# Neural Networks and Automated Differentiation

## Introduction

Neural networks are a method for classifying data based on a theory of how biological systems operate. They can also be viewed as a generalization of logistic regression. A method for determining the coefficients of a given model, backpropagation, was developed in the 1970’s and rediscovered in the 1980’s.

The article “A Functional Approach to Neural Networks” in the Monad Reader shows how to use a neural network to classify handwritten digits in the MNIST database using backpropagation.

The reader is struck by how similar backpropagation is to automatic differentiation. The reader may not therefore be surprised to find that this observation had been made before: Domke2009a. Indeed as Dan Piponi observes: “the grandaddy machine-learning algorithm of them all, back-propagation, is nothing but steepest descent with reverse mode automatic differentiation”.

## Neural Networks

We can view neural nets or at least a multi layer perceptron as a generalisation of (multivariate) linear logistic regression.

We follow (Rojas 1996; Bishop 2006). We are given a training set: $\displaystyle \{(\boldsymbol{x}_0, \boldsymbol{y}_0), (\boldsymbol{x}_1, \boldsymbol{y}_1), \ldots, (\boldsymbol{x}_p, \boldsymbol{y}_p)\}$

of pairs of $n$-dimensional and $m$-dimensional vectors called the input and output patterns in Machine Learning parlance. We wish to build a neural network model using this training set.

A neural network model (or at least the specific model we discuss: the multi-layer perceptron) consists of a sequence of transformations. The first transformation creates weighted sums of the inputs. $\displaystyle a_j^{(1)} = \sum_{i=1}^{K_0} w^{(1)}_{ij}x_i + w_{0j}^{(1)}$

where $K_0 \equiv n$ is the size of the input vector and there are $j = 1,\ldots,K_1$ neurons in the so called first hidden layer of the network. The weights are unknown.

The second transformation then applies a non-linear activation function $f$ to each $a_j$ to give the output from the $j$-th neuron in the first hidden layer. $\displaystyle z_j^{(1)} = f(a_j^{(1)})$

Typically, $f$ is chosen to be $\tanh$ or the logistic function. Note that if it were chosen to be the identity then our neural network would be the same as a multivariate linear logistic regression.

We now repeat these steps for the second hidden layer:

Ultimately after we applied $L-1$ transformations (through $L-1$ hidden layers) we produce some output:

We show an example neural in the diagram below. The input layer has 7 nodes. There are 2 hidden layers, the first has 3 nodes and the second has 5. The output layer has 3 nodes.

We are also given a cost function: $\displaystyle E(\boldsymbol{w}; \boldsymbol{x}, \boldsymbol{y}) = \frac{1}{2}\|(\hat{\boldsymbol{y}} - \boldsymbol{y})\|^2$

where $\hat{\boldsymbol{y}}$ is the predicted output of the neural net and $\boldsymbol{y}$ is the observed output.

As with logistic regression, our goal is to find weights for the neural network which minimises this cost function. We initialise the weights to some small non-zero amount and then use the method of steepest descent (aka gradient descent). The idea is that if $f$ is a function of several variables then to find its minimum value, one ought to take a small step in the direction in which it is decreasing most quickly and repeat until no step in any direction results in a decrease. The analogy is that if one is walking in the mountains then the quickest way down is to walk in the direction which goes down most steeply. Of course one get stuck at a local minimum rather than the global minimum but from a machine learning point of view this may be acceptable; alternatively one may start at random points in the search space and check they all give the same minimum.

We therefore need calculate the gradient of the loss function with respect to the weights (since we need to minimise the cost function). In other words we need to find: $\displaystyle \nabla E(\boldsymbol{x}) \equiv (\frac{\partial E}{\partial w_1}, \ldots, \frac{\partial E}{\partial w_n})$

Once we have this we can take our random starting position and move down the steepest gradient: $\displaystyle w'_i = w_i - \gamma\frac{\partial E}{\partial w_i}$

where $\gamma$ is the step length known in machine learning parlance as the learning rate.

Some pragmas and imports required for the example code.

