Always same output for tensorflow autoencoder - python

At the moment I try to build an Autoencoder for timeseries data in tensorflow. I have nearly 500 days of data where each day have 24 datapoints. Since this is my first try my architecture is very simple. After my input of size 24 the hidden layers are of size: 10; 3; 10 with an output of again 24. I normalized the data (datapoints are in range [-0.5; 0.5]), use the sigmoid activation function and the RMSPropOptimizer.
After training (loss function in picture) the output is the same for every timedata i give into the network. Does someone know what is the reason for that? Is it possible that my Dataset is the issue (code below)?
class TimeDataset:
def __init__(self,data):
self._index_in_epoch = 0
self._epochs_completed = 0
self._data = data
self._num_examples = data.shape[0]
pass
#property
def data(self):
return self._data
def next_batch(self, batch_size, shuffle=True):
start = self._index_in_epoch
# first call
if start == 0 and self._epochs_completed == 0:
idx = np.arange(0, self._num_examples) # get all possible indexes
np.random.shuffle(idx) # shuffle indexe
self._data = self.data[idx] # get list of `num` random samples
if start + batch_size > self._num_examples:
# not enough samples left -> go to the next batch
self._epochs_completed += 1
rest_num_examples = self._num_examples - start
data_rest_part = self.data[start:self._num_examples]
idx0 = np.arange(0, self._num_examples) # get all possible indexes
np.random.shuffle(idx0) # shuffle indexes
self._data = self.data[idx0] # get list of `num` random samples
start = 0
self._index_in_epoch = batch_size - rest_num_examples #avoid the case where the #sample != integar times of batch_size
end = self._index_in_epoch
data_new_part = self._data[start:end]
return np.concatenate((data_rest_part, data_new_part), axis=0)
else:
# get next batch
self._index_in_epoch += batch_size
end = self._index_in_epoch
return self._data[start:end]
*edit: here are some examples of the output (red original, blue reconstructed):
**edit: I just saw an autoencoder example with a more complicant luss function than mine. Someone know if the loss function self.loss = tf.reduce_mean(tf.pow(self.X - self.decoded, 2)) is sufficient?
***edit: some more code to describe my training
This is my Autoencoder Class:
class AutoEncoder():
def __init__(self):
# Training Parameters
self.learning_rate = 0.005
self.alpha = 0.5
# Network Parameters
self.num_input = 24 # one day as input
self.num_hidden_1 = 10 # 2nd layer num features
self.num_hidden_2 = 3 # 2nd layer num features (the latent dim)
self.X = tf.placeholder("float", [None, self.num_input])
self.weights = {
'encoder_h1': tf.Variable(tf.random_normal([self.num_input, self.num_hidden_1])),
'encoder_h2': tf.Variable(tf.random_normal([self.num_hidden_1, self.num_hidden_2])),
'decoder_h1': tf.Variable(tf.random_normal([self.num_hidden_2, self.num_hidden_1])),
'decoder_h2': tf.Variable(tf.random_normal([self.num_hidden_1, self.num_input])),
}
self.biases = {
'encoder_b1': tf.Variable(tf.random_normal([self.num_hidden_1])),
'encoder_b2': tf.Variable(tf.random_normal([self.num_hidden_2])),
'decoder_b1': tf.Variable(tf.random_normal([self.num_hidden_1])),
'decoder_b2': tf.Variable(tf.random_normal([self.num_input])),
}
self.encoded = self.encoder(self.X)
self.decoded = self.decoder(self.encoded)
# Define loss and optimizer, minimize the squared error
self.loss = tf.reduce_mean(tf.pow(self.X - self.decoded, 2))
self.optimizer = tf.train.RMSPropOptimizer(self.learning_rate).minimize(self.loss)
def encoder(self, x):
# sigmoid, tanh, relu
en_layer_1 = tf.nn.sigmoid (tf.add(tf.matmul(x, self.weights['encoder_h1']),
self.biases['encoder_b1']))
en_layer_2 = tf.nn.sigmoid (tf.add(tf.matmul(en_layer_1, self.weights['encoder_h2']),
self.biases['encoder_b2']))
return en_layer_2
def decoder(self, x):
de_layer_1 = tf.nn.sigmoid (tf.add(tf.matmul(x, self.weights['decoder_h1']),
self.biases['decoder_b1']))
de_layer_2 = tf.nn.sigmoid (tf.add(tf.matmul(de_layer_1, self.weights['decoder_h2']),
self.biases['decoder_b2']))
return de_layer_2
and this is how I train my network (input data have shape (number_days, 24)):
model = autoencoder.AutoEncoder()
num_epochs = 3
batch_size = 50
num_batches = 300
display_batch = 50
examples_to_show = 16
loss_values = []
with tf.Session() as sess:
sess.run(tf.global_variables_initializer())
#training
for e in range(1, num_epochs+1):
print('starting epoch {}'.format(e))
