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Fitting a Polynomial using MLP

In this tutorial we will fit a MultiLayer Perceptron (MLP) on data generated from a polynomial.

Package Imports

julia
using Lux, ADTypes, Optimisers, Printf, Random, Reactant, Statistics, CairoMakie
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  21 dependencies successfully precompiled in 294 seconds. 251 already precompiled.

Dataset

Generate 128 datapoints from the polynomial y=x22x.

julia
function generate_data(rng::AbstractRNG)
    x = reshape(collect(range(-2.0f0, 2.0f0, 128)), (1, 128))
    y = evalpoly.(x, ((0, -2, 1),)) .+ randn(rng, Float32, (1, 128)) .* 0.1f0
    return (x, y)
end
generate_data (generic function with 1 method)

Initialize the random number generator and fetch the dataset.

julia
rng = MersenneTwister()
Random.seed!(rng, 12345)

(x, y) = generate_data(rng)
(Float32[-2.0 -1.968504 -1.9370079 -1.9055119 -1.8740157 -1.8425196 -1.8110236 -1.7795275 -1.7480315 -1.7165354 -1.6850394 -1.6535434 -1.6220472 -1.5905511 -1.5590551 -1.527559 -1.496063 -1.464567 -1.4330709 -1.4015749 -1.3700787 -1.3385826 -1.3070866 -1.2755905 -1.2440945 -1.2125984 -1.1811024 -1.1496063 -1.1181102 -1.0866141 -1.0551181 -1.023622 -0.992126 -0.96062994 -0.92913383 -0.8976378 -0.86614174 -0.8346457 -0.8031496 -0.77165353 -0.7401575 -0.70866144 -0.6771653 -0.6456693 -0.61417323 -0.5826772 -0.5511811 -0.51968503 -0.48818898 -0.4566929 -0.42519686 -0.39370078 -0.36220473 -0.33070865 -0.2992126 -0.26771653 -0.23622048 -0.20472442 -0.17322835 -0.14173229 -0.11023622 -0.07874016 -0.047244094 -0.015748031 0.015748031 0.047244094 0.07874016 0.11023622 0.14173229 0.17322835 0.20472442 0.23622048 0.26771653 0.2992126 0.33070865 0.36220473 0.39370078 0.42519686 0.4566929 0.48818898 0.51968503 0.5511811 0.5826772 0.61417323 0.6456693 0.6771653 0.70866144 0.7401575 0.77165353 0.8031496 0.8346457 0.86614174 0.8976378 0.92913383 0.96062994 0.992126 1.023622 1.0551181 1.0866141 1.1181102 1.1496063 1.1811024 1.2125984 1.2440945 1.2755905 1.3070866 1.3385826 1.3700787 1.4015749 1.4330709 1.464567 1.496063 1.527559 1.5590551 1.5905511 1.6220472 1.6535434 1.6850394 1.7165354 1.7480315 1.7795275 1.8110236 1.8425196 1.8740157 1.9055119 1.9370079 1.968504 2.0], Float32[8.080871 7.562357 7.451749 7.5005703 7.295229 7.2245107 6.8731666 6.7092047 6.5385857 6.4631066 6.281978 5.960991 5.963052 5.68927 5.3667717 5.519665 5.2999034 5.0238676 5.174298 4.6706038 4.570324 4.439068 4.4462147 4.299262 3.9799082 3.9492173 3.8747025 3.7264304 3.3844414 3.2934628 3.1180353 3.0698316 3.0491123 2.592982 2.8164148 2.3875027 2.3781595 2.4269633 2.2763796 2.3316176 2.0829067 1.9049499 1.8581494 1.7632381 1.7745113 1.5406592 1.3689325 1.2614254 1.1482575 1.2801026 0.9070533 0.91188717 0.9415703 0.85747254 0.6692604 0.7172643 0.48259094 0.48990166 0.35299227 0.31578436 0.25483933 0.37486005 0.19847682 -0.042415008 -0.05951088 0.014774345 -0.114184186 -0.15978265 -0.29916334 -0.22005874 -0.17161606 -0.3613516 -0.5489093 -0.7267406 -0.5943626 -0.62129945 -0.50063384 -0.6346849 -0.86081326 -0.58715504 -0.5171875 -0.6575044 -0.71243864 -0.78395927 -0.90537953 -0.9515314 -0.8603811 -0.92880917 -1.0078154 -0.90215015 -1.0109437 -1.0764086 -1.1691734 -1.0740278 -1.1429857 -1.104191 -0.948015 -0.9233653 -0.82379496 -0.9810639 -0.92863405 -0.9360056 -0.92652786 -0.847396 -1.115507 -1.0877254 -0.92295444 -0.86975616 -0.81879705 -0.8482455 -0.6524158 -0.6184501 -0.7483137 -0.60395515 -0.67555165 -0.6288941 -0.6774449 -0.49889082 -0.43817532 -0.46497717 -0.30316323 -0.36745527 -0.3227286 -0.20977046 -0.09777648 -0.053120755 -0.15877295 -0.06777584])

