기계학습 (1005) 5주차

딥러닝 기초
로지스틱
깊은신경망
Author

김보람

Published

October 5, 2022

imports

import torch
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt 

시각화를 위한 준비함수들

준비1 loss_fn을 plot하는 함수

def plot_loss(loss_fn,ax=None):
    if ax==None:
        fig = plt.figure()
        ax=fig.add_subplot(1,1,1,projection='3d')
        ax.elev=15;ax.azim=75
    w0hat,w1hat =torch.meshgrid(torch.arange(-10,3,0.15),torch.arange(-1,10,0.15),indexing='ij')
    w0hat = w0hat.reshape(-1)
    w1hat = w1hat.reshape(-1)
    def l(w0hat,w1hat):
        yhat = torch.exp(w0hat+w1hat*x)/(1+torch.exp(w0hat+w1hat*x))
        return loss_fn(yhat,y) 
    loss = list(map(l,w0hat,w1hat))
    ax.scatter(w0hat,w1hat,loss,s=0.1,alpha=0.2) 
    ax.scatter(-1,5,l(-1,5),s=200,marker='*') # 실제로 -1,5에서 최소값을 가지는건 아님.. 
  • $y_i Ber(_i),$ where \(\pi_i = \frac{\exp(-1+5x_i)}{1+\exp(-1+5x_i)}\) 에서 생성된 데이터 한정하여 손실함수가 그려지게 되어있음.

준비2: for문 대신 돌려주고 epoch마다 필요한 정보를 기록하는 함수

def learn_and_record(net, loss_fn, optimizr):
    yhat_history = [] 
    loss_history = []
    what_history = [] 

    for epoc in range(1000): 
        ## step1 
        yhat = net(x)
        ## step2 
        loss = loss_fn(yhat,y)
        ## step3
        loss.backward() 
        ## step4 
        optimizr.step()
        optimizr.zero_grad() 

        ## record 
        if epoc % 20 ==0: 
            yhat_history.append(yhat.reshape(-1).data.tolist())
            loss_history.append(loss.item())
            what_history.append([net[0].bias.data.item(), net[0].weight.data.item()])
    return yhat_history, loss_history, what_history
  • 20에폭마다 yhat, loss, what을 기록

준비3: 애니메이션을 만들어주는 함수

from matplotlib import animation
plt.rcParams["animation.html"] = "jshtml"
def show_lrpr2(net,loss_fn,optimizr,suptitle=''):
    yhat_history,loss_history,what_history = learn_and_record(net,loss_fn,optimizr)
    
    fig = plt.figure(figsize=(7,2.5))
    ax1 = fig.add_subplot(1, 2, 1)
    ax2 = fig.add_subplot(1, 2, 2, projection='3d')
    ax1.set_xticks([]);ax1.set_yticks([])
    ax2.set_xticks([]);ax2.set_yticks([]);ax2.set_zticks([])
    ax2.elev = 15; ax2.azim = 75

    ## ax1: 왼쪽그림 
    ax1.plot(x,v,'--')
    ax1.scatter(x,y,alpha=0.05)
    line, = ax1.plot(x,yhat_history[0],'--') 
    plot_loss(loss_fn,ax2)
    fig.suptitle(suptitle)
    fig.tight_layout()

    def animate(epoc):
        line.set_ydata(yhat_history[epoc])
        ax2.scatter(np.array(what_history)[epoc,0],np.array(what_history)[epoc,1],loss_history[epoc],color='grey')
        return line

    ani = animation.FuncAnimation(fig, animate, frames=30)
    plt.close()
    return ani
  • 준비1에서 그려진 loss 함수위에, 준비2의 정보를 조합하여 애니메이션을 만들어주는 함수

Logistic intro (review + \(\alpha\))

- 모델: \(x\)가 커질수록 \(y=1\)이 잘나오는 모형은 아래와 같이 설계할 수 있음 <— 외우세요!!!

  • $y_i Ber(_i),$ where \(\pi_i = \frac{\exp(w_0+w_1x_i)}{1+\exp(w_0+w_1x_i)}\)

  • \(\hat{y}_i= \frac{\exp(\hat{w}_0+\hat{w}_1x_i)}{1+\exp(\hat{w}_0+\hat{w}_1x_i)}=\frac{1}{1+\exp(-\hat{w}_0-\hat{w}_1x_i)}\)

  • \(loss= - \sum_{i=1}^{n} \big(y_i\log(\hat{y}_i)+(1-y_i)\log(1-\hat{y}_i)\big)\) <— 외우세요!!

