Exercise_04_2.ipynb

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    "# Exercise 4.2\n",
    "## Linear regression\n",
    "In this task we will design and train a linear model using [Keras](https://keras.io/).\n",
    "\n",
    "### Tasks\n",
    "1. Complete the implemetation of the `LinearLayer`\n",
    "2. Define a meaningful objective\n",
    "3. Implement gradient descent and train the linear model for 80 epochs."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "import tensorflow as tf\n",
    "from tensorflow import keras\n",
    "import numpy as np\n",
    "import matplotlib.pyplot as plt\n",
    "\n",
    "layers = keras.layers"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Simulation of data\n",
    "Let's first simulate some noisy data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [
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     "name": "stdout",
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     "text": [
      "x.shape: (100, 1)\n",
      "y.shape: (100,)\n"
     ]
    }
   ],
   "source": [
    "np.random.seed(1904)\n",
    "x = np.float32(np.linspace(-1, 1, 100)[:,np.newaxis])\n",
    "y = np.float32(2 * x[:,0] + 0.3 * np.random.randn(100))\n",
    "print(\"x.shape:\", x.shape)\n",
    "print(\"y.shape:\", y.shape)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Implement linear model"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Now, we have to design a <b>linear layer</b> that maps from the input $x$ to the output $y$ using a single adaptive weight $w$:\n",
    " \n",
    "$$y = w \\cdot x$$\n",
    "\n",
    "### Task 1\n",
    "Complete the implementation of the `LinearLayer` by adding the linear transformation in the `call` function."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "class LinearLayer(layers.Layer):\n",
    "\n",
    "    def __init__(self, units=1, input_dim=1):  # when intializing the layer the weights have to be initialized\n",
    "        super(LinearLayer, self).__init__()\n",
    "        w_init = tf.random_normal_initializer()\n",
    "        self.w = tf.Variable(initial_value=w_init(shape=(input_dim, units), dtype=\"float32\"),\n",
    "                             trainable=True)\n",
    "\n",
    "    def call(self, inputs):  # when calling the layer the linear transformation has to be performed\n",
    "        return ..."
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Build a model using the implemented layer."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "model = keras.models.Sequential()\n",
    "model.add(LinearLayer(units=1, input_dim=1))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "model.build((None, 1))\n",
    "print(model.summary())"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Performance before the training\n",
    "Plot data and model before the training"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "y_pred = model(x)\n",
    "\n",
    "fig, ax = plt.subplots(1)\n",
    "ax.plot(x, y, 'bo', label='data')\n",
    "ax.plot(x, y_pred, 'r-', label='model')\n",
    "ax.set(xlabel='$x$', ylabel='$y$')\n",
    "ax.grid()\n",
    "ax.legend(loc='lower right')\n",
    "plt.tight_layout()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Task 2: Define the objective function\n",
    "Define a meaningful objective here (regression task).  \n",
    "Note that you can use `tf.reduce_mean()` to average your loss estimate over the full data set (100 points)."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "def loss(x, y):\n",
    "    return ...."
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Task 3 - Train the model using gradient descent\n",
    "'Train' the linear model for 80 epochs (or iterations) with a meaningful learning rate and implement gradient descent.  \n",
    "Hint: you can access the adaptive parameters using `model.trainable_weights` and perform $w' \\rightarrow w-z$ using `w.assign_sub(z)`"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "epochs = ...  # number of epochs\n",
    "lr = ...  # learning rate\n",
    "\n",
    "for epoch in range(epochs):\n",
    "\n",
    "    with tf.GradientTape() as tape:\n",
    "        output = model(x, training=True)\n",
    "        # Compute loss value\n",
    "        loss_value = loss(tf.convert_to_tensor(y), output)\n",
    "        grads = tape.gradient(...)\n",
    "        \n",
    "        for weight, grad in zip(model.trainable_weights, grads):\n",
    "            weight.assign_sub(...)\n",
    "\n",
    "        print(\"Current loss at epoch %d: %.4f\" % (epoch, float(loss_value)))"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Performance of the fitted model\n",
    "Plot data and model after the training"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "fig, ax = plt.subplots(1)\n",
    "\n",
    "y_pred = model(x)\n",
    "\n",
    "ax.plot(x, y, 'bo', label='data')\n",
    "ax.plot(x, y_pred, 'r-', label='model')\n",
    "ax.set(xlabel='$x$', ylabel='$y$')\n",
    "ax.grid()\n",
    "ax.legend(loc='lower right')\n",
    "plt.tight_layout()"
   ]
  }
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