaustive search is not feasible. So it's almost inevitable that you will be trying to iterate over a large number of sample points with as even a distribution as possible. As mentioned elsewhere, basic statistical techniques will help you determine when your sample is big enough to be representative of the space as a whole.
To test accuracy, it is a good idea to set aside a portion of your input patterns and avoid training against those patterns (assuming you are learning from a data set). Then you can use the set to test whether your algorithm is learning the underlying pattern correctly, or whether it's simply memorizing the examples.
Another thing to think about is the randomness of your random number generator. Standard random number generators (such as rand from <stdlib.h>) may not make the grade in many cases so look around for a more robust algorithm.
I generalize the answer from what i get of your question,
I suppose Accuracy is always average accuracy of multiple runs and the standard deviation. So if you are considering accuracy you get using different seeds to the random generator, are you not actually considering a greater range of input (which should be a good thing). But you have to consider the Standard deviation to consider the accuracy. Or did i get your question it totally wrong ?
I believe cross-validation may give you what you ask about: an averaged, and therefore more reliable, estimate of classification performance. It contains no randomness, except in permuting the data set initially. The variation comes from choosing different train/test splits.

Kernel methods for large scale dataset

Kernel-based classifier usually requires O(n^3) training time because of the inner-product computation between two instances. To speed up the training, inner-product values can be pre-computed and stored in a two-dimensional array. However when the no. of instances is very large, say over 100,000, there will not be sufficient memory to do so.
So any better idea for this?
For modern implementations of support vector machines, the scaling of the training algorithm is dependent on lots of factors, such as the nature of the training data and kernel that you are using. The scaling factor of O(n^3) is an analytical result and isn't particularly useful in predicting how SVM training will scale in real-world situations. For example, empirical estimates of the training algorithm used by SVMLight put the scaling against training set size to be approximately O(n^2).
I would suggest you ask this question in the kernel machines forum. I think you're more likely to get a better answer than on Stack Overflow, which is more of a general-purpose programming site.
The Relevance Vector Machine has a sequential training mode in which you do not need to keep the entire kernel matrix in memory. You can basically calculate a column at a time, determine if it appears relevant, and throw it away otherwise. I have not had much luck with it myself, though, and the RVM has some other issues. There is most likely a better solution in the realm of Gaussian Processes. I haven't really sat down much with those, but I have seen mention of an online algorithm for it.
I am not a numerical analyst, but isn't the QR decomposition which you need to do ordinary least-squares linear regression also O(n^3)?
Anyways, you'll probably want to search the literature (since this is fairly new stuff) for online learning or active learning versions of the algorithm you're using. The general idea is to either discard data far from your decision boundary or to not include them in the first place. The danger is that you might get locked into a bad local maximum and then your online/active algorithm will ignore data that would help you get out.

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