> {-# LANGUAGE RankNTypes                #-}
> {-# LANGUAGE DeriveFunctor             #-}
> {-# LANGUAGE DeriveFoldable            #-}
> {-# LANGUAGE DeriveTraversable         #-}
> {-# LANGUAGE ScopedTypeVariables       #-}
> {-# LANGUAGE TupleSections             #-}
> {-# LANGUAGE NoMonomorphismRestriction #-}

> {-# OPTIONS_GHC -Wall                     #-}
> {-# OPTIONS_GHC -fno-warn-type-defaults   #-}
> {-# OPTIONS_GHC -fno-warn-unused-do-bind  #-}
> {-# OPTIONS_GHC -fno-warn-missing-methods #-}

> module NeuralNet
>        ( test1
>        , test2
>        , test3
>        ) where

> import Numeric.AD

> import Data.Traversable (Traversable)
> import Data.Foldable (Foldable)
> import Data.List
> import Data.List.Split
> import System.Random
> import qualified Data.Vector as V

> import Control.Monad

> import Data.Random ()
> import Data.Random.Distribution.Beta
> import Data.Random.Distribution.Uniform
> import Data.RVar

> import Text.Printf


## Logistic Regression Redux

Let us first implement logistic regression. This will give us a reference against which to compare the equivalent solution expressed as a neural network.

Instead of maximimizing the log likelihood, we will minimize a cost function.

> cost :: Floating a => V.Vector a -> a -> V.Vector a -> a
> cost theta y x = 0.5 * (y - yhat)^2
>   where
>     yhat = logit $V.sum$ V.zipWith (*) theta x

> logit :: Floating a =>
>          a -> a
> logit x = 1 / (1 + exp (negate x))


We add a regularization term into the total cost so that the parameters do not grow too large. Note that we do not regularize over the bias.

> delta :: Floating a => a
> delta = 0.01

> totalCost :: Floating a =>
>              V.Vector a ->
>              V.Vector a ->
>              V.Vector (V.Vector a) ->
>              a
> totalCost theta y x = (a + delta * b) / l
>   where
>     l = fromIntegral $V.length y > a = V.sum$ V.zipWith (cost theta) y x
>     b = (/2) $V.sum$ V.map (^2) $V.drop 1 theta  We determine the gradient of the regularized cost function. > delTotalCost :: Floating a => > V.Vector a -> > V.Vector (V.Vector a) -> > V.Vector a -> > V.Vector a > delTotalCost y x = grad f > where > f theta = totalCost theta (V.map auto y) (V.map (V.map auto) x)  And finally we can apply gradient descent. > gamma :: Double > gamma = 0.4  > stepOnceCost :: Floating a => > a -> > V.Vector a -> > V.Vector (V.Vector a) -> > V.Vector a -> > V.Vector a > stepOnceCost gamma y x theta = > V.zipWith (-) theta (V.map (* gamma)$ del theta)
>     where
>       del = delTotalCost y x


## Neural Network Representation

Let us borrow, generalize and prune the data structures used in “A Functional Approach to Neural Networks”. Some of the fields in the borrowed data structures are probably no longer necessary given that we are going to use automated differentiation rather than backpropagation. Caveat lector!

The activation function itself is a function which takes any type in the Floating class to the same type in the Floating class e.g. Double.

> newtype ActivationFunction =
>   ActivationFunction
>   {
>     activationFunction :: Floating a => a -> a
>   }


A neural network is a collection of layers.

> data Layer a =
>   Layer
>   {
>     layerWeights  :: [[a]],
>     layerFunction :: ActivationFunction
>   } deriving (Functor, Foldable, Traversable)

> data BackpropNet a = BackpropNet
>     {
>       layers       :: [Layer a],
>       learningRate :: Double
>     } deriving (Functor, Foldable, Traversable)


We need some helper functions to build our neural network and to extract information from it.

