packages feed

backprop-0.2.5.0: bench/bench.hs

{-# LANGUAGE BangPatterns         #-}
{-# LANGUAGE DataKinds            #-}
{-# LANGUAGE DeriveGeneric        #-}
{-# LANGUAGE FlexibleContexts     #-}
{-# LANGUAGE FlexibleInstances    #-}
{-# LANGUAGE GADTs                #-}
{-# LANGUAGE LambdaCase           #-}
{-# LANGUAGE PolyKinds            #-}
{-# LANGUAGE ScopedTypeVariables  #-}
{-# LANGUAGE StandaloneDeriving   #-}
{-# LANGUAGE TemplateHaskell      #-}
{-# LANGUAGE TypeApplications     #-}
{-# LANGUAGE TypeFamilies         #-}
{-# LANGUAGE TypeSynonymInstances #-}
{-# LANGUAGE ViewPatterns         #-}
{-# OPTIONS_GHC -fno-warn-orphans #-}

import           Control.DeepSeq
import           Criterion.Main
import           Criterion.Types
import           Data.Char
import           Data.Functor.Identity
import           Data.Time
import           GHC.Generics                 (Generic)
import           GHC.TypeLits
import           Lens.Micro
import           Lens.Micro.TH
import           Numeric.Backprop
import           Numeric.Backprop.Class
import           Numeric.LinearAlgebra.Static
import           System.Directory
import qualified Data.Vector                  as V
import qualified Numeric.LinearAlgebra        as HM
import qualified System.Random.MWC            as MWC

type family HKD f a where
    HKD Identity a = a
    HKD f        a = f a

data Layer' i o f =
    Layer { _lWeights :: !(HKD f (L o i))
          , _lBiases  :: !(HKD f (R o))
          }
  deriving (Generic)

type Layer i o = Layer' i o Identity

deriving instance (KnownNat i, KnownNat o) => Show (Layer i o)
instance NFData (Layer i o)

makeLenses ''Layer'

data Network' i h1 h2 o f =
    Net { _nLayer1 :: !(HKD f (Layer i  h1))
        , _nLayer2 :: !(HKD f (Layer h1 h2))
        , _nLayer3 :: !(HKD f (Layer h2 o ))
        }
  deriving (Generic)

type Network i h1 h2 o = Network' i h1 h2 o Identity

deriving instance (KnownNat i, KnownNat h1, KnownNat h2, KnownNat o) => Show (Network i h1 h2 o)
instance NFData (Network i h1 h2 o)

makeLenses ''Network'

main :: IO ()
main = do
    g     <- MWC.initialize
           . V.fromList
           . map (fromIntegral . ord)
           $ "hello world"
    test0 <- MWC.uniformR @(R 784, R 10) ((0,0),(1,1)) g
    net0  <- MWC.uniformR @(Network 784 300 100 10) (-0.5, 0.5) g
    t     <- getZonedTime
    let tstr = formatTime defaultTimeLocale "%Y%m%d-%H%M%S" t
    createDirectoryIfMissing True "bench-results"
    defaultMainWith defaultConfig
          { reportFile = Just $ "bench-results/mnist-bench_" ++ tstr ++ ".html"
          , timeLimit  = 10
          } [
        bgroup "gradient"
          [ let runTest x y     = gradNetManual x y net0
            in  bench "manual"  $ nf (uncurry runTest) test0
          , let runTest x y     = gradBP (netErr x y) net0
            in  bench "bp-lens" $ nf (uncurry runTest) test0
          , let runTest x y     = gradBP (netErrHKD x y) net0
            in  bench "bp-hkd"  $ nf (uncurry runTest) test0
          , let runTest x y     = gradBP (\n' -> netErrHybrid n' y x) net0
            in  bench "hybrid"  $ nf (uncurry runTest) test0
          ]
      , bgroup "descent"
          [ let runTest x y     = trainStepManual 0.02 x y net0
            in  bench "manual"  $ nf (uncurry runTest) test0
          , let runTest x y     = trainStep 0.02 x y net0
            in  bench "bp-lens" $ nf (uncurry runTest) test0
          , let runTest x y     = trainStepHKD 0.02 x y net0
            in  bench "bp-hkd"  $ nf (uncurry runTest) test0
          , let runTest x y     = trainStepHybrid 0.02 x y net0
            in  bench "hybrid"  $ nf (uncurry runTest) test0
          ]
      , bgroup "run"
          [ let runTest         = runNetManual net0
            in  bench "manual"  $ nf runTest (fst test0)
          , let runTest x       = evalBP (`runNetwork` x) net0
            in  bench "bp-lens" $ nf runTest (fst test0)
          , let runTest x       = evalBP (`runNetworkHKD` x) net0
            in  bench "bp-hkd"  $ nf runTest (fst test0)
          , let runTest x       = evalBP (`runNetHybrid` x) net0
            in  bench "hybrid"  $ nf runTest (fst test0)
          ]
      ]