- toy example

x=torch.linspace(-1,1,2000).reshape(2000,1)
w0= -1 
w1= 5 
u = w0+x*w1 
v = torch.exp(u)/(1+torch.exp(u)) # v=πi, 즉 확률을 의미함
y = torch.bernoulli(v) 
plt.plot(x,y,'o')

  • note: \((w_0,w_1)\)의 true는 \((-1,5)\)이다. -> \((\hat{w}_0, \hat{w}_1)\)을 적당히 \((-1,5)\)근처로 추정하면 된다는 의미
plt.scatter(x,y,alpha=0.05)
plt.plot(x,v,'--r')

- step1: yhat을 만들기

(방법1)

torch.manual_seed(43052)
l1 = torch.nn.Linear(1,1)  #x의 shape보면(2000,1)인데 뒤에 1이 중요..
a1 = torch.nn.Sigmoid() 
yhat = a1(l1(x))
yhat
tensor([[0.3775],
        [0.3774],
        [0.3773],
        ...,
        [0.2327],
        [0.2327],
        [0.2326]], grad_fn=<SigmoidBackward0>)

(방법2)

torch.manual_seed(43052)
l1 = torch.nn.Linear(1,1)
a1 = torch.nn.Sigmoid() 
net = torch.nn.Sequential(l1,a1) #net는 l1과 a1의 합성함수
yhat = net(x)
yhat
tensor([[0.3775],
        [0.3774],
        [0.3773],
        ...,
        [0.2327],
        [0.2327],
        [0.2326]], grad_fn=<SigmoidBackward0>)

(방법3)

torch.manual_seed(43052)
net = torch.nn.Sequential(
    torch.nn.Linear(1,1),
    torch.nn.Sigmoid()
)
yhat = net(x)
yhat

# 단점: a1과 l1 각 통과하는게 궁금한데 이건 중간과정 보기가힘들다.
# len(net) = 2 : 2가 나오네.. 우너소에 접근을 해보자
#net[0], net[1]
tensor([[0.3775],
        [0.3774],
        [0.3773],
        ...,
        [0.2327],
        [0.2327],
        [0.2326]], grad_fn=<SigmoidBackward0>)
net[0]
Linear(in_features=1, out_features=1, bias=True)
net[0](x)
tensor([[-0.5003],
        [-0.5007],
        [-0.5010],
        ...,
        [-1.1930],
        [-1.1934],
        [-1.1937]], grad_fn=<AddmmBackward0>)
net[1] #a1의 기능
Sigmoid()
net[1](net[0](x))
tensor([[0.3775],
        [0.3774],
        [0.3773],
        ...,
        [0.2327],
        [0.2327],
        [0.2326]], grad_fn=<SigmoidBackward0>)

- step2: loss (일단 MSE로..)

(방법1)

torch.mean((y-yhat)**2) #mse는 교수님들이 싫어한데.. 왜? 몰라 일단 걍 해보쟈
tensor(0.2846, grad_fn=<MeanBackward0>)
loss=torch.mean((y-yhat)**2)
loss
tensor(0.2846, grad_fn=<MeanBackward0>)

(방법2)

loss_fn = torch.nn.MSELoss()
loss_fn(yhat,y) # yhat을 먼저쓰자!
tensor(0.2846, grad_fn=<MseLossBackward0>)

- step3~4는 동일

- 반복 (준비+for문)

torch.manual_seed(43052)
net = torch.nn.Sequential(
    torch.nn.Linear(in_features=1,out_features=1,bias=True),
    torch.nn.Sigmoid()
)
loss_fn = torch.nn.MSELoss() #MSELoss로 하면.. .. 별로? BCE이거로바꾸기
optimizr = torch.optim.SGD(net.parameters(),lr=0.01)
plt.plot(x,y,'o',alpha=0.01)

plt.plot(x,net(x).data,'--')

for epoc in range(3000):
    ## step1 
    yhat = net(x) 
    ## step2 
    loss = loss_fn(yhat,y)
    ## step3 
    loss.backward()
    ## step4 
    optimizr.step()
    optimizr.zero_grad() #청소
plt.plot(x,y,'o',alpha=0.05)
plt.plot(x,v,'--b')
plt.plot(x,net(x).data,'--')

로지스틱–BCEloss

- BCEloss로 바꾸어서 적합하여 보자.

net = torch.nn.Sequential(
    torch.nn.Linear(in_features=1,out_features=1,bias=True),
    torch.nn.Sigmoid()
)
loss_fn = torch.nn.BCELoss()
optimizr = torch.optim.SGD(net.parameters(),lr=0.01)
for epoc in range(3000):
    ## step1 
    yhat = net(x) 
    ## step2 
    loss = -torch.mean(y*torch.log(yhat) + (1-y)*torch.log(1-yhat)) # loss_fn(yhat,y)
    ## step3 
    loss.backward()
    ## step4 
    optimizr.step()
    optimizr.zero_grad()
plt.plot(x,y,'o',alpha=0.05)
plt.plot(x,v,'--b')
plt.plot(x,net(x).data,'--')

- 왜 잘맞지? -> “linear -> sigmoid” 와 같은 net에 BCEloss를 이용하면 손실함수의 모양이 convex 하기 때문에

#convex:볼록한... convex가 학습하기 좋은!!
  • plot_loss 함수소개 = 이 예제에 한정하여 \(\hat{w}_0,\hat{w}_1,loss(\hat{w}_0,\hat{w}_1)\)를 각각 \(x,y,z\) 축에 그려줍니다.
plot_loss(torch.nn.MSELoss())

plot_loss(torch.nn.BCELoss())