for b in range(num_batches):
# get next batch of data
batch_x = dataset.next_batch(batch_size)
# Run optimization op (backprop) and cost op (to get loss value)
l = sess.run([model.loss], feed_dict={model.X: batch_x})
sess.run(model.optimizer, feed_dict={model.X: batch_x})
# Display logs
if b % display_batch == 0:
print('Epoch {}: Batch ({}) Loss: {}'.format(e, b, l))
loss_values.append(l)
# testing
test_data = dataset.next_batch(batch_size)
decoded_test_data = sess.run(model.decoded, feed_dict={model.X: test_data})

Just a suggestion, I have had some issues with autoencoders using the sigmoid function.
I switched to tanh or relu and those improved the results.
With the autoencoder it is basically learning to recreate the output from the input, by encoding and decoding. If you mean it's the same as the input, then you are getting what you want. It has learned the data set.
Ultimately you can compare by reviewing the Mean Squared Error between the input and output and see if it is exactly the same. If you mean that the output is exactly the same regardless of the input, that isn't something I've run into. I guess if your input doesn't vary much from day to day, then I could imagine that would have some impact. Are you looking for anomalies?
Also, if you have a time series for training, I wouldn't shuffle the data in this particular case. If the temporal order is significant, you introduce data leakage (basically introducing future data into the training set) depending on what you are trying to achieve.
Ah, I didn't initially see your post with the graph results.. thanks for adding.

The sigmoid output is floored at 0, so it cannot reproduce your data that is below 0.
If you want to use a sigmoid output, then rescale your data between ]0;1[ (0 and 1 excluded).

I know this is a very old post, so this is just an attempt to help whoever wonders here again with the same problem.... If the autoencoder is converging to the same encoding for all the different instances, there may be a problem in the loss function.... Check the size and shape of the return of the loss function, as it may be getting confused and evaluating the wrong tensors (i.e. you may need to transpose something somewhere) Basically, assuming you are using the autoencoder to encode M features of N training instances, your loss function should return N values. the size of your loss tensor should be the amount of instances in your training set. I found that the hard way.....

Related

can't classify the inputs of an formula by output.(celcius-fahrenheit)

I am learning deep learning for a while by myself. However, I try to build a classification model in pytorch. The input and output can be taken from formula of celcius-fahrenheit.
C = (F-32)/1.8
The inputs are value of fahrenheit and the outputs are classified as negative value-0 or positive value-1.
Input
Output
...
1
34
1
33
1
32
0
31
0
...
0
I tried the following pipeline but I can't configure the model to predict the tests with %100 accuracy. How to reach this prediction accuracy rate?
import torch
import numpy as np
x = np.arange(-100,100)
y = np.where(((x-32)*1.8)>0, 1., 0.)
x = torch.from_numpy(x).to(torch.float32).unsqueeze(1)
y = torch.from_numpy(y).to(torch.float32).unsqueeze(1)
class BasicModel(torch.nn.Module):
def __init__(self,in_features:int,out_features:int):
super(BasicModel,self).__init__()
self.in_features = in_features
self.out_features = out_features
self.linear = torch.nn.Linear(in_features=self.in_features,out_features=self.out_features)
self.sigmoid = torch.nn.Sigmoid()
def forward(self,input):
out = self.linear(input)
out = self.sigmoid(out)
return out
model = BasicModel(1,1)
loss_func = torch.nn.BCELoss()
optimizer = torch.optim.SGD(model.parameters(),lr=0.1)
epochs = 1000
model.train()
for epoch in range(epochs):
losses = []
for value,target in zip(x,y):
optimizer.zero_grad()
prediction = model(value)
loss = loss_func(prediction,target)
loss.backward()
optimizer.step()
losses.append(loss)
if epoch%100 ==0:
for name, param in model.named_parameters():
print(name, param.data,end = " ")
print(f"Epoch:{epoch} loss:{sum(losses)/len(losses)}")
x_test = torch.tensor([[33.],
[32.]]) # 2 sample test input
model.eval()
print(f"Test:{model(x_test)}") # should be [[>0.5],[<0.5]]
I expect weight and bias to be 0.5555 and -17.7777 respectively but both keep increasing.With these expected values,output of the sigmoid should give 1 or 0. Isn't that correct? How to solve this problem?
