set_regularization_params_class_mlpT_set_regularization_params_class_mlpSetRegularizationParamsClassMlpSetRegularizationParamsClassMlpset_regularization_params_class_mlp (Operator)

Name

set_regularization_params_class_mlpT_set_regularization_params_class_mlpSetRegularizationParamsClassMlpSetRegularizationParamsClassMlpset_regularization_params_class_mlp — Set the regularization parameters of a multilayer perceptron.

Signature

Description

set_regularization_params_class_mlpset_regularization_params_class_mlpSetRegularizationParamsClassMlpSetRegularizationParamsClassMlpSetRegularizationParamsClassMlpset_regularization_params_class_mlp sets the regularization parameters of the multilayer perceptron (MLP) passed in MLPHandleMLPHandleMLPHandleMLPHandleMLPHandlemlphandle. The regularization parameter to be set is specified with GenParamNameGenParamNameGenParamNameGenParamNamegenParamNamegen_param_name. Its value is specified with GenParamValueGenParamValueGenParamValueGenParamValuegenParamValuegen_param_value.

GenParamNameGenParamNameGenParamNameGenParamNamegenParamNamegen_param_name can assume the following values:

'num_outer_iterations'"num_outer_iterations""num_outer_iterations""num_outer_iterations""num_outer_iterations""num_outer_iterations":

This parameter determines whether the regularization parameters should be determined automatically (GenParamValueGenParamValueGenParamValueGenParamValuegenParamValuegen_param_value >= 1) or manually (GenParamValueGenParamValueGenParamValueGenParamValuegenParamValuegen_param_value = 0, default), as described below in the sections “Technical Background” and “Automatic Determination of the Regularization Parameters”. As described in detail in the section “Automatic Determination of the Regularization Parameters”, 'num_outer_iterations'"num_outer_iterations""num_outer_iterations""num_outer_iterations""num_outer_iterations""num_outer_iterations" should not be set too large (in the range of 1 to 5) to enable manual checking of the convergence of the automatic determination of the regularization parameters.

'num_inner_iterations'"num_inner_iterations""num_inner_iterations""num_inner_iterations""num_inner_iterations""num_inner_iterations":

This parameter potentially enables somewhat faster convergence of the automatic determination of the regularization parameters, as described below in the section “Automatic Determination of the Regularization Parameters”. It should typically be left at its default value of 1.

'weight_prior'"weight_prior""weight_prior""weight_prior""weight_prior""weight_prior":

On the one hand, this selects the regularization model to be used, as described below in the section “Technical Background”. On the other hand, if manual determination of the regularization parameters has been selected (i.e., 'num_outer_iterations'"num_outer_iterations""num_outer_iterations""num_outer_iterations""num_outer_iterations""num_outer_iterations" = 0), the regularization parameters are set with GenParamNameGenParamNameGenParamNameGenParamNamegenParamNamegen_param_name, whereas the initial values of the regularization parameters are set if automatic determination of the regularization parameters has been selected (i.e., 'num_outer_iterations'"num_outer_iterations""num_outer_iterations""num_outer_iterations""num_outer_iterations""num_outer_iterations" >= 1), as described below in the section “Automatic Determination of the Regularization Parameters”. Manual determination of the regularization parameters (see the section “Regularization Parameters” below) is only realistic if a single regularization parameter is used. In all other cases, the regularization parameters should be determined automatically.

'noise_prior'"noise_prior""noise_prior""noise_prior""noise_prior""noise_prior":

This allows to specify a noise prior for MLPs that have been configured for regression, as described below in the section “Application Areas”. If manual determination of the regularization parameters has been selected, the noise prior is set with GenParamNameGenParamNameGenParamNameGenParamNamegenParamNamegen_param_name, whereas the initial value of the noise prior is set if automatic determination of the regularization parameters has been selected. Typically, it is only useful to use this parameter if the regularization parameters are determined automatically.

