How many back propagations to run on a single entry of new data in online machine learning using neural networks? - machine-learning

I want my neural network to be trained on every new data that it classifies incorrectly. Assuming that I somehow label the data correctly every time the network makes a mistake, how many back props do i need to run on this single instance of new data in order to train my network for that particular case? Is there a better way to train a neural network on real time scenarios?

It depends on the optimization algorithm you use. The backpropagation by itself calculates only the gradient, which is used by the next iteration of the algorithm.
In the simplest case you can use a self-developed gradient descent and check the behavior of your cost function. If the cost function decreases less than some threshold epsilon, you might break the optimization loop for the current instance. You can also limit the maximum number of iterations.
It is worth using some advanced optimizers such fminunc in Matlab, which will stop by themselves when reached an optimum.
You may find this post about different termination conditions of gradient descent very useful.
I think, learning only using one single instance is not really efficient. The cost function can behave jerky. You may consider the batch learning method, where you learn using small batches of new instances. It should provide a better learning rate.
In order to illustrate how network's accuracy depends on the iteration number and on the batch size, I experimented a bit with a neural network used to recognize hand written digits. I had 4000 examples in the training set and 1000 examples in the validation set. Then I started the learning algorithm with different parameters and measured the resulted accuracy. You can see the result here:
Of course this plot describes only my particular case, but you can get some intuition on what to expect and on how to validate network parameters.

Related

In what circumstances might using biases in a neural network not be beneficial?

I am currently looking through Michael Nielsen's ebook Neural Networks and Deep Learning and have run the code found at the end of chapter 1 which trains a neural network to recognize hand-written digits (with a slight modification to make the backpropagation algorithm over a mini-batch matrix-based).
However, having run this code and achieving a classification accuracy of just under 94%, I decided to remove the use of biases from the network. After re-training the modified network, I found no difference in classification accuracy!
NB: The output layer of this network contains ten neurons; if the ith of these neurons has the highest activation then the input is classified as being the digit i.
This got me wondering why it is necessary to use biases in a neural network, rather than just weights, and what differentiates between a task where biases will improve the performance of a network and a task where they will not?
My code can be found here: https://github.com/pipthagoras/neural-network-1
Biases are used to account for the fact that your underlying data might not be centered. It is clearer to see in the case of a linear regression.
If you do a regression without an intercept (or bias), you are forcing the underlying model to pass through the origin, which will result in a poor model if the underlying data is not centered (for example if the true generating process is Y=3000). If, on the other hand, your data is centered or close to centered, then eliminating bias is good, since you won't introduce a term that is, in fact, independent to your predictive variable (it's like selecting a simpler model, which will tend to generalize better PROVIDED that it actually reflects the underlying data).

How does pre-training improve classification in neural networks?

