Machine Learning Method Neural Networks

Unlike Linear Regression or Logistic Regression, Neural Networks can be applied to Non-linear data or data which would otherwise require to many quadratic features to classify. When there are many features, such as in machine vision problems and especially with Convolution, their combinations can quickly get out of control. NNs have been around since the '50's when they were developed as a way to mimic the operation of the brain. At that time, they were too computationally expensive, but they are making a resurgence given todays computing power.

NN simulate real "neurons" by sending messages to each other. The connections, x_n, are weighted by parameters O_n, and the weights are tuned based on experience. There is also an input that is not from other neurons, x₀, called the "bias unit" which is always set to 1. The weight on the bias unit changes the likelihood that the neuron will fire irrespective of other inputs. Note: This is still just y = mX+b. The bias unit is b, (actually x₀ always set to 1, then times O₀ so that matrix math is easily applied). The inputs are X (vector) and the m are the weights O_n.

The internal function of a single neuron in the network can be modeled by a simple Logistic unit using an "activation" or "cost" function such as the sigmoid function^ Hyperbolic Tangent^, Rectifier e.g. ReLU (Rectified Linear Unit)^, e.g. max(0,x)^ or SIREN^. In Octave:

g = 1 ./ ( 1 .+ exp(-X*theta) ) ;

Multiple Layers: NNs can have multiple layers where the top layer, directly connected to the external data inputs, is connected through to another layer, which may be connected to another, and so on before connecting to the final, output, layer. The inner layers are called hidden layers. Each neuron in a layer is normally connected to ALL the neurons in the next layer, or to one of a few neurons or even a single neuron, in the case where the next layers has fewer neurons. For a multi-class classification NN, with K classes, there would be K output units and only one would come on at a time. It is common to have a single neuron on the last, or output, layer. In that case, the computation from the last layer looks a lot like Logistic Regression. In fact, each layer is it's own set of mapping input to recognized features.

Multiple Parameter Vectors: Because there may be multiple layers, we must add a new dimension to our vector of parameters  O. The weights on a specific layer (j) may be represented by O^(j) and a specific weight between node (i) of the prior layer and (i') of the next layer as O_i'i^(j). The activation, or value computed for output, of a specific neuron (i) in a specific layer (j) can be represented by a_i^(j). a_i^(j) = "activation" of unit i in layer j. If a NN has s_j units in layer j (not counting any bias units) and s_(j+1) units in layer j+1, and each neuron is connected to every neuron in the next layer, then O^(j) will be a matrix of s_(j+1) by s_j + 1. That last "+1" is because of the bias unit. s_j is the number of units not counting the bias unit.

Example

A Neural Net with 3 inputs, x₁-x₃, a bias unit, x₀, a hidden layer with 3 nodes, and a single output, would require the following computations:

a₁⁽²⁾=g(O₁₀⁽¹⁾x₀ +O₁₁⁽¹⁾x₁ +O₁₂⁽¹⁾x₂ +O₁₃⁽¹⁾x₃)
a₂⁽²⁾=g(O₂₀⁽¹⁾x₀ +O₂₁⁽¹⁾x₁ +O₂₂⁽¹⁾x₂ +O₂₃⁽¹⁾x₃)
a₃⁽²⁾=g(O₃₀⁽¹⁾x₀ +O₃₁⁽¹⁾x₁ +O₃₂⁽¹⁾x₂ +O₃₃⁽¹⁾x₃)
h₀(x)= a₁⁽³⁾= g(O₁₀⁽²⁾a₀⁽²⁾ +O₁₁⁽²⁾a₁⁽²⁾ +O₁₂⁽²⁾a₂⁽²⁾ +O₁₃⁽²⁾a₃⁽²⁾)

Notice that the ^(j) superscript denotes the layer, the subscript denote the node i within that layer, and in the case of the weights, O, the first subscript is the node in the higher layer, and the second is the node in the lower layer. E.g. O₁₀ is the weight, on a₁, of x₀ from the prior layer.

