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I've trained a simple neural net using skorch to make it sklearn compatible and I would like to know how to retrieve the actual estimated weights.
Here's a replicable example of what I need.
The neural net presented here uses 10 features, has one hidden layer of 2 nodes, uses ReLu activation functions and linearly combines the output of the 2 nodes.
import torch
import numpy as np
from torch.autograd import Variable
# Create example data
np.random.seed(2022)
train_size = 1000
n_features= 10
X_train = np.random.rand(n_features, train_size).astype("float32")
l2_params_1 = np.random.rand(1,n_features).astype("float32")
l2_params_2 = np.random.rand(1,n_features).astype("float32")
l1_X = np.matmul(l2_params_1, X_train)
l2_X = np.matmul(l2_params_2, X_train)
y_train = l1_X + l2_X
# Defining my NN
class NNModule(torch.nn.Module):
def __init__(self, in_features):
super(NNModule, self).__init__()
self.l1 = torch.nn.Linear(in_features, 2)
self.a1 = torch.nn.ReLU()
self.l2 = torch.nn.Linear(2, 1)
def forward(self, x):
x = self.l1(x)
x = self.a1(x)
return self.l2(x)
# Initialize the NN
torch.manual_seed(200)
model = NNModule(in_features = 10)
model.l1.weight.data.uniform_(0.0, 1.0)
model.l1.bias.data.uniform_(0.0, 1.0)
# Define criterion and optimizer
criterion = torch.nn.MSELoss()
optimizer = torch.optim.SGD(model.parameters(), lr=0.01)
# Train the NN
torch.manual_seed(200)
for epoch in range(100):
inputs = Variable(torch.from_numpy(np.transpose(X_train)))
labels = Variable(torch.from_numpy(np.transpose(y_train)))
optimizer.zero_grad()
outputs = model(inputs)
loss = criterion(outputs, labels)
loss.backward()
optimizer.step()
The parameters at which I'm arriving are the following:
list(model.parameters())
[Output]:
[Parameter containing:
tensor([[0.8997, 0.8345, 0.8284, 0.6950, 0.5949, 0.1217, 0.9067, 0.1824, 0.8272,
0.2372],
[0.7525, 0.6577, 0.4358, 0.6109, 0.8817, 0.5429, 0.5263, 0.7531, 0.1552,
0.7066]], requires_grad=True),
Parameter containing:
tensor([0.6617, 0.1079], requires_grad=True),
Parameter containing:
tensor([[0.9225, 0.8339]], requires_grad=True),
Parameter containing:
tensor([0.0786], requires_grad=True)]
Now, to wrap my NNModule with skorch, I'm using this:
from skorch import NeuralNetRegressor
torch.manual_seed(200)
net = NeuralNetRegressor(
module=NNModule(in_features=10),
criterion=torch.nn.MSELoss,
optimizer=torch.optim.SGD,
optimizer__lr=0.01,
max_epochs=100,
verbose=0
)
net.fit(np.transpose(X_train), np.transpose(y_train))
And I'd like to retrieve the weights obtained in the training. I've used dir(net) to see if the weights are stored in any attributes to no avail.