> buildBackpropNet ::
>   Double ->
>   [[[a]]] ->
>   ActivationFunction ->
>   BackpropNet a
> buildBackpropNet learningRate ws f =
>   BackpropNet {
>       layers       = map buildLayer checkedWeights
>     , learningRate = learningRate
>     }
>   where checkedWeights = scanl1 checkDimensions ws
>         buildLayer w   = Layer { layerWeights  = w
>                                 , layerFunction = f
>                                 }
>         checkDimensions :: [[a]] -> [[a]] -> [[a]]
>         checkDimensions w1 w2 =
>           if 1 + length w1 == length (head w2)
>           then w2
>           else error $"Inconsistent dimensions in weight matrix\n" ++ > show (length w1) ++ "\n" ++ > show (length w2) ++ "\n" ++ > show (length$ head w1) ++ "\n" ++
>                         show (length $head w2)  > extractWeights :: BackpropNet a -> [[[a]]] > extractWeights x = map layerWeights$ layers x


In order to undertake gradient descent on the data structure in which we store a neural network, BackpropNet, it will be convenient to be able to add such structures together point-wise.

> instance Num a => Num (Layer a) where
>
> addLayer :: Num a => Layer a -> Layer a -> Layer a
>   Layer { layerWeights  = zipWith (zipWith (+))
>                                   (layerWeights x)
>                                   (layerWeights y)
>         , layerFunction = layerFunction x
>         }

> instance Num a => Num (BackpropNet a) where

> addBPN :: Num a => BackpropNet a -> BackpropNet a -> BackpropNet a
> addBPN x y = BackpropNet { layers = zipWith (+) (layers x) (layers y)
>                           , learningRate = learningRate x
>                           }


We store information about updating of output values in each layer in the neural network as we move forward through the network (aka forward propagation).

> data PropagatedLayer a
>     = PropagatedLayer
>         {
>           propLayerIn         :: [a],
>           propLayerOut        :: [a],
>           propLayerWeights    :: [[a]],
>           propLayerActFun     :: ActivationFunction
>         }
>     | PropagatedSensorLayer
>         {
>           propLayerOut :: [a]
>         } deriving (Functor, Foldable, Traversable)


Sadly we have to use an inefficient calculation to multiply matrices; see this email for further details.

> matMult :: Num a => [[a]] -> [a] -> [a]
> matMult m v = result
>   where
>     lrs = map length m
>     l   = length v
>     result = if all (== l) lrs
>              then map (\r -> sum $zipWith (*) r v) m > else error$ "Matrix has rows of length " ++ show lrs ++
>                           " but vector is of length " ++ show l


Now we can propagate forwards. Note that the code from which this is borrowed assumes that the inputs are images which are $m \times m$ pixels each encoded using a grayscale, hence the references to bits and the check that values lie in the range $0 \leq x \leq 1$.

> propagateNet :: (Floating a, Ord a, Show a) =>
>                 [a] ->
>                 BackpropNet a ->
>                 [PropagatedLayer a]
> propagateNet input net = tail calcs
>   where calcs = scanl propagate layer0 (layers net)
>         layer0 = PropagatedSensorLayer $validateInput net input > > validateInput net = validateInputValues . > validateInputDimensions net > > validateInputDimensions net input = > if got == expected > then input > else error ("Input pattern has " ++ show got ++ > " bits, but " ++ > show expected ++ " were expected") > where got = length input > expected = (+(negate 1))$
>                            length $> head$
>                            layerWeights $> head$
>                            layers net
>
>         validateInputValues input =
>           if (minimum input >= 0) && (maximum input <= 1)
>           then input
>           else error "Input bits outside of range [0,1]"


Note that we add a 1 to the inputs to each layer to give the bias.

