ai4r 1.0

data/lib/neural_network/backpropagation.rb

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+
+# The utility of artificial neural network 
+# models lies in the fact that they can be used 
+# to infer a function from observations. 
+# This is particularly useful in applications 
+# where the complexity of the data or task makes the 
+# design of such a function by hand impractical.
+# Neural Networks are being used in many businesses and applications. Their 
+# ability to learn by example makes them attractive in environments where 
+# the business rules are either not well defined or are hard to enumerate and 
+# define. Many people believe that Neural Networks can only solve toy problems.
+# Give them a try, and let you decide if they are good enough to solve your 
+# needs.
+# 
+# In this module you will find an implementation of neural networks
+# using the Backpropagation is a supervised learning technique (described 
+# by Paul Werbos in 1974, and further developed by David E. 
+# Rumelhart, Geoffrey E. Hinton and Ronald J. Williams in 1986)
+# 
+# More about neural networks and backpropagation:
+# 
+# * http://en.wikipedia.org/wiki/Backpropagation
+# * http://en.wikipedia.org/wiki/Neural_networks
+# 
+# Author::    Sergio Fierens
+# License::   MPL 1.1
+# Project::   ai4r
+# Url::       http://ai4r.rubyforge.org/
+#
+# Specials thanks to John Miller, for several bugs fixes and comments in the
+# Backpropagation implementation
+#
+# You can redistribute it and/or modify it under the terms of 
+# the Mozilla Public License version 1.1  as published by the 
+# Mozilla Foundation at http://www.mozilla.org/MPL/MPL-1.1.txt
+# 
+
+module NeuralNetwork
+  
+  # = Introduction
+  # 
+  # This is an implementation of neural networks
+  # using the Backpropagation is a supervised learning technique (described 
+  # by Paul Werbos in 1974, and further developed by David E. 
+  # Rumelhart, Geoffrey E. Hinton and Ronald J. Williams in 1986)
+  # 
+  # = How to use it
+  # 
+  #   # Create the network
+  #   net = Backpropagation.new([4, 3, 2])  # 4 inputs
+  #                                         # 1 hidden layer with 3 neurons, 
+  #                                         # 2 outputs
+  #   # Train the network 
+  #   1..upto(100) do |i|
+  #     net.train(example[i], result[i])
+  #   end
+  #   
+  #   # Use it: Evaluate data with the trained network
+  #   net.eval([12, 48, 12, 25])  # =>  [0.86, 0.01]
+  #   
+  class Backpropagation
+
+    DEFAULT_BETA = 0.5
+    DEFAULT_LAMBDA = 0.25
+    DEFAULT_THRESHOLD = 0.66
+    
+  # Creates a new network specifying the its architecture.
+  # E.g.
+  #    
+  #   net = Backpropagation.new([4, 3, 2])  # 4 inputs
+  #                                         # 1 hidden layer with 3 neurons, 
+  #                                         # 2 outputs    
+  #   net = Backpropagation.new([2, 3, 3, 4])   # 2 inputs
+  #                                             # 2 hidden layer with 3 neurons each, 
+  #                                             # 4 outputs    
+  #   net = Backpropagation.new([2, 1])   # 2 inputs
+  #                                       # No hidden layer
+  #                                       # 1 output
+  #
+  # Optionally you can customize certain parameters:
+  # 
+  # threshold = A real number which we will call Threshold. 
+  # Experiments have shown that best values for q are between 0.25 and 1. 
+  # 
+  # lambda = The Learning Rate: a real number, usually between 0.05 and 0.25.
+  # 
+  # momentum = A momentum will avoid oscillations during learning, converging 
+  # to a solution in less iterations.
+    def initialize(layer_sizes, threshold=DEFAULT_THRESHOLD, lambda=DEFAULT_LAMBDA, momentum=DEFAULT_BETA)
+      @neurons = []
+      layer_sizes.reverse.each do |layer_size|
+        layer = []
+        layer_size.times { layer <<  Neuron.new(@neurons.last, threshold, lambda, momentum) }
+        @neurons << layer
+      end
+      @neurons.reverse!
+    end
+
+  # Evaluates the input.
+  # E.g.
+  #     net = Backpropagation.new([4, 3, 2])
+  #     net.eval([25, 32.3, 12.8, 1.5])
