BP神经网络

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理论推导

神经网络通常第一层称为输入层,最后一层 (L) 被称为输出层,其他层 (l) 称为隐含层 ((1<l<L))

设输入向量为:

(x = (x_1,x_2,...,x_i,...,x_m),quad i = 1,2,...,m)

输出向量为:

(y = (y_1, y_2,...,y_k,...,y_n),quad k = 1,2,...,n)

(l)隐含层的输出为:

(h^{(l)} = (h^{(l)}_1,h^{(l)}_2,...,h^{(l)}_i,...,h^{(l)}_{s_l}), quad i = 1,2,...,s_l)

其中:$ s_l $ 为第 (l) 层神经元的个数。

设$ W_{ij}^{(l)} $为第 (l) 层的神经元 (i) 与第 (l-1) 层神经元 (j) 的连接权值;$ b_i^{(l)} $为第 (l) 层神经元 (i) 的偏置,有:

(h_i^{(l)} = f(net_i^{(l)}))

(net_i^{(l)} = sum_{j=1}^{s_l - 1} W_{ij}^{(l)}h_j^{(l-1)} + b_i^{(l)})

其中,$ net_i^{(l)} $是第 (l) 层的第 (i) 个神经元的输入,(f(x)) 为神经元的激活函数:

(f(x) = frac{1}{1+e^{-x}} quad f'(x) = f(x)(1-f(x)))

算法推导-法一

(m) 个训练样本:({(x(1),y(1)), (x(2),y(2)), (x(3), y(3)), ... ,(x(m), y(m))}) 期望

输出:(d(i))

误差函数:
[ E=frac{1}{m}sum_{i=1}^{m}E(i) ]
$ E(i) $是一个样本的训练误差:
[ E(i) = frac{1}{2}sum^n_{k=1}(d_k(i) - y_k(i))^2y_k(i) = h^{(L)}_k(i) ]
代入有:
[ E(i) = frac{1}{2m}sum_{i=1}^{m}sum^n_{k=1}(d_k(i) - y_k(i))^2 ]
权值更新:
[ W_{ij}^{(l)} = W_{ij}^{(l)} - alpha frac{partial E}{partial W_{ij}^{(l)}} ]
偏置更新:
[ b_{i}^{(l)} = b_{i}^{(l)} - alpha frac{partial E}{partial b_{i}^{(l)}} ]
其中:$ alpha $ 是学习率。

