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criterion.md

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# Criterions #

Criterions are helpful to train a neural network. Given an input and a target, they compute a gradient according to a given loss function.

## Criterion ##

This is an abstract class which declares methods defined in all criterions. This class is serializable.

### [output] forward(input, target) ###

Given an input and a target, compute the loss function associated to the criterion and return the result. In general input and target are Tensors, but some specific criterions might require some other type of object.

The output returned should be a scalar in general.

The state variable self.output should be updated after a call to forward().

### [gradInput] backward(input, target) ###

Given an input and a target, compute the gradients of the loss function associated to the criterion and return the result. In general input, target and gradInput are Tensors, but some specific criterions might require some other type of object.

The state variable self.gradInput should be updated after a call to backward().

### State variable: output ###

State variable which contains the result of the last forward(input, target) call.

### State variable: gradInput ###

State variable which contains the result of the last backward(input, target) call.

## AbsCriterion ##
criterion = nn.AbsCriterion()

Creates a criterion that measures the mean absolute value of the element-wise difference between input x and target y:

loss(x, y)  = 1/n \sum |x_i - y_i|

If x and y are d-dimensional Tensors with a total of n elements, the sum operation still operates over all the elements, and divides by n.

The division by n can be avoided if one sets the internal variable sizeAverage to false:

criterion = nn.AbsCriterion()
criterion.sizeAverage = false
## ClassNLLCriterion ##
criterion = nn.ClassNLLCriterion([weights])

The negative log likelihood criterion. It is useful to train a classication problem with n classes. If provided, the optional argument weights should be a 1D Tensor assigning weight to each of the classes. This is particularly useful when you have an unbalanced training set.

The input given through a forward() is expected to contain log-probabilities of each class: input has to be a 1D Tensor of size n. Obtaining log-probabilities in a neural network is easily achieved by adding a LogSoftMax layer in the last layer of your neural network. You may use CrossEntropyCriterion instead, if you prefer not to add an extra layer to your network. This criterion expect a class index (1 to the number of class) as target when calling forward(input, target) and backward(input, target).

The loss can be described as:

loss(x, class) = -x[class]

or in the case of the weights argument being specified:

loss(x, class) = -weights[class] * x[class]

The following is a code fragment showing how to make a gradient step given an input x, a desired output y (an integer 1 to n, in this case n = 2 classes), a network mlp and a learning rate learningRate:

function gradUpdate(mlp, x, y, learningRate)
   local criterion = nn.ClassNLLCriterion()
   pred = mlp:forward(x)
   local err = criterion:forward(pred, y)
   mlp:zeroGradParameters()
   local t = criterion:backward(pred, y)
   mlp:backward(x, t)
   mlp:updateParameters(learningRate)
end
## CrossEntropyCriterion ##
criterion = nn.CrossEntropyCriterion([weights])

This criterion combines LogSoftMax and ClassNLLCriterion in one single class.

It is useful to train a classication problem with n classes. If provided, the optional argument weights should be a 1D Tensor assigning weight to each of the classes. This is particularly useful when you have an unbalanced training set.

The input given through a forward() is expected to contain scores for each class: input has to be a 1D Tensor of size n. This criterion expect a class index (1 to the number of class) as target when calling forward(input, target) and backward(input, target).

The loss can be described as:

loss(x, class) = -log(exp(x[class]) / (\sum_j exp(x[j])))
               = -x[class] + log(\sum_j exp(x[j]))

or in the case of the weights argument being specified:

loss(x, class) = weights[class] * (-x[class] + log(\sum_j exp(x[j])))
## DistKLDivCriterion ##
criterion = nn.DistKLDivCriterion()

The Kullback–Leibler divergence criterion. KL divergence is a useful distance measure for continuous distributions and is often useful when performing direct regression over the space of (discretely sampled) continuous output distributions. As with ClassNLLCriterion, the input given through a forward() is expected to contain log-probabilities, however unlike ClassNLLCriterion, input is not restricted to a 1D or 2D vector (as the criterion is applied element-wise).

