how to use scipy.special.expi (Exponential integral) in tensorflow? - python

I have to code scipy.special.expi in tensorflow but I don't know how!!!!
please, someone, help
since there is no as such direct code in tensorflow so I'm stuck here
please help!!!

I don't really know much about this function, but based on the Fortran implementation in SciPy, the function EIX in scipy/special/specfun/specfun.f, I have put together a TensorFlow implementation following each step there. It is only for positive values, though, as the computation for negative values included a loop harder to vectorize.
import math
import tensorflow as tf
def expi(x):
x = tf.convert_to_tensor(x)
# When X is zero
m_0 = tf.equal(x, 0)
y_0 = -math.inf + tf.zeros_like(x)
# When X is negative
m_neg = x < 0
# This should be -e1xb(-x) according to ScyPy
# (negative exponential integral -1)
# Here it is just left as NaN
y_neg = math.nan + tf.zeros_like(x)
# When X is less or equal to 40 - Power series around x = 0
m_le40 = x <= 40
k = tf.range(1, 101, dtype=x.dtype)
r = tf.cumprod(tf.expand_dims(x, -1) * k / tf.square(k + 1), axis=-1)
ga = tf.constant(0.5772156649015328, dtype=x.dtype)
y_le40 = ga + tf.log(x) + x * (1 + tf.reduce_sum(r, axis=-1))
# Otherwise (X is greater than 40) - Asymptotic expansion (the series is not convergent)
k = tf.range(1, 21, dtype=x.dtype)
r = tf.cumprod(k / tf.expand_dims(x, -1), axis=-1)
y_gt40 = tf.exp(x) / x * (1 + tf.reduce_sum(r, axis=-1))
# Select values
return tf.where(
m_0, y_0, tf.where(
m_neg, y_neg, tf.where(
m_le40, y_le40, y_gt40)))
A small test
import tensorflow as tf
import scipy.special
import numpy as np
# Test
x = np.linspace(0, 100, 20)
y = scipy.special.expi(x)
with tf.Graph().as_default(), tf.Session() as sess:
y_tf = sess.run(expi(x))
print(np.allclose(y, y_tf))
# True
Note however this will take more memory than SciPy, because it is unrolling the approximation loops in memory instead of computing one step at a time.

Related

Vector Normalization in Python

I'm trying to port this MatLab function in Python:
fs = 128;
x = (0:1:999)/fs;
y_orig = sin(2*pi*15*x);
y_noised = y_orig + 0.5*randn(1,length(x));
[yseg] = mapstd(y_noised);
I wrote this code (which works, so there are not problems with missing variables or else):
Norm_Y = 0
Y_Normalized = []
for i in range(0, len(YSeg), 1):
Norm_Y = Norm_Y + (pow(YSeg[i],2))
Norm_Y = sqrt(Norm_Y)
for i in range(0, len(YSeg), 1):
Y_Normalized.append(YSeg[i] / Norm_Y)
print("%3d %f" %(i, Y_Normalized[i]))
YSeg is Y_Noised (I wrote it in another section of the code).
Now I don't expect the values to be same between MatLab code and mine, cause YSeg or Y_Noised are generated by RAND values, so it's ok they are different, but they are TOO MUCH different.
These are the first 10 values in Matlab:
0.145728655284548
1.41918657039301
1.72322238170491
0.684826842884694
0.125379108969931
-0.188899711186140
-1.03820858801652
-0.402591786430960
-0.844782236884026
0.626897216311757
While these are the first 10 numbers in my python code:
0.052015
0.051132
0.041209
0.034144
0.034450
0.003812
0.048629
0.016854
0.024484
0.021435
It's like mine are 100 times lower. So I feel like I've missed a step during normalization. Can you help ?
You can normalize a vector quite easily in python with numpy:
import numpy as np
def normalize_vector(input_vector):
return input_vector / np.sqrt(np.sum(input_vector**2))
random_vec = np.random.rand(10)
vec_norm = normalize_vector(random_vec)
print(vec_norm)
You can call the provided function with your input vector (YSeg) and check the output. I would expect a similar output as in matlab.
This is an implementation in numpy:
import numpy as np
fs = 127
x = np.arange(10000) / fs
y_orig = np.sin(2 * np.pi * 15 * x)
y_noised = y_orig + 0.5 * np.random.randn(len(x))
yseg = (y_noised - y_noised.mean()) / y_noised.std()
However, why do you consider the values to be "too much different"? After all, the values of y_orig are in range [-1, 1] and you are randomly distorting them by ~0.4 on average.