Many of the papers I have read so far have this mentioned "pre-training network could improve computational efficiency in terms of back-propagating errors", and could be achieved using RBMs or Autoencoders.
If I have understood correctly, AutoEncoders work by learning the
identity function, and if it has hidden units less than the size of
input data, then it also does compression, BUT what does this even have
anything to do with improving computational efficiency in propagating
error signal backwards? Is it because the weights of the pre
trained hidden units does not diverge much from its initial values?
Assuming data scientists who are reading this would by theirselves
know already that AutoEncoders take inputs as target values since
they are learning identity function, which is regarded as
unsupervised learning, but can such method be applied to
Convolutional Neural Networks for which the first hidden layer is
feature map? Each feature map is created by convolving a learned
kernel with a receptive field in the image. This learned kernel, how
could this be obtained by pre-training (unsupervised fashion)?
One thing to note is that autoencoders try to learn the non-trivial identify function, not the identify function itself. Otherwise they wouldn't have been useful at all. Well the pre-training helps moving the weight vectors towards a good starting point on the error surface. Then the backpropagation algorithm, which is basically doing gradient descent, is used improve upon those weights. Note that gradient descent gets stuck in the closes local minima.
[Ignore the term Global Minima in the image posted and think of it as another, better, local minima]
Intuitively speaking, suppose you are looking for an optimal path to get from origin A to destination B. Having a map with no routes shown on it (the errors you obtain at the last layer of the neural network model) kind of tells you where to to go. But you may put yourself in a route which has a lot of obstacles, up hills and down hills. Then suppose someone tells you about a route a a direction he has gone through before (the pre-training) and hands you a new map (the pre=training phase's starting point).
This could be an intuitive reason on why starting with random weights and immediately start to optimize the model with backpropagation may not necessarily help you achieve the performance you obtain with a pre-trained model. However, note that many models achieving state-of-the-art results do not use pre-training necessarily and they may use the backpropagation in combination with other optimization methods (e.g. adagrad, RMSProp, Momentum and ...) to hopefully avoid getting stuck in a bad local minima.
Here's the source for the second image.
I don't know a lot about autoencoder theory, but I've done a bit of work with RBMs. What RBMs do is they predict what the probability is of seeing the specific type of data in order to get the weights initialized to the right ball park- it is considered an (unsupervised) probabilistic model, so you don't correct using the known labels. Basically, the idea here is that having a learning rate that is too big will never lead to convergence but having one that is too small will take forever to train. Thus, by "pretraining" in this way you find out the ball park of the weights and then can set the learning rate to be small in order to get them down to the optimal values.
As for the second question, no, you don't generally prelearn kernels, at least not in an unsupervised fashion. I suspect that what is meant by pretraining here is a bit different than in your first question- this is to say, that what is happening is that they are taking a pretrained model (say from model zoo) and fine tuning it with a new set of data.
Which model you use generally depends on the type of data you have and the task at hand. Convnets I've found to train faster and efficiently, but not all data has meaning when convolved, in which case dbns may be the way to go. Unless say, you have a small amount of data then I'd use something other than neural networks entirely.
Anyways, I hope this helps clear some of your questions.

How to evolve weights of a neural network in Neuroevolution?

I'm new to Artificial Neural Networks and NeuroEvolution algorithms in general. I'm trying to implement the algorithm called NEAT (NeuroEvolution of Augmented Topologies), but the description in original public paper missed the method of how to evolve the weights of a network, it says
Connection weights mutate as in any NE system, with each connection either perturbed or not at each generation
I've done some searching about how to mutate weights in NE systems, but can't find any detailed description, unfortunately.
I know that while training a neural network, usually the backpropagation algorithm is used to correct the weights, but it only works if you have a fixed topology (structure) through generations and you know the answer to the problem. In NeuroEvolution, you don't know the answer, you have only the fitness function, so it's not possible to use backpropagation here.
I have some experience with training a fixed-topology NN using a genetic algorithm (What the paper refers to as the "traditional NE approach"). There are several different mutation and reproduction operators we used for this and we selected those randomly.
Given two parents, our reproduction operators (could also call these crossover operators) included:
Swap either single weights or all weights for a given neuron in the network. So for example, given two parents selected for reproduction either choose a particular weight in the network and swap the value (for our swaps we produced two offspring and then chose the one with the best fitness to survive in the next generation of the population), or choose a particular neuron in the network and swap all the weights for that neuron to produce two offspring.
swap an entire layer's weights. So given parents A and B, choose a particular layer (the same layer in both) and swap all the weights between them to produce two offsping. This is a large move so we set it up so that this operation would be selected less often than the others. Also, this may not make sense if your network only has a few layers.
Our mutation operators operated on a single network and would select a random weight and either:
completely replace it with a new random value
change the weight by some percentage. (multiply the weight by some random number between 0 and 2 - practically speaking we would tend to constrain that a bit and multiply it by a random number between 0.5 and 1.5. This has the effect of scaling the weight so that it doesn't change as radically. You could also do this kind of operation by scaling all the weights of a particular neuron.
add or subtract a random number between 0 and 1 to/from the weight.
Change the sign of a weight.
swap weights on a single neuron.
You can certainly get creative with mutation operators, you may discover something that works better for your particular problem.
IIRC, we would choose two parents from the population based on random proportional selection, then ran mutation operations on each of them and then ran these mutated parents through the reproduction operation and ran the two offspring through the fitness function to select the fittest one to go into the next generation population.
Of course, in your case since you're also evolving the topology some of these reproduction operations above won't make much sense because two selected parents could have completely different topologies. In NEAT (as I understand it) you can have connections between non-contiguous layers of the network, so for example you can have a layer 1 neuron feed another in layer 4, instead of feeding directly to layer 2. That makes swapping operations involving all the weights of a neuron more difficult - you could try to choose two neurons in the network that have the same number of weights, or just stick to swapping single weights in the network.
I know that while training a NE, usually the backpropagation algorithm is used to correct the weights
Actually, in NE backprop isn't used. It's the mutations performed by the GA that are training the network as an alternative to backprop. In our case backprop was problematic due to some "unorthodox" additions to the network which I won't go into. However, if backprop had been possible, I would have gone with that. The genetic approach to training NNs definitely seems to proceed much more slowly than backprop probably would have. Also, when using an evolutionary method for adjusting weights of the network, you start needing to tweak various parameters of the GA like crossover and mutation rates.
In NEAT, everything is done through the genetic operators. As you already know, the topology is evolved through crossover and mutation events.
The weights are evolved through mutation events. Like in any evolutionary algorithm, there is some probability that a weight is changed randomly (you can either generate a brand new number or you can e.g. add a normally distributed random number to the original weight).
Implementing NEAT might seem an easy task but there is a lot of small details that make it fairly complicated in the end. You might want to look at existing implementations and use one of them or at least be inspired by them. Everything important can be found at the NEAT Users Page.