-- ------------------------------
-- - "Backprop" Lens Mode       -
-- ------------------------------

runLayer
    :: (KnownNat i, KnownNat o, Reifies s W)
    => BVar s (Layer i o)
    -> BVar s (R i)
    -> BVar s (R o)
runLayer l x = (l ^^. lWeights) #>! x + (l ^^. lBiases)
{-# INLINE runLayer #-}

softMax :: (KnownNat n, Reifies s W) => BVar s (R n) -> BVar s (R n)
softMax x = konst' (1 / sumElements' expx) * expx
  where
    expx = exp x
{-# INLINE softMax #-}

runNetwork
    :: (KnownNat i, KnownNat h1, KnownNat h2, KnownNat o, Reifies s W)
    => BVar s (Network i h1 h2 o)
    -> R i
    -> BVar s (R o)
runNetwork n = softMax
             . runLayer (n ^^. nLayer3)
             . logistic
             . runLayer (n ^^. nLayer2)
             . logistic
             . runLayer (n ^^. nLayer1)
             . auto
{-# INLINE runNetwork #-}

crossEntropy
    :: (KnownNat n, Reifies s W)
    => R n
    -> BVar s (R n)
    -> BVar s Double
crossEntropy t r = negate $ log r <.>! auto t
{-# INLINE crossEntropy #-}

netErr
    :: (KnownNat i, KnownNat h1, KnownNat h2, KnownNat o, Reifies s W)
    => R i
    -> R o
    -> BVar s (Network i h1 h2 o)
    -> BVar s Double
netErr x t n = crossEntropy t (runNetwork n x)
{-# INLINE netErr #-}

trainStep
    :: forall i h1 h2 o. (KnownNat i, KnownNat h1, KnownNat h2, KnownNat o)
    => Double
    -> R i
    -> R o
    -> Network i h1 h2 o
    -> Network i h1 h2 o
trainStep r !x !t !n = n - realToFrac r * gradBP (netErr x t) n
{-# INLINE trainStep #-}

-- ------------------------------
-- - "Backprop" HKD Mode        -
-- ------------------------------

runLayerHKD
    :: (KnownNat i, KnownNat o, Reifies s W)
    => BVar s (Layer i o)
    -> BVar s (R i)
    -> BVar s (R o)
runLayerHKD (splitBV->Layer w b) x = w #>! x + b
{-# INLINE runLayerHKD #-}

runNetworkHKD
    :: (KnownNat i, KnownNat h1, KnownNat h2, KnownNat o, Reifies s W)
    => BVar s (Network i h1 h2 o)
    -> R i
    -> BVar s (R o)
runNetworkHKD (splitBV->Net l1 l2 l3) = softMax
                                      . runLayerHKD l3
                                      . logistic
                                      . runLayerHKD l2
                                      . logistic
                                      . runLayerHKD l1
                                      . auto
{-# INLINE runNetworkHKD #-}

netErrHKD
    :: (KnownNat i, KnownNat h1, KnownNat h2, KnownNat o, Reifies s W)
    => R i
    -> R o
    -> BVar s (Network i h1 h2 o)
    -> BVar s Double
netErrHKD x t n = crossEntropy t (runNetworkHKD n x)
{-# INLINE netErrHKD #-}

trainStepHKD
    :: forall i h1 h2 o. (KnownNat i, KnownNat h1, KnownNat h2, KnownNat o)
    => Double
    -> R i
    -> R o
    -> Network i h1 h2 o
    -> Network i h1 h2 o
trainStepHKD r !x !t !n = n - realToFrac r * gradBP (netErrHKD x t) n
{-# INLINE trainStepHKD #-}