Sigmoid can neither get 1 nor 0 exactly. It gets closer and closer to 1 for large inputs, which is probably why your weights keep increasing and increasing. However, it never reaches 1.
To solve this issue, remove the sigmoid layer or add a linear layer after the sigmoid layer.
For statically building your classifier, Yyou might actually want to use the heaviside function as activation function: https://en.wikipedia.org/wiki/Heaviside_step_function.
However, as the gradient of this function is zero always, this will not
allow you to train the classifier.

Tensorflow: classification only based on first input

Getting to know Tensorflow, I built a toy network for classification. It consists of 15 input nodes for features identical to the one-hot encoding of the corresponding class label (with indexing beginning at 1) - so the data to be loaded from an input CSV may look like this:
1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1
0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,2
...
0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,15
The network has only one hidden layer and an output layer, the latter containing probabilities for a given class. Here's my problem: during training the network assings a growing probability for whatever was fed in as the very first input.
Here are the relevant lines of code (some lines are omitted):
# number_of_p : number of samples
# number_of_a : number of attributes (features) -> 15
# number_of_s : number of styles (labels) -> 15
# function for generating hidden layers
# nodes is a list of nodes in each layer (len(nodes) = number of hidden layers)
def hidden_generation(nodes):
hidden_nodes = [number_of_a] + nodes + [number_of_s]
number_of_layers = len(hidden_nodes) - 1
print(hidden_nodes)
hidden_layer = list()
for i in range (0,number_of_layers):
hidden_layer.append(tf.zeros([hidden_nodes[i],batch_size]))
hidden_weights = list()
for i in range (0,number_of_layers):
hidden_weights.append(tf.Variable(tf.random_normal([hidden_nodes[i+1], hidden_nodes[i]])))
hidden_biases = list()
for i in range (0,number_of_layers):
hidden_biases.append(tf.Variable(tf.zeros([hidden_nodes[i+1],batch_size])))
return hidden_layer, hidden_weights, hidden_biases
#loss function
def loss(labels, logits):
cross_entropy = tf.losses.softmax_cross_entropy(
onehot_labels = labels, logits = logits)
return tf.reduce_mean(cross_entropy, name = 'xentropy_mean')
hidden_layer, hidden_weights, hidden_biases = hidden_generation(hidden_layers)
with tf.Session() as training_sess:
training_sess.run(tf.global_variables_initializer())
training_sess.run(a_iterator.initializer, feed_dict = {a_placeholder_feed: training_set.data})
current_a = training_sess.run(next_a)
training_sess.run(s_iterator.initializer, feed_dict = {s_placeholder_feed: training_set.target})
current_s = training_sess.run(next_s)
s_one_hot = training_sess.run(tf.one_hot((current_s - 1), number_of_s))
for i in range (1,len(hidden_layers)+1):
hidden_layer[i] = tf.tanh(tf.matmul(hidden_weights[i-1], (hidden_layer[i-1])) + hidden_biases[i-1])
output = tf.nn.softmax(tf.transpose(tf.matmul(hidden_weights[-1],hidden_layer[-1]) + hidden_biases[-1]))
optimizer = tf.train.GradientDescentOptimizer(learning_rate = 0.1)
# using the AdamOptimizer does not help, nor does choosing a much bigger and smaller learning rate
train = optimizer.minimize(loss(s_one_hot, output))
training_sess.run(train)
for i in range (0, (number_of_p)):
current_a = training_sess.run(next_a)
current_s = training_sess.run(next_s)
s_one_hot = training_sess.run(tf.transpose(tf.one_hot((current_s - 1), number_of_s)))
# (no idea why I have to declare those twice for the datastream to move)
training_sess.run(train)
I assume the loss function is being declared at the wrong place and always references the same vectors. However, replacing the loss function did not help me by now.
