diff --git a/latest/models/basics.html b/latest/models/basics.html index d70ca15e..c603dfd6 100644 --- a/latest/models/basics.html +++ b/latest/models/basics.html @@ -13,17 +13,17 @@ predict(x) = W*x .+ b loss(x, y) = sum((predict(x) .- y).^2) x, y = rand(5), rand(2) # Dummy data -loss(x, y) # ~ 3

To improve the prediction we can take the gradients of W and b with respect to the loss function and perform gradient descent. We could calculate gradients by hand, but Flux will do it for us if we tell it that W and b are trainable parameters.

using Flux.Tracker: param, back!, data, grad
+loss(x, y) # ~ 3

To improve the prediction we can take the gradients of W and b with respect to the loss function and perform gradient descent. We could calculate gradients by hand, but Flux will do it for us if we tell it that W and b are trainable parameters.

using Flux.Tracker
 
 W = param(W)
 b = param(b)
 
 l = loss(x, y)
 
-back!(l)

loss(x, y) returns the same number, but it's now a tracked value that records gradients as it goes along. Calling back! then calculates the gradient of W and b. We can see what this gradient is, and modify W to train the model.

grad(W)
+back!(l)

loss(x, y) returns the same number, but it's now a tracked value that records gradients as it goes along. Calling back! then calculates the gradient of W and b. We can see what this gradient is, and modify W to train the model.

W.grad
 
 # Update the parameter
-W.data .-= 0.1grad(W)
+W.data .-= 0.1(W.grad)
 
 loss(x, y) # ~ 2.5

The loss has decreased a little, meaning that our prediction x is closer to the target y. If we have some data we can already try training the model.

All deep learning in Flux, however complex, is a simple generalisation of this example. Of course, models can look very different – they might have millions of parameters or complex control flow, and there are ways to manage this complexity. Let's see what that looks like.

Building Layers

It's common to create more complex models than the linear regression above. For example, we might want to have two linear layers with a nonlinearity like sigmoid (σ) in between them. In the above style we could write this as:

W1 = param(rand(3, 5))
 b1 = param(rand(3))
diff --git a/latest/models/layers.html b/latest/models/layers.html
index 79669ee4..9bf6917b 100644
--- a/latest/models/layers.html
+++ b/latest/models/layers.html
@@ -11,16 +11,16 @@ m(5) == 26
 
 m = Chain(Dense(10, 5), Dense(5, 2))
 x = rand(10)
-m(x) == m[2](m[1](x))

Chain also supports indexing and slicing, e.g. m[2] or m[1:end-1]. m[1:3](x) will calculate the output of the first three layers.

source
Flux.Dense — Type.
Dense(in::Integer, out::Integer, σ = identity)

Creates a traditional Dense layer with parameters W and b.

y = σ.(W * x .+ b)

The input x must be a vector of length in, or a batch of vectors represented as an in × N matrix. The out y will be a vector or batch of length out.

julia> d = Dense(5, 2)
+m(x) == m[2](m[1](x))

Chain also supports indexing and slicing, e.g. m[2] or m[1:end-1]. m[1:3](x) will calculate the output of the first three layers.

source
Flux.Dense — Type.
Dense(in::Integer, out::Integer, σ = identity)

Creates a traditional Dense layer with parameters W and b.

y = σ.(W * x .+ b)

The input x must be a vector of length in, or a batch of vectors represented as an in × N matrix. The out y will be a vector or batch of length out.

julia> d = Dense(5, 2)
 Dense(5, 2)
 
 julia> d(rand(5))
 Tracked 2-element Array{Float64,1}:
   0.00257447
-  -0.00449443
source

Recurrent Cells

Much like the core layers above, but can be used to process sequence data (as well as other kinds of structured data).

Flux.RNN — Function.
RNN(in::Integer, out::Integer, σ = tanh)

The most basic recurrent layer; essentially acts as a Dense layer, but with the output fed back into the input each time step.

source
Flux.LSTM — Function.
LSTM(in::Integer, out::Integer, σ = tanh)

Long Short Term Memory recurrent layer. Behaves like an RNN but generally exhibits a longer memory span over sequences.

