Model-Building Basics

Taking Gradients

Flux's core feature is taking gradients of Julia code. The gradient function takes another Julia function f and a set of arguments, and returns the gradient with respect to each argument. (It's a good idea to try pasting these examples in the Julia terminal.)

julia> using Flux

julia> f(x) = 3x^2 + 2x + 1;

julia> df(x) = gradient(f, x)[1]; # df/dx = 6x + 2

julia> df(2)

julia> d2f(x) = gradient(df, x)[1]; # d²f/dx² = 6

julia> d2f(2)

When a function has many parameters, we can get gradients of each one at the same time:

julia> f(x, y) = sum((x .- y).^2);

julia> gradient(f, [2, 1], [2, 0])
([0, 2], [0, -2])

But machine learning models can have hundreds of parameters! To handle this, Flux lets you work with collections of parameters, via params. You can get the gradient of all parameters used in a program without explicitly passing them in.

julia> using Flux

julia> x = [2, 1];

julia> y = [2, 0];

julia> gs = gradient(params(x, y)) do
         f(x, y)

julia> gs[x]
2-element Array{Int64,1}:

julia> gs[y]
2-element Array{Int64,1}:

Here, gradient takes a zero-argument function; no arguments are necessary because the params tell it what to differentiate.

This will come in really handy when dealing with big, complicated models. For now, though, let's start with something simple.

Simple Models

Consider a simple linear regression, which tries to predict an output array y from an input x.

W = rand(2, 5)
b = rand(2)

predict(x) = W*x .+ b

function loss(x, y)
  ŷ = predict(x)
  sum((y .- ŷ).^2)

x, y = rand(5), rand(2) # Dummy data
loss(x, y) # ~ 3

To improve the prediction we can take the gradients of W and b with respect to the loss and perform gradient descent.

using Flux

gs = gradient(() -> loss(x, y), params(W, b))

Now that we have gradients, we can pull them out and update W to train the model.

W̄ = gs[W]

W .-= 0.1 .* W̄

loss(x, y) # ~ 2.5

The loss has decreased a little, meaning that our prediction x is closer to the target y. If we have some data we can already try training the model.

All deep learning in Flux, however complex, is a simple generalisation of this example. Of course, models can look very different – they might have millions of parameters or complex control flow. Let's see how Flux handles more complex models.

Building Layers

It's common to create more complex models than the linear regression above. For example, we might want to have two linear layers with a nonlinearity like sigmoid (σ) in between them. In the above style we could write this as:

using Flux

W1 = rand(3, 5)
b1 = rand(3)
layer1(x) = W1 * x .+ b1

W2 = rand(2, 3)
b2 = rand(2)
layer2(x) = W2 * x .+ b2

model(x) = layer2(σ.(layer1(x)))

model(rand(5)) # => 2-element vector

This works but is fairly unwieldy, with a lot of repetition – especially as we add more layers. One way to factor this out is to create a function that returns linear layers.

function linear(in, out)
  W = randn(out, in)
  b = randn(out)
  x -> W * x .+ b

linear1 = linear(5, 3) # we can access linear1.W etc
linear2 = linear(3, 2)

model(x) = linear2(σ.(linear1(x)))

model(rand(5)) # => 2-element vector

Another (equivalent) way is to create a struct that explicitly represents the affine layer.

struct Affine

Affine(in::Integer, out::Integer) =
  Affine(randn(out, in), randn(out))

# Overload call, so the object can be used as a function
(m::Affine)(x) = m.W * x .+ m.b

a = Affine(10, 5)

a(rand(10)) # => 5-element vector

Congratulations! You just built the Dense layer that comes with Flux. Flux has many interesting layers available, but they're all things you could have built yourself very easily.

(There is one small difference with Dense – for convenience it also takes an activation function, like Dense(10, 5, σ).)

Stacking It Up

It's pretty common to write models that look something like:

layer1 = Dense(10, 5, σ)
# ...
model(x) = layer3(layer2(layer1(x)))

For long chains, it might be a bit more intuitive to have a list of layers, like this:

using Flux

layers = [Dense(10, 5, σ), Dense(5, 2), softmax]

model(x) = foldl((x, m) -> m(x), layers, init = x)

model(rand(10)) # => 2-element vector

Handily, this is also provided for in Flux:

model2 = Chain(
  Dense(10, 5, σ),
  Dense(5, 2),

model2(rand(10)) # => 2-element vector

This quickly starts to look like a high-level deep learning library; yet you can see how it falls out of simple abstractions, and we lose none of the power of Julia code.

A nice property of this approach is that because "models" are just functions (possibly with trainable parameters), you can also see this as simple function composition.

m = Dense(5, 2) ∘ Dense(10, 5, σ)


Likewise, Chain will happily work with any Julia function.

m = Chain(x -> x^2, x -> x+1)

m(5) # => 26

Layer helpers

Flux provides a set of helpers for custom layers, which you can enable by calling

Flux.@functor Affine

This enables a useful extra set of functionality for our Affine layer, such as collecting its parameters or moving it to the GPU.

For some more helpful tricks, including parameter freezing, please checkout the advanced usage guide.

Utility functions

Flux provides some utility functions to help you generate models in an automated fashion.

outdims enables you to calculate the spatial output dimensions of layers like Conv when applied to input images of a given size. Currently limited to the following layers:

  • Chain
  • Dense
  • Conv
  • Diagonal
  • Maxout
  • ConvTranspose
  • DepthwiseConv
  • CrossCor
  • MaxPool
  • MeanPool
outdims(c::Chain, isize)

Calculate the output dimensions given the input dimensions, isize.

m = Chain(Conv((3, 3), 3 => 16), Conv((3, 3), 16 => 32))
outdims(m, (10, 10)) == (6, 6)
outdims(l::Dense, isize)

Calculate the output dimensions given the input dimensions, isize.

m = Dense(10, 5)
outdims(m, (5, 2)) == (5,)
outdims(m, (10,)) == (5,)
outdims(l::Conv, isize::Tuple)

Calculate the output dimensions given the input dimensions isize. Batch size and channel size are ignored as per NNlib.jl.

m = Conv((3, 3), 3 => 16)
outdims(m, (10, 10)) == (8, 8)
outdims(m, (10, 10, 1, 3)) == (8, 8)