To retrieve the weights one needs to output them like this:
list(net.module.parameters())
I'm trying to create a contractive autoencoder in Pytorch. I found this thread and tried according to that. This is the snippet I wrote based on the mentioned thread:
import datetime
import numpy as np
import torch
import torchvision
from torchvision import datasets, transforms
from torchvision.utils import save_image, make_grid
import torch.nn as nn
import torch.nn.functional as F
import torch.optim as optim
import matplotlib.pyplot as plt
%matplotlib inline
dataset_train = datasets.MNIST(root='MNIST',
train=True,
transform = transforms.ToTensor(),
download=True)
dataset_test = datasets.MNIST(root='MNIST',
train=False,
transform = transforms.ToTensor(),
download=True)
batch_size = 128
num_workers = 2
dataloader_train = torch.utils.data.DataLoader(dataset_train,
batch_size = batch_size,
shuffle=True,
num_workers = num_workers,
pin_memory=True)
dataloader_test = torch.utils.data.DataLoader(dataset_test,
batch_size = batch_size,
num_workers = num_workers,
pin_memory=True)
def view_images(imgs, labels, rows = 4, cols =11):
imgs = imgs.detach().cpu().numpy().transpose(0,2,3,1)
fig = plt.figure(figsize=(8,4))
for i in range(imgs.shape[0]):
ax = fig.add_subplot(rows, cols, i+1, xticks=[], yticks=[])
ax.imshow(imgs[i].squeeze(), cmap='Greys_r')
ax.set_title(labels[i].item())
# now let's view some
imgs, labels = next(iter(dataloader_train))
view_images(imgs, labels,13,10)
class Contractive_AutoEncoder(nn.Module):
def __init__(self):
super().__init__()
self.encoder = nn.Linear(784, 512)
self.decoder = nn.Linear(512, 784)
def forward(self, input):
# flatten the input
shape = input.shape
input = input.view(input.size(0), -1)
output_e = F.relu(self.encoder(input))
output = F.sigmoid(self.decoder(output_e))
output = output.view(*shape)
return output_e, output
def loss_function(output_e, outputs, imgs, device):
output_e.backward(torch.ones(output_e.size()).to(device), retain_graph=True)
criterion = nn.MSELoss()
assert outputs.shape == imgs.shape ,f'outputs.shape : {outputs.shape} != imgs.shape : {imgs.shape}'
imgs.grad.requires_grad = True
loss1 = criterion(outputs, imgs)
print(imgs.grad)
loss2 = torch.mean(pow(imgs.grad,2))
loss = loss1 + loss2
return loss
epochs = 50
interval = 2000
device = torch.device('cuda' if torch.cuda.is_available() else 'cpu')
model = Contractive_AutoEncoder().to(device)
optimizer = optim.Adam(model.parameters(), lr =0.001)
for e in range(epochs):
for i, (imgs, labels) in enumerate(dataloader_train):
imgs = imgs.to(device)
labels = labels.to(device)
outputs_e, outputs = model(imgs)
loss = loss_function(outputs_e, outputs, imgs,device)
optimizer.zero_grad()
loss.backward()
optimizer.step()
if i%interval:
print('')
print(f'epoch/epoechs: {e}/{epochs} loss : {loss.item():.4f} ')
For the sake of brevity I just used one layer for the encoder and the decoder. It should work regardless of number of layers in either of them obviously!
But the catch here is, aside from the fact that I don't know if this is the correct way of doing this, (calculating gradients with respect to the input), I get an error which makes the former solution wrong/not applicable.
That is:
imgs.grad.requires_grad = True
produces the error :
AttributeError : 'NoneType' object has no attribute 'requires_grad'
I also tried the second method suggested in that thread which is as follows:
class Contractive_Encoder(nn.Module):
def __init__(self):
super().__init__()
self.encoder = nn.Linear(784, 512)
def forward(self, input):
# flatten the input
input = input.view(input.size(0), -1)
output_e = F.relu(self.encoder(input))
return output_e
class Contractive_Decoder(nn.Module):
def __init__(self):
super().__init__()
self.decoder = nn.Linear(512, 784)
def forward(self, input):
# flatten the input
output = F.sigmoid(self.decoder(input))
output = output.view(-1,1,28,28)
return output
epochs = 50
interval = 2000
device = torch.device('cuda' if torch.cuda.is_available() else 'cpu')
model_enc = Contractive_Encoder().to(device)
model_dec = Contractive_Decoder().to(device)
optimizer = optim.Adam([{"params":model_enc.parameters()},
{"params":model_dec.parameters()}], lr =0.001)
optimizer_cond = optim.Adam(model_enc.parameters(), lr = 0.001)
criterion = nn.MSELoss()
for e in range(epochs):
for i, (imgs, labels) in enumerate(dataloader_train):
imgs = imgs.to(device)
labels = labels.to(device)
outputs_e = model_enc(imgs)
outputs = model_dec(outputs_e)
loss_rec = criterion(outputs, imgs)
optimizer.zero_grad()
loss_rec.backward()
optimizer.step()
imgs.requires_grad_(True)
y = model_enc(imgs)
optimizer_cond.zero_grad()
y.backward(torch.ones(imgs.view(-1,28*28).size()))
imgs.grad.requires_grad = True
loss = torch.mean([pow(imgs.grad,2)])
optimizer_cond.zero_grad()
loss.backward()
optimizer_cond.step()
if i%interval:
print('')
print(f'epoch/epoechs: {e}/{epochs} loss : {loss.item():.4f} ')
but I face the error :
RuntimeError: invalid gradient at index 0 - got [128, 784] but expected shape compatible with [128, 512]
How should I go about this in Pytorch?
