Controlled Bayesian Optimization for Hyperparameter Tuning - deep-learning

What is the best way to use hyperparameter tuning using Bayesian Optimization with some heuristic selections to explore too?
In packages such as spearmint or hyperopt you can specify a range to explore but I want to also explore some heuristic values that do not necessarily belong to the range. Any suggestions what' the best practice to do this?

I have applied Bayesian Optimization for hyper-parameter tuning in production, so I've faced similar issues.
Different Bayesian methods have different characteristics in terms of exploration/exploitation trade off, for example probability of improvement (PI) tends to exploit more by selecting the next point close to the known extremum, while upper confidence bound (UCB) on the contrary prefers exploration. The problem is the first local maximum is often not good enough to exploit, but "exploratory" methods take too much time and luck to use them alone.
The method that demonstrated the best results for me was a portfolio strategy (also known as a mixed strategy), that essentially makes an ensemble out of other methods. For example, on each step, it can pick UCB with 40% probability, PI with 40% and plain random point with 20% probability. What is important is that all methods share the outcomes, for instance if at some point a random method selects a good candidate, it then changes the GP model for UCB and PI, so from this moment PI is more likely to exploit that point. I have sometimes noticed that even the negative yet unexpected result changed the shape of a GP significantly, which in turn affected UCB and how it explores.
Clearly, a portfolio distribution itself can also change over time. It makes sense to start off by exploring more and then shift to exploitation, but still leaving some chance to explore (ε-greedy in the limit).
As for the range selection, I preferred to make it as large as possible and let Bayesian Optimization decide which values deserve more attempts, at least in the beginning. Note that PI method doesn't care much how big your range is. UCB tends to take more attempts as the range grows. In my experience, often the correlation between certain ranges (e.g. a regularizer is less than 0.01) and the outcome (severe overfitting) became obvious after several runs, and that allowed to narrow the range for all methods. But I don't recommend "premature optimizations" like that right from the start.
In the end, I wrote my own library for Bayesian Optimization. If you're interested in the code, please check it out on GitHub.

Related

Whitening data for Deep Learning

I have a dataset in which there is high correlation between the (500+) columns. From what I understand (and correct me if I am wrong), one of the reasons that you do normalising with zero mean and a std dev of one is so that it is easier for a optimizer with a given learning rate to deal with across many problems, rather than adopt the learning rate to the scale of X.
Similarly is there a reason as to why I should 'whiten' my dataset. It seems to be a common step in image processing. Would it make it easier on the optimizer somehow if the columns were independent?
I understand that classically people used to decorrelate the matrices so that the weights became more statistically significant, and also to make the matrix inversion more stable. The matrix inversion part atleast seems to be non-existent when it comes to DL since we use variations of Stochastic Gradient Descent (SGD) these days instead.
It's not something really essential now. Read this note from Andrej. Normally we don't use PCA in deep learning architectures. Because we don't need to reduce features since we have deep architectures which can extract hierarchical features. It's always good to zero center data. Which means you need to normalize data in order to reduce variance in the batch. Anyway normally in CNN we use batch normalization layer. This really helps the network to converge without having covariate shift. ALso modern optimization techniques like adam.rmsprop make the data pre-processing part less important.