-- ------------------------------
-- - "Manual" Mode              -
-- ------------------------------

runLayerManual
    :: (KnownNat i, KnownNat o)
    => Layer i o
    -> R i
    -> R o
runLayerManual l x = (l ^. lWeights) #> x + (l ^. lBiases)
{-# INLINE runLayerManual #-}

softMaxManual :: KnownNat n => R n -> R n
softMaxManual x = konst (1 / sumElements expx) * expx
  where
    expx = exp x
{-# INLINE softMaxManual #-}

runNetManual
    :: (KnownNat i, KnownNat h1, KnownNat h2, KnownNat o)
    => Network i h1 h2 o
    -> R i
    -> R o
runNetManual n = softMaxManual
               . runLayerManual (n ^. nLayer3)
               . logistic
               . runLayerManual (n ^. nLayer2)
               . logistic
               . runLayerManual (n ^. nLayer1)
{-# INLINE runNetManual #-}

gradNetManual
    :: forall i h1 h2 o. (KnownNat i, KnownNat h1, KnownNat h2, KnownNat o)
    => R i
    -> R o
    -> Network i h1 h2 o
    -> Network i h1 h2 o
gradNetManual x t (Net (Layer w1 b1) (Layer w2 b2) (Layer w3 b3)) =
    let y1 = w1 #> x
        z1 = y1 + b1
        x2 = logistic z1
        y2 = w2 #> x2
        z2 = y2 + b2
        x3 = logistic z2
        y3 = w3 #> x3
        z3 = y3 + b3
        o0 = exp z3
        o1 = HM.sumElements (extract o0)
        o2 = o0 / konst o1
        -- o3 = - (log o2 <.> t)
        dEdO3 = 1
        dEdO2 = dEdO3 * (- t / o2)
        dEdO1 = - (dEdO2 <.> o0) / (o1 ** 2)
        dEdO0 = konst dEdO1 + dEdO2 / konst o1
        dEdZ3 = dEdO0 * o0
        dEdY3 = dEdZ3
        dEdX3 = tr w3 #> dEdY3
        dEdZ2 = dEdX3 * (x3 * (1 - x3))
        dEdY2 = dEdZ2
        dEdX2 = tr w2 #> dEdY2
        dEdZ1 = dEdX2 * (x2 * (1 - x2))
        dEdY1 = dEdZ1
        dEdB3 = dEdZ3
        dEdW3 = dEdY3 `outer` x3
        dEdB2 = dEdZ2
        dEdW2 = dEdY2 `outer` x2
        dEdB1 = dEdZ1
        dEdW1 = dEdY1 `outer` x
    in  Net (Layer dEdW1 dEdB1) (Layer dEdW2 dEdB2) (Layer dEdW3 dEdB3)
{-# INLINE gradNetManual #-}

trainStepManual
    :: forall i h1 h2 o. (KnownNat i, KnownNat h1, KnownNat h2, KnownNat o)
    => Double
    -> R i
    -> R o
    -> Network i h1 h2 o
    -> Network i h1 h2 o
trainStepManual r !x !t !n =
    let gN = gradNetManual x t n
    in  n - (realToFrac r * gN)