Using Matrix math, the computations that must take place are:

• z⁽²⁾ = O⁽¹⁾X
• a⁽²⁾ = g(z⁽²⁾)
• z⁽³⁾ = O⁽²⁾a⁽²⁾
• h_O(X) = a⁽³⁾ = g(z⁽³⁾)

Another way of saying the same thing is:

• a⁽²⁾ = g(O⁽¹⁾X)
• a⁽³⁾ = g(O⁽²⁾a⁽²⁾)

Note: this example did not include bias units in the hidden layer.

Logic Functions

A very simple NN can be made with a single layer consisting of a single neuron with 2 binary inputs, 1 output, and manually assigned weights to compute the AND function. The hypothesis function might be: h_O(X) = g( -15x₀ + 10x₁ + 10x₂ ). Keeping in mind that x₀ = 1, and that anything more than 5 is effectively 1, and less than -5 is 0 from the sigmoid function g(), we can write the output for all possible input values:

The binary OR function would be g( -10x₀ + 20x₁ + 20x₂ ). NOT is g( 10 - 20x₁ ). Other functions can be expressed by the same basic formula simply by changing the weights. If h_O(X) = g( O₀x₀ + O₁x₁ + 0₂x₂ ) Then AND is O = [-15 10 10] and OR is O = [-10 20 20] and NOT is O = [10 -20]. NAND is O = [30 -20 -20]

Multiple layers of a NN can be assembled just like multiple gates in a digital logic circuit. For example, XOR can be made from 2 layers:
O⁽¹⁾ = [-15 10 10; 10 -20 -20]; O⁽²⁾ = [-10 20 20]

a₁⁽²⁾ = g( -15x₀ + 10x₁ + 10x₂ ) this is AND
a₂⁽²⁾ = g( 10x₀ - 20x₁ - 20x₂ ) this is NOR (NOT OR)
a₁⁽³⁾ = g( -10a₀⁽²⁾ + 20a₁⁽²⁾ + 20a₂⁽²⁾ ) this is OR

The result is equivalent to XOR = (A AND B) OR NOT(A OR B) where A is x₁ and B is x₂

Forward Propagation Algorithm

Given a two dimensional matrix of weights for a specific layer, O^(l), and the activation of that layer as a vector a^(l), the activation of the next layer, l + 1 is given by:  a^(l+1) = g(O^(l)a^(l)). Note that for l=1, the activation is actually the input vector X. However, since bias units don't get an activation, the size of the l+1 matrix may not match. We can fix this by breaking the calculation into two steps where we first calculate the activations for the real nodes in the next layer, and then add a set of bias units of value 1 to fill out all the nodes for the next cycle:

1. z^(l+1) = g( O^(l)a^(l) )
2. a^(l+1) = [1's z^(l+1)]

Note: When propagating from one layer to the next in a NN, it's critical that the size of the matrix match, including any bias unit columns. For Matrix multiply or divide^, for A*B, the second dimension of A must match the first dimension of B, and the result will be a matrix which is the first dimension of A by the second dimension of B.
If A is n x m and B is m x p the result AB will be n x p. [n x m]*[m x p] = [n x p]

For a 2 layer NN with weights Theta1 and Theta2 for the layers, prediction can be made in Octave:

m = size(X, 1);
a1 = [ones(m, 1) X]; %add a column for bias units
z2 = sigmoid(a1 * Theta1'); %propagate to the inner layer
a2 = [ones(m, 1) z2]; %add a column for bias units
a3 = sigmoid(a2 * Theta2'); %propagate the output layer
[val, p] = max(a3, [], 2); %find the node with the highest output

Back Propagation Algorithm:

Cost Function

A cost function for a NN can be similar to that for Logistic Regression:

except that there is an additional dimension for the extra units (k). Also, because there are parameters (weights) between each node of the prior layer for each node of the next layer, there are two additional dimensions for the regularization (j,i,l) Note that we still do not include the 0th elements (the bias units) so the indexes start with 1 not 0. Don't confuse that with Octave which starts indexing from 1. In Octave, start the regularization from 2, or zero out index 1 after computing the cost before regularization.

Note this cost function is not convex and can, but rairly does, get stuck at a local minima.