> propagate :: (Floating a, Show a) =>
>              PropagatedLayer a ->
>              Layer a ->
>              PropagatedLayer a
> propagate layerJ layerK = result
>   where
>     result =
>       PropagatedLayer
>         {
>           propLayerIn         = layerJOut,
>           propLayerOut        = map f a,
>           propLayerWeights    = weights,
>           propLayerActFun     = layerFunction layerK
>         }
>     layerJOut = propLayerOut layerJ
>     weights   = layerWeights layerK
>     a = weights matMult (1:layerJOut)
>     f :: Floating a => a -> a
>     f = activationFunction $layerFunction layerK  > evalNeuralNet :: (Floating a, Ord a, Show a) => > BackpropNet a -> [a] -> [a] > evalNeuralNet net input = propLayerOut$ last calcs
>   where calcs = propagateNet input net


We define a cost function.

> costFn :: (Floating a, Ord a, Show a) =>
>           Int ->
>           Int ->
>           [a] ->
>           BackpropNet a ->
>           a
> costFn nDigits expectedDigit input net = 0.5 * sum (map (^2) diffs)
>   where
>     predicted = evalNeuralNet net input
>     diffs = zipWith (-) ((targets nDigits)!!expectedDigit) predicted

> targets :: Floating a => Int -> [[a]]
> targets nDigits = map row [0 .. nDigits - 1]
>   where
>     row m = concat [x, 1.0 : y]
>       where
>         (x, y) = splitAt m (take (nDigits - 1) $repeat 0.0)  If instead we would rather perform gradient descent over the whole training set (rather than stochastically) then we can do so. Note that we do not regularize the weights for the biases. > totalCostNN :: (Floating a, Ord a, Show a) => > Int -> > V.Vector Int -> > V.Vector [a] -> > BackpropNet a -> > a > totalCostNN nDigits expectedDigits inputs net = cost > where > cost = (a + delta * b) / l > > l = fromIntegral$ V.length expectedDigits
>
>     a = V.sum $V.zipWith (\expectedDigit input -> > costFn nDigits expectedDigit input net) > expectedDigits inputs > > b = (/(2 * m))$ sum $map (^2) ws > > m = fromIntegral$ length ws
>
>     ws = concat $concat$
>          map stripBias $> extractWeights net > > stripBias xss = map (drop 1) xss  > delTotalCostNN :: (Floating a, Ord a, Show a) => > Int -> > V.Vector Int -> > V.Vector [a] -> > BackpropNet a -> > BackpropNet a > delTotalCostNN nDigits expectedDigits inputs = grad f > where > f net = totalCostNN nDigits expectedDigits > (V.map (map auto) inputs) net  > stepOnceTotal :: Int -> > Double -> > V.Vector Int -> > V.Vector [Double] -> > BackpropNet Double -> > BackpropNet Double > stepOnceTotal nDigits gamma y x net = > net + fmap (* (negate gamma)) (delTotalCostNN nDigits y x net)  ## Example I Let’s try it out. First we need to generate some data. Rather arbitrarily let us create some populations from the beta distribution. > betas :: Int -> Double -> Double -> [Double] > betas n a b = > fst$ runState (replicateM n (sampleRVar (beta a b))) (mkStdGen seed)
>     where
>       seed = 0


We can plot the populations we wish to distinguish by sampling.

> a, b :: Double
> a          = 15
> b          = 6
> nSamples :: Int
> nSamples   = 100000
>
> sample0, sample1 :: [Double]
> sample0 = betas nSamples a b
> sample1 = betas nSamples b a

