# 10 Days Of Grad: Deep Learning From The First Principles.

Now that we have seen how neural networks work, we realize that understanding
of the gradients flow is essential for survival. Therefore, we will revise
our strategy on the lowest level. However, as neural networks become more complicated,
calculation of gradients by hand becomes a murky business. Yet, fear not young
*padawan*, there is a way out! I am very excited that today we will finally get
acquainted with automatic differentiation, an essential tool in your deep
learning arsenal. This post was largely inspired by Hacker's guide to Neural
Networks. For comparison, see also
Python version.

Before jumping ahead, you may also want to check the previous posts:

The source code from this guide is available on Github. The guide is written in literate Haskell, so it can be safely compiled.

## Why Random Local Search Fails

Following Karpathy's guide, we first consider a simple multiplication circuit. Well, Haskell is not JavaScript, so the definition is pretty straightforward:

`forwardMultiplyGate = (*)`

Or we could have written

`forwardMultiplyGate x y = x * y`

to make the function look more intuitively $f(x,y) = x \cdot y$. Anyway,

`forwardMultiplyGate (-2) 3`

returns -6. Exciting.

Now, the question: is it possible to change the input $(x,y)$ slightly in order to increase the output? One way would be to perform local random search.

```
_search tweakAmount (x, y, bestOut) = do
x_try <- (x + ). (tweakAmount *) <$> randomDouble
y_try <- (y + ). (tweakAmount *) <$> randomDouble
let out = forwardMultiplyGate x_try y_try
return $ if out > bestOut
then (x_try, y_try, out)
else (x, y, bestOut)
```

Not surprisingly, the function above represents a single iteration of a
"for"-loop. What it does, it randomly selects points around initial $(x, y)$
and checks if the output has increased. If yes, then it updates the best known
inputs and the maximal output. To iterate, we can use ```
foldM :: (b -> a -> IO
b) -> b -> [a] -> IO b
```

. This function is convenient since we anticipate some
interaction with the "external world" in the form of random numbers generation:

```
localSearch tweakAmount (x0, y0, out0) =
foldM (searchStep tweakAmount) (x0, y0, out0) [1..100]
```

What the code essentially tells us is that we seed the algorithm with some
initial values of `x0`

, `y0`

, and `out0`

and iterate from 1 till 100. The core
of the algorithm is `searchStep`

:

`searchStep ta xyz _ = _search ta xyz`

which is a convenience function that glues those two pieces together. It
simply ignores the iteration number and calls `_search`

. Now, we would like to
have a random number generator within the range of [-1; 1). From the
documentation,
we know that `randomIO`

produces a number between 0 and 1. Therefore, we scale
the value by multiplying by 2 and subtracting 1:

```
randomDouble :: IO Double
randomDouble = subtract 1. (*2) <$> randomIO
```

The `<$>`

function is a synonym to `fmap`

. What it essentially does is
attaching the pure function `subtract 1. (*2)`

which has type ```
Double ->
Double
```

, to the "external world" action `randomIO`

, which has type `IO Double`

(yes, IO = input/output)^{1}.

A hack for a numerical minus infinity:

`inf_ = -1.0 / 0`

Now, we run `localSearch 0.01 (-2, 3, inf_)`

several times:

```
(-1.7887454910045664,2.910160042416705,-5.205535653974539)
(-1.7912166830200635,2.89808308735154,-5.19109477484237)
(-1.8216809458018006,2.8372869694452523,-5.168631610010152)
```

In fact, we see that the outputs have increased from -6 to about -5.2. But the improvement is only about 0.8/100 = 0.008 units per iteration. That is an extremely inefficient method. The problem with random search is that each time it attempts to change the inputs in random directions. If the algorithm makes a mistake, it has to discard the result and start again from the previously known best position. Wouldn't it be nice if instead each iteration would improve the result at least by a little bit?

## Backpropagation

Instead of random search in random direction, we can use the precise direction and amount to change the input so that the output would improve. And that tells us the gradient. In his article, Dominic Steinitz explains the differences between the numerical, symbolic, and automatic differentiation. Here, we will directly explain the last approach, invaluable for neural networks training.

The idea is that first we will explicitly define the gradient for our elementary operators. Then, we will exploit the chain rule when combining those into neural networks or whatever we like. That strategy will provide the necessary gradients. Let us illustrate the concept.