This criterion expect a target Tensor of the same size as the input Tensor when calling forward(input, target) and backward(input, target).

The loss can be described as:

loss(x, target) = \sum(target_i * (log(target_i) - x_i))
## BCECriterion
criterion = nn.BCECriterion()

Creates a criterion that measures the Binary Cross Entropy between the target and the output:

loss(t, o) = -(t * log(o) + (1 - t) * log(1 - o))

This is used for measuring the error of a reconstruction in for example an auto-encoder.

## MarginCriterion ##
criterion = nn.MarginCriterion([margin])

Creates a criterion that optimizes a two-class classification hinge loss (margin-based loss) between input x (a Tensor of dimension 1) and output y (which is a scalar, either 1 or -1):

loss(x, y) = max(0, margin - y*x).

margin, if unspecified, is by default 1.

function gradUpdate(mlp, x, y, criterion, learningRate)
   local pred = mlp:forward(x)
   local err = criterion:forward(pred, y)
   local gradCriterion = criterion:backward(pred, y)
   mlp:zeroGradParameters()
   mlp:backward(x, gradCriterion)
   mlp:updateParameters(learningRate)
end

mlp = nn.Sequential()
mlp:add(nn.Linear(5, 1))

x1 = torch.rand(5)
x2 = torch.rand(5)
criterion=nn.MarginCriterion(1)

for i = 1, 1000 do
   gradUpdate(mlp, x1, 1, criterion, 0.01)
   gradUpdate(mlp, x2, -1, criterion, 0.01)
end

print(mlp:forward(x1))
print(mlp:forward(x2))

print(criterion:forward(mlp:forward(x1), 1))
print(criterion:forward(mlp:forward(x2), -1))

gives the output:

 1.0043
[torch.Tensor of dimension 1]


-1.0061
[torch.Tensor of dimension 1]

0
0

i.e. the mlp successfully separates the two data points such that they both have a margin of 1, and hence a loss of 0.

## MultiMarginCriterion ##
criterion = nn.MultiMarginCriterion(p)

Creates a criterion that optimizes a multi-class classification hinge loss (margin-based loss) between input x (a Tensor of dimension 1) and output y (which is a target class index, 1 <= y <= x:size(1)):

loss(x, y) = sum_i(max(0, 1 - (x[y] - x[i]))^p) / x:size(1)

where i == 1 to x:size(1) and i ~= y. Note that this criterion also works with 2D inputs and 1D targets.

This criterion is especially useful for classification when used in conjunction with a module ending in the following output layer:

mlp = nn.Sequential()
mlp:add(nn.Euclidean(n, m)) -- outputs a vector of distances
mlp:add(nn.MulConstant(-1)) -- distance to similarity
## MultiLabelMarginCriterion ##
criterion = nn.MultiLabelMarginCriterion()

Creates a criterion that optimizes a multi-class multi-classification hinge loss (margin-based loss) between input x (a 1D Tensor) and output y (which is a 1D Tensor of target class indices):

loss(x, y) = sum_ij(max(0, 1 - (x[y[j]] - x[i]))) / x:size(1)

where i == 1 to x:size(1), j == 1 to y:size(1), y[j] ~= 0, and i ~= y[j] for all i and j. Note that this criterion also works with 2D inputs and targets.

y and x must have the same size. The criterion only considers the first non zero y[j] targets. This allows for different samples to have variable amounts of target classes:

criterion = nn.MultiLabelMarginCriterion()
input = torch.randn(2, 4)
target = torch.Tensor{{1, 3, 0, 0}, {4, 0, 0, 0}} -- zero-values are ignored
criterion:forward(input, target)
## MSECriterion ##
criterion = nn.MSECriterion()

Creates a criterion that measures the mean squared error between n elements in the input x and output y:

loss(x, y) = 1/n \sum |x_i - y_i|^2 .

If x and y are d-dimensional Tensors with a total of n elements, the sum operation still operates over all the elements, and divides by n. The two Tensors must have the same number of elements (but their sizes might be different).

