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Extension library of Microsoft Cognitive Toolkit

Project description

CNTKx

CNTKx is a deep learning library that builds on and extends Microsoft Cognitive Toolkit CNTK. Despite the last planned release of cntk 2.7, cntkx will continue to be in active development, more models and pre-built components coming soon!

Feel free to open an issue for any request or a PR to contribute :)

Installation

cntkx is written in pure python and cntk is a dependency to it. Please get a working installation of cntk first. Then:

pip install cntkx

cntkx only works with python>=3.6

Available Components

ops Description
scalar cast tensor to scalar (1,)
cumsum Cumulative summation along axis
upsample Upsample by 2x (for image)
centre_crop Crop centre of image
swish Activation
hardmax Activation
erf Error function
gelu Gaussian Error Linear Unit function
gelu_fast fast approximation of Gaussian Error Linear Unit function
sequence.pad Pad at start or end of sequence axis
sequence.length length of sequence
sequence.position position of every sequence element
sequence.stride strides across sequential axis
sequence.join joins two sequence along their sequential axis
sequence.window creates non-overlapping window along the sequence axis
sequence.reverse reverses the items along the dynamic sequence axis
sequence.reduce_mean calculates the mean along the dynamic sequence axis
random.sample Samples an unnormalised log probability distribution
random.sample_top_k Samples from the top_k of an unnormalised log probability distribution
batchmatmul Batch Matrix Multiplication on a static batch axis, similar to tf.matmul
Layers Description
QRNN Quasi-Recurrent Neural Network
Recurrence With option to apply VariationalDroppout
PyramidalBiRecurrence Pyramidal bi-directional recurrence
VariationalDropout Single binary dropout mask for entire sequence
SinusoidalPositionalEmbedding Non-learnable positional embedding (no max sequence length)
PositionalEmbedding Learnable Positional Embedding (used in BERT)
BertEmbeddings BERT Embeddings (word + token_type + positional)
BertPooler Pooler used in BERT
SpatialPyramidPooling Fixed pooled representation regardless of image input size
GatedLinearUnit Gated Convolutional Neural Network
ScaledDotProductAttention Attention used in BERT and Transformer (aka 'attention is all you need')
MultiHeadAttention Attention used in BERT and Transformer (aka 'attention is all you need')
GaussianWindowAttention Windowed attention instead of conventional attention where everything is attended at the same time
SequentialMaxPooling Max pool across sequential axis and static axes
SequentialAveragePooling Average pool across sequential axis and static axes
vFSMN Vectorised Feedforward Sequential Memory Networks
cFSMN Compact Feedforward Sequential Memory Networks
Blocks Description
WeightDroppedLSTM A form of regularised LSTM
IndyLSTM A parameter efficient form of LSTM
IndRNN a RNN with long memory and can be stacked deeply
Loss Description
gaussian_mdn_loss loss function when using Mixture density network
focal_loss_with_softmax A kind of cross entropy that handles extreme class imbalance
cross_entropy_with_softmax Added label smoothing regularisation in cross entropy with softmax
Models Description
VGG Image Classification
UNET Semantic Segmentation
Transformer Language Modelling
MDN Mixture Density Networks
Pre-trained models Description
Bert Bidirectional Encoder Representations from Transformers
fwd_wt103.hdf5 The weight parameters of the fastai's pytorch model. To be used to initialise PretrainedWikitext103LanguageModel
fwd_wt103.cntk The converted cntk model of fastai's pytorch model. To be used with C.load_model
fwd_wt103.onnx The converted ONNX model of fastai's pytorch model.
Learners Description
CyclicalLearningRate a method to eliminate the need to find best value and schedule for learning rate
Misc Description
CTCEncoder Helper class to convert data into a format acceptable for cntk's ctc implementation

C# CNTK Tutorials

This library is implemented in pure cntk python API. For help in cntk c#, you can refer to the two repository deep-learning-with-csharp-and-cntk and DeepBelief_Course4_Examples.

F# CNTK

For the F# wrapper of CNTK please visit FsCNTK, it also contains some example implementations like seq2seq, autoencoder, LSTM, GAN.

News

2019-08-29.

Added PretrainedWikitext103LanguageModel

CNTK implementation of Fast AI's Universal Language ModelFine-tuning (ULMFiT) English model has been added. This language model was trained on Wikitext-103 and can be used as a base model for any downstream language task.

It is also much more efficient to run compare to BERT and other Transformer language models.