+  #         # =>  [0.83, 0.03]
+    def eval(input)
+      #check input size
+      if(input.length != @neurons.first.length)
+        raise "Wrong input dimension. Expected: #{@neurons.first.length}" 
+      end
+      #Present input
+      input.each_index do |input_index|
+        @neurons.first[input_index].propagate(input[input_index])
+      end
+      #Propagate
+      @neurons[1..-1].each do |layer|
+        layer.each {|neuron| neuron.propagate}
+      end
+      output = []
+      @neurons.last.each { |neuron| output << neuron.state }
+      return output
+    end
+
+    # This method trains the network using the backpropagation algorithm.
+    # 
+    # input: Networks input
+    # 
+    # output: Expected output for the given input.
+    def train(input, output)
+      #Eval input
+      eval(input)
+      #Set expected output
+      output.each_index do |output_index|
+        @neurons.last[output_index].expected_output = output[output_index]
+      end
+      #Calculate error
+      @neurons.reverse.each do |layer|
+        layer.each {|neuron| neuron.calc_error}
+      end
+      #Change weight
+      @neurons.each do |layer|
+        layer.each {|neuron| neuron.change_weights }
+      end
+    end
+
+    private
+    def print_weight
+      @neurons.each_index do |layer_index|
+        @neurons[layer_index].each_index do |neuron_index| 
+          puts "L #{layer_index} N #{neuron_index} W #{@neurons[layer_index][neuron_index].w.inspect}"
+        end
+      end
+    end
+    
+  end
+  
+  
+  class Neuron
+    
+    attr_accessor :state
+    attr_accessor :error
+    attr_accessor :expected_output
+    attr_accessor :w
+    attr_accessor :x
+    
+    def initialize(childs, threshold, lambda, momentum)
+      #instance state
+      @w = nil
+      @childs = childs
+      @error = nil
+      @state = 0
+      @pushed = 0
+      @last_delta = 0
+      @x = 0
+      #Parameters
+      @lambda = lambda
+      @momentum = momentum
+      @threshold = threshold
+      #init w     
+      if(childs)
+        @w = []
+        childs.each { @w << init_weight }
+      end
+    end
+    
+    def push(x)
+      @pushed += x
+    end
+    
+    def propagate(input = nil)
+      if(input)
+        input = input.to_f
+        @x = input
+        @state = input
+        @childs.each_index do |child_index| 
+          @childs[child_index].push(input * @w[child_index])
+        end
+      else
+        @x = @pushed + @threshold
+        @pushed = 0
+        @state = Neuron.f(@x)
+        if @childs
+          @childs.each_index do |child_index| 
+            @childs[child_index].push(@state * @w[child_index])
+          end
+        end
+      end
+    end
+    
+    def calc_error
+      if(!@childs && @expected_output)
+        @error = (@expected_output - @state)
+      elsif(@childs)
+        @error = 0
+        @childs.each_index do |child_index|
+          @error += (@childs[child_index].error * @w[child_index])
+        end
+      end
+    end
+    
+    def change_weights
+      return if !@childs
+      @childs.each_index do |child_index |
+        delta = @lambda * @childs[child_index].error * (@state) * Neuron.f_prime(@childs[child_index].x)
+        @w[child_index] += (delta + @momentum * @last_delta)
+        @last_delta = delta
+      end
+    end
+  
+    # Propagation function.
+    # By default: 
+    #   f(x) = 1/(1 + e^(-x))
+    # You can override it with any derivable function.
+    # A usually usefull one is: 
+    #   f(x) = x.
+    # If you override this function, you will have to override
+    # f_prime too.
+    def self.f(x)
+      return 1/(1+Math.exp(-1*(x)))
+    end
+    
+    # Derived function of the propagation function (self.f)
+    # By default: 
+    #   f_prime(x) = f(x)(1- f(x))
+    # If you override f(x) with:
+    #   f(x) = x.
+    # Then you must override f_prime as:
+    #   f_prime(x) = 1
+    def self.f_prime(x)
+      val = f(x)
+      return val*(1-val)
+    end
+    
+    private 
+    def init_weight
+      rand/4
+    end
+
+  end
+  
+end

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