See this article for a good overview of the internals.

source
Flux.Recur — Type.
Recur(cell)

Recur takes a recurrent cell and makes it stateful, managing the hidden state in the background. cell should be a model of the form:

h, y = cell(h, x...)

For example, here's a recurrent network that keeps a running total of its inputs.

accum(h, x) = (h+x, x)
+  -0.00449443
source

Recurrent Cells

Much like the core layers above, but can be used to process sequence data (as well as other kinds of structured data).

Flux.RNN — Function.
RNN(in::Integer, out::Integer, σ = tanh)

The most basic recurrent layer; essentially acts as a Dense layer, but with the output fed back into the input each time step.

source
Flux.LSTM — Function.
LSTM(in::Integer, out::Integer, σ = tanh)

Long Short Term Memory recurrent layer. Behaves like an RNN but generally exhibits a longer memory span over sequences.

See this article for a good overview of the internals.

source
Flux.Recur — Type.
Recur(cell)

Recur takes a recurrent cell and makes it stateful, managing the hidden state in the background. cell should be a model of the form:

h, y = cell(h, x...)

For example, here's a recurrent network that keeps a running total of its inputs.

accum(h, x) = (h+x, x)
 rnn = Flux.Recur(accum, 0)
 rnn(2) # 2
 rnn(3) # 3
 rnn.state # 5
 rnn.(1:10) # apply to a sequence
-rnn.state # 60
source

Activation Functions

Non-linearities that go between layers of your model. Most of these functions are defined in NNlib but are available by default in Flux.

Note that, unless otherwise stated, activation functions operate on scalars. To apply them to an array you can call σ.(xs), relu.(xs) and so on.

NNlib.σ — Function.
σ(x) = 1 / (1 + exp(-x))

Classic sigmoid activation function.

source
NNlib.relu — Function.
relu(x) = max(0, x)

Rectified Linear Unit activation function.

source
NNlib.leakyrelu — Function.
leakyrelu(x) = max(0.01x, x)

Leaky Rectified Linear Unit activation function.

You can also specify the coefficient explicitly, e.g. leakyrelu(x, 0.01).

source
NNlib.elu — Function.
elu(x; α = 1) = x > 0 ? x : α * (exp(x) - one(x)

Exponential Linear Unit activation function. See Fast and Accurate Deep Network Learning by Exponential Linear Units

source
NNlib.swish — Function.
swish(x) = x * σ(x)

Self-gated actvation function.

See Swish: a Self-Gated Activation Function.

source
+rnn.state # 60source

Activation Functions

Non-linearities that go between layers of your model. Most of these functions are defined in NNlib but are available by default in Flux.

Note that, unless otherwise stated, activation functions operate on scalars. To apply them to an array you can call σ.(xs), relu.(xs) and so on.

NNlib.σ — Function.
σ(x) = 1 / (1 + exp(-x))

Classic sigmoid activation function.

source
NNlib.relu — Function.
relu(x) = max(0, x)

Rectified Linear Unit activation function.

source
NNlib.leakyrelu — Function.
leakyrelu(x) = max(0.01x, x)

Leaky Rectified Linear Unit activation function.

You can also specify the coefficient explicitly, e.g. leakyrelu(x, 0.01).

source
NNlib.elu — Function.
elu(x; α = 1) = x > 0 ? x : α * (exp(x) - one(x)

Exponential Linear Unit activation function. See Fast and Accurate Deep Network Learning by Exponential Linear Units

source
NNlib.swish — Function.
swish(x) = x * σ(x)

Self-gated actvation function.