对于单个样本,输出层的权值偏导为:
[ frac{partial E(i)}{partial W_{kj}^{(L)} } = frac{partial}{partial W_{kj}^{(L)}}(frac{1}{2}sum^n_{k=1}(d_k(i) - y_k(i))^2)= frac{partial}{partial W_{kj}^{(L)}}(frac{1}{2}(d_k(i) - y_k(i))^2)= -(d_k(i) - y_k(i))frac{partial y_k(i)}{partial W_{kj}^{(L)}}= -(d_k(i) - y_k(i))frac{partial y_k(i)}{partial net_k^{(L)}}frac{partial net_k^{(L)}}{partial W_{kj}^{(L)}}= -(d_k(i) - y_k(i))f'(x)|_{x=net_k^{(L)}}frac{partial net_k^{(L)}}{partial W_{kj}^{(L)}}= -(d_k(i) - y_k(i))f'(x)|_{x=net_k^{(L)}}h_j^{(L-1)}\]
则:
[ frac{partial E(i)}{partial W_{kj}^{(L)} } =-(d_k(i) - y_k(i))f'(x)|_{x=net_k^{(L)}}h_j^{(L-1)} ]
同理有:
[ frac{partial E(i)}{partial b_k^{(L)} } =-(d_k(i) - y_k(i))f'(x)|_{x=net_k^{(L)}} ]
令:
[ delta_k^{(L)} = frac{partial E(i)}{partial b_k^{(L)} } ]
则有:
[ frac{partial E(i)}{partial W_{kj}^{(L)} } = delta_k^{(L)}h_j^{(L-1)} ]
对于隐含层 (L-1)
[ frac{partial E(i)}{partial W_{ji}^{(L-1)}} = frac{partial}{partial W_{ji}^{(L-1)}}(frac{1}{2}sum_{k=1}^{n} (d_k(i) - y_k(i) )^2 )= frac{partial}{partial W_{ji}^{(L-1)}}(frac{1}{2}sum_{k=1}^{n} (d_k(i) - f(sum_{j=1}^{s_{L-1} } W_{kj}^{(L)} h_j^{(L-1)} + b_k^{(L)} ))^2 )= frac{partial}{partial W_{ji}^{(L-1)}}(frac{1}{2}sum_{k=1}^{n} (d_k(i) - f(sum_{j=1}^{s_{L-1} } W_{kj}^{(L)} f(sum_{i=1}^{s_{L-2} } W_{ji}^{(L-1)} h_i^{(L-2)} + b_j^{(L-1)}) + b_k^{(L)} ))^2 )= -sum^n_{k=1}(d_k(i)-y_k(i))f(x)'|_{x=net_k^{(L)}}frac{partial net_k^{(L)}}{partial W_{ji}^{(L-1)} }\]
其中:
[ net_k^{(L)} = sum_{j=1}^{s_{L-1}} W_{kj}^{(L)}h_j^{(L-1)} + b_k^{(L)}= sum_{j=1}^{s_{L-1}} W_{kj}^{(L)} f(net_j^{(L-1)}) + b_k^{(L)}= sum_{j=1}^{s_{L-1}} W_{kj}^{(L)} f(sum^{s_{L-2}}_{i=1} W_{ji}^{(L-1)} h_i^{(L-2)} + b_j^{(L-1)} )+ b_k^{(L)}\]
代入有:
[ frac{partial E(i)}{partial W_{ji}^{(L-1)}} = -sum^n_{k=1}(d_k(i)-y_k(i))f(x)'|_{x=net_k^{(L)}}frac{partial net_k^{(L)}}{partial W_{ji}^{(L-1)} }= -sum^n_{k=1}(d_k(i)-y_k(i))f(x)'|_{x=net_k^{(L)}} frac{partial net_k^{(L)} }{partial f(net_j^{(L-1)})} frac{partial f(net_j^{(L-1)})}{partial net_j^{(L-1)}} frac{partial net_j^{(L-1)}}{partial W_{ji}^{L-1} }= -sum^n_{k=1}(d_k(i)-y_k(i))f(x)'|_{x=net_k^{(L)}} W_{kj}^{(L)} f'(x)|_{x=net_j^{(L-1)}} h_i^{(L-2)} \]
同理可得:
[ frac{partial E(i)}{partial b_j^{(L-1)}} = -sum^n_{k=1}(d_k(i)-y_k(i))f(x)'|_{x=net_k^{(L)}} W_{kj}^{(L)} f'(x)|_{x=net_j^{(L-1)}} \]
令:
[ delta_j^{(L-1)} = frac{partial E(i)}{partial b_j^{(L-1)}} ]
有:
[ delta_j^{(L-1)} = -sum^n_{k=1}(d_k(i)-y_k(i))f(x)'|_{x=net_k^{(L)}} W_{kj}^{(L)} f'(x)|_{x=net_j^{(L-1)}} = sum^n_{k=1}delta_k^{(L)} W_{kj}^{(L)} f'(x)|_{x=net_j^{(L-1)}}\]

[ frac{partial E(i)}{partial W_{ji}^{(L-1)}} = delta_j^{(L-1)}h_i^{(L-2)} ]

由此可得,第 (l(1<l<L)) 层的权值和偏置的偏导为:
[ frac{partial E(i)}{partial W_{ji}^{(l)}} = delta_j^{(l)}h_i^{(l-1)}\frac{partial E(i)}{partial b_j^{(l)}} = delta_j^{(l)} \delta_j^{(l)} = sum_{k=1}^{s_{l+1}} delta_k^{(l+1)} W_{kj}^{(l+1)}f'(x)|_{x=net_j^{(l)}}\]

算法推导-法二

[ frac{partial E(i)}{partial W_{kj}^{(L)} } = frac{partial E(i)}{partial h_k^{(L)}} frac{partial h_k^{(L)}}{partial net_k^{(L)}} frac{partial net_k^{(L)}}{partial W_{kj}^{(L)}}= -(d_k(i) - y_k(i))f'(x)|_{x=net_k^{(L)}}h_j^{(L-1)}\]

则:
[ frac{partial E(i)}{partial W_{kj}^{(L)} } =-(d_k(i) - y_k(i))f'(x)|_{x=net_k^{(L)}}h_j^{(L-1)} ]
对偏置向量求偏导:
[ frac{partial E(i)}{partial b_k^{(L)} } = frac{partial E(i)}{partial h_k^{(L)}} frac{partial h_k^{(L)}}{partial net_k^{(L)}} frac{partial net_k^{(L)}}{partial b_k^{(L)}}= -(d_k(i) - y_k(i))f'(x)|_{x=net_k^{(L)}}\]
则:
[ frac{partial E(i)}{partial b_k^{(L)} } =-(d_k(i) - y_k(i))f'(x)|_{x=net_k^{(L)}} ]
令:
[ delta_k^{(L)} = frac{partial E(i)}{partial b_k^{(L)} } ]
则有:
[ frac{partial E(i)}{partial W_{kj}^{(L)} } = delta_k^{(L)}h_j^{(L-1)} ]

隐含层:

对权值矩阵求偏导:
[ frac{partial E(i)}{partial W_{ji}^{(L-1)} } = frac{partial E(i)}{partial h_k^{(L)}} frac{partial h_k^{(L)}}{partial net_k^{(L)}} frac{partial net_k^{(L)}}{partial h_j^{(L-1)}} frac{partial h_j^{(L-1)}}{partial net_j^{(L-1)}} frac{partial net_j^{(L-1)}}{partial W_{ji}^{(L-1)}}= -sum^n_{k=1}(d_k(i)-y_k(i))f(x)'|_{x=net_k^{(L)}} W_{kj}^{(L)} f'(x)|_{x=net_j^{(L-1)}} h_i^{(L-2)} \]
对偏置向量求偏导:
[ frac{partial E(i)}{partial b_j^{(L-1)} } = frac{partial E(i)}{partial h_k^{(L)}} frac{partial h_k^{(L)}}{partial net_k^{(L)}} frac{partial net_k^{(L)}}{partial h_j^{(L-1)}} frac{partial h_j^{(L-1)}}{partial net_j^{(L-1)}} frac{partial net_j^{(L-1)}}{partial b_j^{(L-1)}}= -sum^n_{k=1}(d_k(i)-y_k(i))f(x)'|_{x=net_k^{(L)}} W_{kj}^{(L)} f'(x)|_{x=net_j^{(L-1)}} \]

推导心得

  • 反向传播形象上是从后向前传播,利用后边的信息更新前面的参数。
  • 从数学上讲是链式法则,就像链表一样,推导时根据变量的关系,相距较远的参数需要通过中间参数来传递关系。
  • 通过将中间关系明确出来,有利于进行数学推导和代码的实现。
  • 对带有求和符号求偏导时,关注变量的角标变化,如 $frac{partial net_j^{(L)}}{partial W_{ji}^{L} } $ 中的 $ W_{ji}^{L} $ 的 $ ji $ 是变化的,则求导时就不能对其进行赋值,否则求导就是错误的。

算法实现

BP神经网络的每层结构:

import java.util.Random;
public class Layer {
    int inputNodeNum;// 输入维度
    int outputNodeNum;// 输出维度
    double[] output;// 输出向量
    double[][] weights;// 权值矩阵
    double[] bias;// 偏置
    double[] biasError;// 偏置误差
    Layer(int inputNum, int outputNum, double rate){
        this.inputNodeNum = inputNum;
        this.outputNodeNum = outputNum;
        this.rate = rate;
        // 初始化向量和矩阵
        output = new double[outputNodeNum];
        weights = new double[outputNodeNum][inputNodeNum];
        bias = new double[outputNodeNum];
        biasError = new double[outputNodeNum];
        Random r = new Random(2);//固定高斯分布
        // 权值和偏置初始化
        for (int i = 0; i < outputNodeNum; i++) {
            for (int j = 0; j < inputNodeNum; j++) {
                weights[i][j] = Math.sqrt(0.09) * r.nextGaussian() - 0.25;
        }
        bias[i] =  0.0d;
        output[i] = 0d;
        biasError[i] = 0.0d;
        }
    }
}

正向传播:

// 激活函数
public double actFun(double x){
    return 1/(Math.exp(-x)+1);
}
// 隐含层输出
public void hideLayerOutput(Layer h, double[] preLayerOutput){
    for (int i = 0; i < h.outputNodeNum; i++) {
        double tmp = 0.0d;
        for (int j = 0; j < h.inputNodeNum; j++) {
            tmp = tmp + h.weights[i][j] * preLayerOutput[j];
        }
        tmp -= h.bias[i];
        h.output[i] = actFun(tmp);//隐含层输出
    }
}

反向传播:

// 输出层偏置误差
public void outputLayerBiasError(Layer y, double[] target){
    if(y.outputNodeNum != target.length){
        System.out.println("输出层偏置误差计算维度错误!");
        return;
    }
    for (int i = 0; i < y.outputNodeNum; i++) {
        y.biasError[i] = (target[i]-y.output[i])*y.output[i]*(1-y.output[i]);
    }
}
// 隐含层偏置误差
public void hideLayerBiasError(Layer h, Layer y){
    for (int i = 0; i < h.outputNodeNum; i++) {
        double tmp = 0.0d;
        for (int j = 0; j < y.outputNodeNum; j++) {
            tmp = tmp + y.weights[j][i] * y.biasError[j];
        }
        h.biasError[i] = tmp * h.output[i]*(1-h.output[i]);
    }
}
// 更新输出层的权值和偏置
public void updateOutputWeightBias(Layer h, Layer y){
    for (int i = 0; i < y.outputNodeNum; i++) {
        for (int j = 0; j < y.inputNodeNum; j++) {
            y.weights[i][j] = y.weights[i][j] + y.rate * y.biasError[i] * h.output[j];
        }
        y.bias[i] += (y.rate * y.biasError[i]);
    }
}
// 更新隐含层的权值和偏置
public void updateHideWeightBias(Layer h, double[] inputValue){
    if(inputValue.length != h.inputNodeNum){
        System.out.println("输入数据与隐含层的输入维度不一致,错误!");
        return;
    }
    for (int i = 0; i < h.outputNodeNum; i++) {
        for (int j = 0; j < h.inputNodeNum; j++) {
            h.weights[i][j] = h.weights[i][j] + h.rate * h.biasError[i] * inputValue[i];
        }
    h.bias[i] = h.bias[i] + h.rate * h.biasError[i];
    }
}