For more details, you can refer to the original paper here

Example:

vocab_size = 238462
converted_hdf5_model_file_path = 'PATH/fwd_wt103.hdf5'  # this is not the original pytorch model
lm = PretrainedWikitext103LanguageModel(converted_hdf5_model_file_path)

a = C.sequence.input_variable(vocab_size)
prediction = lm(a)  # next-word-prediction
features = prediction.features  # features of tokens

assert prediction.shape == (vocab_size, )
assert features.shape == (400, )
Model Description
fwd_wt103.hdf5 The weight parameters of the fastai's pytorch model. To be used to initialise PretrainedWikitext103LanguageModel
fwd_wt103.cntk The converted cntk model of fastai's pytorch model. To be used with C.load_model
fwd_wt103.onnx The converted ONNX model of fastai's pytorch model.

2019-08-08.

Added cntkx.ops.gelu and cntkx.ops.gelu_fast

Added two cntk implementation of gelu activation function. gelu activation is used in BERT and OpenAI's GPT and GPT-2.

Gaussian Error Linear Unit (GELU), a high-performing neuralnetwork activation function. The GELU nonlinearity is the expected transforma-tion of a stochastic regularizer which randomly applies the identity or zero mapto a neuron’s input. The GELU nonlinearity weights inputs by their magnitude,rather than gates inputs by their sign as in ReLUs.

For more detail please refer to Gaussian Error Linear Units (GELU) by Hendrycks and Gimpel.

2019-07-04.

Added cntkx.ops.sequence.reduce_mean

Calculates the mean along the dynamic sequential axis in CNTK.

2019-06-26.

Added cntkx.ops.sequence.reverse

Allows the sequence items along the sequence axis to be reversed. This is useful when you want to create a Bi-directional Auto-Regressive layer because using UnfoldFrom does not work with Recurrence(go_backwards=True) and will result in a ValueError.

Example:

import cntk as C
import cntkx as Cx
from cntk.layers import Recurrence, UnfoldFrom, LSTM

hidden_dim = 50
start_token = C.Constant(0, shape=(hidden_dim,))
a = C.sequence.input_variable(1, name='seq1')

b = UnfoldFrom(Recurrence(LSTM(hidden_dim), go_backwards=True))(start_token, a)

n = [np.random.random((10, hidden_dim)).astype(np.float32),]

# This raise 'ValueError: It is not allowed to have multiple different stepping directions in the same loop'
b.eval({b.arguments[0]: n})

The workaround would be:

import cntk as C
import cntkx as Cx
from cntk.layers import Recurrence, UnfoldFrom, LSTM

hidden_dim = 50
start_token = C.Constant(0, shape=(hidden_dim,))
a = C.sequence.input_variable(1, name='seq1')
a_reversed = Cx.sequence.reverse(a)

b = UnfoldFrom(Recurrence(LSTM(hidden_dim)))(start_token, a_reversed)  # remove go_backwards=True

n = [np.random.random((10, hidden_dim)).astype(np.float32),]    
b.eval({b.arguments[0]: n})  # this will run just fine

2019-06-21.

Added cntkx.ops.random.sample_top_k

CNTK implementation of that allows sampling of the top_k unnormalised log-probabilities distribution. This is useful text (or sequence) generation where it is known that greedy decoding will cause text degeneration.

For more details on this, please refer to A curious case of neural text degeneration

Example:

import cntk as C
import cntkx as Cx

a = C.input_variable(5)
b = Cx.random.sample_top_k(a, k=3, num_classes=5)

n = np.array([[1, 2, 3, 4, 5],] * 1000)

results = b.eval({a: n})
assert np.sum(results[:, :2]) == 0
assert np.sum(results[:, 2:]) == 1000

2019-05-04.

Added cntkx.layers.vFSMN and cntkx.layers.cFSMN

CNTK implementation of Bidirectional vectorised Feedforward Sequential Memory Network (vFSMN) and Compact Feedforward Sequential Memory Network (cFSMN).

FSMN is a standard fully-connected feedforward neural network equipped with some learnable memory blocks in its hidden layers. The memory blocks use a tapped-delay line structure to encode the long context information into a fixed-size representation as short-term memory mechanism.

The authors claim that FSMNs can be learned much more reliably and faster than RNNs or LSTMs due to the inherent non-recurrent model structure while significantly outperforming RNNs in language and speech modeling.

For more details please refer to Feedforward Sequential Memory Networks: A New Structure to Learn Long-term Dependency

cFSMN is a compact version of FSMN that can result in a reduction of up to 60% in model size and speed up the learning by more than 7 times while still significantly outperforming the popular bi-direction LSTMs for both frame-level cross-entropy (CE) criterion based training and MMI based sequence training.

