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October 01, 19
スライド概要
2019/09/27
Deep Learning JP:
http://deeplearning.jp/seminar-2/
DL輪読会資料
ӄؔඍΛ༻͍ͨਂֶश Deep Learning with Implicit Gradients Shohei Taniguchi, Matsuo Lab (M1) !1
എܠ • ࠷ۙɺӄؔඍΛֶशʹ༻͍Δͷ͕ྲྀߦͬͯΔʢΒ͍͠ʣ • ໘നͦ͏ͳͷͰ৭ʑௐͯΈ·ͨ͠ • ҎԼͷ2ຊͷจΛϝΠϯͰհ - Meta-Learning with Implicit Gradients ‣ MAMLͰinner updateͷࢉܭάϥϑΛ อ࣋͢Δ͜ͱͳ͘ॳظͷߋ৽͕Ͱ͖ΔiMAMLΛఏҊ - RNNs Evolving on an Equilibrium Manifold: A Panacea for Vanishing and Exploding Gradients? ‣ ޯফࣦ͕શ͘͜ىΒͳ͍ERNNΛఏҊ !2
Outline 1. લఏࣝ - ཅؔͱӄؔ - ӄؔඍͱӄؔఆཧ 2. ӄؔඍΛ༻͍ͨطଘڀݚ - ӄؔͷ͍ํʹ׳ΕͯΒ͏ͨΊʹΘ͔Γ͍͢ྫΛ1ͭհ ‣ Implicit Reparameterization Gradients 3. Meta-Learning with Implicit Gradients 4. RNNs Evolving on an Equilibrium Manifold: A Panacea for Vanishing and Exploding Gradients? !3
લఏࣝ !4
ཅؔͱӄؔ 2 (x) y = f y = ax + bx + c ) ཅؔɿ! ͷͰܗද͞ΕΔ (e.g. 2࣍ؔ ! • - มؒͷ͕ؔཅʹॻ͖Լ͞Ε͍ͯΔ - ඍੵ͕༰қ - ී௨ͷNNͱ͔͜ͷܗ 2 2 2 f x, y = 0 x + y = r ӄؔɿ! ͷͰܗද͞ΕΔ (e.g. ԁͷํఔࣜ ! ) • ( ) - มؒͷؔΛଟมͷํఔࣜͷͰܗද͢ - ඍੵ͕໘ - ʹີݫؔͱݶΒͳ͍ (͋Δ!xʹෳͷ!y͕ରԠ͍ͯ͠Δͱؔͱ͍ͨͳ͑ݴΊ) !5
ӄؔͷॏཁͳఆཧ • ӄؔඍ fx dy ∂f/∂x =− =− ! f(x, y) = 0ͷͱ͖ ! dx ∂f/∂y fy • ӄؔఆཧ ! f(x, y) = 0 Λຬͨ͋͢Δ !(x0, y0)ʹ͓͍ͯ!fy (x0, y0) ͕ਖ਼ଇͳΒ !x0 ∈ U, y ! 0 ∈ V , ࿈ଓతඍՄೳവ !g : U → V Ͱ ! {(x, g(x)) | x ∈ U} = {(x, y) ∈ U × V | f(x, y) = 0} Λຬͨ͢ͷ͕ଘࡏ͢Δ !6
