# backprop

**Literate Haskell Tutorial/Demo on MNIST data set** (and PDF
rendering)

Automatic *heterogeneous* back-propagation that can be used either *implicitly*
(in the style of the ad library) or using *explicit* graphs built in
monadic style. Implements reverse-mode automatic differentiation. Differs
from ad by offering full heterogeneity -- each intermediate step and the
resulting value can have different types. Mostly intended for usage with
tensor manipulation libraries to implement automatic back-propagation for
gradient descent and other optimization techniques.

Currently up on hackage (with 100% documentation coverage), but more
up-to-date documentation is currently rendered on github pages!

At the moment this project is in **pre-alpha** (*v0.0.1.0*), and is
published/put up on Hackage as a call for comments and thoughts. It has 100%
documentation coverage at the moment. Performance was not yet a priority
before this, but will be from now on. (Previously, highest priority was
API/usability). See the todos section for more information on what's
missing, and how one would be able to contribute!

## MNIST Digit Classifier Example

Tutorial and example on training on the MNIST data set available here as a
literate haskell file, or rendered here as a PDF!
**Read this first!**

The literate haskell file is a standalone haskell file that you
can compile (preferably with `-O2`

) on its own with stack or some other
dependency manager. It can also be compiled with the build script in the
project directory (if stack is installed, and appropriate dependencies are
installed), using

```
$ ./Build.hs exe
```

## Brief example

The quick example below describes the running of a neural network with one
hidden layer to calculate its squared error with respect to target `targ`

,
which is parameterized by two weight matrices and two bias vectors.
Vector/matrix types are from the *hmatrix* package.

```
logistic :: Floating a => a -> a
logistic x = 1 / (1 + exp (-x))
matVec
:: (KnownNat m, KnownNat n)
=> Op '[ L m n, R n ] (R m)
neuralNetImplicit
:: (KnownNat m, KnownNat n, KnownNat o)
=> R m
-> BPOpI s '[ L n m, R n, L o n, R o ] (R o)
neuralNetImplicit inp = \(w1 :< b1 :< w2 :< b2 :< Ø) ->
let z = logistic (liftB2 matVec w1 x + b1)
in logistic (liftB2 matVec w2 z + b2)
where
x = constRef inp
neuralNetExplicit
:: (KnownNat m, KnownNat n, KnownNat o)
=> R m
-> BPOp s '[ L n m, R n, L o n, R o ] (R o)
neuralNetExplicit inp = withInps $ \(w1 :< b1 :< w2 :< b2 :< Ø) -> do
y1 <- matVec ~$ (w1 :< x1 :< Ø)
let x2 = logistic (y1 + b1)
y2 <- matVec ~$ (w2 :< x2 :< Ø)
return $ logistic (y2 + b2)
where
x1 = constVar inp
```

Now `neuralNetExplicit`

and `neuralNetImplicit`

can be "run" with the input
vectors and parameters (a `L n m`

, `R n`

, `L o n`

, and `R o`

) and calculate the
output of the neural net.

```
runNet
:: (KnownNat m, KnownNat n, KnownNat o)
=> R m
-> Tuple '[ L n m, R n, L o n, R o ]
-> R o
runNet inp = evalBPOp (neuralNetExplicit inp)
```

But, in defining `neuralNet`

, we also generated a graph that *backprop* can
use to do back-propagation, too!

```
dot :: KnownNat n
=> Op '[ R n , R n ] Double
netGrad
:: forall m n o. (KnownNat m, KnownNat n, KnownNat o)
=> R m
-> R o
-> Tuple '[ L n m, R n, L o n, R o ]
-> Tuple '[ L n m, R n, L o n, R o ]
netGrad inp targ params = gradBPOp opError params
where
-- calculate squared error, in *explicit* style
opError :: BPOp s '[ L n m, R n, L o n, R o ] Double
opError = do
res <- neuralNetExplicit inp
err <- bindRef (res - t)
dot ~$ (err :< err :< Ø)
where
t = constRef targ
```

The result is the gradient of the input tuple's components, with respect
to the `Double`

result of `opError`

(the squared error). We can then use
this gradient to do gradient descent.

For a more fleshed out example, see the MNIST tutorial (also
rendered as a pdf)

## Benchmarks

The current version isn't optimized, but here are some basic benchmarks
comparing the library's automatic differentiation process to "manual"
differentiation by hand. When using the MNIST tutorial as an
example:

Calculating the gradient using *backprop* and calculating it by hand (by manual
symbolic differentiation) are within an order of magnitude of each-other,
time-wise. Using the *backprop* library takes about *6.5x* as long
in this case.

However, a full *update* step (calculate the gradient and update the neural
net) adds a lot of constant costs, so for a full training step, the *backprop*
library takes only *2.7x* as long as manual symbolic differentation.

This means using this library only slows down your program by a factor of
about 2.5x, compared to using only *hmatrix*.

It's still definitely not ideal that more than half of the computation time is
overhead from the library, but this is just where we stand at the moment.
Optimization is just now starting!

Note that at the moment, simply running the network is only slightly slower
when using *backprop*.

## Todo

Profiling, to gauge where the overhead comes from (compared to "manual"
back-propagation) and how to bring it down.

Some simple performance and API tweaks that are probably possible now and
would clearly benefit: (if you want to contribute)

a. ~~Providing optimized `Num`

/`Fractional`

/`Floating`

instances for `BVal`

by supplying known gradients directly instead of relying on *ad*.~~
(Now finished, since b3898ae)

```
b. Switch from `ST s` to `IO`, and use `unsafePerformIO` to automatically
bind `BVal`s (like *ad* does) when using `liftB`. This might remove
some overhead during graph building, and, from an API standpoint,
remove the need for explicit binding.
c. Switch from `STRef`s/`IORef`s to `Array`. (This one I'm unclear if it
would help any)
```

- Benchmark against competing back-propagation libraries like
*ad*, and
auto-differentiating tensor libraries like *grenade*

Explore opportunities for parallelization. There are some naive ways of
directly parallelizing right now, but potential overhead should be
investigated.

Some open questions:

a. Is it possible to offer pattern matching on sum types/with different
constructors for implicit-graph backprop? It's possible for
explicit-graph versions already, with `choicesVar`

, but not yet with
the implicit-graph interface. Could be similar to an "Applicative vs.
Monad" issue where you can only have pre-determined fixed computation
paths when using `Applicative`

, but I'm not sure. Still, it would be
nice, because if this was possible, we could possibly do away with
explicit-graph mode completely.

b. Though we already have safe sum type support with explicit-graph mode,
we can't support GADTs yet safely. It'd be nice to see if this is
possible, because a lot of dependently typed neural network stuff is
made much simpler with GADTs.

As of v0.0.3.0, we have a way of dealing with GADTs in explicit-graph
mode (using `withGADT`

) that is *unsafe*, and requires some ugly manual
plumbing by the user that could potentially be confusing. But it would
still be nice to have a way that is safe and doesn't require the manual
plumbing and isn't as easy to mess up.