% Version 1.000
%
% Code provided by Geoff Hinton and Ruslan Salakhutdinov
%
% Permission is granted for anyone to copy, use, modify, or distribute this
% program and accompanying programs and documents for any purpose, provided
% this copyright notice is retained and prominently displayed, along with
% a note saying that the original programs are available from our
% web page.
% The programs and documents are distributed without any warranty, express or
% implied. As the programs were written for research purposes only, they have
% not been tested to the degree that would be advisable in any important
% application. All use of these programs is entirely at the user's own risk.
% This program trains Restricted Boltzmann Machine in which
% visible, binary, stochastic pixels are connected to
% hidden, binary, stochastic feature detectors using symmetrically
% weighted connections. Learning is done with 1-step Contrastive Divergence.
% The program assumes that the following variables are set externally:
% maxepoch -- maximum number of epochs
% numhid
% batchdata -- the data that is divided into batches (numcases numdims numbatches)
% restart
-- set to 1 if learning starts from beginning
-- number of hidden units
% Learning rate for weights
% Learning rate for biases of visible units
% Learning rate for biases of hidden units
= 0.1;
= 0.1;
= 0.1;
epsilonw
epsilonvb
epsilonhb
weightcost = 0.0002;
initialmomentum = 0.5;
= 0.9;
finalmomentum
[numcases numdims numbatches]=size(batchdata);
if restart ==1,
restart=0;
epoch=1;
% Initializing symmetric weights and biases.
= 0.1*randn(numdims, numhid);
vishid
hidbiases = zeros(1,numhid);
visbiases = zeros(1,numdims);
poshidprobs = zeros(numcases,numhid);
neghidprobs = zeros(numcases,numhid);
posprods
= zeros(numdims,numhid);
= zeros(numdims,numhid);
negprods
vishidinc = zeros(numdims,numhid);
hidbiasinc = zeros(1,numhid);
visbiasinc = zeros(1,numdims);
batchposhidprobs=zeros(numcases,numhid,numbatches);
end
for epoch = epoch:maxepoch,
fprintf(1,'epoch %d\r',epoch);
errsum=0;
for batch = 1:numbatches,
fprintf(1,'epoch %d batch %d\r',epoch,batch);
%%%%%%%%% START POSITIVE
PHASE %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
data = batchdata(:,:,batch);
poshidprobs = 1./(1 + exp(-data*vishid - repmat(hidbiases,numcases,1)));
batchposhidprobs(:,:,batch)=poshidprobs;
posprods
poshidact
posvisact = sum(data);
= data' * poshidprobs;
= sum(poshidprobs);
%%%%%%%%% END OF POSITIVE
PHASE %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
poshidstates = poshidprobs > rand(numcases,numhid);
%%%%%%%%% START NEGATIVE
PHASE %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
negdata = 1./(1 + exp(-poshidstates*vishid' - repmat(visbiases,numcases,1)));
neghidprobs = 1./(1 + exp(-negdata*vishid - repmat(hidbiases,numcases,1)));
negprods = negdata'*neghidprobs;
neghidact = sum(neghidprobs);
negvisact = sum(negdata);
%%%%%%%%% END OF NEGATIVE
PHASE %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
err= sum(sum( (data-negdata).^2 ));
errsum = err + errsum;
if epoch>5,
momentum=finalmomentum;
else
momentum=initialmomentum;
end;
%%%%%%%%% UPDATE WEIGHTS AND
BIASES %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
vishidinc = momentum*vishidinc + ...
epsilonw*( (posprods-negprods)/numcases - weightcost*vishid);
visbiasinc = momentum*visbiasinc +
(epsilonvb/numcases)*(posvisact-negvisact);
hidbiasinc = momentum*hidbiasinc +
(epsilonhb/numcases)*(poshidact-neghidact);
vishid = vishid + vishidinc;
visbiases = visbiases + visbiasinc;
hidbiases = hidbiases + hidbiasinc;
%%%%%%%%%%%%%%%% END OF
UPDATES %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
end
fprintf(1, 'epoch %4i error %6.1f \n', epoch, errsum);
end;