I will gladly provide the rest of the code if anyone is kind enough to help me.
EDIT: I've already discovered and fixed one major (and dumb) mistake: weights go before values node values in tf.matmul.
You do not want to be declaring the training op over and over again. That is unnecessary and like you pointed out is slower. You are not feeding your current_a into the neural net. So you are not going to be getting new outputs, also how you are using iterators isn't correct which could also be the cause of the problem.
with tf.Session() as training_sess:
training_sess.run(tf.global_variables_initializer())
training_sess.run(a_iterator.initializer, feed_dict = {a_placeholder_feed: training_set.data})
current_a = training_sess.run(next_a)
training_sess.run(s_iterator.initializer, feed_dict = {s_placeholder_feed: training_set.target})
current_s = training_sess.run(next_s)
s_one_hot = training_sess.run(tf.one_hot((current_s - 1), number_of_s))
for i in range (1,len(hidden_layers)+1):
hidden_layer[i] = tf.tanh(tf.matmul(hidden_weights[i-1], (hidden_layer[i-1])) + hidden_biases[i-1])
output = tf.nn.softmax(tf.transpose(tf.matmul(hidden_weights[-1],hidden_layer[-1]) + hidden_biases[-1]))
optimizer = tf.train.GradientDescentOptimizer(learning_rate = 0.1)
# using the AdamOptimizer does not help, nor does choosing a much bigger and smaller learning rate
train = optimizer.minimize(loss(s_one_hot, output))
training_sess.run(train)
for i in range (0, (number_of_p)):
current_a = training_sess.run(next_a)
current_s = training_sess.run(next_s)
s_one_hot = training_sess.run(tf.transpose(tf.one_hot((current_s - 1), number_of_s)))
# (no idea why I have to declare those twice for the datastream to move)
training_sess.run(train)
Here is some pseudocode to help you get the correct data flow. I would do the one hot encoding prior to this just to make things easier for loading the data during training.
train_dataset = tf.data.Dataset.from_tensor_slices((inputs, targets))
train_dataset = train_dataset.batch(batch_size)
train_dataset = train_dataset.repeat(num_epochs)
iterator = train_dataset.make_one_shot_iterator()
next_inputs, next_targets = iterator.get_next()
# Define Training procedure
global_step = tf.Variable(0, name="global_step", trainable=False)
loss = Neural_net_function(next_inputs, next_targets)
optimizer = tf.train.AdamOptimizer(learning_rate)
grads_and_vars = optimizer.compute_gradients(loss)
train_op = optimizer.apply_gradients(grads_and_vars, global_step=global_step)
with tf.Session() as training_sess:
for i in range(number_of_training_samples * num_epochs):
taining_sess.run(train_op)
Solved it! Backpropagation works properly when the training procedure is redeclared for every new dataset.
for i in range (0, (number_of_p)):
current_a = training_sess.run(next_a)
current_s = training_sess.run(next_s)
s_one_hot = training_sess.run(tf.transpose(tf.one_hot((current_s - 1), number_of_s)))
optimizer = tf.train.GradientDescentOptimizer(learning_rate = 0.1)
train = optimizer.minimize(loss(s_one_hot, output))
training_sess.run(train)
...makes training considerably slower, but it works.

Linear Function in Neural Network is producing large value as output

I am performing regression on the iris data set to predict its type. I have successfully performed classification using the same data and same neural network. For classification, I have used tanh as the activation function in all layers. But for regression, I am using tanh function in the hidden layer and identity function in the output layer.
import numpy as np
class BackPropagation:
weight =[]
output =[]
layers =0
eta = 0.1
def __init__(self, x):
self.layers = len(x)
for i in range(self.layers-2):
w = np.random.randn(x[i]+1,x[i+1]+1)
self.weight.append(w)
w = w = np.random.randn(x[-2]+1,x[-1])
self.weight.append(w)
def tanh(self,x):
return np.tanh(x)
def deriv_tanh(self,x):
return 1.0-(x**2)
def linear(self,x):
return x
def deriv_linear(self,x):
return 1
def training(self,in_data,target,epoch=100):
bias = np.atleast_2d(np.ones(in_data.shape[0])*(-1)).T
in_data = np.hstack((in_data,bias))
print("Training Starts ......")