Web Audio Pitch Detection for Tuner

So I have been making a simple HTML5 tuner using the Web Audio API. I have it all set up to respond to the correct frequencies, the problem seems to be with getting the actual frequencies. Using the input, I create an array of the spectrum where I look for the highest value and use that frequency as the one to feed into the tuner. The problem is that when creating an analyser in Web Audio it can not become more specific than an FFT value of 2048. When using this if i play a 440hz note, the closest note in the array is something like 430hz and the next value seems to be higher than 440. Therefor the tuner will think I am playing these notes when infact the loudest frequency should be 440hz and not 430hz. Since this frequency does not exist in the analyser array I am trying to figure out a way around this or if I am missing something very obvious.
I am very new at this so any help would be very appreciated.
Thanks
There are a number of approaches to implementing pitch detection. This paper provides a review of them. Their conclusion is that using FFTs may not be the best way to go - however, it's unclear quite what their FFT-based algorithm actually did.
If you're simply tuning guitar strings to fixed frequencies, much simpler approaches exist. Building a fully chromatic tuner that does not know a-priori the frequency to expect is hard.
The FFT approach you're using is entirely possible (I've built a robust musical instrument tuner using this approach that is being used white-label by a number of 3rd parties). However you need a significant amount of post-processing of the FFT data.
To start, you solve the resolution problem using the Short Timer FFT (STFT) - or more precisely - a succession of them. The process is described nicely in this article.
If you intend building a tuner for guitar and bass guitar (and let's face it, everyone who asks the question here is), you'll need t least a 4092-point DFT with overlapping windows in order not to violate the nyquist rate on the bottom E1 string at ~41Hz.
You have a bunch of other algorithmic and usability hurdles to overcome. Not least, perceived pitch and the spectral peak aren't always the same. Taking the spectral peak from the STFT doesn't work reliably (this is also why the basic auto-correlation approach is also broken).

Cosine in floating point

I am trying to implement the cosine and sine functions in floating point (but I have no floating point hardware).
Since my processor has no floating-point hardware, nor instructions, I have already implemented algorithms for floating point multiplication, division, addition, subtraction, and square root. So those are the tools I have available to me to implement cosine and sine.
I was considering using the CORDIC method, at this site
However, I implemented division and square root using newton's method, so I was hoping to use the most efficient method.
Please don't tell me to just go look in a book or that "paper's exist", no kidding they exist. I am looking for names of well known algorithms that are known to be fast and efficient.
First off, depending on your accuracy requirements, this can be considerably fussier than your earlier questions.
Now that you've been warned: you'll first want to reduce the argument modulo pi/2 (or 2pi, or pi, or pi/4) to get the input into a manageable range. This is the subtle part. For a nice discussion of the issues involved, download a copy of K.C. Ng's ARGUMENT REDUCTION FOR HUGE ARGUMENTS: Good to the Last Bit. (simple google search on the title will get you a pdf). It's very readable, and does a great job of describing why this is tricky.
After doing that, you only need to approximate the functions on a small range around zero, which is easily done via a polynomial approximation. A taylor series will work, though it is inefficient. A truncated chebyshev series is easy to compute and reasonably efficient; computing the minimax approximation is better still. This is the easy part.
I have implemented sine and cosine exactly as described, entirely in integer, in the past (sorry, no public sources). Using hand-tuned assembly, results in the neighborhood of 100 cycles are entirely reasonable on "typical" processors. I don't know what hardware you're dealing with (the performance will mostly be gated on how quickly your hardware can produce the high part of an integer multiply).
For various levels of precision, you can find some good approximations here:
http://www.ganssle.com/approx.htm
With the added advantage that they are deterministic in runtime unlike the various "converging series" options which can vary wildly depending on the input value. This matters if you are doing anything real-time (games, motion control etc.)
Since you have the basic arithmetic operations implemented, you may as well implement sine and cosine using their taylor series expansions.

What kind of learning algorithm would you use to build a model of how long it takes a human to solve a given Sudoku situation?