시각화1: MSE, 좋은초기값

net = torch.nn.Sequential(
    torch.nn.Linear(1,1),
    torch.nn.Sigmoid()
) 
loss_fn = torch.nn.MSELoss() 
optimizr = torch.optim.SGD(net.parameters(),lr=0.05) #학습률
l1,a1 = net #초기값 세팅
l1.bias.data = torch.tensor([-3.0]) #세팅값
l1.weight.data = torch.tensor([[-1.0]]) #세팅값
show_lrpr2(net,loss_fn,optimizr,'MSEloss, good_init // SGD')

시각화2: MSE, 나쁜초기값

net = torch.nn.Sequential(
    torch.nn.Linear(1,1),
    torch.nn.Sigmoid()
) 
loss_fn = torch.nn.MSELoss() 
optimizr = torch.optim.SGD(net.parameters(),lr=0.05) 
l1,a1 = net
l1.bias.data = torch.tensor([-10.0])
l1.weight.data = torch.tensor([[-1.0]])
show_lrpr2(net,loss_fn,optimizr,'MSEloss, bad_init // SGD')

시각화3: BCE, 좋은초기값

net = torch.nn.Sequential(
    torch.nn.Linear(1,1),
    torch.nn.Sigmoid()
) 
loss_fn = torch.nn.BCELoss() 
optimizr = torch.optim.SGD(net.parameters(),lr=0.05) 
l1,a1 = net
l1.bias.data = torch.tensor([-3.0])
l1.weight.data = torch.tensor([[-1.0]])
show_lrpr2(net,loss_fn,optimizr,'BCEloss, good_init // SGD')

시각화4: BCE, 나쁜초기값

net = torch.nn.Sequential(
    torch.nn.Linear(1,1),
    torch.nn.Sigmoid()
) 
loss_fn = torch.nn.BCELoss() 
optimizr = torch.optim.SGD(net.parameters(),lr=0.05) 
l1,a1 = net
l1.bias.data = torch.tensor([-3.0])
l1.weight.data = torch.tensor([[-1.0]])
show_lrpr2(net,loss_fn,optimizr,'BCEloss, good_init // SGD')

로지스틱–Adam (국민옵티마이저)

# Adam은 SGD에 비하여 2가지 면에서 개선점이 있음
# 1. 어려워서 몰라도 뎀
# 2. 가속도의 개념

시각화1: MSE, 좋은초기값 –> 이걸 아담으로!

net = torch.nn.Sequential(
    torch.nn.Linear(1,1),
    torch.nn.Sigmoid()
) 
loss_fn = torch.nn.MSELoss() 
optimizr = torch.optim.Adam(net.parameters(),lr=0.05)  ## <-- 여기를 수정!
l1,a1 = net
l1.bias.data = torch.tensor([-3.0])
l1.weight.data = torch.tensor([[-1.0]])
show_lrpr2(net,loss_fn,optimizr,'MSEloss, good_init // Adam')

시각화2: MSE, 나쁜초기값 –> 이걸 아담으로!

net = torch.nn.Sequential(
    torch.nn.Linear(1,1),
    torch.nn.Sigmoid()
) 
loss_fn = torch.nn.MSELoss() 
optimizr = torch.optim.Adam(net.parameters(),lr=0.05) 
l1,a1 = net
l1.bias.data = torch.tensor([-10.0])
l1.weight.data = torch.tensor([[-1.0]])
show_lrpr2(net,loss_fn,optimizr,'MSEloss, bad_init // Adam')

시각화3: BCE, 좋은초기값 –> 이걸 아담으로! (혼자해봐요..)

net = torch.nn.Sequential(
    torch.nn.Linear(1,1),
    torch.nn.Sigmoid()
) 
loss_fn = torch.nn.BCELoss() 
optimizr = torch.optim.Adam(net.parameters(),lr=0.05) 
l1,a1 = net
l1.bias.data = torch.tensor([-3.0])
l1.weight.data = torch.tensor([[-1.0]])
show_lrpr2(net,loss_fn,optimizr,'BCEloss, good_init // Adam')

시각화4: BCE, 나쁜초기값 –> 이걸 아담으로! (혼자해봐요..)

(참고) Adam이 우수한 이유? SGD보다 두 가지 측면에서 개선이 있었음. 1. 그런게 있음.. 2. 가속도의 개념을 적용!!

깊은신경망–로지스틱 회귀의 한계

신문기사 (데이터의 모티브)

- 스펙이 높아도 취업이 안된다고 합니다..

중소·지방 기업 “뽑아봤자 그만두니까”

중소기업 관계자들은 고스펙 지원자를 꺼리는 이유로 높은 퇴직률을 꼽는다. 여건이 좋은 대기업으로 이직하거나 회사를 관두는 경우가 많다는 하소연이다. 고용정보원이 지난 3일 공개한 자료에 따르면 중소기업 청년취업자 가운데 49.5%가 2년 내에 회사를 그만두는 것으로 나타났다.

