Random Weight Initialisation

glorot_uniform([rng], size...; gain = 1) -> Array
glorot_uniform([rng]; kw...) -> Function

Return an Array{Float32} of the given size containing random numbers drawn from a uniform distribution on the interval $[-x, x]$, where x = gain * sqrt(6 / (fan_in + fan_out)).

This method is described in [1] and also known as Xavier initialization.

Examples

julia> Flux.glorot_uniform(3, 4) |> summary
"3×4 Matrix{Float32}"

julia> round.(extrema(Flux.glorot_uniform(10, 100)), digits=3)
(-0.232f0, 0.234f0)

julia> round.(extrema(Flux.glorot_uniform(100, 10)), digits=3)
(-0.233f0, 0.233f0)

julia> round.(extrema(Flux.glorot_uniform(100, 100)), digits=3)
(-0.173f0, 0.173f0)

julia> Dense(3 => 2, tanh; init = Flux.glorot_uniform(MersenneTwister(1)))
Dense(3 => 2, tanh)  # 8 parameters

julia> ans.bias
2-element Vector{Float32}:
 0.0
 0.0

References

[1] Glorot, Xavier, and Yoshua Bengio. "Understanding the difficulty of training deep feedforward neural networks." Proceedings of the thirteenth international conference on artificial intelligence and statistics. 2010.

glorot_normal([rng], size...; gain = 1) -> Array
glorot_normal([rng]; kw...) -> Function

Return an Array{Float32} of the given size containing random numbers drawn from a normal distribution with standard deviation gain * sqrt(2 / (fan_in + fan_out)), using nfan.

This method is described in [1] and also known as Xavier initialization.

Examples

julia> using Statistics

julia> round(std(Flux.glorot_normal(10, 1000)), digits=3)
0.044f0

julia> round(std(Flux.glorot_normal(1000, 10)), digits=3)
0.044f0

julia> round(std(Flux.glorot_normal(1000, 1000)), digits=3)
0.032f0

julia> Dense(10 => 1000, tanh; init = Flux.glorot_normal(gain=100))
Dense(10 => 1000, tanh)  # 11_000 parameters

julia> round(std(ans.weight), sigdigits=3)
4.45f0

References

[1] Glorot, Xavier, and Yoshua Bengio. "Understanding the difficulty of training deep feedforward neural networks." Proceedings of the thirteenth international conference on artificial intelligence and statistics. 2010.

kaiming_uniform([rng], size...; gain = √2) -> Array
kaiming_uniform([rng]; kw...) -> Function

Return an Array{Float32} of the given size containing random numbers drawn from a uniform distribution on the interval [-x, x], where x = gain * sqrt(3/fan_in) using nfan.

This method is described in [1] and also known as He initialization.

Examples

julia> round.(extrema(Flux.kaiming_uniform(100, 10)), digits=3)
(-0.774f0, 0.774f0)

julia> round.(extrema(Flux.kaiming_uniform(10, 100)), digits=3)
(-0.245f0, 0.244f0)

julia> round.(extrema(Flux.kaiming_uniform(100, 100)), digits=3)
(-0.245f0, 0.245f0)

References

[1] He, Kaiming, et al. "Delving deep into rectifiers: Surpassing human-level performance on imagenet classification." Proceedings of the IEEE international conference on computer vision. 2015.

kaiming_normal([rng], size...; gain = √2) -> Array
kaiming_normal([rng]; kw...) -> Function

Return an Array{Float32} of the given size containing random numbers taken from a normal distribution standard deviation gain / sqrt(fan_in), using nfan.

This method is described in [1] and also known as He initialization.