ӄؔఆཧͷײతͳཧղ • ӄؔ !f(x, y) = 0 ͕༩͑ΒΕͨͱ͖ʹɺͦΕΛຬͨ͋͢Δ1 !(x0, y0) Λ ͚ͯͭݟΕɺͦͷۙͰඍՄೳͳཅؔʹॻ͖͑ΒΕΔ - ͨͩͦ͠ͷͰͷઢ͕ਨͳ߹ʢ!fy (x0, y0)͕ඇਖ਼ଇʣআ͘ ྫɿԁͷํఔࣜ !x 2 + y 2 − r 2 = 0 - AͷۙͰ !y = r 2 − x 2 ͱॻ͚ͯඍՄೳ - BͰ !fy (r,0) = 2 × 0 = 0 ͱͳΓඇਖ਼ଇͳͷͰ ॻ͖͑ΒΕͳ͍ (!y = ± r 2 − x 2 ͷූ߸͕ఆ·Βͳ͍) • 2࣍ݩҎ্ͷ߹ !fy ͕JacobianʹͳΔͷͰͦͷߦྻࣜΛௐΕΑ͍!7
ਂֶशͰӄ͕ؔ༗༻ͳέʔε (ࢲ)ݟ 1. ϩεͷҰ෦ʹ͍ͳ͖Ͱࢉܭɺ͋Δ͍͕ࢉܭ໘ͳ͕͋Δ߹ - ϩε͕Θ͔Βͳͯ͘ӄؔΛ͏·ͬͯ͘ϩεͷޯ (ͷۙࣅ) ͕Θ͔ΕֶशͰ͖Δ - iMAMLͬͪ͜ 2. ಛྔͳͲʹ͋Δ੍Λ͔͚͍ͨ߹ - ௨ৗϩεʹਖ਼ଇԽ߲ΛՃ͑ͯӄʹ੍ΛՃ͑Δ͕ɺӄؔΛ͏· ͘͏ͱཅʹ੍Λ͔͚ΒΕΔ - ERNNͬͪ͜ !8
ਂֶशͰӄ͕ؔ༗༻ͳέʔε (ࢲ)ݟ 1. ϩεͷҰ෦ʹ͍ͳ͖Ͱࢉܭɺ͋Δ͍͕ࢉܭ໘ͳ͕͋Δ߹ - ϩε͕Θ͔Βͳͯ͘ӄؔΛ͏·ͬͯ͘ϩεͷޯ (ͷۙࣅ) ͕Θ͔ΕֶशͰ͖Δ - iMAMLͬͪ͜ 2. ಛྔͳͲʹ͋Δ੍Λ͔͚͍ͨ߹ - ௨ৗϩεʹਖ਼ଇԽ߲ΛՃ͑ͯӄʹ੍ΛՃ͑Δ͕ɺӄؔΛ͏· ͘͏ͱཅʹ੍Λ͔͚ΒΕΔ - ERNNͬͪ͜ !9
ӄؔඍΛ༻͍ͨطଘڀݚ Implicit Reparameterization Gradients !10
ॻࢽใ • NeurIPS 2018 accepted • ஶऀ - Michael Figurnov, Shakir Mohamed, Andriy Mnih - DeepMind • ӄؔඍΛ༻͍Δ͜ͱͰଟ͘ͷʹద༻Մೳͳreparameterization trickΛఏҊ • ඇৗʹΘ͔Γ͍͢ӄؔඍͷ͍ํͩͱࢥ͏ͷͰɺ·ͣ͜ΕͰΠ ϝʔδΛ௫ΜͰΒ͑ΕɺޙͷiMAMLERNNͷ͕ཧղ͘͢͠ ͳΔͱࢥ͍·͢ !11
Reparameterization Trick • VAEͷతؔͷ࠶ߏ߲पลԽΛؚΉͷͰີݫ͍ͳ͖Ͱࢉܭ ! q(z; ϕ) [log p (x | z)]−KL (q (z; ϕ) | | p (z)) 𝔼 z − μϕ q ! ͕ਖ਼نͷ߹ɺ ϵ ! = f (z; ϕ) = ͱ͍͏มΛߟ͑Δͱ !ϵ ∼ 𝒩 (0,1) • σϕ ͱͳΓपลԽ͕ !ϕ ʹґଘ͠ͳ͘ͳΔͷͰɺ!ϵ ͷαϯϓϧۙࣅͰޯͷෆภਪఆྔ͕ ಘΒΕΔͱ͍͏ͷ͕௨ৗͷreparameterization trick ! ∇ϕ 𝔼q(z; ϕ) [log p (x | z)] = 𝔼p(ϵ) [ ∇ϕ log p (x | z) z=f −1(ϵ; ϕ)] • ͨͩ͠ɺ͜Ε !f ͷΑ͏ͳม͕ଘࡏͯ͠ɺ͔ͭ !f ͷ͕ؔٯ؆୯ʹ͖ͰࢉܭΔΑ ͏ͳʹ͔͑͠ͳ͍ !12