For more details please refer to "Compact Feedforward Sequential Memory Networks for Large VocabularyContinuous Speech Recognition" by Zhang, et al.

Example:

import cntk as C
from cntkx.layers import vFSMN, cFSMN

# unidirectional vFSMN (only past conext used)
a = C.sequence.input_variable(10)
b = vFSMN(100, C.relu, num_past_context=3, num_future_context=0)(a)

assert b.shape == (100,)

# bidirectional vFSMN (enable both past and future context)
a = C.sequence.input_variable(10)
b = vFSMN(120, C.relu, num_past_context=3, num_future_context=3)(a)

assert b.shape == (120,)

# bidirectional cFSMN (enable both past and future context)
a = C.sequence.input_variable(100)
b = cFSMN(120, 50, C.relu, num_past_context=3, num_future_context=3)(a)

assert b.shape == (120,)

2019-04-19.

Added cntkx.misc.CTCEncoder

CNTK's CTC implementation requires that data be formatted in a particular way that's typically in acoustic modeling but unusual in other applications. So class provides an easy way to convert data between what users typically expect and what cntk demands.

Example: labels = ['a', 'b', 'c'] encoder = CTCEncoder(labels)

labels_tensor = C.sequence.input_variable(len(encoder.classes_))  # number of classes = 4
input_tensor = C.sequence.input_variable(100)

labels_graph = cntk.labels_to_graph(labels_tensor)
network_out = model(input_tensor)

fb = C.forward_backward(labels_graph, network_out, blankTokenId=encoder.blankTokenId)

ground_truth = ['a', 'b', 'b', 'b', 'c']
seq_length = 10  # must be the same length as the sequence length in network_out

fb.eval({input_tensor: [...],
         labels_tensor: [encoder.transform(ground_truth, seq_length=seq_length)]})

2019-04-14.

Added Label Smoothing Regularization, seqeuence.window and PyramidalBiRecurrence

Added Label Smoothing Regularization in cross_entropy_with_softmax. Added sequence.window that creates non-overlapping window along the sequence axis thereby reducing the sequence length and increasing the dimension by the same factor.

Implemented a convenience layer used in acoustic modelling known as PyramidalBiRecurrence. Used to create pyramidal bi-directional LSTM (BLSTM) found in "Listen, attend and spell" by Chan et al. (https://arxiv.org/abs/1508.01211) Typically used to down sample the sequence length to make memory and runtime manageable.

2019-04-08.

Added cntkx.ops.sequence.join

Added a new op called join where two sequence tensors can be joined along with sequence axis forming a longer sequence.

2019-04-08.

Added cntkx.layers.SequentialAveragePooling

Add average pooling layer that works with sequential axis. Current cntk AveragePooling doesn't pool across sequence elements.

Example on cntkx.layers.SequentialAveragePooling

# rgb image of height 25 and variable width
a = C.sequence.input_variable((3, 25))

# Convolute across image with (3, 3) kernel with stride (1, 1)
b = C.layers.SequentialConvolution(filter_shape=(3, 3), num_filters=16, stride=(1, 1), pad=True)(a)

assert b.shape == (16, 25)

# max pool (2,2) in height and width with stride (2,2) in height and width, no padding
c = SequentialAveragePooling(filter_shape=(2, 2), strides=(2, 2), pad=False)(b)

assert c.shape == (16, 12)

2019-04-07.

Added cntkx.sequence.stride and cntkx.ops.scalar

Cx.sequence.stride enables striding across the sequential axis, selecting every integer items along the sequence. Cx.scalar converts tensor into scalar of shape (1,)

2019-04-06.

Added IndyLSTM and IndRNN

CNTK implementation of Independently Recurrent Long Short-term Memory cells: IndyLSTMs by Gonnet and Deselaers, and Independently Recurrent Neural Network (IndRNN): Building A Longer andDeeper RNN by Li, et al.

Both IndyLSTM and IndRNN have hidden-to-hidden weights that are diagonal matrix instead of the usual full matrix. Thus neurons in each layer are independent from each other, and the cross-channel information is obtained through stacking multiple layers.

IndRNN allows for the use of C.relu activation thus allowing multiple IndRNN layers to be stacked together deeply.

IndyLSTM has parameters linear to the number of nodes in the linear, as opposed to standard LSTM that is quadratic making IndyLSTM potentially faster and smaller as a model.

