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@ -136,7 +136,7 @@ output is given by
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\]
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\]
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where $\sqrt{\cdot}$ and $\cdot^2$ are applied component
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where $\sqrt{\cdot}$ and $\cdot^2$ are applied component
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wise. Examples of convolution with both kernels are given in Figure~\ref{fig:img_conv}.
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wise. Examples of convolution with both kernels are given in Figure~\ref{fig:img_conv}.
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\todo{padding}
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\begin{figure}[h]
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\begin{figure}[h]
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@ -186,20 +186,59 @@ wise. Examples of convolution with both kernels are given in Figure~\ref{fig:img
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\clearpage
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\clearpage
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\newpage
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\newpage
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\subsection{Convolutional NN}
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\subsection{Convolutional NN}
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\todo{Eileitung zu CNN}
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% Conventional neural network as described in chapter .. are made up of
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% fully connected layers, meaning each node in a layer is influenced by
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% all nodes of the previous layer. If one wants to extract information
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% out of high dimensional input such as images this results in a very
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% large amount of variables in the model. This limits the
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% In conventional neural networks as described in chapter ... all layers
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% are fully connected, meaning each output node in a layer is influenced
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% by all inputs. For $i$ inputs and $o$ output nodes this results in $i
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% + 1$ variables at each node (weights and bias) and a total $o(i + 1)$
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% variables. For large inputs like image data the amount of variables
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% that have to be trained in order to fit the model can get excessive
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% and hinder the ability to train the model due to memory and
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% computational restrictions. By using convolution we can extract
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% meaningful information such as edges in an image with a kernel of a
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% small size $k$ in the tens or hundreds independent of the size of the
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% original image. Thus for a large image $k \cdot i$ can be several
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% orders of magnitude smaller than $o\cdot i$ .
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As seen in the previous section convolution can lend itself to
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manipulation of images or other large data which motivates it usage in
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neural networks.
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This is achieved by implementing convolutional layers where several
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filters are applied to the input. Where the values of the filters are
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trainable parameters of the model.
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Each node in such a layer corresponds to a pixel of the output of
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convolution with one of those filters on which a bias and activation
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function are applied.
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The usage of multiple filters results in multiple outputs of the same
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size as the input. These are often called channels. Depending on the
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size of the filters this can result in the dimension of the output
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being one larger than the input.
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However for convolutional layers following a convolutional layer the
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size of the filter is often chosen to coincide with the amount of channels
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of the output of the previous layer without using padding in this
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direction in order to prevent gaining additional
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dimensions\todo{komisch} in the output.
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This can also be used to flatten certain less interesting channels of
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the input as for example a color channels.
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Thus filters used in convolutional networks are usually have the same
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amount of dimensions as the input or one more.
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The size of the filters and the way they are applied can be tuned
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while building the model should be the same for all filters in one
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layer in order for the output being of consistent size in all channels.
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It is common to reduce the d< by not applying the
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filters on each ``pixel'' but rather specify a ``stride'' $s$ at which
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the filter $g$ is moved over the input $I$
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In conventional neural networks as described in chapter ... all layers
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\[
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are fully connected, meaning each output node in a layer is influenced
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O_{x,y,c} = \sum_{i,j,l \in \mathbb{Z}} I_{x-i,y-j,c-l} g_{i,j,l}.
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by all inputs. For $i$ inputs and $o$ output nodes this results in $i
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\]
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+ 1$ variables at each node (weights and bias) and a total $o(i + 1)$
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variables. For large inputs like image data the amount of variables
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that have to be trained in order to fit the model can get excessive
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and hinder the ability to train the model due to memory and
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computational restrictions. By using convolution we can extract
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meaningful information such as edges in an image with a kernel of a
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small size $k$ in the tens or hundreds independent of the size of the
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original image. Thus for a large image $k \cdot i$ can be several
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orders of magnitude smaller than $o\cdot i$ .