Implicit Reparameterization Gradients • ҙͷʹରͯ͑͠Δม! f ͕࣮1ͭଘࡏ͢Δ → ྦྷੵؔ - ྦྷੵؔͷҰ༷ !ϵ ∼ U (0,1) ʹै͍ !ϕ ʹґଘ͠ͳ͍ −1 ͨͩ͠ɺ! z = f (ϵ; ϕ) Ұൠʹࠔ͕ࢉܭͳͷͰɺ௨ৗͷϦύϥ ͑ͳ͍ ! ∇ϕ 𝔼q(z; ϕ) [log p (x | z)] = 𝔼p(ϵ) [ ∇ϕ log p (x | z)] = 𝔼p(ϵ) [ ∇z log p (x | z) ∇ϕ z] - ΘΓʹ! ∇ϕ z ΛӄؔඍΛͬͯ͢ࢉܭΔ͜ͱΛߟ͑Δ !13
Implicit Reparameterization Gradients ! = f (z; ϕ) ⇔ f (z; ϕ) − ϵ = 0 !z ͱ !ϕ ʹؔ͢ΔӄؔͳͷͰɺͦ • ϵ ͷӄؔඍΛߟ͑Δͱ ! ∇ϕ z = − ∇ϕ f (z; ϕ) ∇z f (z; ϕ) - ͜ΕࢉܭՄೳʂ =− ∇ϕ f (z; ϕ) q (z; ϕ) −1 ! ! ͔Βαϯϓϧ͢Ε͍͍ͷͰɺ! Θ͔Βͳ͘ z q z; ϕ f ( ) ͯͳ͍ • ҙͷඍՄೳͳྦྷੵؔΛ࣋ͭʹϦύϥ͕༻Մೳʹʂ !14
Meta-Learning with Implicit Gradients !15
ॻࢽใ • NeurIPS 2019 accepted • ஶऀ - Aravind Rajeswaran, Chelsea Finn, Sham Kakade, Sergey Levine - MAMLͰ͓ೃછΈͷϝϯπ • MAMLͷֶशʹӄؔඍΛ༻͍Δڀݚ !16
Model-Agnostic Meta-Learning (MAML) • ༷ʑͳλεΫʹରͯ͠গճͷύϥϝʔλߋ৽ͰదԠՄೳͳॳظΛ ޯ๏Ͱֶश͢Δϝλֶशख๏ M 1 ! ML := argmin F(θ), where F(θ) = θ* ℒ (𝒜lgi (θ), 𝒟test i ) ∑ M i=1 θ∈Θ - ҙͷλεΫʹରͯ͠൚ԽࠩޡΛ࠷খԽ͢ΔΑ͏ͳॳظΛֶश - ύϥϝʔλߋ৽͕1ճͷ߹ (one-step adaptation) tr ! 𝒜lg θ = θ − α ∇ ℒ θ, 𝒟 ( i( ) θ i) !17
