Optimizing the GRU training process using Bayesian shows errors

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Yuanru Zou 2023-11-16

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评论： Yuanru Zou 2023-11-22

Hi all, I'm having a problem with optimizing GRU parameters using Bayesian optimization, the code doesn't report an error, but some iterations of the Bayesian optimization process show ERROR. What should I do about it? Can you help me out, I would greatly appreciate it if you could help me out.

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Answer 1

Alan Weiss 2023-11-16

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The error is coming from your code. Apparently, some points visited (that have, for example, NumOfUnits = 30, InitialLearnRate = 0.8 or 0.2, L2Regularization = 0.0048 or 7.5e-6) give NaN results to your objective function or nonlinear constraint functions.

You can test this outside of bayesopt to see where your code returns NaN.

If your code is running as expected, then there is nothing wrong with ignoring the iterations that lead to errors.

Alan Weiss

MATLAB mathematical toolbox documentation

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Yuanru Zou 2023-11-17

编辑：Yuanru Zou 2023-11-17

在 MATLAB Online 中打开

Hi, I have used Bayesian optimization of GRU's hyperparameters: number of neurons in the hidden layer, InitialLearnRate and L2Regularization. In which I have written the objective function as follows:

function valError = BOFunction(optVars)
	inputn_train = evalin('base', 'inputn_train');
	outputn_train = evalin('base', 'outputn_train');
	inputSize = size(inputn_train,1);	
	outputSize = size(outputn_train,1);		
	
	opt.gru = [ ...
		sequenceInputLayer(inputSize)
		gruLayer(optVars.NumOfUnits,'outputmode','sequence','name','hidden') 
		fullyConnectedLayer(outputSize) 
		regressionLayer('name','out')];
	
	opt.opts = trainingOptions('adam', ...
		'MaxEpochs',50, ...
		'GradientThreshold',1,...
		'ExecutionEnvironment','cpu',...
		'InitialLearnRate',optVars.InitialLearnRate, ...
		'L2Regularization', optVars.L2Regularization, ...
		'LearnRateSchedule','piecewise', ...
		'LearnRateDropPeriod',40, ...                
		'LearnRateDropFactor',0.2, ...
		'Verbose',0, ...	
		'Plots','none'... 
		);
		
	net = trainNetwork(inputn_train, outputn_train, opt.gru, opt.opts);
	t_sim1 = predict(net, inputn_train); 
    error = t_sim1 - outputn_train;
	valError = sqrt(mean((error).^2));
end

This is the code that calls Bayesian optimization of GRU in my main program：

ObjFcn = @BOFunction;
	optimVars = [
    optimizableVariable('NumOfUnits', [2, 50], 'Type', 'integer')
    optimizableVariable('InitialLearnRate', [1e-3, 1], 'Transform', 'log')
    optimizableVariable('L2Regularization', [1e-10, 1e-2], 'Transform', 'log')
    ];
	BayesObject = bayesopt(ObjFcn, optimVars, ...   
        'MaxTime', Inf, ...                       
        'IsObjectiveDeterministic', false, ...
        'MaxObjectiveEvaluations', 30, ...      
        'Verbose', 1, ...                       
        'UseParallel', false);
	NumOfUnits       = BayesObject.XAtMinEstimatedObjective.NumOfUnits;       
	InitialLearnRate = BayesObject.XAtMinEstimatedObjective.InitialLearnRate; 
	L2Regularization = BayesObject.XAtMinEstimatedObjective.L2Regularization; 
	
	inputSize = size(inputn_train,1);	
	outputSize = size(outputn_train,1);		
	numhidden_units = NumOfUnits;
	gru = [ ...
		sequenceInputLayer(inputSize)
		gruLayer(numhidden_units,'outputmode','sequence','name','hidden') 
		fullyConnectedLayer(outputSize) 
		regressionLayer('name','out')];
	
	opts = trainingOptions('adam', ...
		'MaxEpochs',200, ...
		'GradientThreshold',1,...
		'ExecutionEnvironment','cpu',...
		'InitialLearnRate',InitialLearnRate, ...
		'L2Regularization', L2Regularization, ...
		'LearnRateSchedule','piecewise', ...
		'Verbose',true, ...
		'Plots','training-progress'... 
		);
		
	GRUnet = trainNetwork(inputn_train,outputn_train,gru,opts);	

Alan Weiss 2023-11-21

I'm sorry, but I don't know much about deep learning, so I don't think that I can help you with your code. It looks like you are training a neural network and optimizing it to get a minimal mean squared error. I don't see anything obviously wrong, but then again I don't know what would cause the network training process or something else to throw an error. Usually in these systems, there is so much random going on (from the stochastic gradient descent to the data collection process) that things can get noisy or fail for a variety of reasons. In your case, I really don't know.

Sorry.

Alan Weiss

MATLAB mathematical toolbox documentation

Yuanru Zou 2023-11-22

Okay, thanks for your patience and help, I hope you're doing well at work and in good health!

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