How to train neural network incrementally in Matlab? and iteratively combine them

Question

I have very big train set so that Matlab. And I need to do large scale training.

Is it possible to split the training set into parts and iteratively train the network and on each iteration update the "net" instead of over-writing to it?

The code below shows the idea and it won't work. In each iteration it updates the net depending on the only the trained data set.

TF1 = 'tansig';TF2 = 'tansig'; TF3 = 'tansig';% layers of the transfer function , TF3 transfer function for the output layers

net = newff(trainSamples.P,trainSamples.T,[NodeNum1,NodeNum2,NodeOutput],{TF1 TF2 TF3},'traingdx');% Network created

net.trainfcn = 'traingdm' ; %'traingdm';
net.trainParam.epochs   = 1000;
net.trainParam.min_grad = 0;
net.trainParam.max_fail = 2000; %large value for infinity

while(1) // iteratively takes 10 data point at a time.
 p %=> get updated with following 10 new data points
 t %=> get updated with following 10 new data points

 [net,tr]             = train(net, p, t,[], []);

end

Answer 1

I haven't get a chance to take a look at adapt function yet, but I suspect it is updating instead of overwriting. To verify this statement, you may need to select a subset of your first data chunk as the second chunk in training. If it is overwriting, when you use the trained net with the subset to test your first data chunk, it is supposed to poorly predict those data that do not belong to the subset.

I tested it with a very simple program: train the curve y=x^2. During first training process, I learned the data set [1,3,5,7,9]:

   m=6;
   P=[1 3 5 7 9];
   T=P.^2;
   [Pn,minP,maxP,Tn,minT,maxT] = premnmx(P,T);
   clear net
   net.IW{1,1}=zeros(m,1);
   net.LW{2,1}=zeros(1,m);
   net.b{1,1}=zeros(m,1);
   net.b{2,1}=zeros(1,1);
   net=newff(minmax(Pn),[m,1],{'logsig','purelin'},'trainlm');
   net.trainParam.show =100;
   net.trainParam.lr = 0.09;
   net.trainParam.epochs =1000;
   net.trainParam.goal = 1e-3; 
   [net,tr]=train(net,Pn,Tn);
   Tn_predicted= sim(net,Pn)
   Tn

The result (note that the output are scaled with the same reference. If you are doing the standard normalization, make sure you always apply the mean and std value from the 1st training set to all the rest):

Tn_predicted =

   -1.0000   -0.8000   -0.4000    0.1995    1.0000


Tn =

   -1.0000   -0.8000   -0.4000    0.2000    1.0000

Now we are implementing the second training process, with the training data [1,9]:

   Pt=[1 9];
   Tt=Pt.^2;
   n=length(Pt);
   Ptn = tramnmx(Pt,minP,maxP);
   Ttn = tramnmx(Tt,minT,maxT);


   [net,tr]=train(net,Ptn,Ttn);
   Tn_predicted= sim(net,Pn)
   Tn

The result:

Tn_predicted =

   -1.0000   -0.8000   -0.4000    0.1995    1.0000


Tn =

   -1.0000   -0.8000   -0.4000    0.2000    1.0000

Note that the data with x=[3,5,7]; are still precisely predicted.

However, if we train only x=[1,9]; from the very beginning:

   clear net
   net.IW{1,1}=zeros(m,1);
   net.LW{2,1}=zeros(1,m);
   net.b{1,1}=zeros(m,1);
   net.b{2,1}=zeros(1,1);
   net=newff(minmax(Ptn),[m,1],{'logsig','purelin'},'trainlm');
   net.trainParam.show =100;
   net.trainParam.lr = 0.09;
   net.trainParam.epochs =1000;
   net.trainParam.goal = 1e-3; 
   [net,tr]=train(net,Ptn,Ttn);
   Tn_predicted= sim(net,Pn)
   Tn

Watch the result:

Tn_predicted =

   -1.0071   -0.6413    0.5281    0.6467    0.9922


Tn =

   -1.0000   -0.8000   -0.4000    0.2000    1.0000

Note the trained net did not perform well on x=[3,5,7];

The test above indicates that the training is based on previous net instead of restarting. The reason why you get worse performance is you only implement once for each data chunk (stochastic gradient descent rather than batch gradient descent), so the total error curve may not converge yet. Suppose you only have two data chunk, you may need to re-training the chunk 1 after done training chunk 2, then re-training chunk 2, then chunk 1, so on and so forth until some conditions are met. If you have much much more chunks, you may not need to worry about the 2nd compared with 1st training effect. Online learning just drops out the previous data set no matter whether the updated weights compromise the performance on them.

Answer 2

Here an example of how to train a NN iteratively ( mini batch ) in matlab:

just create a toy dataset

[ x,t] = building_dataset;

minibatch size and number

M = 420 
imax = 10;

lets check direct-training vs minibatch training

net = feedforwardnet(70,'trainscg');
dnet = feedforwardnet(70,'trainscg');

standard training here : 1 single call with the whole data

dnet.trainParam.epochs=100;
[ dnet tr y ] = train( dnet, x, t ,'useGPU','only','showResources','no');

a measure of error : MEA , easy to measure MSE or any other you want

dperf = mean(mean(abs(t-dnet(x))))

this is the iterative part: 1 epoch per call

net.trainParam.epochs=1;
e=1;

until we reach the previous method error, for epoch comparison

while perf(end)>dperf

very very important to randomize the data at each epoch !!

    idx = randperm(size(x,2));

train iteratively with all the data chunks

    for i=1:imax
        k = idx(1+M*(i-1) : M*i);
        [ net tr ] = train( net, x( : , k ), t( : , k ) );
    end

compute the performance at each epoch

    perf(e) = mean(mean(abs(t-net(x))))
    e=e+1;
end

check the performance, we want a nice quasi-smooth and exp(-x) like curve

plot(perf)