MAMLͷݶք • ϝϞϦͷ༻ྔ͕ύϥϝʔλͷߋ৽ճʹൺྫͯ͠૿͑Δ - ϩεͷॳظʹ͍ͭͯͷޯ ! ∇θ F (θ) Λ͢ࢉܭΔͨΊʹ !𝒜lgi (θ) ͷ ࢉܭάϥϑΛͯ͢อ͓࣋ͯ͘͠ඞཁ͕͋ΔͨΊ • ͜ͷ੍͕͋ΔͨΊʹɺMAMLͰճͷύϥϝʔλߋ৽ͰదԠͰ͖Δఔ ͷλεΫʹର͔ͯ͠͠༻͍Δ͜ͱ͕Ͱ͖ͳ͔ͬͨ • ϝλޯͷࢉܭΛ1࣍ۙࣅ͢ΔFOMAMLΛ͑ϝϞϦফඅΛҰఆʹͰ͖ Δ͕ɺۙࣅ͕ࠩޡੜ͡ΔͨΊʹਫ਼͕ѱ͘ͳΔ - FOMAMLͷৄࡉۙ౻͘ΜͷൃදࢿྉΛࢀর https://www.slideshare.net/DeepLearningJP2016/dl1maml • iMAMLͰਫ਼Λ٘ਜ਼ʹ͢Δ͜ͱͳࠜ͘ຊతʹղܾ͍ͯ͠Δ !18
Inner Loopͷతؔ • ߋ৽ճ͕૿͑ͨͱ͖ͷޯফࣦΛ͙ͨΊʹɺύϥϝʔλͷߋ৽ઌ ͕ॳظ͔ΒΕ͗͢ͳ͍Α͏ͳਖ਼ଇԽΛՃ͑Δ 𝒜lg ⋆ (θ) = argmin Gi (ϕ′, θ) ! ϕ′∈Φ λ ̂ Gi (ϕ′, θ) = ℒ (ϕ′)+ 2 ϕ′ − θ 2 • ͨͩɺ͜Ε͓ͦΒ͘ӄؔඍ͕͠ࢉܭ͍͢Α͏ʹ͢ΔͨΊʹಋ ೖ͍ͯ͠Δ͚ͩͳͷͰɺ͋·Γຊ࣭Ͱͳ͍Ͱ͢ !19
ӄؔඍΛ༻͍ͨOuter Loop • MAMLͷouter loopͷߋ৽ࣜ θ ← θ − ηdθF(θ) M d𝒜lgi(θ) 1 ∇ϕ ℒi (𝒜lgi(θ)) ! =θ−η M∑ dθ i=1 (ϕ = 𝒜lgi(θ)) d𝒜lgi(θ) ͷ͕ࢉܭҰൃͰͰ͖Εinner loopͷύϥϝʔλͷߋ৽͕ • ! dθ ૿͑ͯϝϞϦফඅྔมΘΒͳ͍ͣ ➡ ӄؔඍΛ͏ͱҰൃͰ͖ͰࢉܭΔʂ !20
ӄؔඍΛ༻͍ͨOuter Loop • inner loopͰ࠷ͳີݫదղΛಘΒΕΔͱԾఆ͢Δͱ ϕ ! i ≡ 𝒜lgi⋆ (θ) = argmin Gi (ϕ′, θ) ϕ′∈Φ • ͜ͷͱ͖ ! ∇ϕ′Gi (ϕ′, θ) ϕ′=ϕ = 0 Ͱ͋Δ͜ͱΛ༻͍Δͱ i ̂ ) + λ(𝒜lg ⋆ (θ) − θ) = 0 ! ∇ ℒ(ϕ i i ɹͱ͍͏ !θ ͱ !𝒜lg ⋆ (θ) ʹ͍ͭͯͷӄ͕ؔಘΒΕΔ d𝒜lg (θ) 1 2 ̂ = I + ∇ ℒ (ϕi) • ͜ΕʹӄؔඍͷެࣜΛ༻͍Δͱ ! ( ) dθ λ ⋆ - ͜Εadaptޙͷ !ϕi ͑͋͞ΕࢉܭՄೳʂ −1 !21
ӄؔඍΛ༻͍ͨOuter Loop 1 2 ̂ • !(I + λ ∇ ℒ (ϕi)) Λͦͷ··ٻΊΑ͏ͱ͢Δͱ2͕ͭ͋Δ −1 ① inner loopͰadaptͨ͠ύϥϝʔλͷ ϕ ! i ີݫղʹऩଋ͢Δͱݶ Βͳ͍ (SGDͰԿճ͔ߋ৽͢Δ͚ͩͳͷͰ) ② ྻߦٯͷͰࢉܭύϥϝʔλͷ3ͷΦʔμʔͷ͔͔͕ྔࢉܭΔ 1 2 ̂ • ͦ͜Ͱɺڞޯ๏Λ༻͍ͯ !(I + λ ∇ ℒ (ϕi)) ∇ϕ ℒi (𝒜lgi(θ)) −1 ͷۙࣅղΛٻΊΔ͜ͱͰ༻͢Δ !22