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As seen convolution lends itself for image manipulation. In this
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As seen convolution lends itself for image manipulation. In this
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chapter we will explore how we can incorporate convolution in neural
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chapter we will explore how we can incorporate convolution in neural
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@ -260,9 +299,9 @@ network. A class of algorithms that augment the gradient descent
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algorithm in order to lessen this problem are stochastic gradient
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algorithm in order to lessen this problem are stochastic gradient
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descent algorithms. Here the premise is that instead of using the whole
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descent algorithms. Here the premise is that instead of using the whole
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dataset a (different) subset of data is chosen to
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dataset a (different) subset of data is chosen to
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compute the gradient in each iteration.
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compute the gradient in each iteration (Algorithm~\ref{alg:sdg}).
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The amount of iterations until each data point has been considered in
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The training period until each data point has been considered in
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updating the parameters is commonly called a ``epoch''.
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updating the parameters is commonly called an ``epoch''.
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Using subsets reduces the amount of memory and computing power required for
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Using subsets reduces the amount of memory and computing power required for
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each iteration. This makes it possible to use very large training
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each iteration. This makes it possible to use very large training
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sets to fit the model.
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sets to fit the model.
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@ -270,18 +309,42 @@ Additionally the noise introduced on the gradient can improve
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the accuracy of the fit as stochastic gradient descent algorithms are
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the accuracy of the fit as stochastic gradient descent algorithms are
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less likely to get stuck on local extrema.
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less likely to get stuck on local extrema.
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\input{Plots/SGD_vs_GD.tex}
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Another important benefit in using subsets is that depending on their size the
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Another important benefit in using subsets is that depending on their size the
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gradient can be calculated far quicker which allows to make more steps
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gradient can be calculated far quicker which allows for more parameter updates
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in the same time. If the approximated gradient is close enough to the
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in the same time. If the approximated gradient is close enough to the
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``real'' one this can drastically cut down the time required for
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``real'' one this can drastically cut down the time required for
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training the model. And improve the accuracy achievable in a given
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training the model to a certain degree or improve the accuracy achievable in a given
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mount of training time.
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mount of training time.
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\begin{algorithm}
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\SetAlgoLined
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\KwInput{Function $f$, Weights $w$, Learning Rate $\gamma$, Batch Size $B$, Loss Function $L$,
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Training Data $D$, Epochs $E$.}
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\For{$i \in \left\{1:E\right\}$}{
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S <- D
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\While{$\abs{S} \geq B$}{
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Draw $\tilde{D}$ from $S$ with $\vert\tilde{D}\vert = B$\;
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Update $S$: $S \leftarrow S \setminus \tilde{D}$\;
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Compute Gradient: $g \leftarrow \frac{\mathrm{d} L(f_w,
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\tilde{D})}{\mathrm{d} w}$\;
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Update: $w \leftarrow w - \gamma g$\;
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}
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\If{$S \neq \emptyset$}{
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Compute Gradient: $g \leftarrow \frac{\mathrm{d} L(f_w,
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S)}{\mathrm{d} w}$\;
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Update: $w \leftarrow w - \gamma g$\;
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}
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Increment: $i \leftarrow i+1$\;
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}
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\caption{Stochastic gradient descent.}
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\label{alg:sgd}
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\end{algorithm}
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In order to illustrate this behavior we modeled a convolutional neural
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In order to illustrate this behavior we modeled a convolutional neural
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network to ... handwritten digits. The data set used for this is the
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network to ... handwritten digits. The data set used for this is the
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MNIST database of handwritten digits (\textcite{MNIST},
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MNIST database of handwritten digits (\textcite{MNIST},
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Figure~\ref{fig:MNIST}).
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Figure~\ref{fig:MNIST}).
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\input{Plots/mnist.tex}
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The network used consists of two convolution and max pooling layers
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The network used consists of two convolution and max pooling layers
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followed by one fully connected hidden layer and the output layer.
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followed by one fully connected hidden layer and the output layer.