Summary
The final implementation for contractive loss that I wrote is as follows:
def loss_function(output_e, outputs, imgs, lamda = 1e-4, device=torch.device('cuda')):
criterion = nn.MSELoss()
assert outputs.shape == imgs.shape ,f'outputs.shape : {outputs.shape} != imgs.shape : {imgs.shape}'
loss1 = criterion(outputs, imgs)
output_e.backward(torch.ones(outputs_e.size()).to(device), retain_graph=True)
# Frobenious norm, the square root of sum of all elements (square value)
# in a jacobian matrix
loss2 = torch.sqrt(torch.sum(torch.pow(imgs.grad,2)))
imgs.grad.data.zero_()
loss = loss1 + (lamda*loss2)
return loss
and inside training loop you need to do:
for e in range(epochs):
for i, (imgs, labels) in enumerate(dataloader_train):
imgs = imgs.to(device)
labels = labels.to(device)
imgs.retain_grad()
imgs.requires_grad_(True)
outputs_e, outputs = model(imgs)
loss = loss_function(outputs_e, outputs, imgs, lam,device)
imgs.requires_grad_(False)
optimizer.zero_grad()
loss.backward()
optimizer.step()
print(f'epoch/epochs: {e}/{epochs} loss: {loss.item():.4f}')
Full explanation
As it turns out and rightfully #akshayk07 pointed out in the comments, the implementation found in Pytorch forum was wrong in multiple places. The notable thing, being it wasn't implementing the actual contractive loss that was introduced in Contractive Auto-Encoders:Explicit Invariance During Feature Extraction paper! and also aside from that, the implementation wouldn't work at all for obvious reasons that will be explained in a moment.
The changes are obvious so I try to explain what's going on here. First of all note that imgs is not a leaf node, so the gradients would not be retained in the image .grad attribute.
In order to retain gradients for non leaf nodes, you should use retain_graph(). grad is only populated for leaf Tensors. Also imgs.retain_grad() should be called before doing forward() as it will instruct the autograd to store grads into non-leaf nodes.
Update
Thanks to #Michael for pointing out that the correct calculation of Frobenius Norm is actually (from ScienceDirect):
the square root of the sum of the squares of all the matrix entries
and not
the the square root of the sum of the absolute values of all the
matrix entries as explained here
In PyTorch 1.5.0, a high level torch.autograd.functional.jacobian API is added. This should make the contractive objective easier to implement for an arbitrary encoder. For torch>=v1.5.0, the contractive loss would look like this:
contractive_loss = torch.norm(torch.autograd.functional.jacobian(self.encoder, imgs, create_graph=True))
The create_graph argument makes the jacobian differentiable.
