rbm_rpcd.m

%% Initializing symmetric weights and biases.
vishid = vishid0;
hidbiases  = hidbiases0;
visbiases  = visbiases0;

poshidprobs = zeros(numcases,numhid);
neghidprobs = zeros(numcases,numhid);
posprods    = zeros(numdims,numhid);
negprods    = zeros(numdims,numhid);
vishidinc  = zeros(numdims,numhid);
hidbiasinc = zeros(1,numhid);
visbiasinc = zeros(1,numdims);
Error = zeros(1,maxepoch);
Logprob = [];
Logprob2 = [];

nchain = 100;
negdata = zeros(nchain,numdims);
for i = 1 : 500
    neghidprobs = 1./(1 + exp(-negdata*vishid-repmat(hidbiases,nchain,1)));
    neghidstates = neghidprobs > rand(nchain,numhid);
    negdata=1./(1 + exp(-neghidstates*vishid'-repmat(visbiases,nchain,1)));
    negdata = negdata > rand(nchain,numdims);
end

for epoch = 1:maxepoch
    fprintf(1,'pcd - epoch %d\r',epoch);
    errsum = 0;
    epsilonw      = 0.01/(1+epoch/3000);
    epsilonvb     = 0.01/(1+epoch/3000);
    epsilonhb     = 0.01/(1+epoch/3000);
    for batch = 1:numbatches
        %%%%%%%%% START POSITIVE PHASE %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
        data = batchdata(:,:,batch);
        poshidprobs = 1./(1 + exp( - data*vishid - repmat(hidbiases,numcases,1)));
        posprods    = data' * poshidprobs;
        poshidact   = sum(poshidprobs);
        posvisact = sum(data);
        
        %%%%%%%%% END OF POSITIVE PHASE  %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
        poshidstates = poshidprobs > rand(numcases,numhid);
        
        %%%%%%%%% START NEGATIVE PHASE  %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
        neghidprobs = 1./(1 + exp( - negdata*vishid - repmat(hidbiases,nchain,1)));
        negprods  = negdata'*neghidprobs;
        neghidact = sum(neghidprobs);
        negvisact = sum(negdata);
        
        neghidstates = neghidprobs > rand(nchain,numhid);
        negdata = 1./(1 + exp( - neghidstates*vishid' - repmat(visbiases,nchain,1)));
        negdata = negdata > rand(nchain,numdims);
        
        %%%%%%%%% END OF NEGATIVE PHASE %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
        
        %%%%%%%%% UPDATE WEIGHTS AND BIASES %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
        vishidinc = epsilonw*(posprods/numcases-negprods/nchain);
        visbiasinc = epsilonvb*(posvisact/numcases-negvisact/nchain);
        hidbiasinc = epsilonhb*(poshidact/numcases-neghidact/nchain);
        
        vishid = vishid + vishidinc;
        visbiases = visbiases + visbiasinc;
        hidbiases = hidbiases + hidbiasinc;
        
        errsum = errsum + sum((data-(1./(1+exp(-poshidstates*vishid'-repmat(visbiases,numcases,1)))>rand(numcases,numdims))).^2,2);
    end
    Error(epoch) = mean(errsum/numbatches);
    if rem(log2(epoch),1) == 0
        logZZ_est = 0;
        for i = 1 : 10
            logZZ_est = logZZ_est + RBM_AIS(vishid,hidbiases,visbiases,numruns,beta);
        end
        logZZ_est = logZZ_est/10;
        Logprob = [ Logprob calculate_logprob(vishid,hidbiases,visbiases,logZZ_est,testbatchdata) ];
        Logprob2 = [ Logprob2 calculate_logprob(vishid,hidbiases,visbiases,logZZ_est,testbatchdata2) ];
    end
end