Below we define both multiplication operator and its gradient using the chain rule, i.e. $\frac {d} {dt} x(t) y(t) = x(t) y'(t) + x'(t) y(t)$:

`(x, x') *. (y, y') = (x * y, x * y' + x' * y)`

The same can be done with addition, subtraction, division, and exponent:

```
(x, x') +. (y, y') = (x + y, x' + y')
x -. y = x +. (negate1 y)
negate1 (x, x') = (negate x, negate x')
(x, x') /. (y, y') = (x / y, (y * x' - x * y') / y^2)
exp1 (x, x') = (exp x, x' * exp x)
```

We also have `constOp`

for constants:

```
constOp :: Double -> (Double, Double)
constOp x = (x, 0.0)
```

Finally, we can define our favourite sigmoid $\sigma(x)$ combining the operators above:

`sigmoid1 x = constOp 1 /. (constOp 1 +. exp1 (negate1 x))`

Now, let us compute a neuron $f(x, y) = \sigma(a x + b y + c)$, where $x$ and $y$ are inputs and $a$, $b$, and $c$ are parameters

`neuron1 [a, b, c, x, y] = sigmoid1 ((a *. x) +. (b *. y) +. c)`

Now, we can obtain the gradient of `a`

in the point
where $a = 1$, $b = 2$, $c = -3$, $x = -1$, and $y = 3$:

```
abcxy1 :: [(Double, Double)]
abcxy1 = [(1, 1), (2, 0), (-3, 0), (-1, 0), (3, 0)]
```

```
neuron1 abcxy1
(0.8807970779778823,-0.1049935854035065)
```

Here, the first number is the result of the neuron's output and the second
one is the gradient with respect to `a`

($\frac d {da}$). Let us verify the
math behind the result:

$$
\begin{equation}
\sigma(ax + by + c) | _{a=(a,1), b=(b,0), c=(c,0), x=(x,0), y=(y,0)} = \\

\sigma[(a, 1) (x, 0) + (b, 0) (y, 0) + (c, 0)] = \\

\sigma[(ax, a \cdot 0 + 1 \cdot x) + (by, 0 \cdot b + 0 \cdot y) + (c, 0)] = \\

\sigma[(ax + by + c, x)] = \\

\frac {(1, 0)} {(1, 0) + \exp \left[ -(ax + by + c, x) \right]} = \\

\frac {(1, 0)} {(1, 0) + \exp \left[ -ax - by - c, -x) \right]} = \\

\frac {(1, 0)} {(1, 0) + (\exp (-ax - by - c), -x \exp (-ax - by - c))} = \\

\frac {(1, 0)} {(1 + \exp(-ax - by - c), -x \exp(-ax - by - c))} = \\

\left( \sigma(ax + by + c), \frac {x \exp(-ax - by -c)} {(1 + \exp(-ax - by -c))^2} \right).
\end{equation}
$$

The first expression is the result of neuron's computation and the second one is the exact analytic expression for $\frac d {da}$. That is all the magic behind automatic differentiation! In a similar way, we can obtain the rest of the gradients:

```
neuron1 [(1, 0), (2, 1), (-3, 0), (-1, 0), (3, 0)]
(0.8807970779778823,0.3149807562105195)
neuron1 [(1, 0), (2, 0), (-3, 1), (-1, 0), (3, 0)]
(0.8807970779778823,0.1049935854035065)
neuron1 [(1, 0), (2, 0), (-3, 0), (-1, 1), (3, 0)]
(0.8807970779778823,0.1049935854035065)
neuron1 [(1, 0), (2, 0), (-3, 0), (-1, 0), (3, 1)]
(0.8807970779778823,0.209987170807013)
```

## Introducing backprop library

The backprop library was specifically designed for differentiable programming. It provides combinators to reduce our mental overhead. In addition, the most useful operations such as arithmetics and trigonometry, have already been defined in the library. See also hmatrix-backprop for linear algebra. So all you need for differentiable programming now is to define some functions:

```
neuron
:: Reifies s W
=> [BVar s Double] -> BVar s Double
neuron [a, b, c, x, y] = sigmoid (a * x + b * y + c)
sigmoid x = 1 / (1 + exp (-x))
```

Here `BVar s`

wrapper signifies that our function is
differentiable. Now, the forward pass is:

`forwardNeuron = BP.evalBP (neuron. BP.sequenceVar)`

We use `sequenceVar`

isomorphism to convert a `BVar`

of a list into a list of
`BVar`

s, as required by our `neuron`

equation. And the backward pass is

```
backwardNeuron = BP.gradBP (neuron. BP.sequenceVar)
abcxy0 :: [Double]
abcxy0 = [1, 2, (-3), (-1), 3]
forwardNeuron abcxy0
-- 0.8807970779778823
backwardNeuron abcxy0
-- [-0.1049935854035065,0.3149807562105195,0.1049935854035065,0.1049935854035065,0.209987170807013]
```

Note that all the gradients are in one list, the type of the first `neuron`

argument.

## Summary

Modern neural networks tend to be complex beasts. Writing backpropagation gradients by hand can easily become a tedious task. In this post we have seen how automatic differentiation can face this problem.

In the next posts we will apply automatic differentiation to real neural networks. We will talk about batch normalization, another crucial method in modern deep learning. And we will ramp it up to convolutional networks allowing us to solve some interesting challenges. Stay tuned.

## Further reading

- Visual guide to neural networks
- Backprop documentation
- Article on backpropagation by Dominic Steinitz

- In fact, 64 bit double precision is not necessary for neural networks, if not an overkill. In practice you would prefer to use a 32 bit
`Float`

type.^{^}