중소 IT업체 관계자는 “기업 입장에서 가장 뼈아픈 게 신입사원이 그만둬서 새로 뽑는 일”이라며 “명문대 나온 스펙 좋은 지원자를 뽑아놔도 1년을 채우지 않고 그만두는 사원이 대부분이라 우리도 눈을 낮춰 사람을 뽑는다”고 말했다.

가짜데이터

- 위의 기사를 모티브로 한 데이터

df=pd.read_csv('https://raw.githubusercontent.com/guebin/DL2022/master/_notebooks/2022-10-04-dnnex0.csv')
df
x underlying y
0 -1.000000 0.000045 0.0
1 -0.998999 0.000046 0.0
2 -0.997999 0.000047 0.0
3 -0.996998 0.000047 0.0
4 -0.995998 0.000048 0.0
... ... ... ...
1995 0.995998 0.505002 0.0
1996 0.996998 0.503752 0.0
1997 0.997999 0.502501 0.0
1998 0.998999 0.501251 1.0
1999 1.000000 0.500000 1.0

2000 rows × 3 columns

plt.plot(df.x,df.y,'o',alpha=0.02)
plt.plot(df.x,df.underlying,'-b')

로지스틱 회귀로 적합

#nn: netral network?의 약자
x= torch.tensor(df.x).float().reshape(-1,1)   #float(): 뒤에 거슬리는거 빼주기
y= torch.tensor(df.y).float().reshape(-1,1)
torch.manual_seed(43052)
net = torch.nn.Sequential(
    torch.nn.Linear(1,1),
    torch.nn.Sigmoid()
)
yhat=net(x)
loss_fn = torch.nn.BCELoss() 
loss = loss_fn(yhat,y) # loss = -torch.mean((y)*torch.log(yhat)+(1-y)*torch.log(1-yhat))
loss
tensor(0.9367, grad_fn=<BinaryCrossEntropyBackward0>)
optimizr = torch.optim.Adam(net.parameters()) 
plt.plot(x,y,'o',alpha=0.02)
plt.plot(df.x,df.underlying,'--b')
plt.plot(x,net(x).data,'--') # 학습전

for epoc in range(6000):
    ## 1 
    yhat = net(x) 
    ## 2 
    loss = loss_fn(yhat,y) 
    ## 3
    loss.backward()
    ## 4 
    optimizr.step()
    optimizr.zero_grad() 
plt.plot(x,y,'o',alpha=0.02)
plt.plot(df.x,df.underlying,'--b')
plt.plot(x,net(x).data,'--')

- 이건 epoc=6억번으로 설정해도 못 맞출 것 같다 (증가하다가 감소하는 underlying을 설계하는 것이 불가능) \(\to\) 모형의 표현력이 너무 낮다.

해결책

- sigmoid 넣기 전의 상태가 꺽인 그래프 이어야 한다.

sig = torch.nn.Sigmoid()
fig,ax = plt.subplots(4,2,figsize=(8,8))
u1 = torch.tensor([-6,-4,-2,0,2,4,6])
u2 = torch.tensor([6,4,2,0,-2,-4,-6])
u3 = torch.tensor([-6,-2,2,6,2,-2,-6])
u4 = torch.tensor([-6,-2,2,6,4,2,0])
ax[0,0].plot(u1,'--o',color='C0');ax[0,1].plot(sig(u1),'--o',color='C0')
ax[1,0].plot(u2,'--o',color='C1');ax[1,1].plot(sig(u2),'--o',color='C1')
ax[2,0].plot(u3,'--o',color='C2');ax[2,1].plot(sig(u3),'--o',color='C2')
ax[3,0].plot(u4,'--o',color='C3');ax[3,1].plot(sig(u4),'--o',color='C3')

깊은신경망–DNN을 이용한 해결

- 목표: 아래와 같은 벡터 \({\boldsymbol u}\)를 만들어보자.

\({\boldsymbol u} = [u_1,u_2,\dots,u_{2000}], \quad u_i = \begin{cases} 9x_i +4.5& x_i <0 \\ -4.5x_i + 4.5& x_i >0 \end{cases}\)

꺽인 그래프를 만드는 방법1

u = [9*xi+4.5 if xi <0 else -4.5*xi+4.5 for xi in x.reshape(-1).tolist()]  #tolist하면 list화 
plt.plot(u,'--')

꺽인 그래프를 만드는 방법2

- 전략: 선형변환 \(\to\) ReLU \(\to\) 선형변환

(예비학습) ReLU 함수란?