Please note that the automatic determination of the regularization parameters requires a very large amount of memory and runtime, as described in detail in the section “Complexity” below. Therefore, NumHiddenNumHiddenNumHiddenNumHiddennumHiddennum_hidden should not be selected too large when the MLP is created with create_class_mlpcreate_class_mlpCreateClassMlpCreateClassMlpCreateClassMlpcreate_class_mlp. For example, normal OCR applications seldom require NumHiddenNumHiddenNumHiddenNumHiddennumHiddennum_hidden to be larger than 30-60.

Application Areas

As described at create_class_mlpcreate_class_mlpCreateClassMlpCreateClassMlpCreateClassMlpcreate_class_mlp, it may be desirable to regularize the MLP to enforce a smoother transition of the confidences between the different classes and to prevent overfitting of the MLP to the training data. To achieve this, a penalty for large MLP weights (which are the main reason for very sharp transitions between classes) can be added to the training of the MLP in train_class_mlptrain_class_mlpTrainClassMlpTrainClassMlpTrainClassMlptrain_class_mlp by setting GenParamNameGenParamNameGenParamNameGenParamNamegenParamNamegen_param_name to 'weight_prior'"weight_prior""weight_prior""weight_prior""weight_prior""weight_prior" and setting GenParamValueGenParamValueGenParamValueGenParamValuegenParamValuegen_param_value to a value > 0.

If the MLP has been configured for regression (i.e., if OutputFunctionOutputFunctionOutputFunctionOutputFunctionoutputFunctionoutput_function was set to 'linear'"linear""linear""linear""linear""linear" in create_class_mlpcreate_class_mlpCreateClassMlpCreateClassMlpCreateClassMlpcreate_class_mlp), an inverse variance of the expected noise in the data can be specified by setting GenParamNameGenParamNameGenParamNameGenParamNamegenParamNamegen_param_name to 'noise_prior'"noise_prior""noise_prior""noise_prior""noise_prior""noise_prior" and setting GenParamValueGenParamValueGenParamValueGenParamValuegenParamValuegen_param_value to a value > 0. Setting the noise prior only has an effect if a weight prior has been specified. In this case, it can be used to weight the data error term (the output error of the MLP) against the weight error term.

As described in more detail below, the regularization parameters of the MLP may be determined automatically (at the expense of significantly increased training times) by setting GenParamNameGenParamNameGenParamNameGenParamNamegenParamNamegen_param_name to 'num_outer_iterations'"num_outer_iterations""num_outer_iterations""num_outer_iterations""num_outer_iterations""num_outer_iterations" and setting GenParamValueGenParamValueGenParamValueGenParamValuegenParamValuegen_param_value to a value > 0.

Technical Background

There are three different kinds of penalty terms that can be set with 'weight_prior'"weight_prior""weight_prior""weight_prior""weight_prior""weight_prior". Note that in the following the parameters and refer to the weights of the different layers of the MLP, as described in create_class_mlpcreate_class_mlpCreateClassMlpCreateClassMlpCreateClassMlpcreate_class_mlp.

If a single value is specified, all MLP weights are penalized equally by adding the following term to the optimization in train_class_mlptrain_class_mlpTrainClassMlpTrainClassMlpTrainClassMlptrain_class_mlp:

Alternatively, four values can be specified. These four parameters enable the individual regularization of the four groups of weights:

Finally, values can be specified. These parameters enable the individual regularization of each input variable and the regularization of the remaining three groups of weights: This kind of regularization is only useful in conjunction with the automatic determination of the regularization parameters described below. If the automatic determination of the regularization parameters returns a very large value of (compared to the smallest value of the values ), the corresponding input variable has little relevance for the MLP output. If this is the case, it should be tested whether the input variable can be omitted from the input of the MLP without negatively affecting the MLP's performance. The advantage of omitting irrelevant input variables is an increased speed of the MLP for classification.