Numba parallel code slower than its sequential counterpart

I'm new to Numba and I'm trying to implement an old Fortran code in Python using Numba (version 0.54.1), but when I add parallel = True the program actually slows down. My program is very simple: I change the positions x and y in a L x L grid and for each position in the grid I perform a summation
import numpy as np
import numba as nb
#nb.njit(parallel=True)
def lyapunov_grid(x_grid, y_grid, k, N):
L = len(x_grid)
lypnv = np.zeros((L, L))
for ii in nb.prange(L):
for jj in range(L):
x = x_grid[ii]
y = y_grid[jj]
beta0 = 0
sumT11 = 0
for j in range(N):
y = (y - k*np.sin(x)) % (2*np.pi)
x = (x + y) % (2*np.pi)
J = np.array([[1.0, -k*np.cos(x)], [1.0, 1.0 - k*np.cos(x)]])
beta = np.arctan((-J[1,0]*np.cos(beta0) + J[1,1]*np.sin(beta0))/(J[0,0]*np.cos(beta0) - J[0,1]*np.sin(beta0)))
T11 = np.cos(beta0)*(J[0,0]*np.cos(beta) - J[1,0]*np.sin(beta)) - np.sin(beta0)*(J[0,1]*np.cos(beta) - J[1,1]*np.sin(beta))
sumT11 += np.log(abs(T11))/np.log(2)
beta0 = beta
lypnv[ii, jj] = sumT11/N
return lypnv
# Compile
_ = lyapunov_grid(np.linspace(0, 1, 10), np.linspace(0, 1, 10), 1, 10)
# Parameters
N = int(1e3)
L = 128
pi = np.pi
k = 1.5
# Limits of the phase space
x0 = -pi
xf = pi
y0 = -pi
yf = pi
# Grid positions
x = np.linspace(x0, xf, L, endpoint=True)
y = np.linspace(y0, yf, L, endpoint=True)
lypnv = lyapunov_grid(x, y, k, N)
With parallel=False it takes about 8s to run, however with parallel=True it takes about 14s. I also tested with another code from https://github.com/animator/mandelbrot-numba and in this case the parallelization works.
import math
import numpy as np
import numba as nb
WIDTH = 1000
MAX_ITER = 1000
#nb.njit(parallel=True)
def mandelbrot(width, max_iter):
pixels = np.zeros((width, width, 3), dtype=np.uint8)
for y in nb.prange(width):
for x in range(width):
c0 = complex(3.0*x/width - 2, 3.0*y/width - 1.5)
c = 0
for i in range(1, max_iter):
if abs(c) > 2:
log_iter = math.log(i)
pixels[y, x, :] = np.array([int(255*(1+math.cos(3.32*log_iter))/2),
int(255*(1+math.cos(0.774*log_iter))/2),
int(255*(1+math.cos(0.412*log_iter))/2)],
dtype=np.uint8)
break
c = c * c + c0
return pixels
# compile
_ = mandelbrot(WIDTH, 10)
calcpixels = mandelbrot(WIDTH, MAX_ITER)
One main issue is that the second function call compile the function again. Indeed, the types of the provided arguments change: in the first call the third argument is an integer (int transformed to a np.int_) while in the second call the third argument (k) is a floating point number (float transformed to a np.float64). Numba recompiles the function for different parameter types because they are deduced from the type of the arguments and it does not know you want to use a np.float64 type for the third argument (since the first time the function is compiled with for a np.int_ type). One simple solution to fix the problem is to change the first call to:
_ = lyapunov_grid(np.linspace(0, 1, 10), np.linspace(0, 1, 10), 1.0, 10)
However, this is not a robust way to fix the problem. You can specify the parameter types to Numba so it will compile the function at declaration time. This also remove the need to artificially call the function (with useless parameters).
#nb.njit('float64[:,:](float64[::1], float64[::1], float64, float64)', parallel=True)
Note that (J[0,0]*np.cos(beta0) - J[0,1]*np.sin(beta0)) is zero the first time resulting in a division by 0.
Another main issue comes from the allocations of many small arrays in the loop causing a contention of the standard allocator (see this post for more information). While Numba could theoretically optimize it (ie. replace the array with local variables), it actually does not, resulting in a huge slowdown and a contention. Hopefully, in your case, you do not need to actually create the array. At last, you can create it only in the encompassing loop and modify it in the innermost loop. Here is the optimized code:
#nb.njit('float64[:,:](float64[::1], float64[::1], float64, float64)', parallel=True)
def lyapunov_grid(x_grid, y_grid, k, N):
L = len(x_grid)
lypnv = np.zeros((L, L))
for ii in nb.prange(L):
J = np.ones((2, 2), dtype=np.float64)
for jj in range(L):
x = x_grid[ii]
y = y_grid[jj]
beta0 = 0
sumT11 = 0
for j in range(N):
y = (y - k*np.sin(x)) % (2*np.pi)
x = (x + y) % (2*np.pi)
J[0, 1] = -k*np.cos(x)
J[1, 1] = 1.0 - k*np.cos(x)
beta = np.arctan((-J[1,0]*np.cos(beta0) + J[1,1]*np.sin(beta0))/(J[0,0]*np.cos(beta0) - J[0,1]*np.sin(beta0)))
T11 = np.cos(beta0)*(J[0,0]*np.cos(beta) - J[1,0]*np.sin(beta)) - np.sin(beta0)*(J[0,1]*np.cos(beta) - J[1,1]*np.sin(beta))
sumT11 += np.log(abs(T11))/np.log(2)
beta0 = beta
lypnv[ii, jj] = sumT11/N
return lypnv
Here is the results on a old 2-core machine (with 4 hardware threads):
Original sequential: 15.9 s
Original parallel: 11.9 s
Fix-build sequential: 15.7 s
Fix-build parallel: 10.1 s
Optimized sequential: 2.73 s
Optimized parallel: 0.94 s
The optimized implementation is much faster than the others. The parallel optimized version scale very well compared than the original one (2.9 times faster than the sequential one). Finally, the best version is about 12 times faster than the original parallel version. I expect a much faster computation on a recent machine with many more cores.

