Merge pull request lisa-lab#14 from boulanni/master

New RNN-RBM tutorial

Author: nouiz

code/rnnrbm.py

@@ -0,0 +1,266 @@
+# Author: Nicolas Boulanger-Lewandowski
+# University of Montreal (2012)
+# RNN-RBM deep learning tutorial
+# More information at http://deeplearning.net/tutorial/rnnrbm.html
+
+import glob
+import numpy
+import pylab
+import sys
+
+from midi.utils import midiread, midiwrite
+import theano
+import theano.tensor as T
+from theano.tensor.shared_randomstreams import RandomStreams
+
+numpy.random.seed(0xdeadbeef)
+rng = RandomStreams(seed=numpy.random.randint(1 << 30))
+theano.config.warn.subtensor_merge_bug = False
+
+
+def build_rbm(v, W, bv, bh, k):
+    '''Construct a k-step Gibbs chain starting at v for an RBM.
+
+v : Theano vector or matrix
+  If a matrix, multiple chains will be run in parallel (batch).
+W : Theano matrix
+  Weight matrix of the RBM.
+bv : Theano vector
+  Visible bias vector of the RBM.
+bh : Theano vector
+  Hidden bias vector of the RBM.
+k : scalar or Theano scalar
+  Length of the Gibbs chain.
+
+Return a (v_sample, cost, monitor, updates) tuple:
+
+v_sample : Theano vector or matrix with the same shape as `v`
+  Corresponds to the generated sample(s).
+cost : Theano scalar
+  Expression whose gradient with respect to W, bv, bh is the CD-k approximation
+  to the log-likelihood of `v` (training example) under the RBM.
+  The cost is averaged in the batch case.
+monitor: Theano scalar
+  Pseudo log-likelihood (also averaged in the batch case).
+updates: dictionary of Theano variable -> Theano variable
+  The `updates` object returned by scan.'''
+
+    def gibbs_step(v):
+        mean_h = T.nnet.sigmoid(T.dot(v, W) + bh)
+        h = rng.binomial(size=mean_h.shape, n=1, p=mean_h,
+                         dtype=theano.config.floatX)
+        mean_v = T.nnet.sigmoid(T.dot(h, W.T) + bv)
+        v = rng.binomial(size=mean_v.shape, n=1, p=mean_v,
+                         dtype=theano.config.floatX)
+        return mean_v, v
+
+    chain, updates = theano.scan(lambda v: gibbs_step(v)[1], outputs_info=[v],
+                                 n_steps=k)
+    v_sample = chain[-1]
+
+    mean_v = gibbs_step(v_sample)[0]
+    monitor = T.xlogx.xlogy0(v, mean_v) + T.xlogx.xlogy0(1 - v, 1 - mean_v)
+    monitor = monitor.sum() / v.shape[0]
+
+    def free_energy(v):
+        return -(v * bv).sum() - T.log(1 + T.exp(T.dot(v, W) + bh)).sum()
+    cost = (free_energy(v) - free_energy(v_sample)) / v.shape[0]
+
+    return v_sample, cost, monitor, updates
+
+
+def shared_normal(num_rows, num_cols, scale=1):
+    '''Initialize a matrix shared variable with normally distributed
+elements.'''
+    return theano.shared(numpy.random.normal(
+        scale=scale, size=(num_rows, num_cols)).astype(theano.config.floatX))
+
+
+def shared_zeros(*shape):
+    '''Initialize a vector shared variable with zero elements.'''
+    return theano.shared(numpy.zeros(shape, dtype=theano.config.floatX))
+
+
+def build_rnnrbm(n_visible, n_hidden, n_hidden_recurrent):
+    '''Construct a symbolic RNN-RBM and initialize parameters.
+
+n_visible : integer
+  Number of visible units.
+n_hidden : integer
+  Number of hidden units of the conditional RBMs.
+n_hidden_recurrent : integer
+  Number of hidden units of the RNN.
+
+Return a (v, v_sample, cost, monitor, params, updates_train, v_t,
+          updates_generate) tuple:
+
+v : Theano matrix
+  Symbolic variable holding an input sequence (used during training)
+v_sample : Theano matrix
+  Symbolic variable holding the negative particles for CD log-likelihood
+  gradient estimation (used during training)
+cost : Theano scalar
+  Expression whose gradient (considering v_sample constant) corresponds to the
+  LL gradient of the RNN-RBM (used during training)