\(ReLU(x) = \max(0,x)\)

relu=torch.nn.ReLU()
plt.plot(x,'--r')
plt.plot(relu(x),'--b')

  • 빨간색: x, 파란색: relu(x)

예비학습끝

우리 전략 다시 확인: 선형변환1 -> 렐루 -> 선형변환2

(선형변환1)

plt.plot(x);plt.plot(-x)

(렐루)

plt.plot(x,alpha=0.2);plt.plot(-x,alpha=0.5)
plt.plot(relu(x),'--',color='C0');plt.plot(relu(-x),'--',color='C1')

#out feature을 2로 잡는당->선을 두개로

(선형변환2)

plt.plot(x,alpha=0.2);plt.plot(-x,alpha=0.2)
plt.plot(relu(x),'--',color='C0',alpha=0.2);plt.plot(relu(-x),'--',color='C1',alpha=0.2)
plt.plot(-4.5*relu(x)-9.0*relu(-x)+4.5,'--',color='C2')

#하늘색 점선과 노란색 점섬을 더해보자..

이제 초록색선에 sig를 취하기만 하면?

plt.plot(sig(-4.5*relu(x)-9.0*relu(-x)+4.5),'--',color='C2')

정리하면!

fig = plt.figure(figsize=(8, 4))
spec = fig.add_gridspec(4, 4)
ax1 = fig.add_subplot(spec[:2,0]); ax1.set_title('x'); ax1.plot(x,'--',color='C0')
ax2 = fig.add_subplot(spec[2:,0]); ax2.set_title('-x'); ax2.plot(-x,'--',color='C1')
ax3 = fig.add_subplot(spec[:2,1]); ax3.set_title('relu(x)'); ax3.plot(relu(x),'--',color='C0')
ax4 = fig.add_subplot(spec[2:,1]); ax4.set_title('relu(-x)'); ax4.plot(relu(-x),'--',color='C1')
ax5 = fig.add_subplot(spec[1:3,2]); ax5.set_title('u'); ax5.plot(-4.5*relu(x)-9*relu(-x)+4.5,'--',color='C2')
ax6 = fig.add_subplot(spec[1:3,3]); ax6.set_title('yhat'); ax6.plot(sig(-4.5*relu(x)-9*relu(-x)+4.5),'--',color='C2')
fig.tight_layout()

  • 이런느낌으로 \(\hat{\boldsymbol y}\)을 만들면 된다.

torch.nn.Linear()를 이용한 꺽인 그래프 구현

torch.manual_seed(43052)
l1 = torch.nn.Linear(in_features=1,out_features=2,bias=True) 
a1 = torch.nn.ReLU()
l2 = torch.nn.Linear(in_features=2,out_features=1,bias=True) 
a2 = torch.nn.Sigmoid() 
net = torch.nn.Sequential(l1,a1,l2,a2) 
l1.weight,l1.bias,l2.weight,l2.bias
(Parameter containing:
 tensor([[-0.3467],
         [-0.8470]], requires_grad=True), Parameter containing:
 tensor([0.3604, 0.9336], requires_grad=True), Parameter containing:
 tensor([[ 0.2880, -0.6282]], requires_grad=True), Parameter containing:
 tensor([0.2304], requires_grad=True))
l1.weight.data = torch.tensor([[1.0],[-1.0]])
l1.bias.data = torch.tensor([0.0, 0.0])
l2.weight.data = torch.tensor([[ -4.5, -9.0]])
l2.bias.data= torch.tensor([4.5])
l1.weight,l1.bias,l2.weight,l2.bias
(Parameter containing:
 tensor([[ 1.],
         [-1.]], requires_grad=True), Parameter containing:
 tensor([0., 0.], requires_grad=True), Parameter containing:
 tensor([[-4.5000, -9.0000]], requires_grad=True), Parameter containing:
 tensor([4.5000], requires_grad=True))
plt.plot(l1(x).data)

plt.plot(a1(l1(x)).data)

plt.plot(l2(a1(l1(x))).data,color='C2')

plt.plot(a2(l2(a1(l1(x)))).data,color='C2')
#plt.plot(net(x).data,color='C2')

- 수식표현

  1. \({\bf X}=\begin{bmatrix} x_1 \\ \dots \\ x_n \end{bmatrix}\)

  2. \(l_1({\bf X})={\bf X}{\bf W}^{(1)}\overset{bc}{+} {\boldsymbol b}^{(1)}=\begin{bmatrix} x_1 & -x_1 \\ x_2 & -x_2 \\ \dots & \dots \\ x_n & -x_n\end{bmatrix}\)

    • \({\bf W}^{(1)}=\begin{bmatrix} 1 & -1 \end{bmatrix}\)
    • \({\boldsymbol b}^{(1)}=\begin{bmatrix} 0 & 0 \end{bmatrix}\)
  3. \((a_1\circ l_1)({\bf X})=\text{relu}\big({\bf X}{\bf W}^{(1)}\overset{bc}{+}{\boldsymbol b}^{(1)}\big)=\begin{bmatrix} \text{relu}(x_1) & \text{relu}(-x_1) \\ \text{relu}(x_2) & \text{relu}(-x_2) \\ \dots & \dots \\ \text{relu}(x_n) & \text{relu}(-x_n)\end{bmatrix}\)