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Both covolutional layers utilize square filters of size five which are
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Both covolutional layers utilize square filters of size five which are
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@ -292,62 +355,78 @@ consists of 256 nodes and the output layer of 10, one for each digit.
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All layers except the output layer use RELU as activation function
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All layers except the output layer use RELU as activation function
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with the output layer using softmax (\ref{def:softmax}).
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with the output layer using softmax (\ref{def:softmax}).
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As loss function categorical crossentropy is used (\ref{def:...}).
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As loss function categorical crossentropy is used (\ref{def:...}).
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In Figure~\ref{fig:mnist_architecture} the architecture of the network
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The architecture of the convolutional neural network is summarized in
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is summarized.
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Figure~\ref{fig:mnist_architecture}.
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\begin{figure}
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\missingfigure{network architecture}
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\caption{architecture}
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\label{fig:mnist_architecture}
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\end{figure}
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The results of the network being trained with gradient descent and
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stochastic gradient descent for 20 epochs are given in Figure~\ref{fig:sgd_vs_gd}
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and Table~\ref{table:sgd_vs_gd}
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\input{Plots/SGD_vs_GD.tex}
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Here it can be seen that the network trained with stochstic gradient
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Here it can be seen that the network trained with stochstic gradient
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descent is more accurate after the first epoch than the ones trained
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descent is more accurate after the first epoch than the ones trained
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with gradient descent after 20 epochs.
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with gradient descent after 20 epochs.
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This is due to the former using a batch size of 32 and thus having
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This is due to the former using a batch size of 32 and thus having
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made 1.875 updates to the weights
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made 1.875 updates to the weights
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after the first epoch. While each of these updates uses a approximate
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after the first epoch in comparison to one update . While each of
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these updates uses a approximate
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gradient calculated on the subset it performs far better than the
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gradient calculated on the subset it performs far better than the
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network using true gradients when training for the same mount of time.
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network using true gradients when training for the same mount of time.
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\todo{vergleich training time}
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\todo{vergleich training time}
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The difficulty of choosing the learning rate ALSO ILLUSTRATED IN
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\clearpage
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|
FUGURE...
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\subsection{Modified Stochastic Gradient Descent}
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There is a inherent problem in the sensitivity of the gradient descent
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algorithm regarding the learning rate $\gamma$.
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The results of the network being trained with gradient descent and
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The difficulty of choosing the learning rate is
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stochastic gradient descent are given in Figure~\ref{fig:sgd_vs_gd}
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in the Figure~\ref{sgd_vs_gd}. For small rates the progress in each iteration is small
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and Table~\ref{table:sgd_vs_dg}
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but as the rate is enlarged the algorithm can become unstable and
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diverge. Even for learning rates small enough to ensure the parameters
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\begin{figure}[h]
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|
do not diverge to infinity steep valleys can hinder the progress of
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\centering
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the algorithm as with to large leaning rates gradient descent
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\begin{subfigure}{0.19\textwidth}
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|
``bounces between'' the walls of the valley rather then follow ...
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\includegraphics[width=\textwidth]{Plots/Data/mnist0.pdf}
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\end{subfigure}
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% \[
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\begin{subfigure}{0.19\textwidth}
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% w - \gamma \nabla_w ...
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\includegraphics[width=\textwidth]{Plots/Data/mnist1.pdf}
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% \]
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\end{subfigure}
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thus the weights grow to infinity.
