Author: Alex Boulangé

curious self-educated

automl package: part 2/2 first steps how to

first steps: how to

For those who will laugh at seeing deep learning with one hidden layer and the Iris data set of 150 records, I will say: you’re perfectly right 🙂
The goal at this stage is simply to take the first steps

fit a regression model manually (hard way)

Subject: predict Sepal.Length given other Iris parameters
1st with gradient descent and default hyper-parameters value for learning rate (0.001) and mini batch size (32)
input

data(iris)
xmat <- cbind(iris[,2:4], as.numeric(iris$Species))
ymat <- iris[,1]
amlmodel <- automl_train_manual(Xref = xmat, Yref = ymat)
output
(cost: mse)
cost epoch10: 20.9340400047156 (cv cost: 25.205632342013) (LR:  0.001 )
cost epoch20: 20.6280923387762 (cv cost: 23.8214521197268) (LR:  0.001 )
cost epoch30: 20.3222407903838 (cv cost: 22.1899741289456) (LR:  0.001 )
cost epoch40: 20.0217966054298 (cv cost: 21.3908446693146) (LR:  0.001 )
cost epoch50: 19.7584058034009 (cv cost: 20.7170232035934) (LR:  0.001 )
   dim X: ...
input
res <- cbind(ymat, automl_predict(model = amlmodel, X = xmat))
colnames(res) <- c('actual', 'predict')
head(res)
output
     actual   predict
[1,]    5.1 -2.063614
[2,]    4.9 -2.487673
[3,]    4.7 -2.471912
[4,]    4.6 -2.281035
[5,]    5.0 -1.956937
[6,]    5.4 -1.729314
:-[] no pain, no gain ...

After some manual fine tuning on learning rate, mini batch size and iterations number (epochs):
input
data(iris)
xmat <- cbind(iris[,2:4], as.numeric(iris$Species))
ymat <- iris[,1]
amlmodel = automl_train_manual(
               Xref = xmat, Yref = ymat,
               hpar = list(
                   learningrate = 0.01,
                   minibatchsize = 2^2,
                   numiterations = 30
                   )
               )
output
(cost: mse)
cost epoch10: 5.55679482839698 (cv cost: 4.87492997304325) (LR:  0.01 )
cost epoch20: 1.64996951479802 (cv cost: 1.50339773126712) (LR:  0.01 )
cost epoch30: 0.647727077375946 (cv cost: 0.60142564484723) (LR:  0.01 )
   dim X: ...
input
res <- cbind(ymat, automl_predict(model = amlmodel, X = xmat))
colnames(res) <- c('actual', 'predict')
head(res)
output
     actual  predict
[1,]    5.1 4.478478
[2,]    4.9 4.215683
[3,]    4.7 4.275902
[4,]    4.6 4.313141
[5,]    5.0 4.531038
[6,]    5.4 4.742847
Better result, but with human efforts!

fit a regression model automatically (easy way, Mix 1)