+monitor : Theano scalar
+  Frame-level pseudo-likelihood (useful for monitoring during training)
+params : tuple of Theano shared variables
+  The parameters of the model to be optimized during training.
+updates_train : dictionary of Theano variable -> Theano variable
+  Update object that should be passed to theano.function when compiling the
+  training function.
+v_t : Theano matrix
+  Symbolic variable holding a generated sequence (used during sampling)
+updates_generate : dictionary of Theano variable -> Theano variable
+  Update object that should be passed to theano.function when compiling the
+  generation function.'''
+
+    W = shared_normal(n_visible, n_hidden, 0.01)
+    bv = shared_zeros(n_visible)
+    bh = shared_zeros(n_hidden)
+    Wuh = shared_normal(n_hidden_recurrent, n_hidden, 0.0001)
+    Wuv = shared_normal(n_hidden_recurrent, n_visible, 0.0001)
+    Wvu = shared_normal(n_visible, n_hidden_recurrent, 0.0001)
+    Wuu = shared_normal(n_hidden_recurrent, n_hidden_recurrent, 0.0001)
+    bu = shared_zeros(n_hidden_recurrent)
+
+    params = W, bv, bh, Wuh, Wuv, Wvu, Wuu, bu  # learned parameters as shared
+                                                # variables
+
+    v = T.matrix()  # a training sequence
+    u0 = T.zeros((n_hidden_recurrent,))  # initial value for the RNN hidden
+                                         # units
+
+    # If `v_t` is given, deterministic recurrence to compute the variable
+    # biases bv_t, bh_t at each time step. If `v_t` is None, same recurrence
+    # but with a separate Gibbs chain at each time step to sample (generate)
+    # from the RNN-RBM. The resulting sample v_t is returned in order to be
+    # passed down to the sequence history.
+    def recurrence(v_t, u_tm1):
+        bv_t = bv + T.dot(u_tm1, Wuv)
+        bh_t = bh + T.dot(u_tm1, Wuh)
+        generate = v_t is None
+        if generate:
+            v_t, _, _, updates = build_rbm(T.zeros((n_visible,)), W, bv_t,
+                                           bh_t, k=25)
+        u_t = T.tanh(bu + T.dot(v_t, Wvu) + T.dot(u_tm1, Wuu))
+        return ([v_t, u_t], updates) if generate else [u_t, bv_t, bh_t]
+
+    # For training, the deterministic recurrence is used to compute all the
+    # {bv_t, bh_t, 1 <= t <= T} given v. Conditional RBMs can then be trained
+    # in batches using those parameters.
+    (u_t, bv_t, bh_t), updates_train = theano.scan(
+        lambda v_t, u_tm1, *_: recurrence(v_t, u_tm1),
+        sequences=v, outputs_info=[u0, None, None], non_sequences=params)
+    v_sample, cost, monitor, updates_rbm = build_rbm(v, W, bv_t[:], bh_t[:],
+                                                     k=15)
+    updates_train.update(updates_rbm)
+
+    # symbolic loop for sequence generation
+    (v_t, u_t), updates_generate = theano.scan(
+        lambda u_tm1, *_: recurrence(None, u_tm1),
+        outputs_info=[None, u0], non_sequences=params, n_steps=200)
+
+    return (v, v_sample, cost, monitor, params, updates_train, v_t,
+            updates_generate)
+
+
+class RnnRbm:
+    '''Simple class to train an RNN-RBM from MIDI files and to generate sample
+sequences.'''
+
+    def __init__(self, n_hidden=150, n_hidden_recurrent=100, lr=0.001,
+                 r=(21, 109), dt=0.3):
+        '''Constructs and compiles Theano functions for training and sequence
+generation.
+
+n_hidden : integer
+  Number of hidden units of the conditional RBMs.
+n_hidden_recurrent : integer
+  Number of hidden units of the RNN.
+lr : float
+  Learning rate
+r : (integer, integer) tuple
+  Specifies the pitch range of the piano-roll in MIDI note numbers, including
+  r[0] but not r[1], such that r[1]-r[0] is the number of visible units of the
+  RBM at a given time step. The default (21, 109) corresponds to the full range
