DL之DNN：自定义MultiLayerNet(5*100+ReLU+SGD/Momentum/AdaGrad/Adam四种最优化)对MNIST数据集训练进而比较不同方法的性能

DL之DNN：自定义MultiLayerNet(5*100+ReLU+SGD/Momentum/AdaGrad/Adam四种最优化)对MNIST数据集训练进而比较不同方法的性能

输出结果

===========iteration:0===========
SGD:2.289282108880558
Momentum:2.2858501933777964
AdaGrad:2.135969407893337
Adam:2.2214629551644443
===========iteration:100===========
SGD:1.549948593098733
Momentum:0.2630614409487161
AdaGrad:0.1280980906681204
Adam:0.21268580798960957
===========iteration:200===========
SGD:0.7668413651485669
Momentum:0.19974263379725932
AdaGrad:0.0688320187945635
Adam:0.12737004371824456
===========iteration:300===========
SGD:0.46630711328743457
Momentum:0.17680542175883507
AdaGrad:0.0580940990397764
Adam:0.12930303058268838
===========iteration:400===========
SGD:0.34526365067568743
Momentum:0.08914404106297127
AdaGrad:0.038093353912494965
Adam:0.06415424083978832
===========iteration:500===========
SGD:0.3588584559967853
Momentum:0.1299949652623088
AdaGrad:0.040978421988412894
Adam:0.058780880102566074
===========iteration:600===========
SGD:0.38273120367667224
Momentum:0.14074766142608885
AdaGrad:0.08641723451090685
Adam:0.11339321858037713
===========iteration:700===========
SGD:0.381094901742027
Momentum:0.1566582072807326
AdaGrad:0.08844650332208387
Adam:0.10485802139218811
===========iteration:800===========
SGD:0.25722603754213674
Momentum:0.07897119725740888
AdaGrad:0.04960128385990466
Adam:0.0835996553542796
===========iteration:900===========
SGD:0.33273148769731326
Momentum:0.19612162874621766
AdaGrad:0.03441995281224886
Adam:0.12248261979926914
===========iteration:1000===========
SGD:0.26394416793465253
Momentum:0.10157776537129978
AdaGrad:0.04761303979039287
Adam:0.046994040537976525
===========iteration:1100===========
SGD:0.23894569840123672
Momentum:0.09093030644899333
AdaGrad:0.07018006635107976
Adam:0.07879622117292093
===========iteration:1200===========
SGD:0.24382935069334477
Momentum:0.08324889705863456
AdaGrad:0.04484659272127939
Adam:0.0719509559060747
===========iteration:1300===========
SGD:0.21307958354960485
Momentum:0.07030166296163001
AdaGrad:0.022552468995955182
Adam:0.049860815437560935
===========iteration:1400===========
SGD:0.3110486414209358
Momentum:0.13117004626934742
AdaGrad:0.07351569965620054
Adam:0.09723751626189574
===========iteration:1500===========
SGD:0.2087589466947655
Momentum:0.09088929766254576
AdaGrad:0.027825434320282873
Adam:0.06352715244823183
===========iteration:1600===========
SGD:0.12783635178644553
Momentum:0.053366262737818
AdaGrad:0.012093087503155344
Adam:0.021385013278486315
===========iteration:1700===========
SGD:0.21476134194349975
Momentum:0.08453161462373757
AdaGrad:0.054955557126319256
Adam:0.035257261368372185
===========iteration:1800===========
SGD:0.3415964018415049
Momentum:0.13866704706781385
AdaGrad:0.04585298765046911
Adam:0.06437669858445684
===========iteration:1900===========
SGD:0.13530674587479818
Momentum:0.03958142222010819
AdaGrad:0.019096102635470277
Adam:0.02185864115092371

设计思路

核心代码

#T1、SGD算法
class SGD:
'……'
    def update(self, params, grads):
        for key in params.keys():
            params[key] -= self.lr * grads[key] 

#T2、Momentum算法
import numpy as np
class Momentum:
'……' 

    def update(self, params, grads):
        if self.v is None:
            self.v = {}
            for key, val in params.items():
                self.v[key] = np.zeros_like(val)
        for key in params.keys():
            self.v[key] = self.momentum*self.v[key] - self.lr*grads[key]
            params[key] += self.v[key]

#T3、AdaGrad算法
'……'

    def update(self, params, grads):
        if self.h is None:
            self.h = {}
            for key, val in params.items():
                self.h[key] = np.zeros_like(val)
        for key in params.keys():
            self.h[key] += grads[key] * grads[key]
            params[key] -= self.lr * grads[key] / (np.sqrt(self.h[key]) + 1e-7)  

#T4、Adam算法
'……'

    def update(self, params, grads):
        if self.m is None:
            self.m, self.v = {}, {}
            for key, val in params.items():
                self.m[key] = np.zeros_like(val)
                self.v[key] = np.zeros_like(val)
        self.iter += 1
        lr_t  = self.lr * np.sqrt(1.0 - self.beta2**self.iter) / (1.0 - self.beta1**self.iter)        

        for key in params.keys():
            self.m[key] += (1 - self.beta1) * (grads[key] - self.m[key])
            self.v[key] += (1 - self.beta2) * (grads[key]**2 - self.v[key])

            params[key] -= lr_t * self.m[key] / (np.sqrt(self.v[key]) + 1e-7)

networks = {}
train_loss = {}
for key in optimizers.keys():
    networks[key] = MultiLayerNet( input_size=784,  hidden_size_list=[10, 10, 10, 10],  output_size=10)
    train_loss[key] = []    

for i in range(max_iterations):
    batch_mask = np.random.choice(train_size, batch_size)
    x_batch = x_train[batch_mask]
    t_batch = t_train[batch_mask]

    for key in optimizers.keys():
        grads = networks[key].gradient(x_batch, t_batch)
        optimizers[key].update(networks[key].params, grads)
        loss = networks[key].loss(x_batch, t_batch)
        train_loss[key].append(loss)

    if i % 100 == 0:
        print( "===========" + "iteration:" + str(i) + "===========")
        for key in optimizers.keys():
            loss = networks[key].loss(x_batch, t_batch)
            print(key + ":" + str(loss))

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DL之DNN：自定义五层DNN(5*100+ReLU+SGD/Momentum/AdaGrad/Adam四种最优化)对MNIST数据集训练进而比较不同方法的性能

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