Same subject: predict Sepal.Length given other Iris parameters
input
data(iris)
xmat <- as.matrix(cbind(iris[,2:4], as.numeric(iris$Species)))
ymat <- iris[,1]
start.time <- Sys.time()
amlmodel <- automl_train(
                Xref = xmat, Yref = ymat,
                autopar = list(
                    psopartpopsize = 15, 
                    numiterations = 5, 
                    nbcores = 4
                    )
                )
end.time <- Sys.time()
cat(paste('time ellapsed:', end.time - start.time, '\n'))
output
(cost: mse)
iteration 1 particle 1 weighted err: 22.05305 (train: 19.95908 cvalid: 14.72417 ) BEST MODEL KEPT
iteration 1 particle 2 weighted err: 31.69094 (train: 20.55559 cvalid: 27.51518 )
iteration 1 particle 3 weighted err: 22.08092 (train: 20.52354 cvalid: 16.63009 )
iteration 1 particle 4 weighted err: 20.02091 (train: 19.18378 cvalid: 17.09095 ) BEST MODEL KEPT
iteration 1 particle 5 weighted err: 28.36339 (train: 20.6763 cvalid: 25.48073 )
iteration 1 particle 6 weighted err: 28.92088 (train: 20.92546 cvalid: 25.9226 )
iteration 1 particle 7 weighted err: 21.67837 (train: 20.73866 cvalid: 18.38941 )
iteration 1 particle 8 weighted err: 29.80416 (train: 16.09191 cvalid: 24.66206 )
iteration 1 particle 9 weighted err: 22.93199 (train: 20.5561 cvalid: 14.61638 )
iteration 1 particle 10 weighted err: 21.18474 (train: 19.64622 cvalid: 15.79992 )
iteration 1 particle 11 weighted err: 23.32084 (train: 20.78257 cvalid: 14.43688 )
iteration 1 particle 12 weighted err: 22.27164 (train: 20.81055 cvalid: 17.15783 )
iteration 1 particle 13 weighted err: 2.23479 (train: 1.95683 cvalid: 1.26193 ) BEST MODEL KEPT
iteration 1 particle 14 weighted err: 23.1183 (train: 20.79754 cvalid: 14.99564 )
iteration 1 particle 15 weighted err: 20.71678 (train: 19.40506 cvalid: 16.12575 )
...
iteration 4 particle 3 weighted err: 0.3469 (train: 0.32236 cvalid: 0.26104 )
iteration 4 particle 4 weighted err: 0.2448 (train: 0.07047 cvalid: 0.17943 )
iteration 4 particle 5 weighted err: 0.09674 (train: 5e-05 cvalid: 0.06048 ) BEST MODEL KEPT
iteration 4 particle 6 weighted err: 0.71267 (train: 6e-05 cvalid: 0.44544 )
iteration 4 particle 7 weighted err: 0.65614 (train: 0.63381 cvalid: 0.57796 )
iteration 4 particle 8 weighted err: 0.46477 (train: 0.356 cvalid: 0.08408 )
...
time ellapsed: 2.65109273195267
input
res <- cbind(ymat, automl_predict(model = amlmodel, X = xmat))
colnames(res) <- c('actual', 'predict')
head(res)
output
     actual  predict
[1,]    5.1 5.193862
[2,]    4.9 4.836507
[3,]    4.7 4.899531
[4,]    4.6 4.987896
[5,]    5.0 5.265334
[6,]    5.4 5.683173
It's even better, with no human efforts but machine time
Users on Windows won't benefit from parallelization, the function uses parallel package included with R base...

fit a regression model experimentally (experimental way, Mix 2)

Same subject: predict Sepal.Length given other Iris parameters
input
data(iris)
xmat <- as.matrix(cbind(iris[,2:4], as.numeric(iris$Species)))
ymat <- iris[,1]
amlmodel <- automl_train_manual(
                Xref = xmat, Yref = ymat,
                hpar = list(
                    modexec = 'trainwpso',
                    numiterations = 30,
                    psopartpopsize = 50
                    )
                )
output
(cost: mse)
cost epoch10: 0.113576786377019 (cv cost: 0.0967069106128153) (LR:  0 )
cost epoch20: 0.0595472259640828 (cv cost: 0.0831404427407914) (LR:  0 )
cost epoch30: 0.0494578776185938 (cv cost: 0.0538888075333611) (LR:  0 )
   dim X: ...
input
res <- cbind(ymat, automl_predict(model = amlmodel, X = xmat))
colnames(res) <- c('actual', 'predict')
head(res)
output
     actual  predict
[1,]    5.1 5.028114
[2,]    4.9 4.673366
[3,]    4.7 4.738188
[4,]    4.6 4.821392
[5,]    5.0 5.099064
[6,]    5.4 5.277315
Pretty good too, even better!
But time consuming on larger datasets: where gradient descent should be preferred in this case

fit a regression model with custom cost (experimental way, Mix 2)