> mixSamples :: [Double] -> [Double] -> [(Double, Double)]
> mixSamples xs ys = unfoldr g ((map (0,) xs), (map (1,) ys))
>   where
>     g ([], [])         = Nothing
>     g ([],  _)         = Nothing
>     g ( _, [])         = Nothing
>     g ((x:xs), (y:ys)) = Just $(x, (y:ys, xs))  > createSample :: V.Vector (Double, Double) > createSample = V.fromList$ take 100 $mixSamples sample1 sample0  > lRate :: Double > lRate = 0.01 > actualTheta :: V.Vector Double > actualTheta = V.fromList [0.0, 1.0] > initTheta :: V.Vector Double > initTheta = V.replicate (V.length actualTheta) 0.1  > logitAF :: ActivationFunction > logitAF = ActivationFunction logit  > test1 :: IO () > test1 = do > > let testNet = buildBackpropNet lRate [[[0.1, 0.1], [0.1, 0.1]]] logitAF  > let vals :: V.Vector (Double, V.Vector Double) > vals = V.map (\(y, x) -> (y, V.fromList [1.0, x]))$ createSample
>
>   let gs = iterate (stepOnceCost gamma (V.map fst vals) (V.map snd vals))
>                    initTheta
>       theta = head $drop 1000 gs > printf "Logistic regression: theta_0 = %5.3f, theta_1 = %5.3f\n" > (theta V.! 0) (theta V.! 1) > > let us = V.map (round . fst) createSample > let vs = V.map snd createSample > let fs = iterate (stepOnceTotal 2 gamma us (V.map return vs)) testNet > phi = extractWeights$ head $drop 1000 fs > printf "Neural network: theta_00 = %5.3f, theta_01 = %5.3f\n" > (((phi!!0)!!0)!!0) (((phi!!0)!!0)!!1) > printf "Neural network: theta_10 = %5.3f, theta_11 = %5.3f\n" > (((phi!!0)!!1)!!0) (((phi!!0)!!1)!!1)  ghci> test1 Logistic regression: theta_0 = -2.383, theta_1 = 4.852 Neural network: theta_00 = 2.386, theta_01 = -4.861 Neural network: theta_10 = -2.398, theta_11 = 4.886  ## Example II Now let’s try a neural net with 1 hidden layer using the data we prepared earlier. We seed the weights in the neural with small random values; if we set all the weights to 0 then the gradient descent algorithm might get stuck. > uniforms :: Int -> [Double] > uniforms n = > fst$ runState (replicateM n (sampleRVar stdUniform)) (mkStdGen seed)
>     where
>       seed = 0

> randomWeightMatrix :: Int -> Int -> [[Double]]
> randomWeightMatrix numInputs numOutputs = y
>   where
>     y = chunksOf numInputs weights
>     weights = map (/ 100.0) $uniforms (numOutputs * numInputs)  > w1, w2 :: [[Double]] > w1 = randomWeightMatrix 2 2 > w2 = randomWeightMatrix 3 2  > initNet2 :: BackpropNet Double > initNet2 = buildBackpropNet lRate [w1, w2] logitAF > > labels :: V.Vector Int > labels = V.map (round . fst) createSample  > inputs :: V.Vector [Double] > inputs = V.map (return . snd) createSample  Instead of hand-crafting gradient descent, let us use the library function as it performs better and is easier to implement. > estimates :: (Floating a, Ord a, Show a) => > V.Vector Int -> > V.Vector [a] -> > BackpropNet a -> > [BackpropNet a] > estimates y x = gradientDescent$
>                 \theta -> totalCostNN 2 y (V.map (map auto) x) theta


Now we can examine the weights of our fitted neural net and apply it to some test data.