  4. \((l_2 \circ a_1\circ l_1)({\bf X})=\text{relu}\big({\bf X}{\bf W}^{(1)}\overset{bc}{+}{\boldsymbol b}^{(1)}\big){\bf W}^{(2)}\overset{bc}{+}b^{(2)}\\ =\begin{bmatrix} -4.5\times\text{relu}(x_1) -9.0 \times \text{relu}(-x_1) +4.5 \\ -4.5\times\text{relu}(x_2) -9.0 \times\text{relu}(-x_2) + 4.5 \\ \dots \\ -4.5\times \text{relu}(x_n) -9.0 \times\text{relu}(-x_n)+4.5 \end{bmatrix}\)

    • \({\bf W}^{(2)}=\begin{bmatrix} -4.5 \\ -9 \end{bmatrix}\)
    • \(b^{(2)}=4.5\)
  5. \(net({\bf X})=(a_2 \circ l_2 \circ a_1\circ l_1)({\bf X})=\text{sig}\Big(\text{relu}\big({\bf X}{\bf W}^{(1)}\overset{bc}{+}{\boldsymbol b}^{(1)}\big){\bf W}^{(2)}\overset{bc}{+}b^{(2)}\Big)\\=\begin{bmatrix} \text{sig}\Big(-4.5\times\text{relu}(x_1) -9.0 \times \text{relu}(-x_1) +4.5\Big) \\ \text{sig}\Big(-4.5\times\text{relu}(x_2) -9.0 \times\text{relu}(-x_2) + 4.5 \Big)\\ \dots \\ \text{sig}\Big(-4.5\times \text{relu}(x_n) -9.0 \times\text{relu}(-x_n)+4.5 \Big)\end{bmatrix}\)

- 차원만 따지자

\(\underset{(n,1)}{\bf X} \overset{l_1}{\to} \underset{(n,2)}{\boldsymbol u^{(1)}} \overset{a_1}{\to} \underset{(n,2)}{\boldsymbol v^{(1)}} \overset{l_2}{\to} \underset{(n,1)}{\boldsymbol u^{(2)}} \overset{a_2}{\to} \underset{(n,1)}{\boldsymbol v^{(2)}}=\underset{(n,1)}{\hat{\boldsymbol y}}\)

plt.plot(x,y,'o',alpha=0.02)
plt.plot(x,df.underlying,'-b')
plt.plot(x,net(x).data,'--')

Step1 ~ Step4

- 준비

torch.manual_seed(43052)
net = torch.nn.Sequential(
    torch.nn.Linear(in_features=1,out_features=2), #u1=l1(x), x:(n,1) --> u1:(n,2) 
    torch.nn.ReLU(), # v1=a1(u1), u1:(n,2) --> v1:(n,2) 
    torch.nn.Linear(in_features=2,out_features=1), # u2=l2(v1), v1:(n,2) --> u2:(n,1) 
    torch.nn.Sigmoid() # v2=a2(u2), u2:(n,1) --> v2:(n,1) 
) 
loss_fn = torch.nn.BCELoss()
optimizr = torch.optim.Adam(net.parameters()) # lr은 디폴트값으로..

- 반복

plt.plot(x,y,'o',alpha=0.02)
plt.plot(x,df.underlying,'-b')
plt.plot(x,net(x).data,'--')
plt.title("before")
Text(0.5, 1.0, 'before')

for epoc in range(3000):
    ## step1 
    yhat = net(x) 
    ## step2 
    loss = loss_fn(yhat,y) 
    ## step3
    loss.backward()
    ## step4 
    optimizr.step()
    optimizr.zero_grad()
plt.plot(x,y,'o',alpha=0.02)
plt.plot(x,df.underlying,'-b')
plt.plot(x,net(x).data,'--',color='C1')
plt.title("after 3000 epochs")
Text(0.5, 1.0, 'after 3000 epochs')

for epoc in range(3000):
    ## step1 
    yhat = net(x) 
    ## step2 
    loss = loss_fn(yhat,y) 
    ## step3
    loss.backward()
    ## step4 
    optimizr.step()
    optimizr.zero_grad()
plt.plot(x,y,'o',alpha=0.02)
plt.plot(x,df.underlying,'-b')
plt.plot(x,net(x).data,'--',color='C1')
plt.title("after 6000 epochs")
Text(0.5, 1.0, 'after 6000 epochs')

깊은신경망–DNN으로 해결가능한 다양한 예제

예제1

- 언뜻 생각하면 방금 배운 기술은 sig를 취하기 전이 꺽은선인 형태만 가능할 듯 하다. \(\to\) 그래서 이 역시 표현력이 부족할 듯 하다. \(\to\) 그런데 생각보다 표현력이 풍부한 편이다. 즉 생각보다 쓸 만하다.

df = pd.read_csv('https://raw.githubusercontent.com/guebin/DL2022/master/_notebooks/2022-10-04-dnnex1.csv')
# 데이터정리
x = torch.tensor(df.x).float().reshape(-1,1)
y = torch.tensor(df.y).float().reshape(-1,1)
plt.plot(x,y,'o',alpha=0.02)
plt.plot(df.x,df.underlying,'-b')