The parameters can be regarded as the inverse variance of a Gaussian prior distribution on the MLP weights, i.e., they express an expectation about the size of the MLP weights. The larger the are chosen, the smaller the MLP weights will be.

Regularization Parameters

The larger the regularization parameter(s) 'weight_prior'"weight_prior""weight_prior""weight_prior""weight_prior""weight_prior" are chosen, the smoother the transition of the confidences between the different classes will be. The required values for the regularization parameter(s) depend on the MLP, especially the number of hidden units, the training data, and the scale of the training data (if no normalization is used). Typically, a higher value for the regularization parameter(s) is necessary if the MLP has more hidden units and if the training data consists of more points. For typical applications, the regularization parameters are determined by verifying the MLP performance on a test data set that is independent from the training data set. If an independent test data set is unavailable, cross validation can be used. Cross validation works by splitting the data set into separate parts (for example, 80% of the data set for training and 20% for testing), training the MLP with the training data set (the 80% of the data in the above example), and testing the MLP performance on the test set (the 20% of the data in the above example). The procedure can be repeated for the other possible splits of the data (in the 80%-20% example, there are five possible splits). This procedure can, for example, start with relatively large values of the weight regularization parameters (which will typically result in misclassifications on the test data set). The weight regularization parameters can then be decreased until an acceptable performance on the test data sets is reached.

Automatic Determination of the Regularization Parameters

The regularization parameters, i.e., the weight priors and the noise prior, can also be determined automatically by train_class_mlptrain_class_mlpTrainClassMlpTrainClassMlpTrainClassMlptrain_class_mlp using the so-called evidence procedure (for details about the evidence procedure, please refer to the articles in the section “References” below). This training mode can be selected by setting GenParamNameGenParamNameGenParamNameGenParamNamegenParamNamegen_param_name to 'num_outer_iterations'"num_outer_iterations""num_outer_iterations""num_outer_iterations""num_outer_iterations""num_outer_iterations" and setting GenParamValueGenParamValueGenParamValueGenParamValuegenParamValuegen_param_value to a value > 0. Note that this typically results in training times that are one to three orders of magnitude larger than simply training the MLP with fixed regularization parameters.

The evidence procedure is an iterative algorithm that performs the following two steps for a number of outer iterations: first, the network is trained using the current values of the regularization parameters; next, the regularization parameters are re-estimated using the weights of the optimized MLP. In the first iteration, the weight priors and noise priors specified with 'weight_prior'"weight_prior""weight_prior""weight_prior""weight_prior""weight_prior" and 'noise_prior'"noise_prior""noise_prior""noise_prior""noise_prior""noise_prior" are used. Thus, for the automatic determination of the regularization parameters, the values specified by the user serve as the starting parameters for the evidence procedure. The starting parameters for the weight priors should not be set too large because this might over-regularize the training and may result in badly determined regularization parameters. The initial values for the weight priors should typically be in the range 0.01-0.1.

The number of outer iterations can be set by setting GenParamNameGenParamNameGenParamNameGenParamNamegenParamNamegen_param_name to 'num_outer_iterations'"num_outer_iterations""num_outer_iterations""num_outer_iterations""num_outer_iterations""num_outer_iterations" and setting GenParamValueGenParamValueGenParamValueGenParamValuegenParamValuegen_param_value to a value > 0. If GenParamValueGenParamValueGenParamValueGenParamValuegenParamValuegen_param_value is set to 0 (this is the default value), the evidence procedure is not executed and the MLP is simply trained using the user-specified regularization parameters.

The number of outer iterations should be set high enough to ensure the convergence of the regularization parameters. In contrast to the training of the MLP's weights, a numerical convergence criterion is typically very difficult to specify and some human judgment is typically required to decide whether the regularization parameters have converged sufficiently. Therefore, it might not be possible to set the number of outer iterations a-priori to ensure convergence of the regularization parameters. In these cases, the outer loop over the steps of the evidence procedure can be implemented manually by setting 'num_outer_iterations'"num_outer_iterations""num_outer_iterations""num_outer_iterations""num_outer_iterations""num_outer_iterations" to 1 and calling train_class_mlptrain_class_mlpTrainClassMlpTrainClassMlpTrainClassMlptrain_class_mlp repeatedly. This has the advantage that the weight priors and noise prior can be queried after each iteration and can be checked manually for convergence. In this approach, the performance of the MLP can even be checked after each iteration on an independent test set to check the generalization performance of the classifier.