I don't have much experience in machine learning, pattern recognition, data mining, etc. and in their underlying theory and systems.
I would like to develop an artificial model of the time it takes a human to make a move in a given Sudoku puzzle.
So what I'm looking for as an output from the machine learning process is a model that can give predictions on how long does it take for a target human to make a move in a given Sudoku situation.
Same input doesn't always map to same outcome. It takes different times for the human to make a move with the same situation, but my hypothesis is that there's a tendency in the resulting probability distribution. (My educated guess is that it is ~normal.)
I have ideas about the factors that influence the distribution (like #empty slots) but would preferably leave it to the system to figure these patterns out. Please notice, that I'm not interested in the patterns, just the model.
I can generate sample and test data easily by running sudoku puzzles and measuring the times it takes to make the moves.
What kind of learning algorithm would you suggest to use for this?
I was thinking NNs, but I'm not sure if they can have the desired property of giving weighted random outcomes for the same input.
If I understand this correctly you have an input vector of length 81, which contains 1 if the square is filled in and 0 otherwise. You want to learn a function which returns a probability distribution which models the response time of a human to that board position.
My first response would be that this is a regression problem and you should try straightforward linear regression. This will not provide you with a distribution of response times, but a single 'best-guess' response time.
I'm not clear on why you want to model a distribution of response times. However, if you really want to do want to output a distribution then it sounds like you want to look at Bayesian methods. I'm not really an expert on Bayesian inference, so I can't help you much further here.
However, I don't really think your approach is going to work because I agree with your intuition about features such as the number of empty slots being important. There are also other obvious features, such as the number of empty slots per row/column that are likely to be important. Explicitly putting these features in your representation will probably be much more successful than expecting that the learning algorithm will infer something similar on its own.
The monte carlo method seems like it would work well here but would require a stack of solutions the size of the moon to really do it. And it wouldn't give you the time per person, just the time on average.
My understanding of it, tenuous as it is, is that you have a database with a board position and the time it took a human to make the next move. At the very least you have a starting point for most moves. Even if it's not in the database you could start to calculate how long it would take to make a move based on some algorithm. Though I know you had specified you wanted machine learning to do this it might be worth segmenting the problem into something a little smaller then building on it.
If you have some guesstimate as to what influences the function (# of empty cell, etc), try to train a classifier on a vector of features, and not on the 81 cells vector (0/1 or 0..9, doesn't really matter for my argument).
I think that your claim:
we wouldn't have to necessary know the underlying patterns, the "trained patterns" in a learning system automatically encodes these sometimes quite delicate and subtle patterns inside them -- that's one of their great power
is wrong. you do have to give the network the right domain. for example, when trying to detect object in an image, working in the pixel domain is pointless. you'll only get results if you first run some feature detection to detect edges, corners, etc.
Theoretically, with enough non-linearity (in NN - enough layers in the network) it can detect such things, but in practice, I have never seen that work, without giving the classifier the right features to work with.
I was thinking NNs, but I'm not sure if they can have the desired property of giving weighted random outcomes for the same input.
You're just trying to learn a function from 2^81 or 10^81 (or a much smaller feature space as I suggest) to R (response time between 0 and Inf) or some discretization of that. So NN and other classifiers can do that.

What is Cyclomatic Complexity?