> test2 :: IO ()
> test2 = do
>
>   let fs = estimates labels inputs initNet2
>   mapM_ putStrLn $map (take 60)$
>                    map show $extractWeights$
>                    head $drop 1000 fs > putStrLn$ show $evalNeuralNet (head$ drop 1000 fs) [0.1]
>   putStrLn $show$ evalNeuralNet (head $drop 1000 fs) [0.9]  ghci> test2 [[3.3809809537916933,-6.778365921046131],[-5.157492699008754 [[1.2771246165025043,5.294090869351353,-8.264801192310706],[ [0.997782987249909,2.216698813392053e-3] [1.4853346509852003e-3,0.9985148392767443]  ## Example III Let’s try a more sophisticated example and create a population of 4 groups which we measure with 2 variables. > c, d :: Double > c = 15 > d = 8 > sample2, sample3 :: [Double] > sample2 = betas nSamples c d > sample3 = betas nSamples d c  > mixSamples3 :: Num t => [[a]] -> [(t, a)] > mixSamples3 xss = concat$ transpose $> zipWith (\n xs -> map (n,) xs) > (map fromIntegral [0..]) > xss > sample02, sample03, sample12, sample13 :: [(Double, Double)] > sample02 = [(x, y) | x <- sample0, y <- sample2] > sample03 = [(x, y) | x <- sample0, y <- sample3] > sample12 = [(x, y) | x <- sample1, y <- sample2] > sample13 = [(x, y) | x <- sample1, y <- sample3]  > createSample3 :: forall t. Num t => V.Vector (t, (Double, Double)) > createSample3 = V.fromList$ take 512 $mixSamples3 [ sample02 > , sample03 > , sample12 > , sample13 > ]  Rather annoyingly picking random weights seemed to give a local but not global minimum. This may be a feature of having more nodes in the hidden layer than in the input layer. By fitting a neural net with no hidden layers to the data and using the outputs as inputs to fit another neural net with no hidden layers, we can get a starting point from which we can converge to the global minimum. > w31, w32 :: [[Double]] > w31 = [[-1.795626449637491,1.0687662199549477,0.6780994566671094], > [-0.8953174631646047,1.536931540024011,-1.7631220370122578], > [-0.4762453998497917,-2.005243268058972,1.2945899127545906], > [0.43019763097582875,-1.5711869072989957,-1.187180183656747]] > w32 = [[-0.65116209142284,0.4837310591797774,-0.17870333721054968, > -0.6692619856605464,-1.062292154441557], > [-0.7521274440366631,-1.2071835415415136e-2,1.0078929981538551, > -1.3144243587577473,-0.5102027925579049], > [-0.7545728756863981,-0.4830112128458844,-1.2901624541811962, > 1.0487049495446408,9.746209726152217e-3], > [-0.8576212271328413,-0.9035219951783956,-0.4034500456652809, > 0.10091187689838758,0.781835908789879]] > > testNet3 :: BackpropNet Double > testNet3 = buildBackpropNet lRate [w31, w32] logitAF  > labels3 :: V.Vector Int > labels3 = V.map (round . fst) createSample3 > inputs3 :: V.Vector [Double] > inputs3 = V.map ((\(x, y) -> [x, y]) . snd) createSample3  Now we use the library gradientDescent function to generate neural nets which ever better fit the data. > estimates3 :: (Floating a, Ord a, Show a) => > V.Vector Int -> > V.Vector [a] -> > BackpropNet a -> > [BackpropNet a] > estimates3 y x = gradientDescent$
>                  \theta -> totalCostNN 4 y (V.map (map auto) x) theta


Finally we can fit a neural net and check that it correctly classifies some data.

> test3 :: IO ()
> test3 = do
>   let fs = drop 100 $estimates3 labels3 inputs3 testNet3 > mapM_ putStrLn$ map (take 60) $map show$ extractWeights $head fs > putStrLn$ take 60 $show$ evalNeuralNet (head fs) [0.1, 0.1]
>   putStrLn $take 60$ show $evalNeuralNet (head fs) [0.1, 0.9] > putStrLn$ take 60 $show$ evalNeuralNet (head fs) [0.9, 0.1]
>   putStrLn $take 60$ show \$ evalNeuralNet (head fs) [0.9, 0.9]

ghci> test3
[[-2.295896239599931,2.705409060274802,2.1377566388724047],[
[[-0.6169787627963551,2.5369568963968256,-0.3515306366626614
[2.638026636449198e-2,9.091308688841797e-2,0.373349222824566
[0.13674565454319784,1.128123133092104e-2,0.8525700090804755
[0.30731134024095474,0.8197492648500939,1.3704140162804749e-
[0.6773814649389487,0.22533958204471505,0.1957913744022863,4


Bishop, Christopher M. 2006. Pattern Recognition and Machine Learning (Information Science and Statistics). Secaucus, NJ, USA: Springer-Verlag New York, Inc.

Rojas, R. 1996. Neural networks: a systematic introduction. Springer-Verlag New York Incorporated. http://books.google.co.uk/books?id=txsjjYzFJS4C.

## 2 thoughts on “Neural Networks and Automated Differentiation”

1. Amy de Buitléir