The main challenge in implementing the contractive autoencoder is in calculating the Frobenius norm of the Jacobian, which is the gradient of the code or bottleneck layer (vector) with respect to the input layer (vector). This is the regularization term in the loss function. Fortunately, you have done the hard work in solving this for me. Thank you! You are using MSE loss for the first term. Cross entropy loss is sometimes used instead. It's worth considering. I think you are almost there with the Frobenius norm, except that you need to take the square root of the sum of the squares of the Jacobian, where you are calculating the square root of the sum of the absolute values. Here's how I'd define the loss function (sorry I changed notation a little to keep myself straight):
def cae_loss_fcn(code, img_out, img_in, lamda=1e-4, device=torch.device('cuda')):
# First term in the loss function, for ensuring representational fidelity
criterion=nn.MSELoss()
assert img_out.shape == img_in.shape, f'img_out.shape : {img_out.shape} != img_in.shape : {img_in.shape}'
loss1 = criterion(img_out, img_in)
# Second term in the loss function, for enforcing contraction of representation
code.backward(torch.ones(code.size()).to(device), retain_graph=True)
# Frobenius norm of Jacobian of code with respect to input image
loss2 = torch.sqrt(torch.sum(torch.pow(img_in.grad, 2))) # THE CORRECTION
img_in.grad.data.zero_()
# Total loss, the sum of the two loss terms, with weight applied to second term
loss = loss1 + (lamda*loss2)
return loss
Using examples from Lipton et al (2016), target replication is basically calculating the loss at each time step (except final) of the LSTM (or GRU) and averaging this loss and adding it to the main loss while training. Mathematically, it is given by -
Graphically, it can be represented as -
So how do I go about exactly implementing this in Keras? Say, I have binary classification task. Let's say my model is a simple one given below -
model.add(LSTM(50))
model.add(Dense(1))
model.compile(loss='binary_crossentropy', class_weights={0:0.5, 1:4}, optimizer=Adam(), metrics=['accuracy'])
model.fit(x_train, y_train)
I think y_train needs to be reshaped/tiled from (batch_size, 1) to (batch_size, time_step) right?
The dense layer needs TimeDistributed to be applied correctly to the LSTM after setting return_sequences=True?
How do I exactly implement the exact loss function given above? Will class_weights need to be modified?
Target replication is only during training. How to implement validation set evaluation using only the main loss?
How should I deal with zero paddings in target replication? My sequences are padded to a max_len of 15 with average length being 7. Since the target replication loss averages over all the steps, how do I make sure it doesn't use the padded words in calculating the loss? Basically, dynamically assign T the actual sequence length.
Question 1:
So, for the targets, you need it shaped as (batch_size, time_steps, 1). Just use:
y_train = np.stack([y_train]*time_steps, axis=1)
Question 2:
You're correct, but TimeDistributed is optional in Keras 2.
Question 3:
I don't know how class weights will behave, but a regular loss function should go like:
from keras.losses import binary_crossentropy
def target_replication_loss(alpha):
def inner_loss(true,pred):
losses = binary_crossentropy(true,pred)
return (alpha*K.mean(losses[:,:-1], axis=-1)) + ((1-alpha)*losses[:,-1])
return inner_loss
model.compile(......, loss = target_replication_loss(alpha), ...)
Question 3a:
Since the above doens't work well with class weights, I created an alternative where the weights go into the loss:
def target_replication_loss(alpha, class_weights):
def get_weights(x):
b = class_weights[0]
a = class_weights[1] - b
return (a*x) + b
def inner_loss(true,pred):
#this will only work for classification with only one class 0 or 1
#and only if the target is the same for all classes
true_classes = true[:,-1,0]
weights = get_weights(true_classes)
losses = binary_crossentropy(true,pred)
return weights*((alpha*K.mean(losses[:,:-1], axis=-1)) + ((1-alpha)*losses[:,-1]))
return inner_loss
Question 4:
To avoid complexity, I'd say you should use an additional metric in validation:
def last_step_BC(true,pred):
return binary_crossentropy(true[:,-1], pred[:,-1])
model.compile(....,
loss = target_replication_loss(alpha),
metrics=[last_step_BC])
Question 5:
This is a hard one and I'd need to research a little....
As an initial workaround, you can set the model with an input shape of (None, features), and train each sequence individually.
