Fitting a Polynomial using MLP

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

Package Imports

using Lux, ADTypes, Optimisers, Printf, Random, Reactant, Statistics, CairoMakie

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Dataset

Generate 128 datapoints from the polynomial $y=x^2-2x$.

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.

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

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!

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

opt = Adam(0.03f0)

Adam(0.03, (0.9, 0.999), 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.

const loss_function = MSELoss()

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

ps, st = Lux.setup(rng, model) |> xdev

((layer_1 = (weight = Reactant.ConcreteRArray{Float32, 2}(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.ConcreteRArray{Float32, 1}(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.ConcreteRArray{Float32, 2}(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.ConcreteRArray{Float32, 1}(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.

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: Adam(0.03, (0.9, 0.999), 1.0e-8)
    step: 0

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

vjp_rule = AutoEnzyme()

ADTypes.AutoEnzyme()

Finally the training loop.

function main(tstate::Training.TrainState, vjp, data, epochs)
    data = data |> xdev
    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: Adam(0.03, (0.9, 0.999), 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.

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

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

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 1.11.3
Commit d63adeda50d (2025-01-21 19:42 UTC)
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