sessionInfo()
## R version 3.6.2 (2019-12-12)
## Platform: x86_64-apple-darwin15.6.0 (64-bit)
## Running under: macOS Catalina 10.15.3
## 
## Matrix products: default
## BLAS:   /Library/Frameworks/R.framework/Versions/3.6/Resources/lib/libRblas.0.dylib
## LAPACK: /Library/Frameworks/R.framework/Versions/3.6/Resources/lib/libRlapack.dylib
## 
## locale:
## [1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8
## 
## attached base packages:
## [1] stats     graphics  grDevices utils     datasets  methods   base     
## 
## loaded via a namespace (and not attached):
##  [1] compiler_3.6.2  magrittr_1.5    tools_3.6.2     htmltools_0.4.0
##  [5] yaml_2.2.1      Rcpp_1.0.3      stringi_1.4.6   rmarkdown_2.1  
##  [9] knitr_1.28      stringr_1.4.0   xfun_0.12       digest_0.6.24  
## [13] rlang_0.4.4     evaluate_0.14

Source: https://tensorflow.rstudio.com/keras/articles/examples/mnist_mlp.html

In this example, we train an MLP (multi-layer perceptron) on the MNIST data set. Achieve testing accuracy 98.11% after 30 epochs.

Prepare data

Aquire data:

library(keras)
mnist <- dataset_mnist()
x_train <- mnist$train$x
y_train <- mnist$train$y
x_test <- mnist$test$x
y_test <- mnist$test$y

Training set:

dim(x_train)
## [1] 60000    28    28
dim(y_train)
## [1] 60000
x_train[1, , ]
##       [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13]
##  [1,]    0    0    0    0    0    0    0    0    0     0     0     0     0
##  [2,]    0    0    0    0    0    0    0    0    0     0     0     0     0
##  [3,]    0    0    0    0    0    0    0    0    0     0     0     0     0
##  [4,]    0    0    0    0    0    0    0    0    0     0     0     0     0
##  [5,]    0    0    0    0    0    0    0    0    0     0     0     0     0
##  [6,]    0    0    0    0    0    0    0    0    0     0     0     0     3
##  [7,]    0    0    0    0    0    0    0    0   30    36    94   154   170
##  [8,]    0    0    0    0    0    0    0   49  238   253   253   253   253
##  [9,]    0    0    0    0    0    0    0   18  219   253   253   253   253
## [10,]    0    0    0    0    0    0    0    0   80   156   107   253   253
## [11,]    0    0    0    0    0    0    0    0    0    14     1   154   253
## [12,]    0    0    0    0    0    0    0    0    0     0     0   139   253
## [13,]    0    0    0    0    0    0    0    0    0     0     0    11   190
## [14,]    0    0    0    0    0    0    0    0    0     0     0     0    35
## [15,]    0    0    0    0    0    0    0    0    0     0     0     0     0
## [16,]    0    0    0    0    0    0    0    0    0     0     0     0     0
## [17,]    0    0    0    0    0    0    0    0    0     0     0     0     0
## [18,]    0    0    0    0    0    0    0    0    0     0     0     0     0
## [19,]    0    0    0    0    0    0    0    0    0     0     0     0     0
## [20,]    0    0    0    0    0    0    0    0    0     0     0     0    39
## [21,]    0    0    0    0    0    0    0    0    0     0    24   114   221
## [22,]    0    0    0    0    0    0    0    0   23    66   213   253   253
## [23,]    0    0    0    0    0    0   18  171  219   253   253   253   253
## [24,]    0    0    0    0   55  172  226  253  253   253   253   244   133
## [25,]    0    0    0    0  136  253  253  253  212   135   132    16     0
## [26,]    0    0    0    0    0    0    0    0    0     0     0     0     0
## [27,]    0    0    0    0    0    0    0    0    0     0     0     0     0
## [28,]    0    0    0    0    0    0    0    0    0     0     0     0     0
##       [,14] [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25]
##  [1,]     0     0     0     0     0     0     0     0     0     0     0     0
##  [2,]     0     0     0     0     0     0     0     0     0     0     0     0
##  [3,]     0     0     0     0     0     0     0     0     0     0     0     0
##  [4,]     0     0     0     0     0     0     0     0     0     0     0     0
##  [5,]     0     0     0     0     0     0     0     0     0     0     0     0
##  [6,]    18    18    18   126   136   175    26   166   255   247   127     0
##  [7,]   253   253   253   253   253   225   172   253   242   195    64     0
##  [8,]   253   253   253   253   251    93    82    82    56    39     0     0
##  [9,]   253   198   182   247   241     0     0     0     0     0     0     0
## [10,]   205    11     0    43   154     0     0     0     0     0     0     0
## [11,]    90     0     0     0     0     0     0     0     0     0     0     0
## [12,]   190     2     0     0     0     0     0     0     0     0     0     0
## [13,]   253    70     0     0     0     0     0     0     0     0     0     0
## [14,]   241   225   160   108     1     0     0     0     0     0     0     0
## [15,]    81   240   253   253   119    25     0     0     0     0     0     0
## [16,]     0    45   186   253   253   150    27     0     0     0     0     0
## [17,]     0     0    16    93   252   253   187     0     0     0     0     0
## [18,]     0     0     0     0   249   253   249    64     0     0     0     0
## [19,]     0    46   130   183   253   253   207     2     0     0     0     0
## [20,]   148   229   253   253   253   250   182     0     0     0     0     0
## [21,]   253   253   253   253   201    78     0     0     0     0     0     0
## [22,]   253   253   198    81     2     0     0     0     0     0     0     0
## [23,]   195    80     9     0     0     0     0     0     0     0     0     0
## [24,]    11     0     0     0     0     0     0     0     0     0     0     0
## [25,]     0     0     0     0     0     0     0     0     0     0     0     0
## [26,]     0     0     0     0     0     0     0     0     0     0     0     0
## [27,]     0     0     0     0     0     0     0     0     0     0     0     0
## [28,]     0     0     0     0     0     0     0     0     0     0     0     0
##       [,26] [,27] [,28]
##  [1,]     0     0     0
##  [2,]     0     0     0
##  [3,]     0     0     0
##  [4,]     0     0     0
##  [5,]     0     0     0
##  [6,]     0     0     0
##  [7,]     0     0     0
##  [8,]     0     0     0
##  [9,]     0     0     0
## [10,]     0     0     0
## [11,]     0     0     0
## [12,]     0     0     0
## [13,]     0     0     0
## [14,]     0     0     0
## [15,]     0     0     0
## [16,]     0     0     0
## [17,]     0     0     0
## [18,]     0     0     0
## [19,]     0     0     0
## [20,]     0     0     0
## [21,]     0     0     0
## [22,]     0     0     0
## [23,]     0     0     0
## [24,]     0     0     0
## [25,]     0     0     0
## [26,]     0     0     0
## [27,]     0     0     0
## [28,]     0     0     0
image(t(x_train[1, 28:1,]), useRaster=TRUE, axes=FALSE, col=grey(seq(0, 1, length = 256)))

y_train[1]
## [1] 5

Testing set:

dim(x_test)
## [1] 10000    28    28
dim(y_test)
## [1] 10000

Vectorize \(28 \times 28\) images into \(784\)-vectors and scale entries to [0, 1]:

# reshape
x_train <- array_reshape(x_train, c(nrow(x_train), 784))
x_test <- array_reshape(x_test, c(nrow(x_test), 784))
# rescale
x_train <- x_train / 255
x_test <- x_test / 255
dim(x_train)
## [1] 60000   784
dim(x_test)
## [1] 10000   784