The division by n can be avoided if one sets the internal variable sizeAverage to false:

criterion = nn.MSECriterion()
criterion.sizeAverage = false
## MultiCriterion ##
criterion = nn.MultiCriterion()

This returns a Criterion which is a weighted sum of other Criterion. Criterions are added using the method:

criterion:add(singleCriterion [, weight])

where weight is a scalar (default 1). Each criterion is applied to the same input and target.

Example :

input = torch.rand(2,10)
target = torch.IntTensor{1,8}
nll = nn.ClassNLLCriterion()
nll2 = nn.CrossEntropyCriterion()
mc = nn.MultiCriterion():add(nll, 0.5):add(nll2)
output = mc:forward(input, target)
## ParallelCriterion ##
criterion = nn.ParallelCriterion([repeatTarget])

This returns a Criterion which is a weighted sum of other Criterion. Criterions are added using the method:

criterion:add(singleCriterion [, weight])

where weight is a scalar (default 1). The criterion expects an input and target table. Each criterion is applied to the commensurate input and target element in the tables. However, if repeatTarget=true, the target is repeatedly presented to each criterion (with a different input).

Example :

input = {torch.rand(2,10), torch.randn(2,10)}
target = {torch.IntTensor{1,8}, torch.randn(2,10)}
nll = nn.ClassNLLCriterion()
mse = nn.MSECriterion()
pc = nn.ParallelCriterion():add(nll, 0.5):add(mse)
output = pc:forward(input, target)
## HingeEmbeddingCriterion ##
criterion = nn.HingeEmbeddingCriterion([margin])

Creates a criterion that measures the loss given an input x which is a 1-dimensional vector and a label y (1 or -1). This is usually used for measuring whether two inputs are similar or dissimilar, e.g. using the L1 pairwise distance, and is typically used for learning nonlinear embeddings or semi-supervised learning.

x_i,                  if y_i ==  1
loss(x, y) = 1/n ⎨
                 ⎩ max(0, margin - x_i), if y_i == -1

If x and y are n-dimensional Tensors, the sum operation still operates over all the elements, and divides by n (this can be avoided if one sets the internal variable sizeAverage to false). The margin has a default value of 1, or can be set in the constructor.

-- imagine we have one network we are interested in, it is called "p1_mlp"
p1_mlp = nn.Sequential(); p1_mlp:add(nn.Linear(5, 2))

-- But we want to push examples towards or away from each other so we make another copy
-- of it called p2_mlp; this *shares* the same weights via the set command, but has its
-- own set of temporary gradient storage that's why we create it again (so that the gradients
-- of the pair don't wipe each other)
p2_mlp = nn.Sequential(); p2_mlp:add(nn.Linear(5, 2))
p2_mlp:get(1).weight:set(p1_mlp:get(1).weight)
p2_mlp:get(1).bias:set(p1_mlp:get(1).bias)

-- we make a parallel table that takes a pair of examples as input.
-- They both go through the same (cloned) mlp
prl = nn.ParallelTable()
prl:add(p1_mlp)
prl:add(p2_mlp)

-- now we define our top level network that takes this parallel table
-- and computes the pairwise distance betweem the pair of outputs
mlp = nn.Sequential()
mlp:add(prl)
mlp:add(nn.PairwiseDistance(1))

-- and a criterion for pushing together or pulling apart pairs
crit = nn.HingeEmbeddingCriterion(1)

-- lets make two example vectors
x = torch.rand(5)
y = torch.rand(5)


-- Use a typical generic gradient update function
function gradUpdate(mlp, x, y, criterion, learningRate)
local pred = mlp:forward(x)
local err = criterion:forward(pred, y)
local gradCriterion = criterion:backward(pred, y)
mlp:zeroGradParameters()
mlp:backward(x, gradCriterion)
mlp:updateParameters(learningRate)
end