  • 이거 시그모이드 취하기 직전은 step이 포함된 듯 \(\to\) 그래서 꺽은선으로는 표현할 수 없는 구조임 \(\to\) 그런데 사실 대충은 표현가능
torch.manual_seed(43052)
net = torch.nn.Sequential(
    torch.nn.Linear(in_features=1,out_features=16), # x:(n,1) --> u1:(n,16) #최대 16번 꺾일 수 있음..
    torch.nn.ReLU(), # u1:(n,16) --> v1:(n,16)
    torch.nn.Linear(in_features=16,out_features=1), # v1:(n,16) --> u2:(n,1) 
    torch.nn.Sigmoid() # u2:(n,1) --> v2:(n,1) 
)
  • \(\underset{(n,1)}{\bf X} \overset{l_1}{\to} \underset{(n,16)}{\boldsymbol u^{(1)}} \overset{a_1}{\to} \underset{(n,16)}{\boldsymbol v^{(1)}} \overset{l_2}{\to} \underset{(n,1)}{\boldsymbol u^{(2)}} \overset{a_2}{\to} \underset{(n,1)}{\boldsymbol v^{(2)}}=\underset{(n,1)}{\hat{\boldsymbol y}}\)
loss_fn = torch.nn.BCELoss()
optimizr = torch.optim.Adam(net.parameters())
for epoc in range(6000):
    ## 1
    yhat = net(x) 
    ## 2 
    loss = loss_fn(yhat,y)
    ## 3 
    loss.backward()
    ## 4 
    optimizr.step()
    optimizr.zero_grad()    
plt.plot(x,y,'o',alpha=0.02)
plt.plot(df.x,df.underlying,'-b') #실제로는 관츷ㄱ 못하는거
plt.plot(x,net(x).data,'--')

예제2

- 사실 꺽은선의 조합으로 꽤 많은걸 표현할 수 있거든요? \(\to\) 심지어 곡선도 대충 맞게 적합된다.

df = pd.read_csv('https://raw.githubusercontent.com/guebin/DL2022/master/_notebooks/2022-10-04-dnnex2.csv')
x = torch.tensor(df.x).float().reshape(-1,1)
y = torch.tensor(df.y).float().reshape(-1,1)
plt.plot(x,y,'o',alpha=0.02)
plt.plot(df.x,df.underlying,'-b')

x=torch.tensor(df.x).float().reshape(-1,1)
y=torch.tensor(df.y).float().reshape(-1,1)

(풀이1)

torch.manual_seed(43052)
net = torch.nn.Sequential(
    torch.nn.Linear(in_features=1,out_features=32), # x:(n,1) --> u1:(n,32)
    torch.nn.ReLU(), # u1:(n,32) --> v1:(n,32) 
    torch.nn.Linear(in_features=32,out_features=1) # v1:(n,32) --> u2:(n,1)
)
  • \(\underset{(n,1)}{\bf X} \overset{l_1}{\to} \underset{(n,32)}{\boldsymbol u^{(1)}} \overset{a_1}{\to} \underset{(n,32)}{\boldsymbol v^{(1)}} \overset{l_2}{\to} \underset{(n,1)}{\boldsymbol u^{(2)}}=\underset{(n,1)}{\hat{\boldsymbol y}}\)
loss_fn = torch.nn.MSELoss() #mseloss:마지막에 sigmoid형태가 아니니까!
optimizr = torch.optim.Adam(net.parameters())
plt.plot(x,y,'o',alpha=0.02)
plt.plot(df.x,df.underlying,'-b')
plt.plot(x,net(x).data,'--')

for epoc in range(6000): 
    ## 1 
    yhat = net(x) 
    ## 2 
    loss = loss_fn(yhat,y) 
    ## 3 
    loss.backward()
    ## 4 
    optimizr.step()
    optimizr.zero_grad()
plt.plot(x,y,'o',alpha=0.02)
plt.plot(df.x,df.underlying,'-b')
plt.plot(x,net(x).data,lw=4) #lw:두겁게

(풀이2) – 풀이1보다 좀 더 잘맞음. 잘 맞는 이유? 좋은초기값 (=운)

torch.manual_seed(5)  # seed값을 43052->5로바꿔주기...
net = torch.nn.Sequential(
    torch.nn.Linear(in_features=1,out_features=32), # x:(n,1) --> u1:(n,32)
    torch.nn.ReLU(), # u1:(n,32) --> v1:(n,32) 
    torch.nn.Linear(in_features=32,out_features=1) # v1:(n,32) --> u2:(n,1)
)
  • \(\underset{(n,1)}{\bf X} \overset{l_1}{\to} \underset{(n,32)}{\boldsymbol u^{(1)}} \overset{a_1}{\to} \underset{(n,32)}{\boldsymbol v^{(1)}} \overset{l_2}{\to} \underset{(n,1)}{\boldsymbol u^{(2)}}=\underset{(n,1)}{\hat{\boldsymbol y}}\)
loss_fn = torch.nn.MSELoss() 
optimizr = torch.optim.Adam(net.parameters())
plt.plot(x,y,'o',alpha=0.02)
plt.plot(df.x,df.underlying,'-b')
plt.plot(x,net(x).data,'--')