Encode \(y\) as binary class matrix:

y_train <- to_categorical(y_train, 10)
y_test <- to_categorical(y_test, 10)
dim(y_train)
## [1] 60000    10
dim(y_test)
## [1] 10000    10
head(y_train)
##      [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10]
## [1,]    0    0    0    0    0    1    0    0    0     0
## [2,]    1    0    0    0    0    0    0    0    0     0
## [3,]    0    0    0    0    1    0    0    0    0     0
## [4,]    0    1    0    0    0    0    0    0    0     0
## [5,]    0    0    0    0    0    0    0    0    0     1
## [6,]    0    0    1    0    0    0    0    0    0     0

Define the model

Define a sequential model (a linear stack of layers) with 2 fully-connected hidden layers (256 and 128 neurons):

model <- keras_model_sequential() 
model %>% 
  layer_dense(units = 256, activation = 'relu', input_shape = c(784)) %>% 
  layer_dropout(rate = 0.4) %>% 
  layer_dense(units = 128, activation = 'relu') %>%
  layer_dropout(rate = 0.3) %>%
  layer_dense(units = 10, activation = 'softmax')
summary(model)
## Model: "sequential"
## ________________________________________________________________________________
## Layer (type)                        Output Shape                    Param #     
## ================================================================================
## dense (Dense)                       (None, 256)                     200960      
## ________________________________________________________________________________
## dropout (Dropout)                   (None, 256)                     0           
## ________________________________________________________________________________
## dense_1 (Dense)                     (None, 128)                     32896       
## ________________________________________________________________________________
## dropout_1 (Dropout)                 (None, 128)                     0           
## ________________________________________________________________________________
## dense_2 (Dense)                     (None, 10)                      1290        
## ================================================================================
## Total params: 235,146
## Trainable params: 235,146
## Non-trainable params: 0
## ________________________________________________________________________________

Compile the model with appropriate loss function, optimizer, and metrics:

model %>% compile(
  loss = 'categorical_crossentropy',
  optimizer = optimizer_rmsprop(),
  metrics = c('accuracy')
)

Training and validation

system.time({
history <- model %>% fit(
  x_train, y_train, 
  epochs = 30, batch_size = 128, 
  validation_split = 0.2
)
})
##    user  system elapsed 
## 186.417  74.953  98.668
plot(history)

Testing

Evaluate model performance on the test data:

model %>% evaluate(x_test, y_test)
## $loss
## [1] 0.1157451
## 
## $accuracy
## [1] 0.9815

Generate predictions on new data:

model %>% predict_classes(x_test) %>% head()
## [1] 7 2 1 0 4 1

Exercise

Suppose we want to fit a multinomial-logit model and use it as a baseline method to neural networks. How to do that? Of course we can use mlogit or other packages. Instead we can fit the same model using keras, since multinomial-logit is just an MLP with (1) one input layer with linear activation and (2) one output layer with softmax link function.

# set up model
library(keras)
mlogit <- keras_model_sequential() 
mlogit %>% 
#  layer_dense(units = 256, activation = 'linear', input_shape = c(784)) %>% 
#  layer_dropout(rate = 0.4) %>% 
  layer_dense(units = 10, activation = 'softmax', input_shape = c(784))
summary(mlogit)
## Model: "sequential_1"
## ________________________________________________________________________________
## Layer (type)                        Output Shape                    Param #     
## ================================================================================
## dense_3 (Dense)                     (None, 10)                      7850        
## ================================================================================
## Total params: 7,850
## Trainable params: 7,850
## Non-trainable params: 0
## ________________________________________________________________________________
# compile model
mlogit %>% compile(
  loss = 'categorical_crossentropy',
  optimizer = optimizer_rmsprop(),
  metrics = c('accuracy')
)
# fit model
mlogit_history <- mlogit %>% fit(
  x_train, y_train, 
  epochs = 20, batch_size = 128, 
  validation_split = 0.2
)
# Evaluate model performance on the test data:
mlogit %>% evaluate(x_test, y_test)
## $loss
## [1] 0.2715195
## 
## $accuracy
## [1] 0.9272

Generate predictions on new data:

mlogit %>% predict_classes(x_test) %>% head()
## [1] 7 2 1 0 4 1

Expriment: Change the linear activation to relu in the multinomial-logit model and see the change in classification accuracy.