Working example without class_weight
def target_replication_loss(alpha):
def inner_loss(true,pred):
losses = binary_crossentropy(true,pred)
#print(K.int_shape(losses))
#print(K.int_shape(losses[:,:-1]))
#print(K.int_shape(K.mean(losses[:,:-1], axis=-1)))
#print(K.int_shape(losses[:,-1]))
return (alpha*K.mean(losses[:,:-1], axis=-1)) + ((1-alpha)*losses[:,-1])
return inner_loss
alpha = 0.6
i1 = Input((5,2))
i2 = Input((5,2))
out = LSTM(1, activation='sigmoid', return_sequences=True)(i1)
model = Model(i1, out)
model.compile(optimizer='adam', loss = target_replication_loss(alpha))
model.fit(np.arange(30).reshape((3,5,2)), np.arange(15).reshape((3,5,1)), epochs = 200)
Working example with class weights:
def target_replication_loss(alpha, class_weights):
def get_weights(x):
b = class_weights[0]
a = class_weights[1] - b
return (a*x) + b
def inner_loss(true,pred):
#this will only work for classification with only one class 0 or 1
#and only if the target is the same for all classes
true_classes = true[:,-1,0]
weights = get_weights(true_classes)
losses = binary_crossentropy(true,pred)
print(K.int_shape(losses))
print(K.int_shape(losses[:,:-1]))
print(K.int_shape(K.mean(losses[:,:-1], axis=-1)))
print(K.int_shape(losses[:,-1]))
print(K.int_shape(weights))
return weights*((alpha*K.mean(losses[:,:-1], axis=-1)) + ((1-alpha)*losses[:,-1]))
return inner_loss
alpha = 0.6
class_weights={0: 0.5, 1:4.}
i1 = Input(batch_shape=(3,5,2))
i2 = Input((5,2))
out = LSTM(1, activation='sigmoid', return_sequences=True)(i1)
model = Model(i1, out)
model.compile(optimizer='adam', loss = target_replication_loss(alpha, class_weights))
model.fit(np.arange(30).reshape((3,5,2)), np.arange(15).reshape((3,5,1)), epochs = 200)
I'm trying a basic averaging example, but the validation and loss don't match and the network fails to converge if I increase the training time. I'm training a network with 2 hidden layers, each 500 units wide on three integers from the range [0,9] with a learning rate of 1e-1, Adam, batch size of 1, and dropout for 3000 iterations and validate every 100 iterations. If the absolute difference between the label and the hypothesis is less than a threshold, here I set the threshold to 1, I consider that correct. Could someone let me know if this is an issue with the choice of loss function, something wrong with Pytorch, or something I'm doing. Below are some plots:
val_diff = 1
acc_diff = torch.FloatTensor([val_diff]).expand(self.batch_size)
Loop 100 times to during validation:
num_correct += torch.sum(torch.abs(val_h - val_y) < acc_diff)
Append after each validation phase:
validate.append(num_correct / total_val)
Here are some examples of the (hypothesis, and labels):
[...(-0.7043088674545288, 6.0), (-0.15691305696964264, 2.6666667461395264),
(0.2827358841896057, 3.3333332538604736)]
I tried six of the loss functions in the API that are typically used for regression:
torch.nn.L1Loss(size_average=False)
torch.nn.L1Loss()
torch.nn.MSELoss(size_average=False)
torch.nn.MSELoss()
torch.nn.SmoothL1Loss(size_average=False)
torch.nn.SmoothL1Loss()
Thanks.