extrapolation with recurrent neural network

I Wrote a simple recurrent neural network (7 neurons, each one is initially connected to all the neurons) and trained it using a genetic algorithm to learn "complicated", non-linear functions like 1/(1+x^2). As the training set, I used 20 values within the range [-5,5] (I tried to use more than 20 but the results were not changed dramatically).
The network can learn this range pretty well, and when given examples of other points within this range, it can predict the value of the function. However, it can not extrapolate correctly and predicting the values of the function outside the range [-5,5]. What are the reasons for that and what can I do to improve its extrapolation abilities?
Thanks!
Neural networks are not extrapolation methods (no matter - recurrent or not), this is completely out of their capabilities. They are used to fit a function on the provided data, they are completely free to build model outside the subspace populated with training points. So in non very strict sense one should think about them as an interpolation method.
To make things clear, neural network should be capable of generalizing the function inside subspace spanned by the training samples, but not outside of it
Neural network is trained only in the sense of consistency with training samples, while extrapolation is something completely different. Simple example from "H.Lohninger: Teach/Me Data Analysis, Springer-Verlag, Berlin-New York-Tokyo, 1999. ISBN 3-540-14743-8" shows how NN behave in this context
All of these networks are consistent with training data, but can do anything outside of this subspace.
You should rather reconsider your problem's formulation, and if it can be expressed as a regression or classification problem then you can use NN, otherwise you should think about some completely different approach.
The only thing, which can be done to somehow "correct" what is happening outside the training set is to:
add artificial training points in the desired subspace (but this simply grows the training set, and again - outside of this new set, network's behavious is "random")
add strong regularization, which will force network to create very simple model, but model's complexity will not guarantee any extrapolation strength, as two model's of exactly the same complexity can have for example completely different limits in -/+ infinity.
Combining above two steps can help building model which to some extent "extrapolates", but this, as stated before, is not a purpose of a neural network.
As far as I know this is only possible with networks which do have the echo property. See Echo State Networks on scholarpedia.org.
These networks are designed for arbitrary signal learning and are capable to remember their behavior.
You can also take a look at this tutorial.
The nature of your post(s) suggests that what you're referring to as "extrapolation" would be more accurately defined as "sequence recognition and reproduction." Training networks to recognize a data sequence with or without time-series (dt) is pretty much the purpose of Recurrent Neural Network (RNN).
The training function shown in your post has output limits governed by 0 and 1 (or -1, since x is effectively abs(x) in the context of that function). So, first things first, be certain your input layer can easily distinguish between negative and positive inputs (if it must).
Next, the number of neurons is not nearly as important as how they're layered and interconnected. How many of the 7 were used for the sequence inputs? What type of network was used and how was it configured? Network feedback will reveal the ratios, proportions, relationships, etc. and aid in the adjustment of network weight adjustments to match the sequence. Feedback can also take the form of a forward-feed depending on the type of network used to create the RNN.
Producing an 'observable' network for the exponential-decay function: 1/(1+x^2), should be a decent exercise to cut your teeth on RNNs. 'Observable', meaning the network is capable of producing results for any input value(s) even though its training data is (far) smaller than all possible inputs. I can only assume that this was your actual objective as opposed to "extrapolation."