If the number of outer iterations has been determined (approximately) for a class of applications, it may be possible to reduce the run time of the training (if MLPs should be trained in the future with similar data sets) by setting GenParamNameGenParamNameGenParamNameGenParamNamegenParamNamegen_param_name to 'num_inner_iterations'"num_inner_iterations""num_inner_iterations""num_inner_iterations""num_inner_iterations""num_inner_iterations" and setting GenParamValueGenParamValueGenParamValueGenParamValuegenParamValuegen_param_value to a value > 1 (the default value is 1) and by reducing the number of outer iterations. The number of outer iterations can typically not be reduced by the same factor by which the number of inner iterations is increased. Using this approach, the run time of the training can be optimized. However, this approach is only useful if many MLPs are trained with similar data sets. If this is not the case, 'num_inner_iterations'"num_inner_iterations""num_inner_iterations""num_inner_iterations""num_inner_iterations""num_inner_iterations" should be left at its default value of 1.

The automatically determined weight priors and noise prior can be queried after the training using get_regularization_params_class_mlpget_regularization_params_class_mlpGetRegularizationParamsClassMlpGetRegularizationParamsClassMlpGetRegularizationParamsClassMlpget_regularization_params_class_mlp by setting GenParamNameGenParamNameGenParamNameGenParamNamegenParamNamegen_param_name to 'weight_prior'"weight_prior""weight_prior""weight_prior""weight_prior""weight_prior" or 'noise_prior'"noise_prior""noise_prior""noise_prior""noise_prior""noise_prior", respectively.

In addition to the weight prior and noise prior, the evidence procedure determines an estimate of the number of parameters of the MLP that can be determined well using the training data. This result can be queried using get_regularization_params_class_mlpget_regularization_params_class_mlpGetRegularizationParamsClassMlpGetRegularizationParamsClassMlpGetRegularizationParamsClassMlpget_regularization_params_class_mlp by setting GenParamNameGenParamNameGenParamNameGenParamNamegenParamNamegen_param_name to 'num_well_determined_params'"num_well_determined_params""num_well_determined_params""num_well_determined_params""num_well_determined_params""num_well_determined_params". Alternatively, the fraction of well-determined parameters can be queried by setting GenParamNameGenParamNameGenParamNameGenParamNamegenParamNamegen_param_name to 'fraction_well_determined_params'"fraction_well_determined_params""fraction_well_determined_params""fraction_well_determined_params""fraction_well_determined_params""fraction_well_determined_params". If the number of well-determined parameters is significantly smaller than (where is the number of weights in the MLP, as described in the section “Complexity” below) or the fraction of well-determined parameters is significantly smaller than 1, consider reducing the number of hidden units or, if the number of hidden units cannot be decreased without increasing the error rate of the MLP significantly, consider performing a preprocessing that reduces the number of input variables to the net, i.e., canonical variates or principal components.

Please note that the number of well-determined parameters can only be determined after the weight priors and noise prior have been determined. This is the reason why the evidence procedure ends with the determination of the regularization parameters and not with the training of the MLP weights. Hence, after the evidence procedure the MLP will not have been trained with the latest regularization parameters. This should make no difference if they have converged. If you want the training to end with an optimization of the weights using the latest values of the regularization parameters, you can set 'num_outer_iterations'"num_outer_iterations""num_outer_iterations""num_outer_iterations""num_outer_iterations""num_outer_iterations" to 0 and can call train_class_mlptrain_class_mlpTrainClassMlpTrainClassMlpTrainClassMlptrain_class_mlp again. If you do so, please note, however, that the number of well-determined parameters may change and, therefore, the value returned by get_regularization_params_class_mlpget_regularization_params_class_mlpGetRegularizationParamsClassMlpGetRegularizationParamsClassMlpGetRegularizationParamsClassMlpget_regularization_params_class_mlp is technically inconsistent.

