i tried to port this python implementation of a continuous RBM to Matlab: http://imonad.com/rbm/restricted-boltzmann-machine/
I generated 2-dimensional trainingdata in the shape of a (noisy) circle and trained the rbm with 2 visible an 8 hidden layers. To test the implementation i fed uniformly distributed randomdata to the RBM and plotted the reconstructed data (Same procedure as used in the link above).
Now the confusing part: With trainingdata in the range of (0,1)x(0,1) i get very satisfying results, however with trainingdata in range (-0.5,-0.5)x(-0.5,-0.5) or (-1,0)x(-1,0) the RBM reconstructs only data in the very right top of the circle. I dont understand what causes this, is it just a bug in my implementation i dont see?
Some plots, the blue dots are the training data, the red dots are the reconstructions.
Here is my implementation of the RBM: Training:
maxepoch = 300;
ksteps = 10;
sigma = 0.2; % cd standard deviation
learnW = 0.5; % learning rate W
learnA = 0.5; % learning rate A
nVis = 2; % number of visible units
nHid = 8; % number of hidden units
nDat = size(dat, 1);% number of training data points
cost = 0.00001; % cost
moment = 0.9; % momentum
W = randn(nVis+1, nHid+1) / 10; % weights
dW = randn(nVis+1, nHid+1) / 1000; % change of weights
sVis = zeros(1, nVis+1); % state of visible neurons
sVis(1, end) = 1.0; % bias
sVis0 = zeros(1, nVis+1); % initial state of visible neurons
sVis0(1, end) = 1.0; % bias
sHid = zeros(1, nHid+1); % state of hidden neurons
sHid(1, end) = 1.0; % bias
aVis = 0.1*ones(1, nVis+1);% A visible
aHid = ones(1, nHid+1); % A hidden
err = zeros(1, maxepoch);
e = zeros(1, maxepoch);
for epoch = 1:maxepoch
wPos = zeros(nVis+1, nHid+1);
wNeg = zeros(nVis+1, nHid+1);
aPos = zeros(1, nHid+1);
aNeg = zeros(1, nHid+1);
for point = 1:nDat
sVis(1:nVis) = dat(point, :);
sVis0(1:nVis) = sVis(1:nVis); % initial sVis
% positive phase
activHid;
wPos = wPos + sVis' * sHid;
aPos = aPos + sHid .* sHid;
% negative phase
activVis;
activHid;
for k = 1:ksteps
activVis;
activHid;
end
tmp = sVis' * sHid;
wNeg = wNeg + tmp;
aNeg = aNeg + sHid .* sHid;
delta = sVis0(1:nVis) - sVis(1:nVis);
err(epoch) = err(epoch) + sum(delta .* delta);
e(epoch) = e(epoch) - sum(sum(W' * tmp));
end
dW = dW*moment + learnW * ((wPos - wNeg) / numel(dat)) - cost * W;
W = W + dW;
aHid = aHid + learnA * (aPos - aNeg) / (numel(dat) * (aHid .* aHid));
% error
err(epoch) = err(epoch) / (nVis * numel(dat));
e(epoch) = e(epoch) / numel(dat);
disp(['epoch: ' num2str(epoch) ' err: ' num2str(err(epoch)) ...
' ksteps: ' num2str(ksteps)]);
end
save(['rbm_' filename '.mat'], 'W', 'err', 'aVis', 'aHid');
activHid.m:
sHid = (sVis * W) + randn(1, nHid+1);
sHid = sigFun(aHid .* sHid, datRange);
sHid(end) = 1.; % bias
activVis.m:
sVis = (W * sHid')' + randn(1, nVis+1);
sVis = sigFun(aVis .* sVis, datRange);
sVis(end) = 1.; % bias
sigFun.m:
function [sig] = sigFun(X, datRange)
a = ones(size(X)) * datRange(1);
b = ones(size(X)) * (datRange(2) - datRange(1));
c = ones(size(X)) + exp(-X);
sig = a + (b ./ c);
end
Reconstruction:
nSamples = 2000;
ksteps = 10;
nVis = 2;
nHid = 8;
sVis = zeros(1, nVis+1); % state of visible neurons
sVis(1, end) = 1.0; % bias
sHid = zeros(1, nHid+1); % state of hidden neurons
sHid(1, end) = 1.0; % bias
input = rand(nSamples, 2);
output = zeros(nSamples, 2);
for sample = 1:nSamples
sVis(1:nVis) = input(sample, :);
for k = 1:ksteps
activHid;
activVis;
end
output(sample, :) = sVis(1:nVis);
end