while epoch!=0:
epoch-=1
self.output=[]
self.output.append(in_data)
# FORWARD PHASE
for j in range(self.layers-2):
y_in = np.dot(self.output[j],self.weight[j])
y_out = self.tanh(y_in)
self.output.append(y_out)
y_in = np.dot(self.output[-1],self.weight[-1])
y_out = self.linear(y_in)
self.output.append(y_out)
print("Weight Is")
for i in self.weight:
print(i)
# BACKWARD PHASE
error = self.output[-1]-target
print("ERROR IS")
print(np.mean(0.5*error*error))
delta=[]
delta_o = error * self.deriv_linear(self.output[-1])
delta.append(delta_o)
for k in reversed(range(self.layers-2)):
delta_h = np.dot(delta[-1],self.weight[k+1].T) * self.deriv_tanh(self.output[k+1])
delta.append(delta_h)
delta.reverse()
# WEIGHT UPDATE
for i in range(self.layers-1):
self.weight[i] -= (self.eta * np.dot(self.output[i].T, delta[i]))
print("Training complete !")
print("ACCURACY IS")
acc = (1.0-(0.5*error*error))*100
print(np.mean(acc))
def recall(self,in_data):
in_data = np.atleast_2d(in_data)
bias = np.atleast_2d(np.ones(in_data.shape[0])*(-1)).T
in_data = np.hstack((in_data,bias))
y_out = in_data.copy()
for i in range(self.layers-2):
y_in = np.dot(y_out,self.weight[i])
y_out = self.tanh(y_in).copy()
y_in = np.dot(y_out,self.weight[-1])
y_out = self.linear(y_in).copy()
return y_out
# MAIN
data = np.loadtxt("iris.txt",delimiter=",")
obj = BackPropagation([4,2,1])
in_data = data[:rows,:cols].copy()
target = data[:rows,cols:].copy()
obj.training(in_data,target)
print("ANSWER IS")
print(obj.recall(in_data))
The data set is something like this. Here, first 4 columns are features and last column contains the target value. There are 150 records like this in the data set.
5.1,3.5,1.4,0.2,0
4.9,3.0,1.4,0.2,0
5.0,3.6,1.4,0.2,0
5.4,3.9,1.7,0.4,0
4.6,3.4,1.4,0.3,0
7.0,3.2,4.7,1.4,1
6.4,3.2,4.5,1.5,1
6.9,3.1,4.9,1.5,1
5.5,2.3,4.0,1.3,1
6.3,3.3,6.0,2.5,2
5.8,2.7,5.1,1.9,2
7.1,3.0,5.9,2.1,2
6.3,2.9,5.6,1.8,2
After every epoch, the predicted value is increasing exponentially. And, within 50 epochs, the code gives INF or -INF as output. Instead of identity function, I also tried leaky ReLU, but still the output was INF. I have also tried varying learning rate , number of neurons in hidden layers, number of hidden layers, initial weight values, number of iterations etc.
So, how can I perform regression using neural network with back propagation of error ?
Use the mean squared error function for regression tasks. For classification tasks, one usually uses a softmax layer as output and optimizes the cross-entry cost function.

Editing TensorFlow Source to fix unbalanced data

I have highly unbalanced data in a two class problem that I am trying to use TensorFlow to solve with a NN. I was able to find a posting that exactly described the difficulty that I'm having and gave a solution which appears to address my problem. However I'm working with an assistant, and neither of us really knows python and so TensorFlow is being used like a black box for us. I have extensive (decades) of experience working in a variety of programming languages in various paradigms. That experience allows me to have a pretty good intuitive grasp of what I see happening in the code my assistant cobbled together to get a working model, but neither of us can follow what is going on enough to be able to tell exactly where in TensorFlow we need to make edits to get what we want.
I'm hoping someone with a good knowledge of Python and TensorFlow can look at this and just tell us something like, "Hey, just edit the file called xxx and at the lines at yyy," so we can get on with it.
Below, I have a link to the solution we want to implement, and I've also included the code my assistant wrote that initially got us up and running. Our code produces good results when our data is balanced, but when highly imbalanced, it tends to classify everything skewed to the larger class to get better results.