for epoc in range(6000): 
    ## 1 
    yhat = net(x) 
    ## 2 
    loss = loss_fn(yhat,y) 
    ## 3 
    loss.backward()
    ## 4 
    optimizr.step()
    optimizr.zero_grad()
plt.plot(x,y,'o',alpha=0.02)
plt.plot(df.x,df.underlying,'-b')
plt.plot(x,net(x).data,lw=4)

  • 풀이1에서 에폭을 많이 반복하면 풀이2의 적합선이 나올까? –> 안나옴!! (local min에 빠졌다)

예제3

import seaborn as sns
df = pd.read_csv('https://raw.githubusercontent.com/guebin/DL2022/master/_notebooks/2022-10-04-dnnex3.csv')
df
x1 x2 y
0 -0.874139 0.210035 0.0
1 -1.143622 -0.835728 1.0
2 -0.383906 -0.027954 0.0
3 2.131652 0.748879 1.0
4 2.411805 0.925588 1.0
... ... ... ...
1995 -0.002797 -0.040410 0.0
1996 -1.003506 1.182736 0.0
1997 1.388121 0.079317 0.0
1998 0.080463 0.816024 1.0
1999 -0.416859 0.067907 0.0

2000 rows × 3 columns

sns.scatterplot(data=df,x='x1',y='x2',hue='y',alpha=0.5,palette={0:(0.5, 0.0, 1.0),1:(1.0,0.0,0.0)})
<AxesSubplot:xlabel='x1', ylabel='x2'>

# 데이터준비
x1 = torch.tensor(df.x1).float().reshape(-1,1) 
x2 = torch.tensor(df.x2).float().reshape(-1,1) 
X = torch.concat([x1,x2],axis=1) 
y = torch.tensor(df.y).float().reshape(-1,1) 
X.shape
torch.Size([2000, 2])
torch.manual_seed(43052)
net = torch.nn.Sequential(
    torch.nn.Linear(in_features=2,out_features=32),#X의 shape이 2니까 in_features=2
    torch.nn.ReLU(),
    torch.nn.Linear(in_features=32,out_features=1),
    torch.nn.Sigmoid()
)
  • \(\underset{(n,2)}{\bf X} \overset{l_1}{\to} \underset{(n,32)}{\boldsymbol u^{(1)}} \overset{a_1}{\to} \underset{(n,32)}{\boldsymbol v^{(1)}} \overset{l_2}{\to} \underset{(n,1)}{\boldsymbol u^{(2)}} \overset{a_2}{\to} \underset{(n,1)}{\boldsymbol v^{(2)}}=\underset{(n,1)}{\hat{\boldsymbol y}}\)
loss_fn = torch.nn.BCELoss() 
optimizr = torch.optim.Adam(net.parameters()) 
for epoc in range(3000):
    ## 1 
    yhat = net(X) 
    ## 2 
    loss = loss_fn(yhat,y) 
    ## 3 
    loss.backward()
    ## 4 
    optimizr.step()
    optimizr.zero_grad() 
df2 = df.assign(yhat=yhat.reshape(-1).detach().tolist()) #seaborn을 그리려먼 dataframe형식으로 되어잇어야해
df2
x1 x2 y yhat
0 -0.874139 0.210035 0.0 0.345833
1 -1.143622 -0.835728 1.0 0.605130
2 -0.383906 -0.027954 0.0 0.111915
3 2.131652 0.748879 1.0 0.918491
4 2.411805 0.925588 1.0 0.912608
... ... ... ... ...
1995 -0.002797 -0.040410 0.0 0.254190
1996 -1.003506 1.182736 0.0 0.508002
1997 1.388121 0.079317 0.0 0.410099
1998 0.080463 0.816024 1.0 0.262315
1999 -0.416859 0.067907 0.0 0.107903

2000 rows × 4 columns

sns.scatterplot(data=df2,x='x1',y='x2',hue='yhat',alpha=0.5,palette='rainbow')
<AxesSubplot:xlabel='x1', ylabel='x2'>

- 결과시각화

fig, ax = plt.subplots(1,2,figsize=(8,4))
sns.scatterplot(data=df,x='x1',y='x2',hue='y',alpha=0.5,palette={0:(0.5, 0.0, 1.0),1:(1.0,0.0,0.0)},ax=ax[0])
sns.scatterplot(data=df2,x='x1',y='x2',hue='yhat',alpha=0.5,palette='rainbow',ax=ax[1])
<AxesSubplot:xlabel='x1', ylabel='x2'>

- 교훈: underlying이 엄청 이상해보여도 생각보다 잘 맞춤