Let's visualize the dataset

julia
begin
    fig = Figure()
    ax = CairoMakie.Axis(fig[1, 1]; xlabel="x", ylabel="y")

    l = lines!(ax, x[1, :], x -> evalpoly(x, (0, -2, 1)); linewidth=3, color=:blue)
    s = scatter!(
        ax,
        x[1, :],
        y[1, :];
        markersize=12,
        alpha=0.5,
        color=:orange,
        strokecolor=:black,
        strokewidth=2,
    )

    axislegend(ax, [l, s], ["True Quadratic Function", "Data Points"])

    fig
end

Neural Network

For this problem, you should not be using a neural network. But let's still do that!

julia
model = Chain(Dense(1 => 16, relu), Dense(16 => 1))
Chain(
    layer_1 = Dense(1 => 16, relu),     # 32 parameters
    layer_2 = Dense(16 => 1),           # 17 parameters
)         # Total: 49 parameters,
          #        plus 0 states.

Optimizer

We will use Adam from Optimisers.jl

julia
opt = Adam(0.03f0)
Optimisers.Adam(eta=0.03, beta=(0.9, 0.999), epsilon=1.0e-8)

Loss Function

We will use the Training API so we need to ensure that our loss function takes 4 inputs – model, parameters, states and data. The function must return 3 values – loss, updated_state, and any computed statistics. This is already satisfied by the loss functions provided by Lux.

julia
const loss_function = MSELoss()

const cdev = cpu_device()
const xdev = reactant_device()

ps, st = xdev(Lux.setup(rng, model))
((layer_1 = (weight = Reactant.ConcretePJRTArray{Float32, 2, 1, Reactant.Sharding.ShardInfo{Reactant.Sharding.NoSharding, Nothing}}(Float32[2.2569513; 1.8385266; 1.8834435; -1.4215803; -0.1289033; -1.4116536; -1.4359436; -2.3610642; -0.847535; 1.6091344; -0.34999675; 1.9372884; -0.41628727; 1.1786895; -1.4312565; 0.34652048;;]), bias = Reactant.ConcretePJRTArray{Float32, 1, 1, Reactant.Sharding.ShardInfo{Reactant.Sharding.NoSharding, Nothing}}(Float32[0.9155488, -0.005158901, 0.5026965, -0.84174657, -0.9167142, -0.14881086, -0.8202727, 0.19286752, 0.60171676, 0.951689, 0.4595859, -0.33281517, -0.692657, 0.4369135, 0.3800323, 0.61768365])), layer_2 = (weight = Reactant.ConcretePJRTArray{Float32, 2, 1, Reactant.Sharding.ShardInfo{Reactant.Sharding.NoSharding, Nothing}}(Float32[0.20061705 0.22529833 0.07667785 0.115506485 0.22827768 0.22680467 0.0035893882 -0.39495495 0.18033011 -0.02850357 -0.08613788 -0.3103005 0.12508307 -0.087390475 -0.13759731 0.08034529]), bias = Reactant.ConcretePJRTArray{Float32, 1, 1, Reactant.Sharding.ShardInfo{Reactant.Sharding.NoSharding, Nothing}}(Float32[0.06066203]))), (layer_1 = NamedTuple(), layer_2 = NamedTuple()))

Training

First we will create a Training.TrainState which is essentially a convenience wrapper over parameters, states and optimizer states.

julia
tstate = Training.TrainState(model, ps, st, opt)
TrainState
    model: Lux.Chain{@NamedTuple{layer_1::Lux.Dense{typeof(NNlib.relu), Int64, Int64, Nothing, Nothing, Static.True}, layer_2::Lux.Dense{typeof(identity), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing}((layer_1 = Dense(1 => 16, relu), layer_2 = Dense(16 => 1)), nothing)
    # of parameters: 49
    # of states: 0
    optimizer: ReactantOptimiser{Adam{ConcretePJRTNumber{Float32, 1, ShardInfo{NoSharding, Nothing}}, Tuple{ConcretePJRTNumber{Float64, 1, ShardInfo{NoSharding, Nothing}}, ConcretePJRTNumber{Float64, 1, ShardInfo{NoSharding, Nothing}}}, ConcretePJRTNumber{Float64, 1, ShardInfo{NoSharding, Nothing}}}}(Adam(eta=Reactant.ConcretePJRTNumber{Float32, 1, Reactant.Sharding.ShardInfo{Reactant.Sharding.NoSharding, Nothing}}(0.03f0), beta=(Reactant.ConcretePJRTNumber{Float64, 1, Reactant.Sharding.ShardInfo{Reactant.Sharding.NoSharding, Nothing}}(0.9), Reactant.ConcretePJRTNumber{Float64, 1, Reactant.Sharding.ShardInfo{Reactant.Sharding.NoSharding, Nothing}}(0.999)), epsilon=Reactant.ConcretePJRTNumber{Float64, 1, Reactant.Sharding.ShardInfo{Reactant.Sharding.NoSharding, Nothing}}(1.0e-8)))
    step: 0