Here is a link to the solution we found that looks promising:
Loss function for class imbalanced binary classifier in Tensor flow
I've included the relevant code from this link below. Since I know that where we make these edits will depend on how we are using TensorFlow, I've also included our implementation immediately under it in the same code block with appropriate comments to make it clear what we want to add and what we are currently doing:
# Here is the stuff we need to add some place in the TensorFlow source code:
ratio = 31.0 / (500.0 + 31.0)
class_weight = tf.constant([[ratio, 1.0 - ratio]])
logits = ... # shape [batch_size, 2]
weight_per_label = tf.transpose( tf.matmul(labels
, tf.transpose(class_weight)) ) #shape [1, batch_size]
# this is the weight for each datapoint, depending on its label
xent = tf.mul(weight_per_label
, tf.nn.softmax_cross_entropy_with_logits(logits, labels, name="xent_raw") #shape [1, batch_size]
loss = tf.reduce_mean(xent) #shape 1
# NOW HERE IS OUR OWN CODE TO SHOW HOW WE ARE USING TensorFlow:
# (Obviously this is not in the same file in real life ...)
import os
os.environ['TF_CPP_MIN_LOG_LEVEL']='2'
import tensorflow as tf
import numpy as np
from math import exp
from PreProcessData import load_and_process_training_Data,
load_and_process_test_data
from PrintUtilities import printf, printResultCompare
tf.set_random_seed(0)
#==============================================================
# predefine file path
''' Unbalanced Training Data, hence there are 1:11 target and nontarget '''
targetFilePath = '/Volumes/Extend/BCI_TestData/60FeaturesVersion/Train1-35/tar.txt'
nontargetFilePath = '/Volumes/Extend/BCI_TestData/60FeaturesVersion/Train1-35/nontar.txt'
testFilePath = '/Volumes/Extend/BCI_TestData/60FeaturesVersion/Test41/feats41.txt'
labelFilePath = '/Volumes/Extend/BCI_TestData/60FeaturesVersion/Test41/labs41.txt'
# train_x,train_y =
load_and_process_training_Data(targetFilePath,nontargetFilePath)
train_x, train_y =
load_and_process_training_Data(targetFilePath,nontargetFilePath)
# test_x,test_y = load_and_process_test_data(testFilePath,labelFilePath)
test_x, test_y = load_and_process_test_data(testFilePath,labelFilePath)
# trained neural network path
save_path = "nn_saved_model/model.ckpt"
# number of classes
n_classes = 2 # in this case, target or non_target
# number of hidden layers
num_hidden_layers = 1
# number of nodes in each hidden layer
nodes_in_layer1 = 40
nodes_in_layer2 = 100
nodes_in_layer3 = 30 # We think: 3 layers is dangerous!! try to avoid it!!!!
# number of data features in each blocks
block_size = 3000 # computer may not have enough memory, so we divide the train into blocks
# number of times we iterate through training data
total_iterations = 1000
# terminate training if computed loss < supposed loss
expected_loss = 0.1
# max learning rate and min learnign rate
max_learning_rate = 0.002
min_learning_rate = 0.0002
# These are placeholders for some values in graph
# tf.placeholder(dtype, shape=None(optional), name=None(optional))
# It's a tensor to hold our datafeatures
x = tf.placeholder(tf.float32, [None,len(train_x[0])])
# Every row has either [1,0] for targ or [0,1] for non_target. placeholder to hold one hot value
Y_C = tf.placeholder(tf.int8, [None, n_classes])
# variable learning rate
lr = tf.placeholder(tf.float32)
# neural network model
def neural_network_model(data):
if (num_hidden_layers == 1):
# layers contain weights and bias for case like all neurons fired a 0 into the layer, we will need result out
# When using RELUs, make sure biases are initialised with small *positive* values for example 0.1 = tf.ones([K])/10
hidden_1_layer = {'weights': tf.Variable(tf.random_normal([len(train_x[0]), nodes_in_layer1])),
'bias': tf.Variable(tf.ones([nodes_in_layer1]) / 10)}
# no more bias when come to the output layer
output_layer = {'weights': tf.Variable(tf.random_normal([nodes_in_layer1, n_classes])),
'bias': tf.Variable(tf.zeros([n_classes]))}
# multiplication of the raw input data multipled by their unique weights (starting as random, but will be optimized)
l1 = tf.add(tf.matmul(data, hidden_1_layer['weights']), hidden_1_layer['bias'])
l1 = tf.nn.relu(l1)
# We repeat this process for each of the hidden layers, all the way down to our output, where we have the final values still being the multiplication of the input and the weights, plus the output layer's bias values.