读数据:

// 读数据,将文件数据读入到二维数组中
public void readData(double[][]trainData, double[][] labelData, String pathData, String pathLabel){
    File data = new File(pathData);
    File label = new File(pathLabel);
    BufferedReader da = null;
    BufferedReader la = null;
    try {
        da = new BufferedReader(new FileReader(data));
        la = new BufferedReader(new FileReader(label));
    }
    catch (FileNotFoundException e) {
        e.printStackTrace();
    }
    String line = "";
    String labelValue = "";
    int count = 0;
    try {
        while ((line = da.readLine()) != null && (labelValue=la.readLine())!= null) {
        // 读取数据并赋值给labelValue
            String[] str = line.split("[\,]+");
            for (int i = 0; i < 784; i++) {
                trainData[count][i] = Double.parseDouble(str[i])/255;//归一化
            //System.out.println(inputValue[count][i]*255); //读数据没问题
        }
        int inx = Integer.parseInt(labelValue);// 标签值赋值
        for (int i = 0; i < 10; i++) {
            if(inx != i){
                labelData[count][i] = 0;
            }
            else {
                labelData[count][i] = 1;
            }
        }// 读数据没问题
        ++count;
        }
    }
    catch (IOException e) {
        e.printStackTrace();
    }
}

单个样本误差计算:

// 计算样本误差值
public double sampleError(double[]target, double[] output){
    double tmp = 0.0d;
    for (int i = 0; i < target.length; i++) {
        tmp = tmp + (target[i]-output[i])*(target[i]-output[i]);
    }
        return tmp / 2.0;
}

将数据导入网络训练:

// 将数据导入网络并进行训练
public void dataToNet(double[]inputValue, Layer h,Layer y,
    double[][]trainData, double[][] labelData,
    double[] target){
    Random rad = new Random();
    for (int m = 0; m < 3; m++) {
        for(int i=30001,count=0; count++<28000;
            i=rad.nextInt(30000)%(30000+1)+ 30000){// 随机读取20000条数据训练
            for (int j=0, r=0; j < trainData[i].length; j++) {
                inputValue[j] = trainData[i][j];// 输入向量赋值
            }
            for (int k = 0; k < labelData[i].length; k++) {
                target[k] = labelData[i][k];// 标签赋值
            }
            // 训练,此处发现每增加一次,准确就增加一点
            for (int j = 0; j < 3; j++) {//每个样本训练100次
                train(h,y,inputValue,target);
            double er = sampleError(target, y.output);//输出样本误差大小
            System.out.println(er);
            }
        }
    }
}

检查是否预测正确:

// 预测单个样本的正确与否
public int predictSingleSample(Layer s, double[] target){
    double rightRate = 0;// 正确率
    double max = -1.0d,index = -1;
    for (int i = 0; i < s.output.length; i++) {
        if(s.output[i] > max) {// 找到softmax输出的最大概率,视为预测值
            max = s.output[i];
            index = i;
        }
    }
    for (int i = 0; i < target.length; i++) {
        // 预测值和实际值比对
        if(target[i] > 0) {
            if (i == index)
            return 1;// 预测正确
        }
    }
    return 0;// 预测错误
}

读取10000个数据进行预测:

//导入测试集数据并预测所有样本的正确率,测试集大小10000
publicvoidpredict(double[][]predictData,double[][]predictLabel,
    Layerh,Layery,double[]inputValue,double[]target){
    doublerightRate=0.0d;
    Randomrad=newRandom();
    intcount=0;
    for(inti=0;count++<10000;
        i=rad.nextInt(30000)%(30000+1)){
        for(intj=0;j<target.length;j++){
            target[j]=predictLabel[i][j];//目标值
        }
        for(intk=0;k<predictData[i].length;k++){
            inputValue[k]=predictData[i][k];//输入值
        }
        //正向传播
        hideLayerOutput(h,inputValue);
        outputLayerOutput(y,h.output);
        //预测
        rightRate=rightRate+predictSingleSample(y,target);
    }
    rightRate=rightRate/count;
    System.out.println("正确率:"+rightRate*100+"%");
}

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