Math formulas API

Why we need a formulas API

Their is a few reasons why having a library of mathematical formula for theano is a good reason:

  • Some formula have some special thing needed for the gpu.
    • Sometimes we need to cast to floatX...
  • Some formula have numerical stability problem.

  • Some formula gradiant have numerical stability problem. (Happen more frequently then the previous ones)
    • If theano don’t always do some stability optimization, we could do it manually in the formulas
  • Some formula as complex to implement and take many try to do correctly.

  • Can mimic the hierarchy of other library to ease the migration to theano

Having a library help in that we solve those problem only once.

What is a formula

We define formulas as something that don’t have a state. They are implemented as python function that take theano variable as input and they output theano variable. If you want state, look at what the others commities will do.

Formulas documentation

We must respect what the coding commitee have set for the docstring of the file and of the function.

  • A latex mathematical description of the formulas(for picture representation in generated documentation)

  • Tags(for searching):
    • a list of lower level fct used
    • category(name of the submodule itself)
  • Tell if we did some work to make it more numerical stable. Do theano do the optimization needed?

  • Tell if the grad is numericaly stable? Do theano do the optimization needed?

  • Tell if work/don’t/unknow on gpu.

  • Tell alternate name

  • Tell the domaine, range of the input/output(range should use the english notation of including or excluding)

Proposed hierarchy

Here is the proposed hierarchy for formulas:

  • pylearn.formulas.costs: generic / common cost functions, e.g. various cross-entropies, squared error, abs. error, various sparsity penalties (L1, Student)
  • pylearn.formulas.regularization: formulas for regularization
  • pylearn.formulas.linear: formulas for linear classifier, linear regression, factor analysis, PCA
  • pylearn.formulas.nnet: formulas for building layers of various kinds, various activation functions, layers which could be plugged with various costs & penalties, and stacked
  • pylearn.formulas.ae: formulas for auto-encoders and denoising auto-encoder variants
  • pylearn.formulas.noise: formulas for corruption processes
  • pylearn.formulas.rbm: energies, free energies, conditional distributions, Gibbs sampling
  • pylearn.formulas.trees: formulas for decision trees
  • pylearn.formulas.boosting: formulas for boosting variants
  • pylearn.formulas.maths for other math formulas
  • pylearn.formulas.scipy.stats: example to implement the same interface as existing lib

etc.

Example

"""
This script defines a few often used cost functions.
"""
import theano
import theano.tensor as T
from tags import tags

@tags('cost','binary','cross-entropy')
def binary_crossentropy(output, target):
    """ Compute the crossentropy of binary output wrt binary target.

    .. math::
        L_{CE} \equiv t\log(o) + (1-t)\log(1-o)

    :type output: Theano variable
    :param output: Binary output or prediction :math:`\in[0,1]`
    :type target: Theano variable
    :param target: Binary target usually :math:`\in\{0,1\}`
    """
    return -(target * tensor.log(output) + (1.0 - target) * tensor.log(1.0 - output))

TODO

  • define a list of search tag to start with
  • Add to the html page a list of the tag and a list of each fct associated to them.
  • move existing formulas to pylearn as examples and add other basics ones.
  • theano.tensor.nnet will probably be copied to pylearn.formulas.nnet and depricated.