Same subject: predict Sepal.Length given other Iris parameters
Let's try with Mean Absolute Percentage Error instead of Mean Square Error
input
data(iris)
xmat <- as.matrix(cbind(iris[,2:4], as.numeric(iris$Species)))
ymat <- iris[,1]
f <- 'J=abs((y-yhat)/y)'
f <- c(f, 'J=sum(J[!is.infinite(J)],na.rm=TRUE)')
f <- c(f, 'J=(J/length(y))')
f <- paste(f, collapse = ';')
amlmodel <- automl_train_manual(
                Xref = xmat, Yref = ymat,
                hpar = list(
                    modexec = 'trainwpso',
                    numiterations = 30,
                    psopartpopsize = 50,
                    costcustformul = f
                    )
                )
output
(cost: custom)
cost epoch10: 0.901580275333795 (cv cost: 1.15936129555304) (LR:  0 )
cost epoch20: 0.890142834441629 (cv cost: 1.24167078564786) (LR:  0 )
cost epoch30: 0.886088388448652 (cv cost: 1.22756121243449) (LR:  0 )
   dim X: ...
input
res <- cbind(ymat, automl_predict(model = amlmodel, X = xmat))
colnames(res) <- c('actual', 'predict')
head(res)
output
     actual  predict
[1,]    5.1 4.693915
[2,]    4.9 4.470968
[3,]    4.7 4.482036
[4,]    4.6 4.593667
[5,]    5.0 4.738504
[6,]    5.4 4.914144

fit a classification model with softmax (Mix 2)

Subject: predict Species given other Iris parameters
Softmax is available with PSO, no derivative needed 😉
input
data(iris)
xmat = iris[,1:4]
lab2pred <- levels(iris$Species)
lghlab <- length(lab2pred)
iris$Species <- as.numeric(iris$Species)
ymat <- matrix(seq(from = 1, to = lghlab, by = 1), nrow(xmat), lghlab, byrow = TRUE)
ymat <- (ymat == as.numeric(iris$Species)) + 0
amlmodel <- automl_train_manual(
                Xref = xmat, Yref = ymat,
                hpar = list(
                    modexec = 'trainwpso',
                    layersshape = c(10, 0),
                    layersacttype = c('relu', 'softmax'),
                    layersdropoprob = c(0, 0),
                    numiterations = 50,
                    psopartpopsize = 50
                    )
                )
output
(cost: crossentropy)
cost epoch10: 0.373706545886467 (cv cost: 0.36117608867856) (LR:  0 )
cost epoch20: 0.267034060152876 (cv cost: 0.163635821437066) (LR:  0 )
cost epoch30: 0.212054571476337 (cv cost: 0.112664100290429) (LR:  0 )
cost epoch40: 0.154158717402463 (cv cost: 0.102895917099299) (LR:  0 )
cost epoch50: 0.141037927317585 (cv cost: 0.0864623836595045) (LR:  0 )
   dim X: ...
input
res <- cbind(ymat, automl_predict(model = amlmodel, X = xmat))
colnames(res) <- c(paste('act',lab2pred, sep = '_'),
 paste('pred',lab2pred, sep = '_'))
head(res)
tail(res)
output
  act_setosa act_versicolor act_virginica pred_setosa pred_versicolor pred_virginica
1          1              0             0   0.9863481     0.003268881    0.010383018
2          1              0             0   0.9897295     0.003387193    0.006883349
3          1              0             0   0.9856347     0.002025946    0.012339349
4          1              0             0   0.9819881     0.004638452    0.013373451
5          1              0             0   0.9827623     0.003115452    0.014122277
6          1              0             0   0.9329747     0.031624836    0.035400439

    act_setosa act_versicolor act_virginica pred_setosa pred_versicolor pred_virginica
145          0              0             1  0.02549091    2.877957e-05      0.9744803
146          0              0             1  0.08146753    2.005664e-03      0.9165268
147          0              0             1  0.05465750    1.979652e-02      0.9255460
148          0              0             1  0.06040415    1.974869e-02      0.9198472
149          0              0             1  0.02318048    4.133826e-04      0.9764061
150          0              0             1  0.03696852    5.230936e-02      0.9107221

change the model parameters (shape ...)