Now we will use Enzyme (Reactant) for our AD requirements.

julia
vjp_rule = AutoEnzyme()
ADTypes.AutoEnzyme()

Finally the training loop.

julia
function main(tstate::Training.TrainState, vjp, data, epochs)
    data = xdev(data)
    for epoch in 1:epochs
        _, loss, _, tstate = Training.single_train_step!(vjp, loss_function, data, tstate)
        if epoch % 50 == 1 || epoch == epochs
            @printf "Epoch: %3d \t Loss: %.5g\n" epoch loss
        end
    end
    return tstate
end

tstate = main(tstate, vjp_rule, (x, y), 250)
TrainState
    model: Lux.Chain{@NamedTuple{layer_1::Lux.Dense{typeof(NNlib.relu), Int64, Int64, Nothing, Nothing, Static.True}, layer_2::Lux.Dense{typeof(identity), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing}((layer_1 = Dense(1 => 16, relu), layer_2 = Dense(16 => 1)), nothing)
    # of parameters: 49
    # of states: 0
    optimizer: ReactantOptimiser{Adam{ConcretePJRTNumber{Float32, 1, ShardInfo{NoSharding, Nothing}}, Tuple{ConcretePJRTNumber{Float64, 1, ShardInfo{NoSharding, Nothing}}, ConcretePJRTNumber{Float64, 1, ShardInfo{NoSharding, Nothing}}}, ConcretePJRTNumber{Float64, 1, ShardInfo{NoSharding, Nothing}}}}(Adam(eta=Reactant.ConcretePJRTNumber{Float32, 1, Reactant.Sharding.ShardInfo{Reactant.Sharding.NoSharding, Nothing}}(0.03f0), beta=(Reactant.ConcretePJRTNumber{Float64, 1, Reactant.Sharding.ShardInfo{Reactant.Sharding.NoSharding, Nothing}}(0.9), Reactant.ConcretePJRTNumber{Float64, 1, Reactant.Sharding.ShardInfo{Reactant.Sharding.NoSharding, Nothing}}(0.999)), epsilon=Reactant.ConcretePJRTNumber{Float64, 1, Reactant.Sharding.ShardInfo{Reactant.Sharding.NoSharding, Nothing}}(1.0e-8)))
    step: 250
    cache: TrainingBackendCache(Lux.Training.ReactantBackend{Static.True}(static(true)))
    objective_function: GenericLossFunction

Since we are using Reactant, we need to compile the model before we can use it.

julia
forward_pass = @compile Lux.apply(
    tstate.model, xdev(x), tstate.parameters, Lux.testmode(tstate.states)
)

y_pred = cdev(
    first(
        forward_pass(tstate.model, xdev(x), tstate.parameters, Lux.testmode(tstate.states))
    ),
)

Let's plot the results

julia
begin
    fig = Figure()
    ax = CairoMakie.Axis(fig[1, 1]; xlabel="x", ylabel="y")

    l = lines!(ax, x[1, :], x -> evalpoly(x, (0, -2, 1)); linewidth=3)
    s1 = scatter!(
        ax,
        x[1, :],
        y[1, :];
        markersize=12,
        alpha=0.5,
        color=:orange,
        strokecolor=:black,
        strokewidth=2,
    )
    s2 = scatter!(
        ax,
        x[1, :],
        y_pred[1, :];
        markersize=12,
        alpha=0.5,
        color=:green,
        strokecolor=:black,
        strokewidth=2,
    )

    axislegend(ax, [l, s1, s2], ["True Quadratic Function", "Actual Data", "Predictions"])

    fig
end

Appendix

julia
using InteractiveUtils
InteractiveUtils.versioninfo()

if @isdefined(MLDataDevices)
    if @isdefined(CUDA) && MLDataDevices.functional(CUDADevice)
        println()
        CUDA.versioninfo()
    end

    if @isdefined(AMDGPU) && MLDataDevices.functional(AMDGPUDevice)
        println()
        AMDGPU.versioninfo()
    end
end
Julia Version 1.11.5
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