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\begin{subfigure}{0.19\textwidth}
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\todo{unstable learning rate besser
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|
\includegraphics[width=\textwidth]{Plots/Data/mnist2.pdf}
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erklären}
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\end{subfigure}
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\begin{subfigure}{0.19\textwidth}
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|
To combat this problem it is proposed \todo{quelle} alter the learning
|
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|
|
\includegraphics[width=\textwidth]{Plots/Data/mnist3.pdf}
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|
rate over the course of training, often called leaning rate
|
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|
\end{subfigure}
|
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|
|
scheduling. The most popular implementations of this are time based
|
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|
\begin{subfigure}{0.19\textwidth}
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|
decay
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\includegraphics[width=\textwidth]{Plots/Data/mnist4.pdf}
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\[
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\end{subfigure}\\
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|
\gamma_{n+1} = \frac{\gamma_n}{1 + d n},
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|
\begin{subfigure}{0.19\textwidth}
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|
\]
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|
\includegraphics[width=\textwidth]{Plots/Data/mnist5.pdf}
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|
where $d$ is the decay parameter and $n$ is the number of epochs,
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|
\end{subfigure}
|
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|
|
step based decay where the learning rate is fixed for a span of $r$
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|
\begin{subfigure}{0.19\textwidth}
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|
epochs and then decreased according to parameter $d$
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|
\includegraphics[width=\textwidth]{Plots/Data/mnist6.pdf}
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|
\[
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\end{subfigure}
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|
\gamma_n = \gamma_0 d^{\text{floor}{\frac{n+1}{r}}}
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|
\begin{subfigure}{0.19\textwidth}
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|
\]
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|
\includegraphics[width=\textwidth]{Plots/Data/mnist7.pdf}
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and exponential decay, where the learning rate is decreased after each epoch,
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\end{subfigure}
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\[
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\begin{subfigure}{0.19\textwidth}
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\gamma_n = \gamma_o e^{-n d}.
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\includegraphics[width=\textwidth]{Plots/Data/mnist8.pdf}
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\]
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\end{subfigure}
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These methods are able to increase the accuracy of a model by a large
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\begin{subfigure}{0.19\textwidth}
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margin as seen in the training of RESnet by \textcite{resnet}
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\includegraphics[width=\textwidth]{Plots/Data/mnist9.pdf}
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\todo{vielleicht grafik
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\end{subfigure}
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einbauen}. However stochastic gradient descent with weight decay is
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\caption{The MNIST data set contains 70.000 images of preprocessed handwritten
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still highly sensitive to the choice of the hyperparameters $\gamma$
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digits. Of these images 60.000 are used as training images, while
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and $d$.
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the rest are used to validate the models trained.}
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In order to mitigate this problem a number of algorithms have been
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\label{fig:MNIST}
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developed to regularize the learning rate with as minimal
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\end{figure}
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hyperparameter guesswork as possible.
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One of these algorithms is the ADADELTA algorithm developed by \textcite{ADADELTA}
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\clearpage
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\begin{itemize}
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\begin{itemize}
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\item ADAM
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\item ADAM
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@ -363,8 +442,8 @@ and Table~\ref{table:sgd_vs_dg}
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Initialize accumulation variables $E[g^2]_0 = 0, E[\Delta x^2]_0 =0$\;
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Initialize accumulation variables $E[g^2]_0 = 0, E[\Delta x^2]_0 =0$\;
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\For{$t \in \left\{1,\dots,T\right\};\, t+1$}{
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\For{$t \in \left\{1,\dots,T\right\};\, t+1$}{
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Compute Gradient: $g_t$\;
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Compute Gradient: $g_t$\;
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Accumulate Gradient: $[E[g^2]_t \leftarrow \roh D[g^2]_{t-1} +
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Accumulate Gradient: $[E[g^2]_t \leftarrow \rho D[g^2]_{t-1} +
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(1-\roh)g_t^2$\;
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(1-\rho)g_t^2$\;
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Compute Update: $\Delta x_t \leftarrow -\frac{\sqrt{E[\Delta
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Compute Update: $\Delta x_t \leftarrow -\frac{\sqrt{E[\Delta
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x^2]_{t-1} + \varepsilon}}{\sqrt{E[g^2]_t + \varepsilon}} g_t$\;
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x^2]_{t-1} + \varepsilon}}{\sqrt{E[g^2]_t + \varepsilon}} g_t$\;
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Accumulate Updates: $E[\Delta x^2]_t \leftarrow \rho E[\Delta
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Accumulate Updates: $E[\Delta x^2]_t \leftarrow \rho E[\Delta
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