Ylogits = tf.matmul(l1, output_layer['weights']) + output_layer['bias']
if (num_hidden_layers == 2):
# layers contain weights and bias for case like all neurons fired a 0 into the layer, we will need result out
# When using RELUs, make sure biases are initialised with small *positive* values for example 0.1 = tf.ones([K])/10
hidden_1_layer = {'weights': tf.Variable(tf.random_normal([len(train_x[0]), nodes_in_layer1])),
'bias': tf.Variable(tf.ones([nodes_in_layer1]) / 10)}
hidden_2_layer = {'weights': tf.Variable(tf.random_normal([nodes_in_layer1, nodes_in_layer2])),
'bias': tf.Variable(tf.ones([nodes_in_layer2]) / 10)}
# no more bias when come to the output layer
output_layer = {'weights': tf.Variable(tf.random_normal([nodes_in_layer2, n_classes])),
'bias': tf.Variable(tf.zeros([n_classes]))}
# multiplication of the raw input data multipled by their unique weights (starting as random, but will be optimized)
l1 = tf.add(tf.matmul(data, hidden_1_layer['weights']), hidden_1_layer['bias'])
l1 = tf.nn.relu(l1)
l2 = tf.add(tf.matmul(l1, hidden_2_layer['weights']), hidden_2_layer['bias'])
l2 = tf.nn.relu(l2)
# We repeat this process for each of the hidden layers, all the way down to our output, where we have the final values still being the multiplication of the input and the weights, plus the output layer's bias values.
Ylogits = tf.matmul(l2, output_layer['weights']) + output_layer['bias']
if (num_hidden_layers == 3):
# layers contain weights and bias for case like all neurons fired a 0 into the layer, we will need result out
# When using RELUs, make sure biases are initialised with small *positive* values for example 0.1 = tf.ones([K])/10
hidden_1_layer = {'weights':tf.Variable(tf.random_normal([len(train_x[0]), nodes_in_layer1])), 'bias':tf.Variable(tf.ones([nodes_in_layer1]) / 10)}
hidden_2_layer = {'weights':tf.Variable(tf.random_normal([nodes_in_layer1, nodes_in_layer2])), 'bias':tf.Variable(tf.ones([nodes_in_layer2]) / 10)}
hidden_3_layer = {'weights':tf.Variable(tf.random_normal([nodes_in_layer2, nodes_in_layer3])), 'bias':tf.Variable(tf.ones([nodes_in_layer3]) / 10)}
# no more bias when come to the output layer
output_layer = {'weights':tf.Variable(tf.random_normal([nodes_in_layer3, n_classes])), 'bias':tf.Variable(tf.zeros([n_classes]))}
# multiplication of the raw input data multipled by their unique weights (starting as random, but will be optimized)
l1 = tf.add(tf.matmul(data,hidden_1_layer['weights']), hidden_1_layer['bias'])
l1 = tf.nn.relu(l1)
l2 = tf.add(tf.matmul(l1,hidden_2_layer['weights']), hidden_2_layer['bias'])
l2 = tf.nn.relu(l2)
l3 = tf.add(tf.matmul(l2,hidden_3_layer['weights']), hidden_3_layer['bias'])
l3 = tf.nn.relu(l3)
# We repeat this process for each of the hidden layers, all the way down to our output, where we have the final values still being the multiplication of the input and the weights, plus the output layer's bias values.