To calculate this cost function, the standard code can be used, but for a classifier NN, we must convert y from individual values, into a set of sets of vectors of zeros and ones where the value is represented by a 1 in the corrisponding location. e.g. if K = 3 and y(m)=2 then class_y(m) = [0; 1; 0]. If y(m) was 1, it would be [1; 0; 0]. To do this (at least for numerical values) we use an identity matrix. In Octave, eye returns an identity matrix. E.g. eye(3) returns [1 0 0; 0 1 0; 0 0 1]. We can index that matrix on both dimensions, returning the y'th row, and all the columns in that row. e.g. eye(3)([2 3 1],:) returns [0 1 0; 0 0 1; 1 0 0] (1 in the 2nd column, 1 in the 3rd column, 1 in the 1st column).

class_y = eye(K)(y,:); %how tricky is that?
costs = -class_y .* log(a3) - (1-class_y) .* log(1-a3);
J = sum(costs(:))/m; %costs is a matrix now. (:) makes a vector.

To calculate the regularization, we must compensate for there being multiple thetas, and that they are matrixs instead of vectors... and we still need to cut out the O₀ elements (now called bias units). Theta1(:,2:end) gives us all the rows of Theta1, but leaves out the first column. (:) turns the resulting matrix into a vector containing all those elements. This is so the sum doesn't miss the columns and the element-wise power doesn't care. e.g. for a system with 2 layers:

reg1 = sum(Theta1(:,2:end)(:).^2);
reg2 = sum(Theta2(:,2:end)(:).^2);
J = J + (lambda/(2*m)) * (reg1+reg2);

Note that we sum all the values before multiplying by lambda and dividing by 2m.

TODO: Write a version of this that works for L layers.

Gradients

Computing the slope of the error for multiple layers is complicated by the fact that there are many parameters. O_ij^(l) vs simply O_j. We can think about the error of a specific node j in a specific layer l as d_j^(l). For the output layer L, d_j^(L) = a_j^(L) - y_j  or as a vector of j nodes, d^(L) = a^(L) - y Because we are talking about the output layer, j must be K; the number of outputs. For the earlier layers, again, as a vector/maxtix (not showing the ij node indexes) we have  d^(l) = (O^(l))^Td^(l+1) .* g'(z^(l)). Note the .* or element wise multiplication. g'(z^(l)) is the derivative (note the ' or "prime" which means derivative) of the activation function g evaluated at the input functions given by z(l). Although the math to prove it is very complex, it is know that g'(z^(l)) = a^(l) .* (1-a^(l)). There is no d_j^(l) for the first layer. Note that we only have the values needed to calculate the prior layers after we calculate the later layers, hence the name back propagation. Note this doesn't include regularization.

Here is the overall method for calculating the gradients in a non-matrix format; there is a loop for each training example, and the vectors inside the loop consider that example only.

D_ij^(l) = 0 for all l, i, j. %accumulator
for m = 1:sizeof(y) %for each training example.
   a⁽¹⁾ = x^(m) %load that examples input
   for l = 2:L %forward through layers to output
      z^(l) = g( O^(l-1)a^(l-1) ) %forward_propagate
      a^(l) = [1's z^(l)] %add bias units
   d^(L) = a^(L) - y^(m) %error for this examples output
   for l = L-1:2 %backward through hidden layers
      d^(l) = O^(l)Td^(l+1) .* ( a^(l).*(1-a^(l)) ) %? calculate partial derivative for all i, j.  
   D_ij^(l) := D_ij^(l) + a_j^(l)Td_i^(l+1) %accumulate partial derivatives
   % in vector form D^(l) := D^(l) + d^(l+1) a^(l)T
D_ij^(l) := ¹/_m ( D_ij^(l) + lambda O_ij^(l) ) if j is not 0
D_ij^(l) := ¹/_m D_ij^(l) if j is 0 %don't regularize bias term.

Note that the delta values for the backwards propagation can be calculated to simplify the matrix math, but they will be disgarded duing forward propagation. The matrix multiplication d^(l+1) O^(l) is summing, for example, d₁^(l+1) O₁₂^(l) + d₂^(l+1) O₂₂^(l) so again, ? we must transpose O^(l) to make the matrix line up. Also, for d_i^(l+1)a_j^(l) in matrix form d^(l+1)a^(l) we must transpose a^(l)

Here is an Octave matrix implementation for a NN with 3 layers:

d3 = a3 - class_y;
d2 = d3 * Theta2(:,2:end); %dont include bias units column
d2 = d2 .* (z2 .* (1-z2)); %partial derivative
% z2 excludes bias column. Could use a2 and all Theta2 & remove first column
grad1 = (d2' * a1) ./ m;
grad2 = (d3' * a2) ./ m;

Regularization

To regularize the gradients, simply scale O by lambda / m while avoiding the bias units. e.g.