Network code:
class Feedforward(nn.Module):
def __init__(self, topology):
super(Feedforward, self).__init__()
self.input_dim = topology['features']
self.num_hidden = topology['hidden_layers']
self.hidden_dim = topology['hidden_dim']
self.output_dim = topology['output_dim']
self.input_layer = nn.Linear(self.input_dim, self.hidden_dim)
self.hidden_layer = nn.Linear(self.hidden_dim, self.hidden_dim)
self.output_layer = nn.Linear(self.hidden_dim, self.output_dim)
self.dropout_layer = nn.Dropout(p=0.2)
def forward(self, x):
batch_size = x.size()[0]
feat_size = x.size()[1]
input_size = batch_size * feat_size
self.input_layer = nn.Linear(input_size, self.hidden_dim).cuda()
hidden = self.input_layer(x.view(1, input_size)).clamp(min=0)
for _ in range(self.num_hidden):
hidden = self.dropout_layer(F.relu(self.hidden_layer(hidden)))
output_size = batch_size * self.output_dim
self.output_layer = nn.Linear(self.hidden_dim, output_size).cuda()
return self.output_layer(hidden).view(output_size)
Training code:
def train(self):
if self.cuda:
self.network.cuda()
dh = DataHandler(self.data)
# loss_fn = nn.L1Loss(size_average=False)
# loss_fn = nn.L1Loss()
# loss_fn = nn.SmoothL1Loss(size_average=False)
# loss_fn = nn.SmoothL1Loss()
# loss_fn = nn.MSELoss(size_average=False)
loss_fn = torch.nn.MSELoss()
losses = []
validate = []
hypos = []
labels = []
val_size = 100
val_diff = 1
total_val = float(val_size * self.batch_size)
for i in range(self.iterations):
x, y = dh.get_batch(self.batch_size)
x = self.tensor_to_Variable(x)
y = self.tensor_to_Variable(y)
self.optimizer.zero_grad()
loss = loss_fn(self.network(x), y)
loss.backward()
self.optimizer.step()
It looks like you've misunderstood how layers in pytorch works, here are a few tips:
In your forward when you do nn.Linear(...) you are definining new layers instead of using those you pre-defined in your network __init__. Therefore, it cannot learn anything as weights are constantly reinitalized.
You shouldn't need to call .cuda() inside net.forward(...) since you've already copied the network on gpu in your train by calling self.network.cuda()
Ideally the net.forward(...) input should directly have the shape of the first layer so you won't have to modify it. Here you should have x.size() <=> Linear -- > (Batch_size, Features).
Your forward should look close to this:
def forward(self, x):
x = F.relu(self.input_layer(x))
x = F.dropout(F.relu(self.hidden_layer(x)),training=self.training)
x = self.output_layer(x)
return x
I am trying to detect micro-events in a long time series. For this purpose, I will train a LSTM network.
Data. Input for each time sample is 11 different features somewhat normalized to fit 0-1. Output will be either one of two classes.
Batching. Due to huge class imbalance I have extracted the data in batches of each 60 time samples, of which at least 5 will always be class 1, and the rest class to. In this way the class imbalance is reduced from 150:1 to around 12:1 I have then randomized the order of all my batches.
Model. I am attempting to train an LSTM, with initial configuration of 3 different cells with 5 delay steps. I expect the micro events to arrive in sequences of at least 3 time steps.
Problem: When I try to train the network it will quickly converge towards saying that EVERYTHING belongs to the majority class. When I implement a weighted loss function, at some certain threshold it will change to saying that EVERYTHING belongs to the minority class. I suspect (without being expert) that there is no learning in my LSTM cells, or that my configuration is off?
Below is the code for my implementation. I am hoping that someone can tell me
Is my implementation correct?
What other reasons could there be for such behaviour?