See Swish: a Self-Gated Activation Function.

source
diff --git a/latest/search_index.js b/latest/search_index.js index 6a5142b5..34a8237a 100644 --- a/latest/search_index.js +++ b/latest/search_index.js @@ -45,7 +45,7 @@ var documenterSearchIndex = {"docs": [ "page": "Basics", "title": "Taking Gradients", "category": "section", - "text": "Consider a simple linear regression, which tries to predict an output array y from an input x. (It's a good idea to follow this example in the Julia repl.)W = rand(2, 5)\nb = rand(2)\n\npredict(x) = W*x .+ b\nloss(x, y) = sum((predict(x) .- y).^2)\n\nx, y = rand(5), rand(2) # Dummy data\nloss(x, y) # ~ 3To improve the prediction we can take the gradients of W and b with respect to the loss function and perform gradient descent. We could calculate gradients by hand, but Flux will do it for us if we tell it that W and b are trainable parameters.using Flux.Tracker: param, back!, data, grad\n\nW = param(W)\nb = param(b)\n\nl = loss(x, y)\n\nback!(l)loss(x, y) returns the same number, but it's now a tracked value that records gradients as it goes along. Calling back! then calculates the gradient of W and b. We can see what this gradient is, and modify W to train the model.grad(W)\n\n# Update the parameter\nW.data .-= 0.1grad(W)\n\nloss(x, y) # ~ 2.5The loss has decreased a little, meaning that our prediction x is closer to the target y. If we have some data we can already try training the model.All deep learning in Flux, however complex, is a simple generalisation of this example. Of course, models can look very different – they might have millions of parameters or complex control flow, and there are ways to manage this complexity. Let's see what that looks like." + "text": "Consider a simple linear regression, which tries to predict an output array y from an input x. (It's a good idea to follow this example in the Julia repl.)W = rand(2, 5)\nb = rand(2)\n\npredict(x) = W*x .+ b\nloss(x, y) = sum((predict(x) .- y).^2)\n\nx, y = rand(5), rand(2) # Dummy data\nloss(x, y) # ~ 3To improve the prediction we can take the gradients of W and b with respect to the loss function and perform gradient descent. We could calculate gradients by hand, but Flux will do it for us if we tell it that W and b are trainable parameters.using Flux.Tracker\n\nW = param(W)\nb = param(b)\n\nl = loss(x, y)\n\nback!(l)loss(x, y) returns the same number, but it's now a tracked value that records gradients as it goes along. Calling back! then calculates the gradient of W and b. We can see what this gradient is, and modify W to train the model.W.grad\n\n# Update the parameter\nW.data .-= 0.1(W.grad)\n\nloss(x, y) # ~ 2.5The loss has decreased a little, meaning that our prediction x is closer to the target y. If we have some data we can already try training the model.All deep learning in Flux, however complex, is a simple generalisation of this example. Of course, models can look very different – they might have millions of parameters or complex control flow, and there are ways to manage this complexity. Let's see what that looks like." }, { @@ -237,7 +237,7 @@ var documenterSearchIndex = {"docs": [ "page": "Optimisers", "title": "Optimisers", "category": "section", - "text": "Consider a simple linear regression. We create some dummy data, calculate a loss, and backpropagate to calculate gradients for the parameters W and b.W = param(rand(2, 5))\nb = param(rand(2))\n\npredict(x) = W*x .+ b\nloss(x, y) = sum((predict(x) .- y).^2)\n\nx, y = rand(5), rand(2) # Dummy data\nl = loss(x, y) # ~ 3\nback!