A term that I see every now and then is "Cyclomatic Complexity". Here on SO I saw some Questions about "how to calculate the CC of Language X" or "How do I do Y with the minimum amount of CC", but I'm not sure I really understand what it is.
On the NDepend Website, I saw an explanation that basically says "The number of decisions in a method. Each if, for, && etc. adds +1 to the CC "score"). Is that really it? If yes, why is this bad? I can see that one might want to keep the number of if-statements fairly low to keep the code easy to understand, but is this really everything to it?
Or is there some deeper concept to it?
I'm not aware of a deeper concept. I believe it's generally considered in the context of a maintainability index. The more branches there are within a particular method, the more difficult it is to maintain a mental model of that method's operation (generally).
Methods with higher cyclomatic complexity are also more difficult to obtain full code coverage on in unit tests. (Thanks Mark W!)
That brings all the other aspects of maintainability in, of course. Likelihood of errors/regressions/so forth. The core concept is pretty straight-forward, though.
Cyclomatic complexity measures the number of times you must execute a block of code with varying parameters in order to execute every path through that block. A higher count is bad because it increases the chances for logical errors escaping your testing strategy.
Cyclocmatic complexity = Number of decision points + 1
The decision points may be your conditional statements like if, if … else, switch , for loop, while loop etc.
The following chart describes the type of the application.
Cyclomatic Complexity lies 1 – 10  To be considered Normal
applicatinon
Cyclomatic Complexity lies 11 – 20  Moderate application
Cyclomatic Complexity lies 21 – 50  Risky application
Cyclomatic Complexity lies more than 50  Unstable application
Wikipedia may be your friend on this one: Definition of cyclomatic complexity
Basically, you have to imagine your program as a control flow graph and then
The complexity is (...) defined as:
M = E − N + 2P
where
M = cyclomatic complexity,
E = the number of edges of the graph
N = the number of nodes of the graph
P = the number of connected components
CC is a concept that attempts to capture how complex your program is and how hard it is to test it in a single integer number.
Yep, that's really it. The more execution paths your code can take, the more things that must be tested, and the higher probability of error.
Another interesting point I've heard:
The places in your code with the biggest indents should have the highest CC. These are generally the most important areas to ensure testing coverage because it's expected that they'll be harder to read/maintain. As other answers note, these are also the more difficult regions of code to ensure coverage.
Cyclomatic Complexity really is just a scary buzzword. In fact it's a measure of code complexity used in software development to point out more complex parts of code (more likely to be buggy, and therefore has to be very carefully and thoroughly tested). You can calculate it using the E-N+2P formula, but I would suggest you have this calculated automatically by a plugin. I have heard of a rule of thumb that you should strive to keep the CC below 5 to maintain good readability and maintainability of your code.
I have just recently experimented with the Eclipse Metrics Plugin on my Java projects, and it has a really nice and concise Help file which will of course integrate with your regular Eclipse help and you can read some more definitions of various complexity measures and tips and tricks on improving your code.
That's it, the idea is that a method which has a low CC has less forks, looping etc which all make a method more complex. Imagine reviewing 500,000 lines of code, with an analyzer and seeing a couple methods which have oder of magnitude higher CC. This lets you then focus on refactoring those methods for better understanding (It's also common that a high CC has a high bug rate)
Each decision point in a routine (loop, switch, if, etc...) essentially boils down to an if statement equivalent. For each if you have 2 codepaths that can be taken. So with the 1st branch there's 2 code paths, with the second there are 4 possible paths, with the 3rd there are 8 and so on. There are at least 2**N code paths where N is the number of branches.
This makes it difficult to understand the behavior of code and to test it when N grows beyond some small number.
The answers provided so far do not mention the correlation of software quality to cyclomatic complexity. Research has shown that having a lower cyclomatic complexity metric should help develop software that is of higher quality. It can help with software quality attributes of readability, maintainability, and portability. In general one should attempt to obtain a cyclomatic complexity metric of between 5-10.
One of the reasons for using metrics like cyclomatic complexity is that in general a human being can only keep track of about 7 (plus or minus 2) pieces of information simultaneously in your brain. Therefore, if your software is overly complex with multiple decision paths, it is unlikely that you will be able to visualize how your software will behave (i.e. it will have a high cyclomatic complexity metric). This would most likely lead to developing erroneous or bug ridden software. More information about this can be found here and also on Wikipedia.
Cyclomatic complexity is computed using the control flow graph. The Number of quantitative measure of linearly independent paths through a program's source code is called as Cyclomatic Complexity ( if/ if else / for / while )
Cyclomatric complexity is basically a metric to figure out areas of code that needs more attension for the maintainability. It would be basically an input to the refactoring.
It definitely gives an indication of code improvement area in terms of avoiding deep nested loop, conditions etc.
That's sort of it. However, each branch of a "case" or "switch" statement tends to count as 1. In effect, this means CC hates case statements, and any code that requires them (command processors, state machines, etc).
Consider the control flow graph of your function, with an additional edge running from the exit to the entrance. The cyclomatic complexity is the maximum number of cuts we can make without separating the graph into two pieces.
For example:
function F:
if condition1:
...
else:
...
if condition2:
...
else:
...
Control Flow Graph
You can probably intuitively see why the linked graph has a cyclomatic complexity of 3.
Cyclomatric complexity is a measure of how complex a unit of software is.It measures the number of different paths a program might follow with conditional logic constructs (If ,while,for,switch & cases etc....). If you will like to learn more about calculating it here is a wonderful youtube video you can watch https://www.youtube.com/watch?v=PlCGomvu-NM
It is important in designing test cases because it reveals the different paths or scenarios a program can take .
"To have good testability and maintainability, McCabe recommends
that no program module should exceed a cyclomatic complexity of 10"(Marsic,2012, p. 232).
Reference:
Marsic., I. (2012, September). Software Engineering. Rutgers University. Retrieved from www.ece.rutgers.edu/~marsic/books/SE/book-SE_marsic.pdf