ڞޯ๏ (CG๏) • ઢํܕఔࣜ !Ax = b ⋯(1) ͷղ๏ͷҰछ 1 T T (1) ! ! f(x) = x Ax − b x ͷ࠷খԽʹஔ͖͑ΒΕΔ͜ͱʹ͠ɺॳظ • 2 Λ !x0 = 0,r0 = b − Ax0, p0 = r0 ͱͯ͠ҎԼͷૢ࡞Λऩଋ͢Δ·Ͱ෮తʹߦ͏ rkT pk αk = T pk Apk xk+1 = xk + αk pk ! rk+1 = rk − αk Apk pk+1 = rk+1 + T rk+1 rk+1 rkTrk pk !23
ڞޯ๏ (CG๏) 1 2 ̂ ∇ϕ ℒi (𝒜lgi(θ)) ͱ͓͘ͱɺ!gi ઢํܕఔࣜ ! i = I + ∇ ℒ (ϕi) • g ( ) λ 1 2 ̂ ! I + ∇ ℒ (ϕi) gi = ∇ϕ ℒi (𝒜lgi(θ)) ͷղͳͷͰɺڞޯ๏͕͑Δ ( ) λ −1 • ڞޯ๏ղͷਫ਼͕ !rk ͱͯ͠ධՁͰ͖ΔͷͰɺۙࣅਫ਼ͱྔࢉܭͷτ ϨʔυΦϑ͕औΕΔ (࣮ݧతʹ5ճఔͷ෮Ͱे) - ͨͩ͠ɺ!𝒜lgi(θ) ͷਫ਼ʹ͍ͭͯߟྀͰ͖ͳ͍ (p22ͷ①ղܾͯ͠ͳ͍) ͜ͱʹҙ ‣ ͜Εʹ͍ͭͯAppendix E ͰղੳΛߦ͍ͬͯΔ !24
iMAMLͷར • ϝϞϦফඅ͕inner loopͷߋ৽ճʹରͯ͠Ұఆ ➡ adaptʹଟճͷߋ৽Λཁ͢ΔΑ͏ͳ͍͠λεΫʹεέʔϧ͢Δ • outer loop͕inner loopͷߋ৽ͷํʹґଘ͠ͳ͍ ➡ inner loopͷ࠷దԽΞϧΰϦζϜʹ੍ͳ͘ͳ͕ݶΔ ‣ ී௨ͷMAMLͰ1࣍ޯͷΈΛ͏ΞϧΰϦζϜ͔͑͠ͳ ͔ͬͨ ‣ iMAMLͰHessian-FreeͳͲͷ2࣍ޯΛ༻͍ΔΞϧΰϦζϜ͕ ༻ՄೳʹͳΓɺΑΓߴʹadapt͘͢͠ͳΔ !25
࣮ݧ • ϝλޯ͕ղੳ͖ͰࢉܭΔτΠσʔλͰ࣮ݧ - iMAMLinner loopͷճʹରͯ͠ϝϞϦফඅྔ͕Ұఆ (!O(1)) - ޮࢉܭྑ͍͕FOMAMLΑΓ͍ (CG๏ͷ෮͕͋ࢉܭΔ͔Β) - ϝλޯͷۙࣅࠩޡMAMLΑΓগͳ͍ (FOMAMLͱൺֱͯ͠ͳ͍ͷͳͥ??) !26
࣮ݧ • Omniglot - inner loopʹHessian-FreeΛ͏iMAML͕࠷ڧ - iMAMLಛʹway (Ϋϥε) ͕ଟ͍͍͠λεΫʹ͍ڧ - FOMAMLλεΫ͕͘͠ͳΔͱਫ਼͕େ͖͘Լ͕Δ !27
࣮ݧ • Mini-ImageNet - Reptile (FOMAMLͷվળख๏) ʹͪΐͬͱෛ͚ͨ - จͰϋΠύϥௐؤுΕ͏ͪΐͬͱ্͕Δ͔ͱॻ͍ͯ͋ Δ͕Ռͨͯ͠?? !28
iMAML·ͱΊ • ӄؔඍΛ༻͍ͯϝλޯΛ͢ࢉܭΔ͜ͱͰɺϝϞϦޮ͕ྑ͘ɺ ͍͠λεΫʹεέʔϧ͢ΔiMAMLΛఏҊ • MAMLͷॾʑͷ੍Λਫ਼Λ٘ਜ਼ʹ͢Δ͜ͱͳࠜ͘ຊతʹղܾ͍ͯ͠ Δ • จͰཧతͳߟ͔ͬ͠Γ͞Ε͍͍ͯͯڧ • ׂ࣮ͱ؆୯ͦ͏ • Ͳͷ͘Β͍͍͠λεΫʹεέʔϧ͢Δͷ͔͕ͨͬͳʹؾ - ϝλڧԽֶशͱ͔ͰͲͷ͘Β͍͏·͍͘͘ͷ͔ !29