-- push the pair x and y together, notice how then the distance between them given
-- by print(mlp:forward({x, y})[1]) gets smaller
for i = 1, 10 do
   gradUpdate(mlp, {x, y}, 1, crit, 0.01)
   print(mlp:forward({x, y})[1])
end

-- pull apart the pair x and y, notice how then the distance between them given
-- by print(mlp:forward({x, y})[1]) gets larger

for i = 1, 10 do
   gradUpdate(mlp, {x, y}, -1, crit, 0.01)
   print(mlp:forward({x, y})[1])
end
## L1HingeEmbeddingCriterion ##
criterion = nn.L1HingeEmbeddingCriterion([margin])

Creates a criterion that measures the loss given an input x = {x1, x2}, a table of two Tensors, and a label y (1 or -1): this is used for measuring whether two inputs are similar or dissimilar, using the L1 distance, and is typically used for learning nonlinear embeddings or semi-supervised learning.

             ⎧ ||x1 - x2||_1,                  if y ==  1
loss(x, y) = ⎨
             ⎩ max(0, margin - ||x1 - x2||_1), if y == -1

The margin has a default value of 1, or can be set in the constructor.

## CosineEmbeddingCriterion ##
criterion = nn.CosineEmbeddingCriterion([margin])

Creates a criterion that measures the loss given an input x = {x1, x2}, a table of two Tensors, and a label y (1 or -1). This is used for measuring whether two inputs are similar or dissimilar, using the cosine distance, and is typically used for learning nonlinear embeddings or semi-supervised learning.

margin should be a number from -1 to 1, 0 to 0.5 is suggested. Forward and Backward have to be used alternately. If margin is missing, the default value is 0.

The loss function is:

1 - cos(x1, x2),              if y ==  1
loss(x, y) = ⎨
             ⎩ max(0, cos(x1, x2) - margin), if y == -1
## MarginRankingCriterion ##
criterion = nn.MarginRankingCriterion(margin)

Creates a criterion that measures the loss given an input x = {x1, x2}, a table of two Tensors of size 1 (they contain only scalars), and a label y (1 or -1).

If y == 1 then it assumed the first input should be ranked higher (have a larger value) than the second input, and vice-versa for y == -1.

The loss function is:

loss(x, y) = max(0, -y * (x[1] - x[2]) + margin)
p1_mlp = nn.Linear(5, 2)
p2_mlp = p1_mlp:clone('weight', 'bias')

prl = nn.ParallelTable()
prl:add(p1_mlp)
prl:add(p2_mlp)

mlp1 = nn.Sequential()
mlp1:add(prl)
mlp1:add(nn.DotProduct())

mlp2 = mlp1:clone('weight', 'bias')

mlpa = nn.Sequential()
prla = nn.ParallelTable()
prla:add(mlp1)
prla:add(mlp2)
mlpa:add(prla)

crit = nn.MarginRankingCriterion(0.1)

x=torch.randn(5)
y=torch.randn(5)
z=torch.randn(5)

-- Use a typical generic gradient update function
function gradUpdate(mlp, x, y, criterion, learningRate)
   local pred = mlp:forward(x)
   local err = criterion:forward(pred, y)
   local gradCriterion = criterion:backward(pred, y)
   mlp:zeroGradParameters()
   mlp:backward(x, gradCriterion)
   mlp:updateParameters(learningRate)
end

for i = 1, 100 do
   gradUpdate(mlpa, {{x, y}, {x, z}}, 1, crit, 0.01)
   if true then
      o1 = mlp1:forward{x, y}[1]
      o2 = mlp2:forward{x, z}[1]
      o = crit:forward(mlpa:forward{{x, y}, {x, z}}, 1)
      print(o1, o2, o)
   end
end

print "--"

for i = 1, 100 do
   gradUpdate(mlpa, {{x, y}, {x, z}}, -1, crit, 0.01)
   if true then
      o1 = mlp1:forward{x, y}[1]
      o2 = mlp2:forward{x, z}[1]
      o = crit:forward(mlpa:forward{{x, y}, {x, z}}, -1)
      print(o1, o2, o)
   end
end