(l)We want to update each parameter, using the gradient, in order to improve (reduce) the loss. Here's one way to do that:using Flux.Tracker: data, grad\n\nfunction update()\n η = 0.1 # Learning Rate\n for p in (W, b)\n x, Δ = data(p), grad(p)\n x .-= η .* Δ # Apply the update\n Δ .= 0 # Clear the gradient\n end\nendIf we call update, the parameters W and b will change and our loss should go down.There are two pieces here: one is that we need a list of trainable parameters for the model ([W, b] in this case), and the other is the update step. In this case the update is simply gradient descent (x .-= η .* Δ), but we might choose to do something more advanced, like adding momentum.In this case, getting the variables is trivial, but you can imagine it'd be more of a pain with some complex stack of layers.m = Chain(\n Dense(10, 5, σ),\n Dense(5, 2), softmax)Instead of having to write [m[1].W, m[1].b, ...], Flux provides a params function params(m) that returns a list of all parameters in the model for you.For the update step, there's nothing whatsoever wrong with writing the loop above – it'll work just fine – but Flux provides various optimisers that make it more convenient.opt = SGD([W, b], 0.1) # Gradient descent with learning rate 0.1\n\nopt() # Carry out the update, modifying `W` and `b`.An optimiser takes a parameter list and returns a function that does the same thing as update above. We can pass either opt or update to our training loop, which will then run the optimiser after every mini-batch of data." + "text": "Consider a simple linear regression. We create some dummy data, calculate a loss, and backpropagate to calculate gradients for the parameters W and b.W = param(rand(2, 5))\nb = param(rand(2))\n\npredict(x) = W*x .+ b\nloss(x, y) = sum((predict(x) .- y).^2)\n\nx, y = rand(5), rand(2) # Dummy data\nl = loss(x, y) # ~ 3\nback!(l)We want to update each parameter, using the gradient, in order to improve (reduce) the loss. Here's one way to do that:function update()\n η = 0.1 # Learning Rate\n for p in (W, b)\n p.data .-= η .* p.grad # Apply the update\n p.grad .= 0 # Clear the gradient\n end\nendIf we call update, the parameters W and b will change and our loss should go down.There are two pieces here: one is that we need a list of trainable parameters for the model ([W, b] in this case), and the other is the update step. In this case the update is simply gradient descent (x .-= η .* Δ), but we might choose to do something more advanced, like adding momentum.In this case, getting the variables is trivial, but you can imagine it'd be more of a pain with some complex stack of layers.m = Chain(\n Dense(10, 5, σ),\n Dense(5, 2), softmax)Instead of having to write [m[1].W, m[1].b, ...], Flux provides a params function params(m) that returns a list of all parameters in the model for you.For the update step, there's nothing whatsoever wrong with writing the loop above – it'll work just fine – but Flux provides various optimisers that make it more convenient.opt = SGD([W, b], 0.1) # Gradient descent with learning rate 0.1\n\nopt() # Carry out the update, modifying `W` and `b`.An optimiser takes a parameter list and returns a function that does the same thing as update above. We can pass either opt or update to our training loop, which will then run the optimiser after every mini-batch of data." }, { diff --git a/latest/training/optimisers.html b/latest/training/optimisers.html index 17b9bc02..7b9ca8ff 100644 --- a/latest/training/optimisers.html +++ b/latest/training/optimisers.html @@ -14,17 +14,14 @@ loss(x, y) = sum((predict(x) .- y).^2) x, y = rand(5), rand(2) # Dummy data l = loss(x, y) # ~ 3 -back!(l)