-- ------------------------------
-- - "Hybrid" Mode              -
-- ------------------------------

layerOp :: (KnownNat i, KnownNat o) => Op '[Layer i o, R i] (R o)
layerOp = op2 $ \(Layer w b) x ->
    ( w #> x + b
    , \g -> (Layer (g `outer` x) g, tr w #> g)
    )
{-# INLINE layerOp #-}

logisticOp
    :: Floating a
    => Op '[a] a
logisticOp = op1 $ \x ->
    let lx = logistic x
    in  (lx, \g -> lx * (1 - lx) * g)
{-# INLINE logisticOp #-}

softMaxOp
    :: KnownNat n
    => Op '[R n] (R n)
softMaxOp = op1 $ \x ->
    let expx   = exp x
        tot    = sumElements expx
        invtot = 1 / tot
        res    = konst invtot * expx
    in  ( res
        , \g -> res - konst (invtot ** 2) * exp (2 * x) * g
        )
{-# INLINE softMaxOp #-}

softMaxCrossEntropyOp
    :: KnownNat n
    => R n
    -> Op '[R n] Double
softMaxCrossEntropyOp targ = op1 $ \x ->
    let expx   = exp x
        sm     = konst (1 / sumElements expx) * expx
        ce     = negate $ log sm <.> targ
    in  ( ce
        , \g -> (sm - targ) * konst g
        )
{-# INLINE softMaxCrossEntropyOp #-}

runNetHybrid
    :: (KnownNat i, KnownNat h1, KnownNat h2, KnownNat o, Reifies s W)
    => BVar s (Network i h1 h2 o)
    -> R i
    -> BVar s (R o)
runNetHybrid n = liftOp1 softMaxOp
               . liftOp2 layerOp (n ^^. nLayer3)
               . liftOp1 logisticOp
               . liftOp2 layerOp (n ^^. nLayer2)
               . liftOp1 logisticOp
               . liftOp2 layerOp (n ^^. nLayer1)
               . auto
{-# INLINE runNetHybrid #-}

netErrHybrid
    :: (KnownNat i, KnownNat h1, KnownNat h2, KnownNat o, Reifies s W)
    => BVar s (Network i h1 h2 o)
    -> R o
    -> R i
    -> BVar s Double
netErrHybrid n t = liftOp1 (softMaxCrossEntropyOp t)
                 . liftOp2 layerOp (n ^^. nLayer3)
                 . liftOp1 logisticOp
                 . liftOp2 layerOp (n ^^. nLayer2)
                 . liftOp1 logisticOp
                 . liftOp2 layerOp (n ^^. nLayer1)
                 . auto
{-# INLINE netErrHybrid #-}

trainStepHybrid
    :: forall i h1 h2 o. (KnownNat i, KnownNat h1, KnownNat h2, KnownNat o)
    => Double
    -> R i
    -> R o
    -> Network i h1 h2 o
    -> Network i h1 h2 o
trainStepHybrid r !x !t !n =
    let gN = gradBP (\n' -> netErrHybrid n' t x) n
    in  n - (realToFrac r * gN)
{-# INLINE trainStepHybrid #-}

-- ------------------------------
-- - Operations                 -
-- ------------------------------

infixr 8 #>!
(#>!)
    :: (KnownNat m, KnownNat n, Reifies s W)
    => BVar s (L m n)
    -> BVar s (R n)
    -> BVar s (R m)
(#>!) = liftOp2 . op2 $ \m v ->
  ( m #> v, \g -> (g `outer` v, tr m #> g) )
{-# INLINE (#>!) #-}

infixr 8 <.>!
(<.>!)
    :: (KnownNat n, Reifies s W)
    => BVar s (R n)
    -> BVar s (R n)
    -> BVar s Double
(<.>!) = liftOp2 . op2 $ \x y ->
  ( x <.> y, \g -> (konst g * y, x * konst g)
  )
{-# INLINE (<.>!) #-}

konst'
    :: (KnownNat n, Reifies s W)
    => BVar s Double
    -> BVar s (R n)
konst' = liftOp1 . op1 $ \c -> (konst c, HM.sumElements . extract)
{-# INLINE konst' #-}

sumElements :: KnownNat n => R n -> Double
sumElements = HM.sumElements . extract
{-# INLINE sumElements #-}

sumElements'
    :: (KnownNat n, Reifies s W)
    => BVar s (R n)
    -> BVar s Double
sumElements' = liftOp1 . op1 $ \x -> (sumElements x, konst)
{-# INLINE sumElements' #-}

logistic :: Floating a => a -> a
logistic x = 1 / (1 + exp (-x))
{-# INLINE logistic #-}