Authors of both IndRNN and IndyLSTM have claimed performance as good as or even better than regular LSTMs.

Example:

import cntk as C
from cntkx.layers import IndyLSTM, IndRNN, Recurrence

a = C.sequence.input_variable(10)
b = Recurrence(IndRNN(20))(a)
c = Recurrence(IndyLSTM(20))(a)

assert b.shape == c.shape == (20,)

2019-03-24.

Added cntkx.layers.SequentialMaxPooling

Add max pooling layer that works with sequential axis. Current cntk MaxPooling doesn't pool across sequence elements.

Example on cntkx.layers.SequentialMaxPooling

# rgb image of height 25 and variable width
a = C.sequence.input_variable((3, 25))

# Convolute across image with (3, 3) kernel with stride (1, 1)
b = C.layers.SequentialConvolution(filter_shape=(3, 3), num_filters=16, stride=(1, 1), pad=True)(a)

assert b.shape == (16, 25)

# max pool (2,2) in height and width with stride (2,2) in height and width, no padding
c = SequentialMaxPooling(filter_shape=(2, 2), strides=(2, 2), pad=False)(b)

assert c.shape == (16, 12)

2019-03-18.

Added cntkx.learners.CyclicalLearningRate

Cyclical learning rate (CLR) is an implementation to that practically eliminates the need to experimentally find the best values and schedule for the global learning rates.

Instead of monotonically decreasing the learning rate, this method lets the learning
rate cyclically vary between reasonable boundary values. Training with
cyclical learning rates instead of fixed values achieves improved classification accuracy without a need to tune and often in fewer iterations.

More details can be found in Cyclical Learning Rates for Training Neural Networks by Leslie N. Smith

This CLR implementation can be used with the cntk training loop by adding only two lines of code:

model = C.layers.Dense(10)(C.input_variable(10))
sgd_momentum = C.momentum_sgd(model.parameters, 0.1, 0.9)
clr = CyclicalLeaningRate(sgd_momentum, minibatch_size=32)  # first line of code

for epoch in range(10):
    for batch in range(100):
        trainer.train_minibatch(...)
        clr.batch_step()  # second line of code (to be called after every training update)

2019-03-12.

Added cntkx.ops.batchmatmul

Added Batch Matrix Multiplication. This implementation is similar to tensorflow.matmul.

Example:

a = C.sequence.input_variable((3, 4, 5))     # batch matrix
b = C.sequence.input_variable((3, 5, 6))     # batch matrix
c = Cx.batchmatmul(a, b)
assert c.shape == (3, 4, 6)                  # 3 is treated as a batch axis

2019-03-10.

Added PretrainedBertEncoder and PretrainedBertModel

BERT, the state-of-the-art language model is now available as a CNTK pretrained model.

Currently, it is only tested to work with BERT-Base, Uncased (uncased_L-12_H-768_A-12) and can be downloaded from Google AI

When you have downloaded BERT-Base, Uncased, there should be 5 files inside. You will need to .zip three of those files into a tensorflow checkpoint file before you can load it into cntkx.

Those three files are: bert_model.ckpt.data-00000-of-00001, bert_model.ckpt.index, bert_model.ckpt.meta. Then rename the extension of .zip into .ckpt and you are good to go.

Example below

text_tensor = C.sequence.input_variable(30522)
token_type_tensor = C.sequence.input_variable(2)
filepath_to_tf_bert_model = "YOUR_FILE_DIRECTORY/bert_model.ckpt"

model = Cx.layers.PreTrainedBertModel(filepath_to_tf_bert_model, num_heads=12, dropout_rate=0.1)
b = model(text_tensor, token_type_tensor)

assert b.shape == (768,)

For more details about BERT, you can find the original paper here, and some useful resources here and here.

Note: It goes without saying also that to use these pre-trained models you will need to have tensorflow installed since we are convert them from tensorflow models.

2019-03-06.

Added PositionalEmbedding, BertEmbeddings and PretrainedBertEmbeddings

CNTK implementation of PositionalEmbedding, BertEmbeddings and tf-to-cntk PreTrainedBertEmbeddings. BERT is a state-of-the-art language model from Google AI, more details can be found in BERT: Pre-training of Deep Bidirectional Transformers for Language Understanding.

Google AI's pre-trained BERT tensorflow model can be downloaded here. Tensorflow would need to be installed in your environment if you intend to use PreTrainedBertEmbeddings, which takes a tensorflow model and convert it cntk.

