14. SGD Solution

import numpy as np

class Node:
    """
    Base class for nodes in the network.

    Arguments:

        `inbound_nodes`: A list of nodes with edges into this node.
    """
    def __init__(self, inbound_nodes=[]):
        """
        Node's constructor (runs when the object is instantiated). Sets
        properties that all nodes need.
        """
        # A list of nodes with edges into this node.
        self.inbound_nodes = inbound_nodes
        # The eventual value of this node. Set by running
        # the forward() method.
        self.value = None
        # A list of nodes that this node outputs to.
        self.outbound_nodes = []
        # New property! Keys are the inputs to this node and
        # their values are the partials of this node with
        # respect to that input.
        self.gradients = {}
        # Sets this node as an outbound node for all of
        # this node's inputs.
        for node in inbound_nodes:
            node.outbound_nodes.append(self)

    def forward(self):
        """
        Every node that uses this class as a base class will
        need to define its own `forward` method.
        """
        raise NotImplementedError

    def backward(self):
        """
        Every node that uses this class as a base class will
        need to define its own `backward` method.
        """
        raise NotImplementedError


class Input(Node):
    """
    A generic input into the network.
    """
    def __init__(self):
        # The base class constructor has to run to set all
        # the properties here.
        #
        # The most important property on an Input is value.
        # self.value is set during `topological_sort` later.
        Node.__init__(self)

    def forward(self):
        # Do nothing because nothing is calculated.
        pass

    def backward(self):
        # An Input node has no inputs so the gradient (derivative)
        # is zero.
        # The key, `self`, is reference to this object.
        self.gradients = {self: 0}
        # Weights and bias may be inputs, so you need to sum
        # the gradient from output gradients.
        for n in self.outbound_nodes:
            self.gradients[self] += n.gradients[self]

class Linear(Node):
    """
    Represents a node that performs a linear transform.
    """
    def __init__(self, X, W, b):
        # The base class (Node) constructor. Weights and bias
        # are treated like inbound nodes.
        Node.__init__(self, [X, W, b])

    def forward(self):
        """
        Performs the math behind a linear transform.
        """
        X = self.inbound_nodes[0].value
        W = self.inbound_nodes[1].value
        b = self.inbound_nodes[2].value
        self.value = np.dot(X, W) + b

    def backward(self):
        """
        Calculates the gradient based on the output values.
        """
        # Initialize a partial for each of the inbound_nodes.
        self.gradients = {n: np.zeros_like(n.value) for n in self.inbound_nodes}
        # Cycle through the outputs. The gradient will change depending
        # on each output, so the gradients are summed over all outputs.
        for n in self.outbound_nodes:
            # Get the partial of the cost with respect to this node.
            grad_cost = n.gradients[self]
            # Set the partial of the loss with respect to this node's inputs.
            self.gradients[self.inbound_nodes[0]] += np.dot(grad_cost, self.inbound_nodes[1].value.T)
            # Set the partial of the loss with respect to this node's weights.
            self.gradients[self.inbound_nodes[1]] += np.dot(self.inbound_nodes[0].value.T, grad_cost)
            # Set the partial of the loss with respect to this node's bias.
            self.gradients[self.inbound_nodes[2]] += np.sum(grad_cost, axis=0, keepdims=False)


class Sigmoid(Node):
    """
    Represents a node that performs the sigmoid activation function.
    """
    def __init__(self, node):
        # The base class constructor.
        Node.__init__(self, [node])

    def _sigmoid(self, x):
        """
        This method is separate from `forward` because it
        will be used with `backward` as well.

        `x`: A numpy array-like object.
        """
        return 1. / (1. + np.exp(-x))

    def forward(self):
        """
        Perform the sigmoid function and set the value.
        """
        input_value = self.inbound_nodes[0].value
        self.value = self._sigmoid(input_value)

    def backward(self):
        """
        Calculates the gradient using the derivative of
        the sigmoid function.
        """
        # Initialize the gradients to 0.
        self.gradients = {n: np.zeros_like(n.value) for n in self.inbound_nodes}
        # Sum the partial with respect to the input over all the outputs.
        for n in self.outbound_nodes:
            grad_cost = n.gradients[self]
            sigmoid = self.value
            self.gradients[self.inbound_nodes[0]] += sigmoid * (1 - sigmoid) * grad_cost


class MSE(Node):
    def __init__(self, y, a):
        """
        The mean squared error cost function.
        Should be used as the last node for a network.
        """
        # Call the base class' constructor.
        Node.__init__(self, [y, a])

    def forward(self):
        """
        Calculates the mean squared error.
        """
        # NOTE: We reshape these to avoid possible matrix/vector broadcast
        # errors.
        #
        # For example, if we subtract an array of shape (3,) from an array of shape
        # (3,1) we get an array of shape(3,3) as the result when we want
        # an array of shape (3,1) instead.
        #
        # Making both arrays (3,1) insures the result is (3,1) and does
        # an elementwise subtraction as expected.
        y = self.inbound_nodes[0].value.reshape(-1, 1)
        a = self.inbound_nodes[1].value.reshape(-1, 1)

        self.m = self.inbound_nodes[0].value.shape[0]
        # Save the computed output for backward.
        self.diff = y - a
        self.value = np.mean(self.diff**2)

    def backward(self):
        """
        Calculates the gradient of the cost.
        """
        self.gradients[self.inbound_nodes[0]] = (2 / self.m) * self.diff
        self.gradients[self.inbound_nodes[1]] = (-2 / self.m) * self.diff


def topological_sort(feed_dict):
    """
    Sort the nodes in topological order using Kahn's Algorithm.

    `feed_dict`: A dictionary where the key is a `Input` Node and the value is the respective value feed to that Node.

    Returns a list of sorted nodes.
    """

    input_nodes = [n for n in feed_dict.keys()]

    G = {}
    nodes = [n for n in input_nodes]
    while len(nodes) > 0:
        n = nodes.pop(0)
        if n not in G:
            G[n] = {'in': set(), 'out': set()}
        for m in n.outbound_nodes:
            if m not in G:
                G[m] = {'in': set(), 'out': set()}
            G[n]['out'].add(m)
            G[m]['in'].add(n)
            nodes.append(m)

    L = []
    S = set(input_nodes)
    while len(S) > 0:
        n = S.pop()

        if isinstance(n, Input):
            n.value = feed_dict[n]

        L.append(n)
        for m in n.outbound_nodes:
            G[n]['out'].remove(m)
            G[m]['in'].remove(n)
            # if no other incoming edges add to S
            if len(G[m]['in']) == 0:
                S.add(m)
    return L


def forward_and_backward(graph):
    """
    Performs a forward pass and a backward pass through a list of sorted Nodes.

    Arguments:

        `graph`: The result of calling `topological_sort`.
    """
    # Forward pass
    for n in graph:
        n.forward()

    # Backward pass
    # see: https://docs.python.org/2.3/whatsnew/section-slices.html
    for n in graph[::-1]:
        n.backward()


def sgd_update(trainables, learning_rate=1e-2):
    """
    Updates the value of each trainable with SGD.

    Arguments:

        `trainables`: A list of `Input` Nodes representing weights/biases.
        `learning_rate`: The learning rate.
    """
    # Performs SGD
    #
    # Loop over the trainables
    for t in trainables:
        # Change the trainable's value by subtracting the learning rate
        # multiplied by the partial of the cost with respect to this
        # trainable.
        partial = t.gradients[t]
        t.value -= learning_rate * partial