-- ------------------------------
-- - Instances                  -
-- ------------------------------

instance (KnownNat i, KnownNat o) => Num (Layer i o) where
    Layer w1 b1 + Layer w2 b2 = Layer (w1 + w2) (b1 + b2)
    Layer w1 b1 - Layer w2 b2 = Layer (w1 - w2) (b1 - b2)
    Layer w1 b1 * Layer w2 b2 = Layer (w1 * w2) (b1 * b2)
    abs    (Layer w b)        = Layer (abs    w) (abs    b)
    signum (Layer w b)        = Layer (signum w) (signum b)
    negate (Layer w b)        = Layer (negate w) (negate b)
    fromInteger x             = Layer (fromInteger x) (fromInteger x)

instance (KnownNat i, KnownNat h1, KnownNat h2, KnownNat o) => Num (Network i h1 h2 o) where
    Net a b c + Net d e f = Net (a + d) (b + e) (c + f)
    Net a b c - Net d e f = Net (a - d) (b - e) (c - f)
    Net a b c * Net d e f = Net (a * d) (b * e) (c * f)
    abs    (Net a b c)    = Net (abs    a) (abs    b) (abs    c)
    signum (Net a b c)    = Net (signum a) (signum b) (signum c)
    negate (Net a b c)    = Net (negate a) (negate b) (negate c)
    fromInteger x         = Net (fromInteger x) (fromInteger x) (fromInteger x)

instance (KnownNat i, KnownNat o) => Fractional (Layer i o) where
    Layer w1 b1 / Layer w2 b2 = Layer (w1 / w2) (b1 / b2)
    recip (Layer w b)         = Layer (recip w) (recip b)
    fromRational x            = Layer (fromRational x) (fromRational x)

instance (KnownNat i, KnownNat h1, KnownNat h2, KnownNat o) => Fractional (Network i h1 h2 o) where
    Net a b c / Net d e f = Net (a / d) (b / e) (c / f)
    recip (Net a b c)     = Net (recip a) (recip b) (recip c)
    fromRational x        = Net (fromRational x) (fromRational x) (fromRational x)

instance KnownNat n => MWC.Variate (R n) where
    uniform g = randomVector <$> MWC.uniform g <*> pure Uniform
    uniformR (l, h) g = (\x -> x * (h - l) + l) <$> MWC.uniform g

instance (KnownNat m, KnownNat n) => MWC.Variate (L m n) where
    uniform g = uniformSample <$> MWC.uniform g <*> pure 0 <*> pure 1
    uniformR (l, h) g = (\x -> x * (h - l) + l) <$> MWC.uniform g

instance (KnownNat i, KnownNat o) => MWC.Variate (Layer i o) where
    uniform g = Layer <$> MWC.uniform g <*> MWC.uniform g
    uniformR (l, h) g = (\x -> x * (h - l) + l) <$> MWC.uniform g

instance (KnownNat i, KnownNat h1, KnownNat h2, KnownNat o) => MWC.Variate (Network i h1 h2 o) where
    uniform g = Net <$> MWC.uniform g <*> MWC.uniform g <*> MWC.uniform g
    uniformR (l, h) g = (\x -> x * (h - l) + l) <$> MWC.uniform g

instance Backprop (R n) where
    zero = zeroNum
    add  = addNum
    one  = oneNum

instance (KnownNat n, KnownNat m) => Backprop (L m n) where
    zero = zeroNum
    add  = addNum
    one  = oneNum

instance (KnownNat i, KnownNat o) => Backprop (Layer i o)
instance (KnownNat i, KnownNat h1, KnownNat h2, KnownNat o) => Backprop (Network i h1 h2 o)