Example for PositionalEmbedding

a = C.sequence.input_variable(12)
b = PositionalEmbedding(max_seq_length, hidden_dim)(a)

assert b.shape == (hidden_dim, )

Example for BertEmbeddings

text_tensor = C.sequence.input_variable(100)
token_type_tensor = C.sequence.input_variable(2)
b = BertEmbeddings(max_seq_length, hidden_dim, 0.1)(text_tensor, token_type_tensor)

assert b.shape == (hidden_dim, )

Example for PreTrainedBertEmbeddings

text_tensor = C.sequence.input_variable(30522)
token_type_tensor = C.sequence.input_variable(2)
filepath_to_tf_bert_model = "YOURFILEPATH"
embeddings = PreTrainedBertEmbeddings(filepath_to_tf_bert_model, 0.1, False)
b = embeddings(text_tensor, token_type_tensor)

assert b.shape == (768, )

2019-03-02.

Added VariationalDropout and WeightDroppedLSTM

CNTK implementation of Variational Dropout found in A Theoretically Grounded Application of Dropout in Recurrent Neural Networks and Weight Dropped LSTM proposed in a salesforce research paper Regularizing and Optimizing LSTM Language Models.

Weight Dropped LSTM is a regularised LSTM that uses DropConnect on hidden-to-hidden weights as a form of recurrent regularisation. It also include application of variational dropout on the inputs and outputs of the recurrent units for further regularisation.

Variational Drpoout is a regularisation that uses same dropout mask at each time step (i.e. across the dynamic sequence axis) as opposed to the naive application of C.layers.Dropout to a sequence which will result in a different dropout mask for every tensor along the sequence axis.

import cntkx as Cx
from cntkx.layers import Recurrence, WeightDroppedLSTM
import cntk as C

dropconnect_rate = 0.2
variationaldrop_rate = 0.1

seq = C.sequence.input_variable(56)
b = Recurrence(WeightDroppedLSTM(20, dropconnect_rate),
               variational_dropout_rate_input=variationaldrop_rate,
               variational_dropout_rate_output=variationaldrop_rate)(seq)

assert b.shape == (100, )

seq_dropped = VariationalDropout(0.1)(seq)

assert seq_dropped.shape == seq.shape

2019-02-02.

Added Gated Linear Unit / Gated CNN

CNTK implementation of Gated Linear Unit (Gated CNN) founnd in Facebook AI Research Lab's paper: Language Modeling with Gated Convolutional Networks. This paper applies a convolutional approach to language modelling with a novel Gated-CNN model.

import cntkx as Cx
import cntk as C

seq = C.sequence.input_variable(56)
hidden = Cx.layers.GatedLinearUnit(window=2, hidden_dim=100)(seq)

assert hidden.shape == (100, )

2019-01-21.

Added Focal Loss for multi-class and binary classification

CNTK implementation of Focal Loss enables the training of highly accurate dense object detectors in the presence of vast numbers of easy background examples or dataset with extreme class imbalance (e.g. 1:1000).

Focal Loss focuses training on a sparse set of hard examples and prevents the vast number of easy negatives from overwhelm-ing the model during training.

For more details please refer to Focal Loss for Dense Object Detection

import cntkx as Cx

Cx.focal_loss_with_softmax([[0, 0, 0.8, 0.2]], [[0, 0, 1, 0]]).eval()
array([[0.31306446]], dtype=float32)

2019-01-18.

Added Gaussian Window Attention Model

Gaussian window attention model was first introduced by Alex Graves in "Generating sequences with recurrent neural networks".

It uses a mixture of gaussian windows to attend to portions of the sequence as oppose to the widely used attention model introduced in "Neural machine translation by jointly learning to align and translate" by Bahdanau, et al. that attends to the entire sequence all at once.

Gaussian window attention is also directional in its attention on the context sequence. When modeling strongly ordered sequences, gaussian window attention will be a natural choice due to this inductive bias.

import cntk as C
import cntkx as Cx

seq1 = C.Axis.new_unique_dynamic_axis('seq1')
seq2 = C.Axis.new_unique_dynamic_axis('seq2')

encoded = C.sequence.input_variable(30, sequence_axis=seq1)
query = C.sequence.input_variable(28, sequence_axis=seq2)

a = Cx.layers.GaussianWindowAttention(10)(encoded, query)

assert a.shape == (30, )

"Generating sequences with recurrent neural networks" can be found here. "Neural machine translation by jointly learning to align and translate" can be found here.

2019-01-16.

