A policy driven sparse net, using explicit sparse dot products to go faster. See our RLDM 2015 submission, as well as our NIPS 2015 Deep RL workshop and ICLR 2016 submission.
Please read the paper for more details. The general idea is to drop blocks of units instead of single units (independently per example). In addition, we do not drop the blocks randomly but learn an input-dependent policy that outputs the participation probability of each block, for each layer.
Please note that the custom Ops implemented here do not do any checking of shapes yet, so be careful.
On CPU it is worth to do explicit sparse products for all three sparse/full matrix combinations.
On GPU though, the cuBLAS GEMM operation is so fast that it is only worth doing a sparse matrix product when both matrices are sparse.
The expected input of the sparse_dot function are the matrices A and B, the (binary) mask Am by which A is multiplied, the mask Om by which the result of dot(A,B) is multiplied, and finally for convenience a bias vector c which is added (only where Om is nonzero), so the result is:
O = (dot(A*Am, B) + c) * Om
except that Am and Om are actually not the same shape as A and O. For a (n,m) matrix, the mask should be of shape (n, m / block_size).
Also note that A is expected to already be 0 where Am is zero (this is in the GPU sparse-by-full case), which should already be the case if A is the output of a previous sparse operation.
Typically the higher the block size and the higher the sparsity, the more speedup you will get. On CPU this seems to be less true for very large matrices, while on GPU it is the opposite (the speedup is large for large matrices).
The CPU implementation is single-core (for now), but the intent is to have a proxy of how well it would perform on single-core hardware (e.g. a cheap phone).
I'm still hunting down the bugs, as it seems that on the CPU (maybe for numerical precision reasons?) I don't exactly get the same results as with theano. It doesn't seem to really affect gradient descent, but e.g. for a same random seed you will get different results.