From cb869e19a05898cadd8785316a0de3f3923a4b6c Mon Sep 17 00:00:00 2001 From: Youssef Kashef Date: Mon, 18 May 2020 23:45:03 +0200 Subject: [PATCH] scope --- notes/05_infomax/4_gradient.tex | 84 +++++++++++++++++++++++++++++++-- 1 file changed, 79 insertions(+), 5 deletions(-) diff --git a/notes/05_infomax/4_gradient.tex b/notes/05_infomax/4_gradient.tex index ee5a636..27e9605 100644 --- a/notes/05_infomax/4_gradient.tex +++ b/notes/05_infomax/4_gradient.tex @@ -1,6 +1,22 @@ -\subsection{Learning by Gradient Ascent (i.e. hill climbing)} +\subsection{Learning by Gradient Ascent} + +\mode{ +\begin{frame} + \begin{center} \huge + \secname + \end{center} + \begin{center} + i.e. hill climbing + \end{center} +\end{frame} +} +\notesonly{ +Gradient Ascent, i.e. hill climbing +} + +\begin{frame}{\secname} Model parameters can be optimized by stepwise adjustment along the direction of the gradient of the cost function. \begin{figure}[h] @@ -14,7 +30,28 @@ \subsection{Learning by Gradient Ascent (i.e. hill climbing)} %\caption{Gradient ascent using the training cost} \label{fig:gradientDescent} \end{figure} -\noindent Taking partial derivatives of the training cost in \eqref{eq:trainingCost} w.r.t. the model parameters $w_{ij}$ yields + +\end{frame} + +\begin{frame}{\secname} + +\slidesonly{ +\begin{equation} \label{eq:trainingCost} + E^T = \ln |\det \vec{W}\,| + \frac{1}{p} \sum\limits_{\alpha = 1}^p + \sum\limits_{l = 1}^N \ln \widehat{f}_l^{'} \Bigg( + \sum\limits_{k = 1}^N \mathrm{w}_{lk} + \mathrm{x}_k^{(\alpha)} \Bigg) +\end{equation} + +\begin{equation} +\Delta \mathrm{w}_{ij} = +%\underbrace{ \eta }_{ + %\substack{ \text{learning} \\ \text{rate}} } + \frac{\partial E^T}{\partial \mathrm{w}_{ij}} + \end{equation} +} + +\noindent Taking partial derivatives of the training cost\notesonly{ in \eqref{eq:trainingCost}} w.r.t. the model parameters $w_{ij}$ yields \begin{equation} \frac{\partial E^T}{\partial \mathrm{w}_{ij}} = \underbrace{ @@ -33,7 +70,12 @@ \subsection{Learning by Gradient Ascent (i.e. hill climbing)} \big( \ln |\det \vec{W}\,| \big) }_{ \big( \vec{W}^{-1} \big)_{ji} } \end{equation} -with an individual cost $e^{(\alpha)}$ for each observation $\mathrm{x}^{(\alpha)}$: + +\end{frame} + +\begin{frame}{Scope of learning: batch learning} + +with an individual cost $e^{(\alpha)}$ for each observation $\vec{x}^{(\alpha)}$: \begin{equation} e^{(\alpha)} = \ln |\det \vec{W}\,| + \sum\limits_{l = 1}^N \ln \widehat{f}_l^{'} \Bigg( \sum\limits_{k = 1}^N @@ -57,8 +99,31 @@ \subsection{Learning by Gradient Ascent (i.e. hill climbing)} = \frac{\eta}{p} \sum\limits_{\alpha = 1}^p \frac{\partial e^{(\alpha)}}{\partial \mathrm{w}_{ij}} \end{equation} + +\end{frame} + +\begin{frame}{Scope of learning: online learning} + or using \emph{on-line-learning} by updating $w_{ij}$ with each individual cost $e^{(\alpha)}$ as follows: -\begin{algorithm}[ht] + +\slidesonly{ +\begin{algorithm}[H] + \DontPrintSemicolon + $t \leftarrow 1$\; + random initialization of weights $w_{ij}$\; + \Begin{ + $\eta_t = \frac{\eta_0}{t}$\; + select next data point $\vec{x}^{(\alpha)}$\; + change all $\mathrm{w}_{ij}$ according to: + $\Delta \mathrm{w}_{ij}^{(t)} = \eta_t \frac{\partial e_t^{(\alpha)}}{\partial + \mathrm{w}_{ij}} $\; + $t \leftarrow t + 1$} +%\caption{On-line learning for ICA} +\label{alg:onlineGD} +\end{algorithm} +} +\notesonly{ +\begin{algorithm}[h] \DontPrintSemicolon $t \leftarrow 1$\; random initialization of weights $w_{ij}$\; @@ -72,10 +137,17 @@ \subsection{Learning by Gradient Ascent (i.e. hill climbing)} %\caption{On-line learning for ICA} \label{alg:onlineGD} \end{algorithm} +} + +\end{frame} + +%\clearpage -\clearpage \subsection{Natural Gradient Learning} + +\begin{frame}{\subsecname} + The natural gradient allows for an efficient \& fast learning rule (no matrix inversions necessary!) to do steepest ascent under normalized step size (cf. lecture slides 2.2.1 for details) @@ -87,6 +159,8 @@ \subsection{Natural Gradient Learning} \label{fig:NatGrad} \end{figure} +\end{frame} + % ----------------------------------------------------------------------------- \newpage