Linear regression implementation from scratch

I'm trying to understand the gradient descent algorithm.
Can someone please explain why I'm getting high MSE values using the following code, or if I missed some concept can you please clarify?
import numpy as np
import pandas as pd
my_data = pd.DataFrame({'x': np.arange(0,100),
'y': np.arange(0,100)})
X = my_data.iloc[:,0:1].values
y = my_data.iloc[:,1].values
def gradientDescent(X, y, lr = 0.001, n = 1000):
n_samples, n_features = X.shape
cost = []
weight = np.zeros([n_features])
b = 0
for _ in range(n):
# predict
y_hat = np.dot(X, weight) + b # y = ax + b
residual = y - y_hat
db = -(2/n_samples) * np.sum(residual)
dw = -(2/n_samples) * np.sum(X.T * residual, axis = 1)
# update weights
weight -= (lr * dw)
b -= (lr * db)
cost.append(((y-y_hat) **2).mean())
return weight, b, cost
gradientDescent(X,y)
Not an expert, but I think you are currently experiencing the exploding gradient problem. If you step through your code you will notice that your weight value is swinging from positive to negative in increasing steps. I believe you cannot find the minimum because using mse for this dataset is causing you to jump back and forth never converging. Your x and y ranges to 100, so when you look at the cost it is just blowing up.
If you want to use mse with your current x and y values you should normalize your data. You can do this by subtracting the mean and dividing by the standard deviation, or just normalize both x and y to 1.
For example:
my_data.x = my_data.x.transform(lambda x: x / x.max())
my_data.y = my_data.y.transform(lambda x: x / x.max())
If you do this you should see your cost converge to ~0 with enough iterations.