ar_model.py
import numpy as np
import tensorflow as tf
from tensorflow.models.rnn import rnn
import ar_config
config = ar_config.get_config()
class ARModel(object):
def __init__(self, is_training=False, config=None):
# Config
if config is None:
config = ar_config.get_config()
# Placeholders
self._features = tf.placeholder(tf.float32, [None, config.num_features], name='ModelInput')
self._targets = tf.placeholder(tf.float32, [None, config.num_classes], name='ModelOutput')
# Hidden layer
with tf.variable_scope('lstm') as scope:
lstm_cell = tf.nn.rnn_cell.BasicLSTMCell(config.num_hidden, forget_bias=0.0)
cell = tf.nn.rnn_cell.MultiRNNCell([lstm_cell] * config.num_delays)
self._initial_state = cell.zero_state(config.batch_size, dtype=tf.float32)
outputs, state = rnn.rnn(cell, [self._features], dtype=tf.float32)
# Output layer
output = outputs[-1]
softmax_w = tf.get_variable('softmax_w', [config.num_hidden, config.num_classes], tf.float32)
softmax_b = tf.get_variable('softmax_b', [config.num_classes], tf.float32)
logits = tf.matmul(output, softmax_w) + softmax_b
# Evaluate
ratio = (60.00 / 5.00)
class_weights = tf.constant([ratio, 1 - ratio])
weighted_logits = tf.mul(logits, class_weights)
loss = tf.nn.softmax_cross_entropy_with_logits(weighted_logits, self._targets)
self._cost = cost = tf.reduce_mean(loss)
self._predict = tf.argmax(tf.nn.softmax(logits), 1)
self._correct = tf.equal(tf.argmax(logits, 1), tf.argmax(self._targets, 1))
self._accuracy = tf.reduce_mean(tf.cast(self._correct, tf.float32))
self._final_state = state
if not is_training:
return
# Optimize
optimizer = tf.train.AdamOptimizer()
self._train_op = optimizer.minimize(cost)
#property
def features(self):
return self._features
#property
def targets(self):
return self._targets
#property
def cost(self):
return self._cost
#property
def accuracy(self):
return self._accuracy
#property
def train_op(self):
return self._train_op
#property
def predict(self):
return self._predict
#property
def initial_state(self):
return self._initial_state
#property
def final_state(self):
return self._final_state
ar_train.py
import os
from datetime import datetime
import numpy as np
import tensorflow as tf
from tensorflow.python.platform import gfile
import ar_network
import ar_config
import ar_reader
config = ar_config.get_config()
def main(argv=None):
if gfile.Exists(config.train_dir):
gfile.DeleteRecursively(config.train_dir)
gfile.MakeDirs(config.train_dir)
train()
def train():
train_data = ar_reader.ArousalData(config.train_data, num_steps=config.max_steps)
test_data = ar_reader.ArousalData(config.test_data, num_steps=config.max_steps)
with tf.Graph().as_default(), tf.Session() as session, tf.device('/cpu:0'):
initializer = tf.random_uniform_initializer(minval=-0.1, maxval=0.1)
with tf.variable_scope('model', reuse=False, initializer=initializer):
m = ar_network.ARModel(is_training=True)
s = tf.train.Saver(tf.all_variables())
tf.initialize_all_variables().run()
for batch_input, batch_target in train_data:
step = train_data.iter_steps
dict = {
m.features: batch_input,
m.targets: batch_target
}
session.run(m.train_op, feed_dict=dict)
state, cost, accuracy = session.run([m.final_state, m.cost, m.accuracy], feed_dict=dict)
if not step % 10:
test_input, test_target = test_data.next()
test_accuracy = session.run(m.accuracy, feed_dict={
m.features: test_input,
m.targets: test_target
})
now = datetime.now().time()
print ('%s | Iter %4d | Loss= %.5f | Train= %.5f | Test= %.3f' % (now, step, cost, accuracy, test_accuracy))
if not step % 1000:
destination = os.path.join(config.train_dir, 'ar_model.ckpt')
s.save(session, destination)
if __name__ == '__main__':
tf.app.run()
ar_config.py
class Config(object):
# Directories
train_dir = '...'
ckpt_dir = '...'
train_data = '...'
test_data = '...'