Theta1(:,1) = 0; %remove bias units.
grad1 = grad1 + (Theta1 .* (lambda/m));

Regression

The theta and gradient values are no longer vectors, but are now matrixes. The D or delta's also matrix. To use standard regression algorithems like fminunc etc... we must "unroll" them into vectors. For example, in a 3 layer vector, if there are 10 units in the first two layers and 1 in the last.

thetaVec = [ Theta1(:); Theta2(:); ... ]
gradVec = [ grad1(:); grad2(:); ... ]

Theta1 = reshape(thetaVec(1:110), 10, 11]
Theta2 = reshape(thetaVec(111:220), 10, 11]
Theta3 = reshape(thetaVec(221:231), 1, 11]

Gradient Checking

This is a diagnostic technique to make sure that your implementation of the gradient part of the cost function is valid. To validate D_ij^(l), we can take the value of the cost curve at a point just past and just before the point and one value should be more, while the other value should be less. This should be familiar as part of the definition of how derivatives are calculated. In Octave:

s_guess = (cost(theta + e) - cost(theta - e)) / (2*e); %approximate derivative of J(theta)

We can make such an estimate for each element of a vector theta, by computing the estimate for the cost function once per element, but with only that one element being "tweaked" by e.

for i = 1:num_parms
  theta_up = theta; theta_up(i) = theta_up(i)+e;
  theta_dn = theta; theta_dn(i) = theta_dn(i)-e;
  s_guess(i) = (cost(theta_up) - cost(theta_dn)) / (2*e);

Initial Weights

If all the theta weights are set to the same value, then all the errors will be the same, and all the back propagation corrections will be the same, and so on. It is critically important that the initial values are different so they can further differentiate in the correct directions. Random values work well. The range should be some small value distributed around zero. The range can be based on the number of units in the network. e.g. sqrt(6)/sqrt(sum(s())). In Octave:

ThetaJ = rand(s(j),s(j)+1) * (2*init_e) - init_e;

Choosing a Network Architecture

Inputs: Number of features

Outputs: Number of classifications

Hidden layers: Start with one. Make each hidden layer the same size; same number of units. More units is better, but expensive. More units in the hidden layers than input.

The Gaussian Kernel SVM may be better for small feature sets ( n < 1000 ) and reasonable sample sets ( 10 < m < 10,000 ). Logistic or Linear Regression may be better for simpler problems with very large training sets or features.

Also:

• The Scientist and Engineer's Guide to Digital Signal Processing: Chapter 26. Neural Networks 
   
• Embedded Processor and Microcontroller primer and FAQ: 7.4) Fuzzy Logic and Neural Networks 

  Fuzzy Logic and neural networks are two design methods that are coming into favor in embedded systems. The two methods are very different from each other, from conception to implementation. However, the advantages and disadvantages of the two can complement each other.

  The advantage of neural networks is that it is possible to design them without completely understanding the underlying logical rules by which they operate. The neural network designer applies a set of inputs to the network and "trains" it to produce the required output. The inputs must represent the behavior of the system that is being programmed, and the outputs should match the desired result within some margin of error. If the network's output does not agree with the desired result, the structure of the neural network is altered until it does. After training it is assumed that the network will also produce the desired output, or something close to it, when it is presented with new and unknown data.

  In contrast, a fuzzy-logic system can be precisely described. Before a fuzzy control system is designed, its desired logical operation must be analyzed and translated into fuzzy-logic rules. This is the step where neural networks technology can be helpful to the fuzzy-logic designer. The designer can first train a software neural network to produce the desired output from a given set of inputs and outputs and then use a software tool to extract the underlying rules from the neural network. The extracted rules are translated into fuzzy-logic rules.