Trying to build neural net for digit recognition in Python. Unable to get theta2 and predictions correct

I am following Andrew's Coursera course on machine learning. I am trying to build a 3 layers neural net for digit recognition in Python (784 input, 25 hidden, 10 output). However, I am unable to get the predictions (of the training data) correct (accuracy < 5% at 100 iter, accuracy not increasing with iteration).
J (the cost function) seems to be going down (see photo 1) and I have done gradient checking (before minimizing) and it seems to match to around 1e-11 (see photo 2).
I have compared the theta1 and theta2 after 100 iterations to my working matlab code (see code snippet 1 for octave and code snippet 2 for python). It seems theta1 is reasonably similar but theta2 is very different -- see code snippet 2. (I know they should differ because of the different optimisation routines. However, firstly, I have place the same initial thetas into both codes. Secondly, my reasoning is that they should start to converge, or at least get close, after 100 iterations)
The only error I see is:
-c:32: RuntimeWarning: overflow encountered in exp
when running the sigmoid during the optimising. However, I was told that this is not essential and it is normal to encounter this error during optimising? Furthermore, because it is a sigmoid, anytime the input is large, it will tend towards 1 anyways.
I have also attached my code in snippet 3. I have cut out all the other non-essential bits (like gradient checking) to make it as short as possible.
I would appreciate any help into this as I cannot even find where it is going wrong, let alone fix it. Thank you.
Photos:
J (cost function) decreasing to 1.8 after 12 iterations
Gradient checking before optimizing, they look very similar
Code snippet:
Initializing Neural Network Parameters ...
initial1
-0.0100100
-0.0771400
-0.1113800
-0.0230100
0.0547800
-0.0505500
-0.0731200
-0.0988700
0.0128000
-0.0855400
-0.1002500
-0.1137200
-0.0669300
-0.0999900
0.0084500
-0.0363200
-0.0588600
-0.0431100
-0.1133700
-0.0326300
0.0282800
0.0052400
-0.1134600
-0.0617700
0.0267600
initial2
0.0273700
0.1026000
-0.0502100
-0.0699100
0.0190600
0.1004000
0.0784600
-0.0075900
-0.0362100
0.0286200
Doing fminunc
Training Neural Network...
Iteration 100 | Cost: 6.219605e-01
theta1
-0.0099719
-0.0768462
-0.1109559
-0.0229224
0.0545714
-0.0503575
-0.0728415
-0.0984935
0.0127513
-0.0852143
-0.0998682
-0.1132869
-0.0666751
-0.0996092
0.0084178
-0.0361817
-0.0586359
-0.0429458
-0.1129383
-0.0325057
0.0281723
0.0052200
-0.1130279
-0.0615348
0.0266581
theta2
1.124918
1.603780
-1.266390
-0.848874
0.037956
-1.360841
2.145562
-1.448657
-1.262285
-1.357635
theta1_initial
[-0.01001 -0.07714 -0.11138 -0.02301 0.05478 -0.05055 -0.07312 -0.09887
0.0128 -0.08554 -0.10025 -0.11372 -0.06693 -0.09999 0.00845 -0.03632
-0.05886 -0.04311 -0.11337 -0.03263 0.02828 0.00524 -0.11346 -0.06177
0.02676]
theta2_initial
[ 0.02737 0.1026 -0.05021 -0.06991 0.01906 0.1004 0.07846 -0.00759
-0.03621 0.02862]
Doing fminunc
-c:32: RuntimeWarning: overflow encountered in exp
theta1
[-0.00997202 -0.07680716 -0.11086841 -0.02292044 0.05455335 -0.05034252
-0.07280686 -0.09842603 0.01275117 -0.08516515 -0.0997987 -0.11319546
-0.06664666 -0.09954009 0.00841804 -0.03617494 -0.05861458 -0.04293555
-0.1128474 -0.0325006 0.02816879 0.00522031 -0.1129369 -0.06151103
0.02665508]
theta2
[ 0.27954826 -0.08007496 -0.36449273 -0.22988024 0.06849659 -0.47803973
1.09023041 -0.25570559 -0.24537494 -0.40341995]
#-----------------BEGIN HEADERS-----------------
import numpy as np
import matplotlib.pyplot as plt
from scipy import stats
import csv
import scipy
#-----------------END HEADERS-----------------
#-----------------BEGIN FUNCTION 1-----------------
def randinitialize(L_in, L_out):
w = np.zeros((L_out, 1 + L_in))
epsilon_init = 0.12
w = np.random.rand(L_out, 1 + L_in) * 2 * epsilon_init - epsilon_init
return w
#-----------------END FUNCTION 1-----------------
#-----------------BEGIN FUNCTION 2-----------------
def sigmoid(lz):
g = 1.0/(1.0+np.exp(-lz))
return g
#-----------------END FUNCTION 2-----------------
#-----------------BEGIN FUNCTION 3-----------------
def sigmoidgradient(lz):
g = np.multiply(sigmoid(lz),(1-sigmoid(lz)))
return g
