Trains an Autoencoder by setting explanatory variables X as dependent variables in training. The number of nodes in the middle layer should be smaller than the number of variables in X. During training, the networks will learn a generalised representation of the data (generalised since the middle layer functions as a bottleneck, resulting in reproduction of only the most important features of the data).
autoencoder(X, hiddenLayers = c(10, 5, 10), lossFunction = "pseudo-huber",
dHuber = 1, linearLayers = NA, rectifierLayers = NA,
sigmoidLayers = NA, standardize = TRUE, learnRate = 1e-06,
maxEpochs = 100, batchSize = 32, momentum = 0.2, L1 = 0, L2 = 0,
validLoss = TRUE, validProp = 0.1, verbose = TRUE, earlyStop = FALSE,
earlyStopEpochs = 50, earlyStopTol = -1e-07, lrSched = FALSE,
lrSchedEpochs = NA, lrSchedLearnRates = NA, robErrorCov = FALSE)matrix with explanatory variables
vector specifying the number of nodes in each layer. Set
to NA for a Network without any hidden layers
which loss function should be used. Options are "log", "quadratic", "absolute", "huber" and "pseudo-huber"
used only in case of loss functions "huber" and "pseudo-huber". This parameter controls the cut-off point between quadratic and absolute loss.
vector or integer specifying which layers should have linear activation in its nodes
vector or integer specifying which layers should have rectifier activation in its nodes
vector or integer specifying which layers should have sigmoid activation in its nodes
logical indicating if X and y should be standardized before
training the network. Recommended to leave at TRUE for faster
convergence.
the size of the steps made in gradient descent. If set too large, optimization can become unstable. Is set too small, convergence will be slow.
the maximum number of epochs (one iteration through training data).
the number of observations to use in each batch. Batch learning is computationally faster than stochastic gradient descent. However, large batches might not result in optimal learning, see Le Cun for details.
numeric value specifying how much momentum should be used. Set to zero for no momentum, otherwise a value between zero and one.
L1 regularization. Non-negative number. Set to zero for no regularization.
L2 regularization. Non-negative number. Set to zero for no regularization.
logical indicating if loss should be monitored during training.
If TRUE, a validation set of proportion validProp is randomly
drawn from full training set. Use function plot to assess convergence.
proportion of training data to use for validation
logical indicating if additional information (such as lifesign) should be printed to console during training.
logical indicating if early stopping should be used based on
the loss on a validation set. Only possible with validLoss set to TRUE
after how many epochs without sufficient improvement
(as specified by earlyStopTol) should training be stopped.
numerical value specifying tolerance for early stopping. Can be either positive or negative. When set negative, training will be stopped if improvements are made but improvements are smaller than tolerance.
logical indicating if a schedule for the learning rate should
be used. If TRUE, schedule as specified by lrSchedEpochs and
lrSchedLearnRates .
vector with elements specifying the epoch after which the
corresponding learn rate from vector lrSchedLearnRates. Length of vector
shoud be the same as length of learnSchedLearnRates.
vector with elements specifying the learn rate to be used after epochs determined by lrSchedEpochs.
logical indicating if robust covariance should be estimated in order to assess Mahalanobis distances of reconstruction errors
An ANN object. Use function plot(<object>) to assess
loss on training and optionally validation data during training process. Use
function predict(<object>, <newdata>) for prediction.
A function for training Autoencoders. To be used in conjunction with function
reproduce(<object>, <newdata>).
# NOT RUN {
# Autoencoder
aeNN <- autoencoder(faithful, hiddenLayers = c(4,1,4), batchSize = 5,
learnRate = 1e-5, momentum = 0.5, L1 = 1e-3, L2 = 1e-3,
robErrorCov = TRUE)
plot(aeNN)
rX <- reconstruct(aeNN, faithful)
plot(rX, alpha = 0.05)
plot(faithful, col = (rX$mah_p < 0.05)+1, pch = 16)
# }
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