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[Bug-gnubg] Bug in sigmoid?
From: |
Olivier Baur |
Subject: |
[Bug-gnubg] Bug in sigmoid? |
Date: |
Thu, 17 Apr 2003 15:33:34 +0200 |
I think I've found a bug in sigmoid (neuralnet.c), but I'm not sure
about its impact on the evaluation function...
Let's call S the real sigmoid function: S(x) = 1 / ( 1 + e^x)
It seems that sigmoid(x) will return a good approximation of S(x) for
-10.0 < x < 10.0 (less than +/-.01% error), but then it returns S(9.9)
for x >= 10.0 (instead of S(10.0)) and S(-9.9) for x <= -10.0 (instead
of S(-10.0)). sigmoid is not even monotonic!
Here are some tests I've run around x=10.0 and x=-10.0:
sig1 is the real sigmoid function
sig2 is the result of the sigmoid function in neuralnet.c
x= 9.94 sig1=0.00004820 sig2=0.00004824
x= 9.95 sig1=0.00004772 sig2=0.00004778
x= 9.96 sig1=0.00004725 sig2=0.00004733
x= 9.97 sig1=0.00004678 sig2=0.00004689
x= 9.98 sig1=0.00004631 sig2=0.00004645
x= 9.99 sig1=0.00004585 sig2=0.00004603
x=10.00 sig1=0.00004540 sig2=0.00005017 // we've got a
discontinuity here
x=10.01 sig1=0.00004494 sig2=0.00005017
x=10.02 sig1=0.00004450 sig2=0.00005017
x=10.03 sig1=0.00004405 sig2=0.00005017
x=10.04 sig1=0.00004362 sig2=0.00005017
x=-9.94 sig1=0.99995178 sig2=0.99995178
x=-9.95 sig1=0.99995226 sig2=0.99995220
x=-9.96 sig1=0.99995273 sig2=0.99995267
x=-9.97 sig1=0.99995321 sig2=0.99995309
x=-9.98 sig1=0.99995369 sig2=0.99995357
x=-9.99 sig1=0.99995416 sig2=0.99995399
x=-10.00 sig1=0.99995458 sig2=0.99994981 // we've got a
discontinuity here
x=-10.01 sig1=0.99995506 sig2=0.99994981
x=-10.02 sig1=0.99995548 sig2=0.99994981
x=-10.03 sig1=0.99995595 sig2=0.99994981
x=-10.04 sig1=0.99995637 sig2=0.99994981
By the way, I found a simple way of optimising the current sigmoid
function: instead of having a lookup table holding pre-computed values
of exp(X) and then returning sigmoid(x) = sigmoid(X+dx) =
1/(1+exp(X)(1+dx)), why not have a lookup table holding precomputed
values of S(X) and return sigmoid(x) = sigmoid(X+dx) =
S(X)+dx.(S(X+1)-S(X))?
The time consumming operations here are the lookups and the reciprocal
(1/x) operations.
With the second method, you trade one reciprocal and one lookup for two
lookups; and since in the latter case the second lookup will probably
already be in the processor cache (since S(X+1) follows S(X) in
memory), you end up doing mostly one lookup and no more reciprocal. On
my machine, it gave me a +60% speed increase in sigmoid.
I found this problem in sigmoid while vectorising the evaluation
function: replacing the neural net propagation by a vector matrix
multiply, and replacing the scalar sigmoid by a vector sigmoid; for
now, I've been able to come up with a +60% speed increase in the
calibrate utility (from 8700 eval/s to 14000 eval/s) on my 768 MHz
Apple G4.
Olivier
- [Bug-gnubg] Bug in sigmoid?,
Olivier Baur <=