Examples

julia> using Statistics

julia> round(std(Flux.kaiming_normal(10, 1000)), digits=3)
0.045f0

julia> round(std(Flux.kaiming_normal(1000, 10)), digits=3)
0.447f0

julia> round(std(Flux.kaiming_normal(1000, 1000)), digits=3)
0.045f0

References

[1] He, Kaiming, et al. "Delving deep into rectifiers: Surpassing human-level performance on imagenet classification." Proceedings of the IEEE international conference on computer vision. 2015.

truncated_normal([rng], size...; mean = 0, std = 1, lo = -2, hi = 2) -> Array
truncated_normal([rng]; kw...) -> Function

Return an Array{Float32} of the given size where each element is drawn from a truncated normal distribution. The numbers are distributed like filter(x -> lo<=x<=hi, mean .+ std .* randn(100)).

The values are generated by sampling a Uniform(0, 1) (rand()) and then applying the inverse CDF of the truncated normal distribution. This method works best when lo ≤ mean ≤ hi.

Examples

julia> using Statistics

julia> Flux.truncated_normal(3, 4) |> summary
"3×4 Matrix{Float32}"

julia> round.(extrema(Flux.truncated_normal(10^6)); digits=3)
(-2.0f0, 2.0f0)

julia> round(std(Flux.truncated_normal(10^6; lo = -100, hi = 100)))
1.0f0

orthogonal([rng], size...; gain = 1) -> Array
orthogonal([rng]; kw...) -> Function

Return an Array{Float32} of the given size which is a (semi) orthogonal matrix, as described in [1].

Cannot construct a vector, i.e. length(size) == 1 is forbidden. For length(size) > 2, a prod(size[1:(end - 1)]) by size[end] orthogonal matrix is computed before reshaping it to the original dimensions.

Examples

julia> W = Flux.orthogonal(5, 7);

julia> summary(W)
"5×7 Matrix{Float32}"

julia> W * W' ≈ I(5)
true

julia> W2 = Flux.orthogonal(7, 5);

julia> W2 * W2' ≈ I(7)
false

julia> W2' * W2 ≈ I(5)
true

julia> W3 = Flux.orthogonal(3, 3, 2, 4);

julia> transpose(reshape(W3, :, 4)) * reshape(W3, :, 4) ≈ I(4)
true

References

[1] Saxe, McClelland, Ganguli. "Exact solutions to the nonlinear dynamics of learning in deep linear neural networks", ICLR 2014, https://arxiv.org/abs/1312.6120

sparse_init([rng], rows, cols; sparsity, std = 0.01) -> Array
sparse_init([rng]; kw...) -> Function

Return a Matrix{Float32} of size rows, cols where each column contains a fixed fraction of zero elements given by sparsity. Non-zero elements are normally distributed with a mean of zero and standard deviation std.

This method is described in [1].

Examples

julia> count(iszero, Flux.sparse_init(10, 10, sparsity=1/5))
20

julia> sum(0 .== Flux.sparse_init(10, 11, sparsity=0.9), dims=1)
1×11 Matrix{Int64}:
 9  9  9  9  9  9  9  9  9  9  9

julia> Dense(3 => 10, tanh; init=Flux.sparse_init(sparsity=0.5))
Dense(3 => 10, tanh)  # 40 parameters

julia> count(iszero, ans.weight, dims=1)
1×3 Matrix{Int64}:
 5  5  5

References

[1] Martens, J, "Deep learning via Hessian-free optimization" Proceedings of the 27th International Conference on International Conference on Machine Learning. 2010.

identity_init(size...; gain=1, shift=0) -> Array
identity_init(; kw...) -> Function

Return an Array{Float32} of the given size which yields an identity mapping when used as parameters in most Flux layers. Use gain to scale the identity by a constant.

Often useful in the context of transfer learning, i.e when one wants to add more capacity to a model but start from the same mapping.

Has the following behaviour

• 1D: A Vector of zeros (useful for an identity bias)
• 2D: An identity matrix (useful for an identity matrix multiplication)
• More than 2D: A dense block array of center tap spatial filters (useful for an identity convolution)

Some caveats:

• Not all layers will be identity mapping when used with this init. Exceptions include recurrent layers and normalization layers.

• Layers must have input_size == output_size for identity mapping to be possible. When this is not the case, extra dimensions of the array are padded with zeros.

