# %% # import libraries import numpy as np import torch import torch.nn as nn import matplotlib.pyplot as plt from IPython import display display.set_matplotlib_formats('svg') # %% # create data N = 30 x = torch.randn(N, 1) y = x + torch.randn(N, 1)/2 # and plot plt.plot(x,y,'s') plt.show() # %% # build model ANNreg = nn.Sequential( nn.Linear(1, 1), # input layer nn.ReLU(), # activation function nn.Linear(1, 1) # output layer ) ANNreg # %% # learning rate learning_rate = .05 # loss function loss_fn = nn.MSELoss() # optimizer (the flavor of gradient descent to implement) optimizer = torch.optim.SGD(ANNreg.parameters(), lr=learning_rate) # %% # train the model num_epochs = 500 losses = torch.zeros(num_epochs) # Train the model for epochi in range(num_epochs): # forward pass yhat = ANNreg(x) # compute loss loss = loss_fn(yhat, y) losses[epochi] = loss # backpropagation optimizer.zero_grad() loss.backward() optimizer.step() # %% # show the losses # manually compute losses # final forward pass predictions = ANNreg(x) # final loss (MSE) test_loss = loss_fn(predictions, y).pow(2).mean() plt.plot(losses.detach(), 'o', markerfacecolor='w', linewidth=.1) plt.plot(num_epochs, test_loss.detach(), 'ro') plt.xlabel('Epoch') plt.ylabel('Loss') plt.title('Final loss: %.3f' % test_loss.item()) plt.show() # %% test_loss.item() # %% # plot the data plt.plot(x,y,'bo', label='Real data') plt.plot(x, predictions.detach(), 'rs', label='Predictions') plt.title(f'preiction-data r = {np.corrcoef(y.T, predictions.detach().T)[0,1]:.2f}') plt.legend() plt.show() # %% def Model(x,y, num_epochs, learning_rate): # build model ANNreg =nn.Sequential( nn.Linear(1,1), nn.ReLU(), nn.Linear(1,1) ) # loss function loss_fn = nn.MSELoss() # optimizer optimizer = torch.optim.SGD(ANNreg.parameters(), lr=learning_rate) # train the model losses = torch.zeros(num_epochs) for epoch in range(num_epochs): # forward pass yHat = ANNreg(x) # compute loss loss = loss_fn(yHat,y) losses[epoch] = loss # backpropagation optimizer.zero_grad() loss.backward() optimizer.step() final_predictions = ANNreg(x) return final_predictions, losses N = 30 x = torch.randn(N, 1) y = x + torch.randn(N, 1)/2 final_predictions, losses = Model(x,y, num_epochs=500, learning_rate=.05) final_predictions # %% # A function that creates and trains the model def buildAndTrainTheModel(x,y): # build the model ANNreg = nn.Sequential( nn.Linear(1,1), # input layer nn.ReLU(), # activation function nn.Linear(1,1) # output layer ) # loss and optimizer functions loss_fn = nn.MSELoss() optimizer = torch.optim.SGD(ANNreg.parameters(), lr=.05) # train the model num_epochs = 500 losses = torch.zeros(num_epochs) for epochi in range(num_epochs): # forward pass yHat = ANNreg(x) # compute loss loss = loss_fn(yHat, y) losses[epochi] = loss # backpropagation optimizer.zero_grad() loss.backward() optimizer.step() # end traing loop # compute model predictions predictions = ANNreg(x) return predictions, losses # %% # A function that creates the data def createTheData(m): N = 30 x = torch.randn(N,1) y = m*x + torch.randn(N,1)/2 return x, y # %% # Test it once # create a dataset x, y = createTheData(.8) # run the model yhat, losses = buildAndTrainTheModel(x,y) fig, ax = plt.subplots(1,2, figsize=(12,4)) ax[0].plot(losses.detach(),'o',markerfacecolor='w',linewidth=.1) ax[0].set_xlabel('Epoch') ax[0].set_title('loss') ax[1].plot(x,y,'bo',label='Real data') ax[1].plot(x,yhat.detach(),'rs',label='Predictions') ax[1].set_xlabel('x') ax[1].set_ylabel('y') ax[1].set_title(f'prediction-data corr = {np.corrcoef(y.T, yhat.detach().T)[0,1]:.2f}') ax[1].legend() plt.show() # %% # Now for the expriment! # (takes 3 mns with 21 slopes and 50 exps) # the slopes to simulate slopes = np.linspace(-2,2,21) numExps = 50 # intialize output matrix results = np.zeros((len(slopes), numExps,2)) for slopi in range(len(slopes)): for expi in range(numExps): # create data x, y = createTheData(slopes[slopi]) # run the model yhat, losses = buildAndTrainTheModel(x,y) # store the results results[slopi, expi, 0] = losses[-1] results[slopi, expi, 1] = np.corrcoef(y.T, yhat.detach().T)[0,1] # correlation can be 0 if the model didn't do well. Set nan's -> 0 results[np.isnan(results)] = 0 # %% # plot the results! fig, ax = plt.subplots(1,2, figsize=(12,4)) ax[0].plot(slopes, np.mean(results[:,:,0], axis=1), 'ko-', markerfacecolor='w', markersize=10) ax[0].set_xlabel('Slope') ax[0].set_title('Loss') ax[1].plot(slopes, np.mean(results[:,:,1], axis=1), 'ms-', markerfacecolor='w', markersize=10) ax[1].set_xlabel('Slope') ax[1].set_ylabel('Real-predicted Correlation') ax[1].set_title('Model performance') plt.show() # %%