Added Spatial Pyramid Pooling layer

Spatial pyramid pooling layer is a pooling layer than returns a fixed length representation regardless of the image size/scale. It is frequently used for multi-size image training. It reported SOTA classification results using a single full-image representation without fine-tuning. For more details on the paper "Spatial Pyramid Pooling in Deep Convolutional Networks for Visual Recognition" by K. He, X. Zhang, S. Ren, J. Sun, link here.

import cntk as C
import cntkx as Cx

n = np.random.random((3, 3, 32, 32)).astype(np.float32)
a = C.input_variable((3, 32, 32))
b = Cx.layers.SpatialPyramidPooling((1, 2, 4))(a)

assert b.shape == (3 * (4 * 4 + 2 * 2 + 1),)  # representation not dependent on image size

2019-01-15.

Added Sinusoidal Positional Embedding and cntkx.ops.erf

Added sinusoidal positional embedding used in Transformer. For an accessible explanation of transformer, you may look up here.

import cntk as C
import cntkx as Cx

a = C.sequence.input_variable(10)
b = SinusoidalPositionalEmbedding()(a)

assert b.shape == (10, )

Added cntkx.ops.erf error function.

2019-01-12.

Added Vision models: VGG16, VGG19 and UNET

VGG is for image classification and UNET is for semantic segmentation. VGG is implemented for completeness sake and should not be used for any serious classification task.

Paper on VGG can be found here titled "Very Deep Convolutional Networks for Large-Scale Image Recognition"

Paper for UNET can be found here titled "U-Net: Convolutional Networks for Biomedical Image Segmentation"

VGG example:

import cntk as C
import cntkx as Cx

a = C.input_variable((3, 64, 64))
b = Cx.layers.VGG19(100)(a)

assert b.shape == (100,)

UNET example:

import cntk as C
import cntkx as Cx

a = C.input_variable((3, 512, 512))
b = Cx.layers.UNET(num_classes=10, base_num_filters=64, pad=True)(a)

assert b.shape == (10, 512, 512)

Convenience functions such as cntkx.ops.upsample and centre_crop have also been added. cntkx.ops.upsample upsamples an image twice on each spatial dim. centre_crop crops a smaller image from a bigger one in the centre given a reference smaller image.

Added Transformer attention model and associated components

The Transformer was first introduced in the paper 'Attention is all you need'. The architecture is based solely on attention mechanisms, dispensing with recurrence and convolutions entirely. More recently, BERT which broke almost all SOTA language task is also based on transformer and self-attention.

import cntk as C
import cntkx as Cx

a = C.sequence.input_variable(512)
b = C.sequence.input_variable(512)

transformer = Cx.layers.Transformer()  # using default settings
decoded = transformer(a, b)

assert decoded.shape == (512, )

2018-12-08.

Added QRNN: Quasi-Recurrent Neural Network (QRNN) and cntkx.ops.cumsum

The QRNN provides similar accuracy to the LSTM but can be betwen 2 and 17 times faster than the highly optimized NVIDIA cuDNN LSTM implementation depending on the use case.

More details please refer to the original paper here.

import cntk as C
import cntkx as Cx

input_seq = C.sequence.input_variable(input_dim)
prediction_seq = Cx.layers.QRNN(hidden_dim=50)(input_seq)

2018-12-07.

New sequence ops: cntkx.ops.sequence.pad and cntkx.ops.sequence.length

Added two new sequence ops. cntkx.ops.sequence.pad allows padding on the sequence axis and cntkx.ops.sequence.length calculates the length of the sequence.

2018-12-05.

Mixture Density Network

Mixture density networks are neural networks that can in principle represent arbitrary conditional probability distributions in the same way that a conventional neural network can represent arbitrary functions. MDN are very useful when you need to map an input to several correct targets (aka. one-to-many problem).

Updated with Gaussian Mixture Density Network ops and loss function. Ops will allow you to extract mdn coefficients and sample from the network.

More details on mdn can be found in this paper by Christopher Bishop.

import cntk as C
import cntkx as Cx

input_tensor = C.input_variable(1, name="input_tensor")
target_tensor = C.input_variable(1, name="target_tensor")

# model
inner = Dense(50, activation=C.relu)(input_tensor)
inner = Dense(50, activation=C.relu)(inner)
prediction_tensor = Dense((ndim + 2) * nmix, activation=None)(inner)

sampled = Cx.sample_gaussian_mdn(prediction_tensor, nmix, ndim)  # sampling node
loss = Cx.gaussian_mdn_loss(prediction_tensor, target_tensor, nmix=nmix, ndim=ndim)  # loss function

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