#-----------------END FUNCTION 3-----------------
#-----------------BEGIN FUNCTION 4-----------------
def nncostfunction(ltheta_ravel, linput_layer_size, lhidden_layer_size, lnum_labels, lx, ly, llambda_reg):
ltheta1 = np.array(np.reshape(ltheta_ravel[:lhidden_layer_size * (linput_layer_size + 1)], (lhidden_layer_size, (linput_layer_size + 1))))
ltheta2 = np.array(np.reshape(ltheta_ravel[lhidden_layer_size * (linput_layer_size + 1):], (lnum_labels, (lhidden_layer_size + 1))))
ltheta1_grad = np.zeros((np.shape(ltheta1)))
ltheta2_grad = np.zeros((np.shape(ltheta2)))
y_matrix = []
lm = np.shape(lx)[0]
eye_matrix = np.eye(lnum_labels)
for i in range(len(ly)):
y_matrix.append(eye_matrix[int(ly[i])-1,:]) #The minus one as python is zero based
y_matrix = np.array(y_matrix)
a1 = np.hstack((np.ones((lm,1)), lx)).astype(float)
z2 = sigmoid(ltheta1.dot(a1.T))
a2 = (np.concatenate((np.ones((np.shape(z2)[1], 1)), z2.T), axis=1)).astype(float)
a3 = sigmoid(ltheta2.dot(a2.T))
h = a3
J_unreg = 0
J = 0
J_unreg = (1/float(lm))*np.sum(\
-np.multiply(y_matrix,np.log(h.T))\
-np.multiply((1-y_matrix),np.log(1-h.T))\
,axis=None)
J = J_unreg + (llambda_reg/(2*float(lm)))*\
(np.sum(\
np.multiply(ltheta1[:,1:],ltheta1[:,1:])\
,axis=None)+np.sum(\
np.multiply(ltheta2[:,1:],ltheta2[:,1:])\
,axis=None))
delta3 = a3.T - y_matrix
delta2 = np.multiply((delta3.dot(ltheta2[:,1:])), (sigmoidgradient(ltheta1.dot(a1.T))).T)
cdelta2 = ((a2.T).dot(delta3)).T
cdelta1 = ((a1.T).dot(delta2)).T
ltheta1_grad = (1/float(lm))*cdelta1
ltheta2_grad = (1/float(lm))*cdelta2
theta1_hold = ltheta1
theta2_hold = ltheta2
theta1_hold[:,0] = 0;
theta2_hold[:,0] = 0;
ltheta1_grad = ltheta1_grad + (llambda_reg/float(lm))*theta1_hold;
ltheta2_grad = ltheta2_grad + (llambda_reg/float(lm))*theta2_hold;
thetagrad_ravel = np.concatenate((np.ravel(ltheta1_grad), np.ravel(ltheta2_grad)))
return (J, thetagrad_ravel)
#-----------------END FUNCTION 4-----------------
#-----------------BEGIN FUNCTION 5-----------------
def predict(ltheta1, ltheta2, x):
m, n = np.shape(x)
p = np.zeros(m)
h1 = sigmoid((np.hstack((np.ones((m,1)),x.astype(float)))).dot(ltheta1.T))
h2 = sigmoid((np.hstack((np.ones((m,1)),h1))).dot(ltheta2.T))
for i in range(0,np.shape(h2)[0]):
p[i] = np.argmax(h2[i,:])
return p
#-----------------END FUNCTION 5-----------------
## Setup the parameters you will use for this exercise
input_layer_size = 784; # 28x28 Input Images of Digits
hidden_layer_size = 25; # 25 hidden units
num_labels = 10; # 10 labels, from 0 to 9
data = []
#Reading in data, split into X and y, rewrite label 0 to 10 (for easy comparison to course)
with open('train.csv', 'rb') as csvfile:
has_header = csv.Sniffer().has_header(csvfile.read(1024))
csvfile.seek(0) # rewind
data_csv = csv.reader(csvfile, delimiter=',')
if has_header:
next(data_csv)
for row in data_csv:
data.append(row)
data = np.array(data)
x = data[:,1:]
y = data[:,0]
y = y.astype(int)
for i in range(len(y)):
if y[i] == 0:
y[i] = 10
#Set basic parameters
m, n = np.shape(x)
lambda_reg = 1.0
#Randomly initalize weights for Theta_initial
#theta1_initial = np.genfromtxt('tt1.csv', delimiter=',')
#theta2_initial = np.genfromtxt('tt2.csv', delimiter=',')
theta1_initial = randinitialize(input_layer_size, hidden_layer_size);
theta2_initial = randinitialize(hidden_layer_size, num_labels);
theta_initial_ravel = np.concatenate((np.ravel(theta1_initial), np.ravel(theta2_initial)))
#Doing optimize
fmin = scipy.optimize.minimize(fun=nncostfunction, x0=theta_initial_ravel, args=(input_layer_size, hidden_layer_size, num_labels, x, y, lambda_reg), method='L-BFGS-B', jac=True, options={'maxiter': 10, 'disp': True})
fmin
theta1 = np.array(np.reshape(fmin.x[:hidden_layer_size * (input_layer_size + 1)], (hidden_layer_size, (input_layer_size + 1))))
theta2 = np.array(np.reshape(fmin.x[hidden_layer_size * (input_layer_size + 1):], (num_labels, (hidden_layer_size + 1))))
p = predict(theta1, theta2, x);
for i in range(len(y)):
if y[i] == 10:
y[i] = 0
correct = [1 if a == b else 0 for (a, b) in zip(p,y)]
accuracy = (sum(map(int, correct)) / float(len(correct)))
print 'accuracy = {0}%'.format(accuracy * 100)
I think I have fixed the problem: it seems I messed up the index
should be:
y_matrix.append(eye_matrix[int(ly[i]),:])
instead of:
y_matrix.append(eye_matrix[int(ly[i])-1,:])