• For convolutional layers, in addition to the above, the kernel sizes must also be odd and padding must be applied so that output feature maps have the same size as input feature maps, e.g by using SamePad.

Use keyword shift (integer or tuple) to apply circular shift to the output, equivalent to Base.circshift(identity_init(size...), shift).

For consistency with other initialisers, it accepts rng::AbstractRNG as an optional first argument. But this is ignored, since the result is not random.

Examples

julia> Flux.identity_init(3,5)
3×5 Matrix{Float32}:
 1.0  0.0  0.0  0.0  0.0
 0.0  1.0  0.0  0.0  0.0
 0.0  0.0  1.0  0.0  0.0

julia> Dense(5 => 3, relu, init=Flux.identity_init)([1,-2,3,-4,5])
3-element Vector{Float32}:
 1.0
 0.0
 3.0

julia> Flux.identity_init(3,3,2; gain=100)
3×3×2 Array{Float32, 3}:
[:, :, 1] =
   0.0  0.0  0.0
 100.0  0.0  0.0
   0.0  0.0  0.0

[:, :, 2] =
 0.0    0.0  0.0
 0.0  100.0  0.0
 0.0    0.0  0.0

julia> x4 = cat([1 2 3; 4 5 6; 7 8 9]; dims=4);

julia> Conv((2,2), 1 => 1, init=Flux.identity_init(gain=10), pad=SamePad())(x4)
3×3×1×1 Array{Float32, 4}:
[:, :, 1, 1] =
 10.0  20.0  30.0
 40.0  50.0  60.0
 70.0  80.0  90.0

ones32(size...) = ones(Float32, size...)

Return an Array{Float32} of the given size filled with 1s.

zeros32(size...) = zeros(Float32, size...)

Return an Array{Float32} of the given size filled with 0s.

rand32([rng], size...)

Return an Array{Float32} of the given size, filled like rand. When the size is not provided, rand32(rng::AbstractRNG) returns a function.

randn32([rng], size...)

Return an Array{Float32} of the given size, filled like randn. When the size is not provided, randn32(rng::AbstractRNG) returns a function.

rng_from_array(x)

Create an instance of the RNG most appropriate for x. The current defaults are:

• x isa CuArray: CUDA.default_rng()
• x isa AbstractArray: `Random.default_rng()

nfan(n_out, n_in=1) -> Tuple
nfan(dims...)
nfan(dims::Tuple)

For a layer characterized by dimensions dims, return a tuple (fan_in, fan_out), where fan_in is the number of input neurons connected to an output one, and fan_out is the number of output neurons connected to an input one.

This function is mainly used by weight initializers, e.g., kaiming_normal.

Examples

julia> layer = Dense(10, 20);

julia> Flux.nfan(size(layer.weight))
(10, 20)

julia> layer = Conv((3, 3), 2=>10);

julia> Flux.nfan(size(layer.weight))
(18, 90)

f64(m)

Converts the eltype of model's floating point parameters to Float64. Recurses into structs marked with @layer.

See also f32 and f16.

f32(m)

Converts the eltype of model's floating point parameters to Float32 (which is Flux's default). Recurses into structs marked with @layer.

See also f64 and f16.

f16(m)

Converts the eltype of model's floating point parameters to Float16. Recurses into structs marked with @layer.

Support for Float16 is limited on many CPUs. Julia may convert to Float32 for each operation, which is slow.

See also f32 and f64.

Example

julia> m = Chain(Dense(784, 2048, relu), Dense(2048, 10))  # all Float32
Chain(
  Dense(784 => 2048, relu),             # 1_607_680 parameters
  Dense(2048 => 10),                    # 20_490 parameters
)                   # Total: 4 arrays, 1_628_170 parameters, 6.211 MiB.

julia> m |> f16  # takes half the memory
Chain(
  Dense(784 => 2048, relu),             # 1_607_680 parameters
  Dense(2048 => 10),                    # 20_490 parameters
)                   # Total: 4 arrays, 1_628_170 parameters, 3.106 MiB.