ਂֶशͰӄ͕ؔ༗༻ͳέʔε (ࢲ)ݟ 1. ϩεͷҰ෦ʹ͍ͳ͖Ͱࢉܭɺ͋Δ͍͕ࢉܭ໘ͳ͕͋Δ߹ - ϩε͕Θ͔Βͳͯ͘ӄؔΛ͏·ͬͯ͘ϩεͷޯ (ͷۙࣅ) ͕Θ͔ΕֶशͰ͖Δ - iMAMLͬͪ͜ 2. ಛྔͳͲʹ͋Δ੍Λ͔͚͍ͨ߹ - ௨ৗϩεʹਖ਼ଇԽ߲ΛՃ͑ͯӄʹ੍ΛՃ͑Δ͕ɺӄؔΛ͏· ͘͏ͱཅʹ੍Λ͔͚ΒΕΔ - ERNNͬͪ͜ !30
RNNs Evolving on an Equilibrium Manifold: A Panacea for Vanishing and Exploding Gradients? !31
ॻࢽใ • ஶऀ - Anil Kag, Ziming Zhang, Venkatesh Saligrama - Ϙετϯେ, MERL • NeurIPS 2019reject͞ΕͨͬΆ͍ • ӅΕঢ়ଶ͕ৗඍํఔࣜͷฏߧଟ༷ମ্ΛભҠ͢ΔΑ͏ʹ͢Δ͜ͱ ͰɺRNNͷޯফࣦΛࠜຊతʹղܾ • ΊͪΌͪ͘Ό໘ന͍ • ΊͪΌͪ͘ΌಡΈਏ͍ !32
RNNͷޯফࣦ/രൃ • RNNͷߋ৽ࣜ ! k = ϕ (Uhk−1 + Wxk + b) h ! ௨ৗsigmoid͔ؔtanhؔ - ϕ • RNNԟʑʹͯ͠ޯফࣦ/രൃʹ·͞ΕΔ ∂hk ∂hm ! = = ∇ϕ (Uhk−1 + Wxk + b) U ∏ ∂hk−1 ∏ ∂hn m≥k>n m≥k>n - LSTMGRUήʔτͲͳߏػΛ͢ۦΔ͜ͱͰ؇͍ͯ͠Δ͕ɺ ύϥϝʔλ͕૿͑ͯ͠·͍ɺ·ͨࠜຊతͳղܾʹͳ͍ͬͯͳ͍ !33
RNNͷODEతղऍ • RNNͷߋ৽ࣜΛগ͠มߋͯ͠skip connectionΛՃ͑ͨ͢ʹܗΔͱɺৗඍ ํఔࣜ (ODE) ΛΦΠϥʔ๏Λ༻͍͍ͯͯ͠ࢉܭΔͱղऍͰ͖Δ dh(t) ≜ h′(t) = ϕ (Uh(t) + Wxk + b) ! dt ⟹ hk = hk−1 + ηϕ (Uhk−1 + Wxk + b) • ͜ΕNeural ODEͷจͰࢦఠ͞Ε͍ͯΔ - ৄ͘͠ࢁ͞ΜͷࢿྉΛࢀর https://www.slideshare.net/DeepLearningJP2016/dlneural-ordinarydifferential-equations !34
ODEͷฏߧଟ༷ମ dh = f (h, x) Ͱఆٛ͞ΕΔODEͰ !f (h, x) = 0 • ! dt ⋯(1) Λຬͨ͢Λ ฏߧͱͿݺ ! !h ͱ !x ͷӄؔͳͷͰɺӄؔఆཧΑΓɺฏߧ !(h0, x0) Λ1ͭ • (1) ! ͚ͯͭݟfh (h0, x0)͕ਖ਼ଇͰ͋ΕͦͷۙͰ !(1) Λຬͨ͢ඍՄೳͳ ཅؔ !h = g (x) ͕ଘࡏ͢Δ ! 0, x0) ͷपΓʹฏߧ͕࿈ͳͬͨΒ͔ͳۭؒ (ฏߧଟ༷ମ) ͕ଘ ➡ (h ࡏ͢Δ • ӅΕঢ়ଶΛ͜ͷฏߧଟ༷ମ্ʹఆٛ͢Δͱ͍͏ͷ͕ERNNͷண !35