# Data
num_features = 13
num_classes = 2
batch_size = 60
# Model
num_hidden = 3
num_delays = 5
# Training
max_steps = 100000
def get_config():
return Config()
UPDATED ARCHITECTURE:
# Placeholders
self._features = tf.placeholder(tf.float32, [None, config.num_features, config.num_delays], name='ModelInput')
self._targets = tf.placeholder(tf.float32, [None, config.num_output], name='ModelOutput')
# Weights
weights = {
'hidden': tf.get_variable('w_hidden', [config.num_features, config.num_hidden], tf.float32),
'out': tf.get_variable('w_out', [config.num_hidden, config.num_classes], tf.float32)
}
biases = {
'hidden': tf.get_variable('b_hidden', [config.num_hidden], tf.float32),
'out': tf.get_variable('b_out', [config.num_classes], tf.float32)
}
#Layer in
with tf.variable_scope('input_hidden') as scope:
inputs = self._features
inputs = tf.transpose(inputs, perm=[2, 0, 1]) # (BatchSize,NumFeatures,TimeSteps) -> (TimeSteps,BatchSize,NumFeatures)
inputs = tf.reshape(inputs, shape=[-1, config.num_features]) # (TimeSteps,BatchSize,NumFeatures -> (TimeSteps*BatchSize,NumFeatures)
inputs = tf.add(tf.matmul(inputs, weights['hidden']), biases['hidden'])
#Layer hidden
with tf.variable_scope('hidden_hidden') as scope:
inputs = tf.split(0, config.num_delays, inputs) # -> n_steps * (batchsize, features)
cell = tf.nn.rnn_cell.BasicLSTMCell(config.num_hidden, forget_bias=0.0)
self._initial_state = cell.zero_state(config.batch_size, dtype=tf.float32)
outputs, state = rnn.rnn(cell, inputs, dtype=tf.float32)
#Layer out
with tf.variable_scope('hidden_output') as scope:
output = outputs[-1]
logits = tf.add(tf.matmul(output, weights['out']), biases['out'])
Odd elements
Weighted loss
I am not sure your "weighted loss" does what you want it to do:
ratio = (60.00 / 5.00)
class_weights = tf.constant([ratio, 1 - ratio])
weighted_logits = tf.mul(logits, class_weights)
this is applied before calculating the loss function (further I think you wanted an element-wise multiplication as well? also your ratio is above 1 which makes the second part negative?) so it forces your predictions to behave in a certain way before applying the softmax.
If you want weighted loss you should apply this after
loss = tf.nn.softmax_cross_entropy_with_logits(weighted_logits, self._targets)
with some element-wise multiplication of your weights.
loss = loss * weights
Where your weights have a shape like [2,]
However, I would not recommend you to use weighted losses. Perhaps try increasing the ratio even further than 1:6.
Architecture
As far as I can read, you are using 5 stacked LSTMs with 3 hidden units per layer?
Try removing the multi rnn and just use a single LSTM/GRU (maybe even just a vanilla RNN) and jack the hidden units up to ~100-1000.
Debugging
Often when you are facing problems with an odd behaving network, it can be a good idea to:
Print everything
Literally print the shapes and values of every tensor in your model, use sess to fetch it and then print it. Your input data, the first hidden representation, your predictions, your losses etc.
You can also use tensorflows tf.Print() x_tensor = tf.Print(x_tensor, [tf.shape(x_tensor)])
Use tensorboard
Using tensorboard summaries on your gradients, accuracy metrics and histograms will reveal patterns in your data that might explain certain behavior, such as what lead to exploding weights. Like maybe your forget bias goes to infinity or your not tracking gradient through a certain layer etc.
Other questions
How large is your dataset?
How long are your sequences?
Are the 13 features categorical or continuous? You should not normalize categorical variables or represent them as integers, instead you should use one-hot encoding.
Gunnar has already made lots of good suggestions. A few more small things worth paying attention to in general for this sort of architecture:
Try tweaking the Adam learning rate. You should determine the proper learning rate by cross-validation; as a rough start, you could just check whether a smaller learning rate saves your model from crashing on the training data.
You should definitely use more hidden units. It's cheap to try larger networks when you first start out on a dataset. Go as large as necessary to avoid the underfitting you've observed. Later you can regularize / pare down the network after you get it to learn something useful.
Concretely, how long are the sequences you are passing into the network? You say you have a 30k-long time sequence.. I assume you are passing in subsections / samples of this sequence?