  Fuzzy logic is not a complete design solution. It supplements rather than replaces traditional event control and PID (proportional, integral, and derivative) control techniques. Fuzzy logic relies on grade of membership and artificial intelligence techniques. It works best when it is applied to non-linear systems with many inputs that cannot be easily expressed in either mathematical equations used for PID control or IF-THEN statements used for event control.

  In an effort to change fuzzy logic from a "buzzword" (as it is in most parts of the world) to a well established design method (as it is in Japan), most manufacturers of microcontrollers have introduced fuzzy logic software. Most software generates code for specific microcontrollers, while other generates C code which can be compiled for any microcontroller.
   

• A Self-Wiring Array of "Bicores" for Robotic Control by Terry Newton (Neural Network adjacent)
   
• July 2003 MassMind Newsletter CMAC: Cerebellar Model Articulation Controller (Neural Network adjacent)

See also:

• https://www.youtube.com/watch?v=TkwXa7Cvfr8 An excellent overview of the up and down sides of NN, and how the input functions have a massive effect on their ability to learn.+
• https://mlu-explain.github.io/neural-networks/ An absolutely excellent set of animations and a live demo that explain Neural Networks from simple linear algebra up. This is a perfect companion for the Google Tensorflow Playground.+
• https://docs.google.com/spreadsheets/d/1oAwO9nievYRLyyC_2sgkXaHF3AuYlgEr_2kuAN_EQrw/edit?usp=sharing A spreadsheet which models the operation of a simple Neural Network. This is a Sheets update of an original design for Lotus 1-2-3, from the '90's. It relies on self referencing calculations which are enabled in the settings. See the text copied below the sheet to understand it's operation.+
• https://en.wikipedia.org/wiki/Geoffrey_Hinton Geoffrey Hinton made many advances in machine learning:
  • https://www.scientificamerican.com/author/geoffrey-e-hinton/
  • https://en.wikipedia.org/wiki/Boltzmann_machine
  • https://arxiv.org/abs/1710.09829
  • https://openreview.net/forum?id=HJWLfGWRb¬eId=HJWLfGWRb
  +
• https://youtu.be/aircAruvnKk This absolutely excellent video series explains neural networks very completely and yet easily.+
• https://towardsdatascience.com/learning-to-drive-smoothly-in-minutes-450a7cdb35f4 Using Auto-Encoders to implement Reinforcement Learning for self driving vehicles.+
• https://medium.com/dair-ai/a-simple-neural-network-from-scratch-with-pytorch-and-google-colab-c7f3830618e0 Nearly perfect match to the above, in python.+
• https://js.tensorflow.org/ +
• https://itnext.io/18-tips-for-training-your-own-tensorflow-js-models-in-the-browser-3e40141c9091 Training Tensorflow in the browser.
• https://github.com/samjabrahams/tensorflow-on-raspberry-pi The Google Tensorflow Neural Network can be installed on a Raspberry Pi.+
• http://playground.tensorflow.org/ Google has an in-browser playground for experimenting with neural networks.
• https://en.m.wikipedia.org/wiki/Spiking_neural_network Encorporates time.+ See also Natural Language processing.
• http://neuralnetworksanddeeplearning.com/ free book on NN
• http://rimstar.org/science_electronics_projects/backpropagation_neural_network_software_3_layer.htm Sample neural network library and examples in GCC C. Also a very nice video.+
• Byte Magazine, V14#8 August 1989, "Time to get fired up (Neural Networks)" by K. K. Obermeier and J. J. Barron, "What's hidden in the hidden layers?" by D. S. Touretzky and D. A. Pomerleau, "Building blocks for speech (Neural Networks)" by A. Waibel and J. Hampshire
• http://www.ijeat.org/attachments/File/v3i5/E3123063514.pdf Artificial Neural Network Implementation in Microchip PIC 18F45J10 8-Bit Microcontroller
• http://devblogs.nvidia.com/parallelforall/embedded-machine-learning-cudnn-deep-neural-network-library-jetson-tk1/ A deep neural net library that runs on NVIDIA GPU's.
• http://robotics.hobbizine.com/arduinoann.html A 3 layer neural network for Arduino, very nicely explained. Sample used to recognize digits from 7 segment display data. Could also be used to train bot to use IR sensors vs bump switches (e.g. to automatically callibrate IR readings).

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