Delta is growing instead of going down in simple one neuron neural network

Trying to implement simple neural network using Delta rule without step function having almost no experience in programming and machine learning. So far I have next code.
%matplotlib inline
from random import choice
from numpy import array, dot, random
import matplotlib.pyplot as plt
training_data = [(array([20,10,1]), 10),
(array([10,12,1]), 8),
(array([11,20,1]), 5),
(array([13,16,1]), 9), ]
w = random.rand(3)
a = []
mu = 0.001
n = 50
for i in xrange(n):
x, expected = choice(training_data)
result = dot(w,x)
delta = abs(expected - result)
a.append(delta)
if delta < a[-1]:
w += mu * delta * x
else: w -= mu * delta * x
plt.plot(a)
The problem with this code is that the delta rule is growing up instead of going down.You may see that from this graph. I am not sure where I made a mistake with it. Any help is appreciated.
EDITED VERSION OF MY FOR LOOP
for i in xrange(n):
x, expected = choice(training_data)
result = dot(w,x)
delta = abs(expected - result)
if delta < a[-1]:
w += mu * delta * x
else: w -= mu * delta * x
a.append(delta)
also, I have stated a=[0]. new results
If you append delta to the end of a, then compare delta to the last element of a (a[-1]), you are comparing delta < delta, and this branch will never be visited.

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