Saved Parameters

Note that the parameters 'num_outer_iterations'"num_outer_iterations""num_outer_iterations""num_outer_iterations""num_outer_iterations""num_outer_iterations" and 'num_inner_iterations'"num_inner_iterations""num_inner_iterations""num_inner_iterations""num_inner_iterations""num_inner_iterations" only affect the training of the MLP. Therefore, they are not saved when the MLP is stored using write_class_mlpwrite_class_mlpWriteClassMlpWriteClassMlpWriteClassMlpwrite_class_mlp or serialize_class_mlpserialize_class_mlpSerializeClassMlpSerializeClassMlpSerializeClassMlpserialize_class_mlp. Thus, they must be set anew if the MLP is loaded again using read_class_mlpread_class_mlpReadClassMlpReadClassMlpReadClassMlpread_class_mlp or deserialize_class_mlpdeserialize_class_mlpDeserializeClassMlpDeserializeClassMlpDeserializeClassMlpdeserialize_class_mlp and if training using the automatic determination of the regularization parameters should be continued. All other parameters described above ('weight_prior'"weight_prior""weight_prior""weight_prior""weight_prior""weight_prior", 'noise_prior'"noise_prior""noise_prior""noise_prior""noise_prior""noise_prior", 'num_well_determined_params'"num_well_determined_params""num_well_determined_params""num_well_determined_params""num_well_determined_params""num_well_determined_params", and 'fraction_well_determined_params'"fraction_well_determined_params""fraction_well_determined_params""fraction_well_determined_params""fraction_well_determined_params""fraction_well_determined_params") are saved.

Execution Information

• Multithreading type: reentrant (runs in parallel with non-exclusive operators).
• Multithreading scope: global (may be called from any thread).
• Processed without parallelization.

This operator modifies the state of the following input parameter:

• MLPHandleMLPHandleMLPHandleMLPHandleMLPHandlemlphandle

During execution of this operator, access to the value of this parameter must be synchronized if it is used across multiple threads.

Parameters

Example (HDevelop)

* This example shows how to determine the regularization parameters
* automatically without examining the convergence of the
* regularization parameters.
* Create the MLP.
create_class_mlp (NumIn, NumHidden, NumOut, 'softmax', \
                  'normalization', NumIn, 42, MLPHandle)
* Generate and add the training data
for J := 0 to NumData-1 by 1
    * Generate training features and classes.
    * Data = [...]
    * Class = [...]
    add_sample_class_mlp (MLPHandle, Data, Class)
endfor
* Set up the automatic determination of the regularization
* parameters.
set_regularization_params_class_mlp (MLPHandle, 'weight_prior', \
                                     [0.01,0.01,0.01,0.01])
set_regularization_params_class_mlp (MLPHandle, \
                                     'num_outer_iterations', 10)
* Train the MLP.
train_class_mlp (MLPHandle, 100, 1, 0.01, Error, ErrorLog)
* Read out the estimate of the number of well-determined
* parameters.
get_regularization_params_class_mlp (MLPHandle, \
                                     'fraction_well_determined_params', \
                                     FractionParams)
* If FractionParams differs substantially from 1, consider reducing
* NumHidden appropriately and consider performing a preprocessing that
* reduces the number of input variables to the net, i.e., canonical
* variates or principal components.
write_class_mlp (MLPHandle, 'classifier.mlp')