Same subject: predict Species given other Iris parameters
1st example: with gradient descent and 2 hidden layers containing 10 nodes, with various activation functions for hidden layers
input
data(iris)
xmat = iris[,1:4]
lab2pred <- levels(iris$Species)
lghlab <- length(lab2pred)
iris$Species <- as.numeric(iris$Species)
ymat <- matrix(seq(from = 1, to = lghlab, by = 1), nrow(xmat), lghlab, byrow = TRUE)
ymat <- (ymat == as.numeric(iris$Species)) + 0
amlmodel <- automl_train_manual(
                Xref = xmat, Yref = ymat,
                hpar = list(
                    layersshape = c(10, 10, 0),
                    layersacttype = c('tanh', 'relu', ''),
                    layersdropoprob = c(0, 0, 0)
                    )
                )
nb: last activation type may be left to blank (it will be set automatically)

2nd example: with gradient descent and no hidden layer (logistic regression)
input
data(iris)
xmat = iris[,1:4]
lab2pred <- levels(iris$Species)
lghlab <- length(lab2pred)
iris$Species <- as.numeric(iris$Species)
ymat <- matrix(seq(from = 1, to = lghlab, by = 1), nrow(xmat), lghlab, byrow = TRUE)
ymat <- (ymat == as.numeric(iris$Species)) + 0
amlmodel <- automl_train_manual(
                Xref = xmat, Yref = ymat,
                hpar = list(
                    layersshape = c(0),
                    layersacttype = c('sigmoid'),
                    layersdropoprob = c(0)
                    )
                )

ToDo List

  • transfert learning from existing frameworks
  • add autotune to other parameters (layers, dropout, ...)
  • CNN
  • RNN

join the team !
https://github.com/aboulaboul/automl

automl package: part 1/2 why and how

Why & how automl package

    automl package provides:
  • Deep Learning last tricks (those who have taken Andrew NG’s MOOC on Coursera will be in familiar territory)
  • hyperparameters autotune with metaheuristic (PSO)
  • experimental stuff and more to come (you’re welcome as coauthor!)

Deep Learning existing frameworks, disadvantages


Deploying and maintaining most Deep Learning frameworks means: Python…
R language is so simple to install and maintain in production environments that it is obvious to use a pure R based package for deep learning !

Neural Network – Deep Learning, disadvantages


    Disadvantages:
  • 1st disadvantage: you have to test manually different combinations of parameters (number of layers, nodes, activation function, etc …) and then also tune manually hyper parameters for training (learning rate, momentum, mini batch size, etc …)
  • 2nd disadvantage: only for those who are not mathematicians, calculating derivative in case of new cost or activation function, may by an issue.

Metaheuristic – PSO, benefits


The Particle Swarm Optimization algorithm is a great and simple one.
In a few words, the first step consists in throwing randomly a set of particles in a space and the next steps consist in discovering the best solution while converging.


video tutorial from Yarpiz is a great ressource

Birth of automl package


automl package was born from the idea to use metaheuristic PSO to address the identified disadvantages above.
And last but not the least reason: use R and R only 🙂
    3 functions are available:
  • automl train manual: the manual mode to train a model
  • automl train: the automatic mode to train model
  • automl predict: the prediction function to apply a trained model on datas

Mix 1: hyperparameters tuning with PSO


Mix 1 consists in using PSO algorithm to optimize the hyperparameters: each particle corresponds to a set of hyperparameters.
The automl train function was made to do that.


nb: parameters (nodes number, activation functions, etc…) are not automatically tuned for the moment, but why not in the futur

Mix 2: PSO instead of gradient descent


Mix 2 is experimental, it consists in using PSO algorithm to optimize the weights of Neural Network in place of gradient descent: each particle corresponds to a set of neural network weights matrices.
The automl train manual function do that too.

Next post


We will see how to use it in the next post.

Feel free to comment or join the team being formed