Merge pull request #4009 from AnishShah/elu

theano/tensor/nnet/__init__.py

@@ -16,7 +16,7 @@ from .nnet import (
     graph_merge_softmax_with_crossentropy_softmax, h_softmax,
     logsoftmax, logsoftmax_op, prepend_0_to_each_row, prepend_1_to_each_row,
     prepend_scalar_to_each_row, relu, softmax, softmax_grad, softmax_graph,
-    softmax_op, softmax_simplifier, softmax_with_bias)
+    softmax_op, softmax_simplifier, softmax_with_bias, elu)
 from . import opt
 from .conv import ConvOp
 from .Conv3D import *

theano/tensor/nnet/nnet.py

@@ -2329,3 +2329,30 @@ def h_softmax(x, batch_size, n_outputs, n_classes, n_outputs_per_class,
         output_probs = target_class_probs * output_probs
 
     return output_probs
+
+
+def elu(x, alpha=1):
+    """
+    Compute the element-wise exponential linear activation function.
+
+    .. versionadded:: 0.8.0
+
+    Parameters
+    ----------
+    x : symbolic tensor
+        Tensor to compute the activation function for.
+    alpha : scalar
+
+
+    Returns
+    -------
+    symbolic tensor
+        Element-wise exponential linear activation function applied to `x`.
+
+    References
+    -----
+    .. [1] Djork-Arne Clevert,  Thomas Unterthiner, Sepp Hochreiter
+        "Fast and Accurate Deep Network Learning by
+        Exponential Linear Units (ELUs)" <http://arxiv.org/abs/1511.07289>`.
+    """
+    return tensor.switch(x > 0, x, alpha * (tensor.exp(x) - 1))

theano/tensor/nnet/tests/test_nnet.py

@@ -29,7 +29,8 @@ from theano.tensor.nnet import (categorical_crossentropy,
                                 Prepend_scalar_constant_to_each_row,
                                 Prepend_scalar_to_each_row,
                                 relu,
-                                h_softmax)
+                                h_softmax,
+                                elu)
 from theano.tensor import matrix, vector, lvector, scalar
 
 
@@ -1625,3 +1626,19 @@ def test_h_softmax():
     # computed by fun_output.
     utt.assert_allclose(
             all_outputs[numpy.arange(0, batch_size), y_mat], tg_output)
+
+
+def test_elu():
+    x = matrix('x')
+    seed = theano.tests.unittest_tools.fetch_seed()
+    rng = numpy.random.RandomState(seed)
+    X = rng.randn(20, 30).astype(config.floatX)
+
+    # test the base case, without custom alpha value
+    y = elu(x).eval({x: X})
+    utt.assert_allclose(y, numpy.where(X > 0, X, numpy.exp(X) - 1))
+
+    # test for different constant alpha values
+    for alpha in 1.5, 2, -1, -1.5, -2:
+        y = elu(x, alpha).eval({x: X})
+        utt.assert_allclose(y, numpy.where(X > 0, X, alpha * (numpy.exp(X) - 1)))