* This example shows how to determine the regularization parameters
* automatically while examining the convergence of the
* regularization parameters.
* Create the MLP.
create_class_mlp (NumIn, NumHidden, NumOut, 'softmax', \
                  'normalization', NumIn, 42, MLPHandle)
* Generate and add the training data.
for J := 0 to NumData-1 by 1
    * Generate training features and classes
    * Data = [...]
    * Class = [...]
    add_sample_class_mlp (MLPHandle, Data, Class)
endfor
* Set up the automatic determination of the regularization
* parameters.
set_regularization_params_class_mlp (MLPHandle, 'weight_prior', \
                                     [0.01,0.01,0.01,0.01])
set_regularization_params_class_mlp (MLPHandle, \
                                     'num_outer_iterations', 1)
for OuterIt := 1 to 10 by 1
    * Train the MLP
    train_class_mlp (MLPHandle, 100, 1, 0.01, Error, ErrorLog)
    * Read out the regularization parameters
    get_regularization_params_class_mlp (MLPHandle, 'weight_prior', \
                                         WeightPrior)
    * Inspect the regularization parameters manually for
    * convergence and exit the loop manually if they have
    * converged.
    * [...]
endfor
* Read out the estimate of the number of well-determined
* parameters.
get_regularization_params_class_mlp (MLPHandle,\
                                     'fraction_well_determined_params',\
                                     FractionParams)
* If FractionParams differs substantially from 1, consider reducing
* NumHidden appropriately and consider performing a preprocessing that
* reduces the number of input variables to the net, i.e., canonical
* variates or principal components.
write_class_mlp (MLPHandle, 'classifier.mlp')

Complexity

Let denote the number of input units of the MLP (i.e., or , depending on the value of PreprocessingPreprocessingPreprocessingPreprocessingpreprocessingpreprocessing, as described at create_class_mlpcreate_class_mlpCreateClassMlpCreateClassMlpCreateClassMlpcreate_class_mlp), the number of hidden units, and the number of output units. Then, the number of weights of the MLP is . Let denote the number of training samples. Let denote the number of iterations set with MaxIterationsMaxIterationsMaxIterationsMaxIterationsmaxIterationsmax_iterations in train_class_mlptrain_class_mlpTrainClassMlpTrainClassMlpTrainClassMlptrain_class_mlp. Let and denote the number of outer and inner iterations, respectively.

The run time of the training without regularization or with regularization with fixed regularization parameters is of complexity . In contrast, the runtime of the training with automatic determination of the regularization parameters is of complexity .

The training without regularization or with regularization with fixed regularization parameters requires at least bytes of memory. The training with automatic determination of the regularization parameters requires at least bytes of memory. Under special circumstances, another bytes of memory are required.

Result

If the parameters are valid, the operator set_regularization_params_class_mlpset_regularization_params_class_mlpSetRegularizationParamsClassMlpSetRegularizationParamsClassMlpSetRegularizationParamsClassMlpset_regularization_params_class_mlp returns the value 2 (H_MSG_TRUE). If necessary, an exception is raised.

Possible Predecessors

create_class_mlpcreate_class_mlpCreateClassMlpCreateClassMlpCreateClassMlpcreate_class_mlp

Possible Successors

get_regularization_params_class_mlpget_regularization_params_class_mlpGetRegularizationParamsClassMlpGetRegularizationParamsClassMlpGetRegularizationParamsClassMlpget_regularization_params_class_mlp, train_class_mlptrain_class_mlpTrainClassMlpTrainClassMlpTrainClassMlptrain_class_mlp

References

David J. C. MacKay: “Bayesian Interpolation”; Neural Computation 4(3):415-447; 1992.
David J. C. MacKay: “A Practical Bayesian Framework for Backpropagation Networks”; Neural Computation 4(3):448-472; 1992.
David J. C. MacKay: “The Evidence Framework Applied to Classification Networks”; Neural Computation 4(5):720-736; 1992.
David J. C. MacKay: “Comparison of Approximate Methods for Handling Hyperparameters”; Neural Computation 11(5):1035-1068; 1999.

Module

Foundation