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Deep Learning A-Z™: Artificial Neural Networks (ANN) - Module 1
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Deep Learning A-Z™: Artificial Neural Networks (ANN) - Module 1
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A-Z
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A-Z What we will learn in this section: • The Neuron • The Activation Function • How do Neural Networks work? (example) • How do Neural Networks learn? • Gradient Descent • Stochastic Gradient Descent • Backpropagation
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A-Z Image Source: www.austincc.edu
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A-Z Image Source: Wikipedia
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A-Z Image Source: Wikipedia Neuron Axon Dendrites
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A-Z Image Source: Wikipedia
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A-Z neuron Node
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A-Z Input signal 1 Input signal 2 Input signal m neuron
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A-Z Input signal 1 Input signal 2 Input signal m Output signalneuron
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A-Z neuron Input value 1 Input value 2 Input value m X1 X2 Xm Output signal Synapse
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A-Z neuron Input value 1 Input value 2 Input value m X1 X2 Xm y Output value Synapse
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A-Z neuron X1 X2 Xm Output value Independent variable 1 Independent variable 2 Independent variable m Input value 1 Input value 2 Input value m y Standardize
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A-Z Efficient BackProp By Yann LeCun et al. (1998) Link: http://yann.lecun.com/exdb/publis/pdf/lecun-98b.pdf Additional Reading:
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A-Z neuron Input value 1 Input value 2 Input value m Output value X1 X2 Xm y Output value Can be: • Continuous (price) • Binary (will exit yes/no) • Categorical Independent variable 1 Independent variable 2 Independent variable m
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A-Z neuron Input value 1 Input value 2 Input value m Output value 1 Output value 2 Output value p X1 X2 Xm yy2 y1 y3 Independent variable 1 Independent variable 2 Independent variable m
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A-Z neuron Single Observation Same observation X1 X2 Xm y Input value 1 Input value 2 Input value m Output value Independent variable 1 Independent variable 2 Independent variable m Single Observation
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A-Z neuron Input value 1 Input value 2 Input value m Output value X1 X2 Xm y w1 w2 wm
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A-Z ?neuron Input value 1 Input value 2 Input value m y X1 X2 Xm w1 w2 wm Output value
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A-Z Input value 1 Input value 2 Input value m y 1st step: X1 X2 Xm w1 w2 wm Output value
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A-Z Input value 1 Input value 2 Input value m y 2nd step: X1 X2 Xm w1 w2 wm Output value
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A-Z Input value 1 Input value 2 Input value m y 2nd step: X1 X2 Xm w1 w2 wm Output value 3rd step
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A-Z Input value 1 Input value 2 Input value m y 2nd step: X1 X2 Xm w1 w2 wm Output value 3rd step
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A-Z y 0 1
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A-Z 0 y Threshold Function 1
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A-Z y 1 0 Sigmoid
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A-Z 0 y Rectifier 1
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A-Z 0 y 1 -1 Hyperbolic Tangent (tanh)
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A-Z Deep sparse rectifier neural networks By Xavier Glorot et al. (2011) Link: http://jmlr.org/proceedings/papers/v15/glorot11a/glorot11a.pdf Additional Reading:
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A-Z Input value 1 Input value 2 Input value m y 2nd step: X1 X2 Xm w1 w2 wm Output value 3rd step If threshold activation function: If sigmoid activation function: Assuming the DV is binary (y = 0 or 1)
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A-Z y 4 5 6 7 Input value 1 Input value 2 Input value m Output value Input Layer Hidden Layer Output Layer X2 X1 Xm
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A-Z . Output Layer Area (feet2) Bedrooms Distance to city (Miles) Age w1 w2 w3 w4 Price = w1*x1+ w2*x2+ w3*x3+ w4*x4 Input Layer X4 X3 X2 X1 y
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A-Z Input Layer X4 X3 X2 X1Area (feet2) Bedrooms Distance to city (Miles) Age y Hidden Layer Output Layer .
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A-Z Input Layer X4 X3 X2 X1Area (feet2) Bedrooms Distance to city (Miles) Age y Hidden Layer Output Layer .
