Multilayered Neural Network

Multilayered Neural Network to predict continuous-valued target values

Multilayered Neural Network

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Implement a set of functions for training and testing a multilayered neural network to predict continuous-valued target values. This assignment provides an implementation of the functions for a neural network with one hidden layer. You must modify the functions to allow any number of hidden layers, each with any number of units.


FUNCTION DESCRIPTION:

1
add_ones(X): Given an 𝑁×𝐷

matrix of inputs, prepend column of 1’s and return the resulting 𝑁×𝐷+1 matrix. make_weights(n_inputs, n_hiddens, n_outputs): Given integers n_inputs, n_hiddens and n_outputs, create weight matrices V for the hidden layer and W for the output layer. forward(Xst, V, W): Given standardized input matrix Xst and weight matrices V and W, calculate the output of all layers and return the outputs of the hidden layer, Z as an 𝑁×𝐻 matrix, where 𝐻 is the number of hidden units, and the outputs of the output layer Y as an 𝑁×𝐾 matrix, where 𝐾 is the number of output values for each sample. backward(Xst, Tst, V, W): Given standardized input matrix Xst, standardized target matrix Tst, and weight matrices V and W,, calculate the gradient of the mean squared error with respect to the weights V and W, returning a tuple of both gradients, with respect to V as the first element and with respect to W as the second element. train_sgd(X, T, V, W, learning_rate, n_epochs): Given input and target matrices X and T, weight matrices V and W, a learning_rate and the number of epochs to train, update the weights for n_epochs iterations using the gradient of the mean squared over the whole data set in X and T and return the resulting new weight matrices V and W, the standardization parameters, and the list of RMSE training errors, one per epoch. use(X, V, W, stand_parms): Calculate outputs of both layers after standardizing input X. Return outputs of hidden layer, and unstandardized output of output layer. rmse(Y, T): Return the RMSE between Y and T, both of which are not standardized. calc_standardize_parameters(X, T): calculate and return as a dictionary the column means and standard deviations of X and T. standardize_X(X, stand_parms): return standardized X. standardize_T(T, stand_parms): return standardized T. unstandardize_X(Xst, stand_parms): return unstandardized X (probably not needed). unstandardize_T(Tst, stand_parms): return unstandardized T, will be needed by use.

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