Collect and pre-process data

Let us look again at the MINST data set.

# import necessary packages
import numpy as np
import matplotlib.pyplot as plt
import tensorflow as tf
from sklearn import datasets


# ensure the same random numbers appear every time
np.random.seed(0)

# display images in notebook
%matplotlib inline
plt.rcParams['figure.figsize'] = (12,12)


# download MNIST dataset
digits = datasets.load_digits()

# define inputs and labels
inputs = digits.images
labels = digits.target

print("inputs = (n_inputs, pixel_width, pixel_height) = " + str(inputs.shape))
print("labels = (n_inputs) = " + str(labels.shape))


# flatten the image
# the value -1 means dimension is inferred from the remaining dimensions: 8x8 = 64
n_inputs = len(inputs)
inputs = inputs.reshape(n_inputs, -1)
print("X = (n_inputs, n_features) = " + str(inputs.shape))


# choose some random images to display
indices = np.arange(n_inputs)
random_indices = np.random.choice(indices, size=5)

for i, image in enumerate(digits.images[random_indices]):
    plt.subplot(1, 5, i+1)
    plt.axis('off')
    plt.imshow(image, cmap=plt.cm.gray_r, interpolation='nearest')
    plt.title("Label: %d" % digits.target[random_indices[i]])
plt.show()
from tensorflow.keras.layers import Input
from tensorflow.keras.models import Sequential      #This allows appending layers to existing models
from tensorflow.keras.layers import Dense           #This allows defining the characteristics of a particular layer
from tensorflow.keras import optimizers             #This allows using whichever optimiser we want (sgd,adam,RMSprop)
from tensorflow.keras import regularizers           #This allows using whichever regularizer we want (l1,l2,l1_l2)
from tensorflow.keras.utils import to_categorical   #This allows using categorical cross entropy as the cost function

from sklearn.model_selection import train_test_split

# one-hot representation of labels
labels = to_categorical(labels)

# split into train and test data
train_size = 0.8
test_size = 1 - train_size
X_train, X_test, Y_train, Y_test = train_test_split(inputs, labels, train_size=train_size,
                                                    test_size=test_size)
epochs = 100
batch_size = 100
n_neurons_layer1 = 100
n_neurons_layer2 = 50
n_categories = 10
eta_vals = np.logspace(-5, 1, 7)
lmbd_vals = np.logspace(-5, 1, 7)
def create_neural_network_keras(n_neurons_layer1, n_neurons_layer2, n_categories, eta, lmbd):
    model = Sequential()
    model.add(Dense(n_neurons_layer1, activation='sigmoid', kernel_regularizer=regularizers.l2(lmbd)))
    model.add(Dense(n_neurons_layer2, activation='sigmoid', kernel_regularizer=regularizers.l2(lmbd)))
    model.add(Dense(n_categories, activation='softmax'))
    
    sgd = optimizers.SGD(lr=eta)
    model.compile(loss='categorical_crossentropy', optimizer=sgd, metrics=['accuracy'])
    
    return model
DNN_keras = np.zeros((len(eta_vals), len(lmbd_vals)), dtype=object)
        
for i, eta in enumerate(eta_vals):
    for j, lmbd in enumerate(lmbd_vals):
        DNN = create_neural_network_keras(n_neurons_layer1, n_neurons_layer2, n_categories,
                                         eta=eta, lmbd=lmbd)
        DNN.fit(X_train, Y_train, epochs=epochs, batch_size=batch_size, verbose=0)
        scores = DNN.evaluate(X_test, Y_test)
        
        DNN_keras[i][j] = DNN
        
        print("Learning rate = ", eta)
        print("Lambda = ", lmbd)
        print("Test accuracy: %.3f" % scores[1])
        print()
# optional
# visual representation of grid search
# uses seaborn heatmap, could probably do this in matplotlib
import seaborn as sns

sns.set()

train_accuracy = np.zeros((len(eta_vals), len(lmbd_vals)))
test_accuracy = np.zeros((len(eta_vals), len(lmbd_vals)))

for i in range(len(eta_vals)):
    for j in range(len(lmbd_vals)):
        DNN = DNN_keras[i][j]

        train_accuracy[i][j] = DNN.evaluate(X_train, Y_train)[1]
        test_accuracy[i][j] = DNN.evaluate(X_test, Y_test)[1]

        
fig, ax = plt.subplots(figsize = (10, 10))
sns.heatmap(train_accuracy, annot=True, ax=ax, cmap="viridis")
ax.set_title("Training Accuracy")
ax.set_ylabel("$\eta$")
ax.set_xlabel("$\lambda$")
plt.show()

fig, ax = plt.subplots(figsize = (10, 10))
sns.heatmap(test_accuracy, annot=True, ax=ax, cmap="viridis")
ax.set_title("Test Accuracy")
ax.set_ylabel("$\eta$")
ax.set_xlabel("$\lambda$")
plt.show()