Hessian-free optimization for deep networks
Python implementation of Hessian-free optimization
Martens, J. (2010). Deep learning via Hessian-free optimization. In Proceedings of the 27th International Conference on Machine Learning.
Install the package via:
pip install hessianfree
To make sure things are working, open a python interpreter and enter:
import hessianfree as hf hf.demos.xor()
A simple xor training example will run, at the end of which it will display the target and actual outputs from the network.
Use this if you want to track the latest changes from the repository:
git clone https://github.com/drasmuss/hessianfree.git cd hessianfree python setup.py develop --user
optional: scipy 0.15, pycuda 2015, scikit-cuda 0.5, pytest 2.5
(older versions may work, but are untested)
All the standard features of Hessian-free optimization from Martens (2010) and Martens and Sutskever (2011) are implemented (Gauss-Newton approximation, early termination, CG backtracking, Tikhonov damping, structural damping, etc.). In addition, the code has been designed to make it easy to customize the network you want to train, without having to modify the internal computations of the optimization process.
Works for feedforward and recurrent deep networks (or mixtures of the two)
Standard nonlinearities built in (e.g., logistic, tanh, ReLU, softmax), and support for custom nonlinearities
Standard loss functions (squared error, cross entropy, sparsity constraints), and support for custom loss functions
Various weight initialization methods (although Hessian-free optimization doesn’t usually require much tweaking)
Customizable connectivity between layers (e.g., skip connections)
Efficient implementation, taking advantage of things like activity caching
Optional GPU acceleration if PyCUDA and scikit-cuda are installed
Gradient checking (and Gauss-Newton matrix checking) implemented to help with debugging
Inputs can be predefined or generated dynamically by some other system (like an environmental simulation)
Different optimizers can be swapped out for comparison (e.g., Hessian-free versus SGD)
The best way to understand how to use these features is to look through the examples in demos.py.
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