progressive random forest?

I am considering using random forest for a classification problem. The data comes in sequences. I plan to use first N(500) to train the classifier. Then, use the classifier to classify the data after that. It will make mistakes and the mistakes sometimes can be recorded.
My question is: can I use those mis-classified data to retrain the original classifier and how? If I simply add the mis-classified ones to original training set with size N, then the importance of the mis-classified ones will be exaggerated as the corrected classified ones are ignored. Do I have to retrain the classifier using all data? What other classifiers can do this kind of learning?
What you describe is a basic version of the Boosting meta-algorithm.
It's better if your underlying learner have a natural way to handle samples weights. I have not tried boosting random forests (generally boosting is used on individual shallow decision trees with a depth limit between 1 and 3) but that might work but will likely be very CPU intensive.
Alternatively you can train several independent boosted decision stumps in parallel with different PRNG seed values and then aggregate the final decision function as you would do with a random forests (e.g. voting or averaging class probability assignments).
If you are using Python, you should have a look at the scikit-learn documentation on the topic.
Disclaimer: I am a scikit-learn contributor.
Here is my understanding of your problem.
You have a dataset and create two subdata set with it say, training dataset and evaluation dataset. How can you use the evaluation dataset to improve classification performance ?
The point of this probleme is'nt to find a better classifier but to find a good way for the evaluation, then have a good classifier in the production environnement.
Evaluation purpose
As the evaluation dataset has been tag for evaluation there is now way yo do this. You must use another way for training and evaluation.
A common way to do is cross-validation;
Randomize your samples in your dataset. Create ten partitions from your initial dataset. Then do ten iteration of the following :
Take all partitions but the n-th for training and do the evaluation with the n-th.
After this take the median of the errors of the ten run.
This will give you the errors rate of yours classifiers.
The least run give you the worst case.
Production purpose
(no more evaluation)
You don't care anymore of evaluation. So take all yours samples of all your dataset and give it for training to your classifier (re-run a complet simple training). The result can be use in production environnement, but can't be evaluate any more with any of yours data. The result is as best as the worst case in previous partitions set.
Flow sample processing
(production or learning)
When you are in a flow where new samples are produce over time. You will face case where some sample correct errors case. This is the wanted behavior because we want the system to
improve itself. If you just correct in place the leaf in errors, after some times your
classifier will have nothing in common with the original random forest. You will be doing
a form of greedy learning, like meta taboo search. Clearly we don't wanna this.
If we try to reprocess all the dataset + the new sample every time a new sample is available we will experiment terrible low latency. The solution is like human, sometime
a background process run (when service is on low usage), and all data get a complet
re-learning; and at the end swap old and new classifier.
Sometime the sleep time is too short for a complet re-learning. So you have to use node computing clusturing like that. It cost lot of developpement because you probably need to re-write the algorithms; but at that time you already have the bigest computer you could have found.
note : Swap process is very important to master. You should already have it in your production plan. What do you do if you want to change algorithms? backup? benchmark? power-cut? etc...
I would simply add the new data and retrain the classifier periodically if it weren't too expensive.
A simple way to keep things in balance is to add weights.
If you weigh all positive samples by 1/n_positive and all negative samples by 1/n_negative ( including all the new negative samples you're getting ), then you don't have to worry about the classifier getting out of balance.

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