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A-Z Input Layer X4 X3 X2 X1Area (feet2) Bedrooms Distance to city (Miles) Age y Hidden Layer Output Layer
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A-Z Input Layer Area (feet2) Bedrooms Distance to city (Miles) Age y Hidden Layer Output Layer X4 X3 X2 X1
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A-Z Input Layer Area (feet2) Bedrooms Distance to city (Miles) Age y Hidden Layer Output Layer X4 X3 X2 X1
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A-Z Input Layer Area (feet2) Bedrooms Distance to city (Miles) Age y Hidden Layer Output Layer X4 X3 X2 X1
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A-Z Input Layer Area (feet2) Bedrooms Distance to city (Miles) Age Hidden Layer Output Layer X4 X3 X2 X1 y
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A-Z Input Layer Area (feet2) Bedrooms Distance to city (Miles) Age Hidden Layer Output Layer X4 X3 X2 X1 y
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A-Z Input Layer Area (feet2) Bedrooms Distance to city (Miles) Age Hidden Layer Output Layer X4 X3 X2 X1 y Price
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A-Z y Input value 1 Input value 2 Input value m X1 X2 Xm w1 w2 wm Output value y Actual value ŷ
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A-Z Input value 1 Input value 2 Input value m ŷ X1 X2 Xm w1 w2 wm Output value y Actual value C = ½(ŷ- y)2 ŷ y C
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A-Z Input value 1 Input value 2 Input value m Output value Actual value X1 X2 Xm w1 w2 wm ŷ y ŷ y C
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A-Z Input value 1 Input value 2 Input value m X1 X2 Xm w1 w2 wm Output value Actual value ŷ y C = ½(ŷ- y)2 ŷ y C
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A-Z Input value 1 Input value 2 Input value m X1 X2 Xm w1 w2 wm Output value Actual value ŷ y C = ½(ŷ- y)2 ŷ y C
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A-Z Input value 1 Input value 2 Input value m X1 X2 Xm w1 w2 wm Output value Actual value ŷ y C = ½(ŷ- y)2 ŷ y C
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A-Z Input value 1 Input value 2 Input value m X1 X2 Xm w1 w2 wm Output value Actual value ŷ y C = ½(ŷ- y)2 ŷ y C
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A-Z Input value 1 Input value 2 Input value m X1 X2 Xm w1 w2 wm Output value Actual value ŷ y C = ½(ŷ- y)2 ŷ y C
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A-Z Input value 1 Input value 2 Input value m X1 X2 Xm w1 w2 wm Output value Actual value ŷ y C = ½(ŷ- y)2 ŷ y C
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A-Z C = ∑ ½(ŷ- y)2 X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y ŷ y C ŷ y ŷ y ŷ y ŷ y ŷ y ŷ y ŷ y Adjust w1, w2, w3
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A-Z A list of cost functions used in neural networks, alongside applications CrossValidated (2015) Link: http://stats.stackexchange.com/questions/154879/a-list-of-cost-functions- used-in-neural-networks-alongside-applications Additional Reading:
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A-Z C = ∑ ½(ŷ- y)2 X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y ŷ y C ŷ y ŷ y ŷ y ŷ y ŷ y ŷ y ŷ y Adjust w1, w2, w3
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A-Z yInput value w1 Output value y Actual value ŷ C = ½(ŷ- y)2 X1
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A-Z C = ½(ŷ- y)2 C ŷ Best!
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A-Z Input Layer Area (feet2) Bedrooms Distance to city (Miles) Age Hidden Layer Output Layer X4 X3 X2 X1 y Price
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A-Z Input Layer Area (feet2) Bedrooms Distance to city (Miles) Age Hidden Layer Output Layer y Price X4 X3 X2 X1 25 weights
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A-Z 1,000 x 1,000 x … x 1,000 = 1,00025 = 1075 combinations Sunway TaihuLight: World’s fastest Super Computer 93 PFLOPS 93 x 1015 1075 / (93 x 1015) = 1.08 x 1058 seconds = 3.42 x 1050 years
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A-Z Image Source: neuralnetworksanddeeplearning.com
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A-Z C = ½(ŷ- y)2 C ŷ
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A-Z C = ½(ŷ- y)2 C ŷ
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A-Z C ŷ Best!
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A-Z C = ∑ ½(ŷ- y)2 X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y ŷ y C ŷ y ŷ y ŷ y ŷ y ŷ y ŷ y ŷ y Adjust w1, w2, w3
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A-Z C = ∑ ½(ŷ- y)2 X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y X1 X2 Xm w1 w2 wm ŷ y ŷ y C ŷ y ŷ y ŷ y ŷ y ŷ y ŷ y ŷ y Adjust w1, w2, w3Adjust w1, w2, w3Adjust w1, w2, w3
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A-Z Upd w’s Upd w’s Upd w’s Upd w’s Upd w’s Upd w’s Upd w’s Upd w’s Upd w’s
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A-Z A Neural Network in 13 lines of Python (Part 2 - Gradient Descent) Andrew Trask (2015) Link: https://iamtrask.github.io/2015/07/27/python-network-part2/ Additional Reading:
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A-Z Neural Networks and Deep Learning Michael Nielsen (2015) Link: http://neuralnetworksanddeeplearning.com/chap2.html Additional Reading:
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A-Z Image Source: neuralnetworksanddeeplearning.com Forward PropagationBackpropagation
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A-Z Neural Networks and Deep Learning Michael Nielsen (2015) Link: http://neuralnetworksanddeeplearning.com/chap2.html Additional Reading:
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A-Z STEP 1: Randomly initialise the weights to small numbers close to 0 (but not 0). STEP 2: Input the first observation of your dataset in the input layer, each feature in one input node. STEP 3: Forward-Propagation: from left to right, the neurons are activated in a way that the impact of each neuron’s activation is limited by the weights. Propagate the activations until getting the predicted result y. STEP 4: Compare the predicted result to the actual result. Measure the generated error. STEP 5: Back-Propagation: from right to left, the error is back-propagated. Update the weights according to how much they are responsible for the error. The learning rate decides by how much we update the weights. STEP 6: Repeat Steps 1 to 5 and update the weights after each observation (Reinforcement Learning). Or: Repeat Steps 1 to 5 but update the weights only after a batch of observations (Batch Learning). STEP 7: When the whole training set passed through the ANN, that makes an epoch. Redo more epochs.