We want to update each parameter, using the gradient, in order to improve (reduce) the loss. Here's one way to do that:

using Flux.Tracker: data, grad
-
-function update()
+back!(l)

We want to update each parameter, using the gradient, in order to improve (reduce) the loss. Here's one way to do that:

function update()
   η = 0.1 # Learning Rate
   for p in (W, b)
-    x, Δ = data(p), grad(p)
-    x .-= η .* Δ # Apply the update
-    Δ .= 0       # Clear the gradient
+    p.data .-= η .* p.grad # Apply the update
+    p.grad .= 0            # Clear the gradient
   end
 end

If we call update, the parameters W and b will change and our loss should go down.

There are two pieces here: one is that we need a list of trainable parameters for the model ([W, b] in this case), and the other is the update step. In this case the update is simply gradient descent (x .-= η .* Δ), but we might choose to do something more advanced, like adding momentum.

In this case, getting the variables is trivial, but you can imagine it'd be more of a pain with some complex stack of layers.

m = Chain(
   Dense(10, 5, σ),
   Dense(5, 2), softmax)

Instead of having to write [m[1].W, m[1].b, ...], Flux provides a params function params(m) that returns a list of all parameters in the model for you.

For the update step, there's nothing whatsoever wrong with writing the loop above – it'll work just fine – but Flux provides various optimisers that make it more convenient.

opt = SGD([W, b], 0.1) # Gradient descent with learning rate 0.1
 
-opt() # Carry out the update, modifying `W` and `b`.

An optimiser takes a parameter list and returns a function that does the same thing as update above. We can pass either opt or update to our training loop, which will then run the optimiser after every mini-batch of data.

Optimiser Reference

All optimisers return a function that, when called, will update the parameters passed to it.

Flux.Optimise.SGD — Function.
SGD(params, η = 1; decay = 0)

Classic gradient descent optimiser. For each parameter p and its gradient δp, this runs p -= η*δp.

Supports decayed learning rate decay if the decay argument is provided.

source
Flux.Optimise.Momentum — Function.
Momentum(params, ρ, decay = 0)

SGD with momentum ρ and optional learning rate decay.

source
Flux.Optimise.Nesterov — Function.
Nesterov(params, ρ, decay = 0)

SGD with Nesterov momentum ρ and optional learning rate decay.

source
Flux.Optimise.RMSProp — Function.
RMSProp(params; η = 0.001, ρ = 0.9, ϵ = 1e-8, decay = 0)

RMSProp optimiser. Parameters other than learning rate don't need tuning. Often a good choice for recurrent networks.

source
Flux.Optimise.ADAM — Function.
ADAM(params; η = 0.001, β1 = 0.9, β2 = 0.999, ϵ = 1e-08, decay = 0)

ADAM optimiser.

source
Flux.Optimise.ADAGrad — Function.
ADAGrad(params; η = 0.01, ϵ = 1e-8, decay = 0)

ADAGrad optimiser. Parameters don't need tuning.

source
Flux.Optimise.ADADelta — Function.
ADADelta(params; η = 0.01, ρ = 0.95, ϵ = 1e-8, decay = 0)

ADADelta optimiser. Parameters don't need tuning.

source
+opt() # Carry out the update, modifying `W` and `b`.

An optimiser takes a parameter list and returns a function that does the same thing as update above. We can pass either opt or update to our training loop, which will then run the optimiser after every mini-batch of data.

Optimiser Reference

All optimisers return a function that, when called, will update the parameters passed to it.

Flux.Optimise.SGD — Function.
SGD(params, η = 1; decay = 0)

Classic gradient descent optimiser. For each parameter p and its gradient δp, this runs p -= η*δp.

Supports decayed learning rate decay if the decay argument is provided.

source
Flux.Optimise.Momentum — Function.
Momentum(params, ρ, decay = 0)

SGD with momentum ρ and optional learning rate decay.

source
Flux.Optimise.Nesterov — Function.
Nesterov(params, ρ, decay = 0)

SGD with Nesterov momentum ρ and optional learning rate decay.

source
Flux.Optimise.RMSProp — Function.
RMSProp(params; η = 0.001, ρ = 0.9, ϵ = 1e-8, decay = 0)

RMSProp optimiser. Parameters other than learning rate don't need tuning. Often a good choice for recurrent networks.

source
Flux.Optimise.ADAM — Function.
ADAM(params; η = 0.001, β1 = 0.9, β2 = 0.999, ϵ = 1e-08, decay = 0)

ADAM optimiser.

source
Flux.Optimise.ADAGrad — Function.
ADAGrad(params; η = 0.01, ϵ = 1e-8, decay = 0)

ADAGrad optimiser. Parameters don't need tuning.

source
Flux.Optimise.ADADelta — Function.
ADADelta(params; η = 0.01, ρ = 0.95, ϵ = 1e-8, decay = 0)

ADADelta optimiser. Parameters don't need tuning.

source