ERNN • ERNNͰ h′ ! (t) = ϕ (U (h(t) + hk−1) + Wxk + b) − γ (h(t) + hk−1) ͱ͍͏ODEΛߟ͑ɺ!h′(t) = 0 ͷղΛ !hk ͱͯ͠ӅΕঢ়ଶΛߋ৽͢Δ • ͜ͷͱ͖ !hk !f (hk−1, h) = ϕ (U (h + hk−1) + Wxk + b) − γ (h + hk−1) = 0 ͱ͍͏ӄؔʹै͏ͷͰɺӄؔඍͷެࣜΛ༻͍Δͱ ∂f/∂hk−1 ∂h =− = − I ͱͳͬͯϠίϏΞϯ͕ৗʹෛͷ୯ҐߦྻʹͳΔ ! ∂hk−1 ∂f/∂h ➡ ޯফࣦ͕ݪཧతʹ͜ىΒͳ͍ʂ ͨͩ͠ɺ!∂f/∂h ͕ਖ਼ଇͰ͋Δ͜ͱ͕ඞཁ݅ !36
! ͷਖ਼ଇੑ ∂f/∂h ∂f = ∇ϕ (U (h + hk−1) + Wxk + b) U ͕ਖ਼ଇͰ͋ΔͨΊͷ݅ • ! ∂h 1. !ϕ ͕ఆٛҬͷҙͷͰඍՄೳ (sigmoidtanhͳΒOK) 2. !U ͕ਖ਼ଇߦྻ - ͜ͷ੍ͷ͔͚ํʹ͍ͭͯจͰ͞ٴݴΕ͍ͯͳ͍͕͢ؾΔ (Θ͔Δํ͍ͨΒ)͍ͩͯ͑͘͞ڭ !37
ฏߧͷٻΊํ (0) ॳظΛ ! h = 0 ͱͯ͠ҎԼͷߋ৽ࣜΛऩଋ͢Δ·Ͱ෮͢Δ • k (i) (i) (i) (i) = h + η ϕ U h + h + Wx + b − γ h + hk−1) !h(i+1) k−1) k ( k k k [ ( ( k k ) ] • ࣮ݧతʹ5εςοϓఔͰऩଋ͢Δ (i) จͰ͜Ε͕εςοϓ෯ ! ͕͋Δ݅Λຬͨ͢ͱ͖ɺฏߧʹ η • k ઢܗऩଋ͢Δ͜ͱ͕ࣔ͞Ε͍ͯΔ - جຊతʹेখ͚͞Εͳ͍ !38
࣮ݧ ∂hT HAR-2ͰͷֶशதͷRNNͱERNNͷ ! ͷઈରͷϓϩοτ (log scale) ∂h1 • RNNޯͷ͕ෆ҆ఆ • ERNNৗʹ΄΅ 1 Ͱ҆ఆ͍ͯ͠Δ !39
࣮ݧ ӅΕঢ়ଶͷભҠΛϓϩοτ • ී௨ͷRNNෳࡶͳભҠΛ͢ΔҰํɺ ERNNฏߧଟ༷ମ্ͰΒ͔ʹભҠ !40
࣮ݧ • ଟ͘ͷϕϯνϚʔΫͰSoTA • ύϥϝʔλগͳ͍ • ֶश҆ఆ͔͍ͭ !41
ERNN·ͱΊ • ӅΕঢ়ଶΛNNͰఆٛ͞ΕΔฏߧଟ༷ମ্ͰભҠͤ͞Δ͜ͱͰɺӄؔ ඍʹΑΓޯͷϊϧϜ͕ৗʹ1ͱͳΓɺޯফࣦ͕શ͘͜ىΒͳ͍ RNNΛఏҊ • ޯ͕ফࣦ͠ͳ͍ͨΊɺظͷґଘؔΛ͏·͘ଊ͑Δ͜ͱ͕Ͱ͖Δ • ଟ͘ͷϕϯνϚʔΫͰSoTAୡ • RNNͷͷΛࠜຊతʹղܾ͓ͯ͠ΓɺϒϨʔΫεϧʔ͕͋ײΔ • ͨͩɺจ͕ඇৗʹಡΈͮΒ͍ͷͰɺaccept͞ΕΔ·Ͱʹվળ͞ΕΔ ͜ͱΛظ͍ͨ͠ !42
શମ·ͱΊ & ײ • ӄؔඍΛ༻͍ͨۙͷڀݚΛհ • iMAMLͱERNNͲͪΒطଘख๏ͷΛࠜຊతʹղܾ͓ͯ͠Γɺ ඇৗʹେ͖ͳਐาͩͱͨ͡ײ • ࠓޙӄؔඍΛͲ͕ڀݚͨ͠༻׆ΜͲΜ͕Γͦ͏ͳ༧ײ !43