+  of piano (88 notes).
+dt : float
+  Sampling period when converting the MIDI files into piano-rolls, or
+  equivalently the time difference between consecutive time steps.'''
+
+        self.r = r
+        self.dt = dt
+        (v, v_sample, cost, monitor, params, updates_train, v_t,
+         updates_generate) = build_rnnrbm(r[1] - r[0], n_hidden,
+                                           n_hidden_recurrent)
+
+        gradient = T.grad(cost, params, consider_constant=[v_sample])
+        updates_train.update(dict((p, p - lr * g) for p, g in zip(params,
+                                                                gradient)))
+        self.train_function = theano.function([v], monitor,
+                                               updates=updates_train)
+        self.generate_function = theano.function([], v_t,
+                                                 updates=updates_generate)
+
+    def train(self, files, batch_size=100, num_epochs=200):
+        '''Train the RNN-RBM via stochastic gradient descent (SGD) using MIDI
+files converted to piano-rolls.
+
+files : list of strings
+  List of MIDI files that will be loaded as piano-rolls for training.
+batch_size : integer
+  Training sequences will be split into subsequences of at most this size
+  before applying the SGD updates.
+num_epochs : integer
+  Number of epochs (pass over the training set) performed. The user can
+  safely interrupt training with Ctrl+C at any time.'''
+
+        assert len(files) > 0, 'Training set is empty!' \
+                               ' (did you download the data files?)'
+        dataset = [midiread(f, self.r, self.dt).piano_roll for f in files]
+        try:
+            for epoch in xrange(num_epochs):
+                numpy.random.shuffle(dataset)
+                costs = []
+
+                for s, sequence in enumerate(dataset):
+                    for i in xrange(0, len(sequence), batch_size):
+                        cost = self.train_function(sequence[i:i + batch_size])
+                        costs.append(cost)
+
+                print 'Epoch %i/%i' % (epoch + 1, num_epochs),
+                print numpy.mean(costs)
+                sys.stdout.flush()
+
+        except KeyboardInterrupt:
+            print 'Interrupted by user.'
+
+    def generate(self, filename, show=True):
+        '''Generate a sample sequence, plot the resulting piano-roll and save
+it as a MIDI file.
+
+filename : string
+  A MIDI file will be created at this location.
+show : boolean
+  If True, a piano-roll of the generated sequence will be shown.'''
+
+        piano_roll = self.generate_function()
+        midiwrite(filename, piano_roll, self.r, self.dt)
+        if show:
+            extent = (0, self.dt * len(piano_roll)) + self.r
+            pylab.figure()
+            pylab.imshow(piano_roll.T, origin='lower', aspect='auto',
+                         interpolation='nearest', cmap=pylab.cm.gray_r,
+                         extent=extent)
+            pylab.xlabel('time (s)')
+            pylab.ylabel('MIDI note number')
+            pylab.title('generated piano-roll')
+
+
+if __name__ == '__main__':
+    model = RnnRbm()
+    model.train(glob.glob('../data/Nottingham/train/*.mid'))
+    model.generate('sample1.mid')
+    model.generate('sample2.mid')
+    pylab.show()

data/download.sh

@@ -1,3 +1,5 @@
 #!/bin/sh
 
 wget http://www.iro.umontreal.ca/~lisa/deep/data/mnist/mnist.pkl.gz
+wget http://www.iro.umontreal.ca/~lisa/deep/data/Nottingham.zip && unzip Nottingham.zip
+wget http://www.iro.umontreal.ca/~lisa/deep/midi.zip && unzip midi.zip -d ../code && echo "extracted Modified Python MIDI package (GPL)"

doc/contents.txt

@@ -19,5 +19,6 @@ Contents
    rbm
    DBN
    hmc
+   rnnrbm
    utilities
    references