Ylogits = tf.matmul(l3,output_layer['weights']) + output_layer['bias']
return Ylogits # return the neural network model
# set up the training process
def train_neural_network(x):
# produce the prediction base on output of nn model
Ylogits = neural_network_model(x)
# measure the error use build in cross entropy function, the value that we want to minimize
cross_entropy = tf.reduce_mean(tf.nn.softmax_cross_entropy_with_logits(logits=Ylogits, labels=Y_C))
# To optimize our cost (cross_entropy), reduce error, default learning_rate is 0.001, but you can change it, this case we use default
# optimizer = tf.train.GradientDescentOptimizer(0.003)
optimizer = tf.train.AdamOptimizer(lr)
train_step = optimizer.minimize(cross_entropy)
# start the session
with tf.Session() as sess:
# We initialize all of our variables first before start
sess.run(tf.global_variables_initializer())
# iterate epoch count time (cycles of feed forward and back prop), each epoch means neural see through all train_data once
for epoch in range(total_iterations):
# count the total cost per epoch, declining mean better result
epoch_loss=0
i=0
decay_speed = 150
# current learning rate
learning_rate = min_learning_rate + (max_learning_rate - min_learning_rate) * exp(-epoch/decay_speed)
# divide the dataset in to data_set/batch_size in case run out of memory
while i < len(train_x):
# load train data
start = i
end = i + block_size
batch_x = np.array(train_x[start:end])
batch_y = np.array(train_y[start:end])
train_data = {x: batch_x, Y_C: batch_y, lr: learning_rate}
# train
# sess.run(train_step,feed_dict=train_data)
# run optimizer and cost against batch of data.
_, c = sess.run([train_step, cross_entropy], feed_dict=train_data)
epoch_loss += c
i+=block_size
# print iteration status
printf("epoch: %5d/%d , loss: %f", epoch, total_iterations, epoch_loss)
# terminate training when loss < expected_loss
if epoch_loss < expected_loss:
break
# how many predictions we made that were perfect matches to their labels
# test model
# test data
test_data = {x:test_x, Y_C:test_y}
# calculate accuracy
correct_prediction = tf.equal(tf.argmax(Ylogits, 1), tf.argmax(Y_C, 1))
accuracy = tf.reduce_mean(tf.cast(correct_prediction, 'float'))
print('Accuracy:',accuracy.eval(test_data))
# result matrix, return the position of 1 in array
result = (sess.run(tf.argmax(Ylogits.eval(feed_dict=test_data),1)))
answer = []
for i in range(len(test_y)):
if test_y[i] == [0,1]:
answer.append(1)
elif test_y[i]==[1,0]:
answer.append(0)
answer = np.array(answer)
printResultCompare(result,answer)
# save the prediction of correctness
np.savetxt('nn_prediction.txt', Ylogits.eval(feed_dict={x: test_x}), delimiter=',',newline="\r\n")
# save the nn model for later use again
# 'Saver' op to save and restore all the variables
saver = tf.train.Saver()
saver.save(sess, save_path)
#print("Model saved in file: %s" % save_path)
# load the trained neural network model
def test_loaded_neural_network(trained_NN_path):
Ylogits = neural_network_model(x)
saver = tf.train.Saver()
with tf.Session() as sess:
# load saved model
saver.restore(sess, trained_NN_path)
print("Loading variables from '%s'." % trained_NN_path)
np.savetxt('nn_prediction.txt', Ylogits.eval(feed_dict={x: test_x}), delimiter=',',newline="\r\n")
# test model
# result matrix
result = (sess.run(tf.argmax(Ylogits.eval(feed_dict={x:test_x}),1)))
# answer matrix
answer = []
for i in range(len(test_y)):
if test_y[i] == [0,1]:
answer.append(1)
elif test_y[i]==[1,0]:
answer.append(0)
answer = np.array(answer)
printResultCompare(result,answer)
# calculate accuracy
correct_prediction = tf.equal(tf.argmax(Ylogits, 1), tf.argmax(Y_C, 1))
print(Ylogits.eval(feed_dict={x: test_x}).shape)
train_neural_network(x)
#test_loaded_neural_network(save_path)
So, can anyone help point us to the right place to make the edits that we need to make to resolve our problem? (i.e. what is the name of the file we need to edit, and where is it located.) Thanks in advance!
-gt-
The answer you want:
You should add these codes in your train_neural_network(x) function.
ratio = (num of classes 1) / ((num of classes 0) + (num of classes 1))
class_weight = tf.constant([[ratio, 1.0 - ratio]])
Ylogits = neural_network_model(x)
weight_per_label = tf.transpose( tf.matmul(Y_C , tf.transpose(class_weight)) )
cross_entropy = tf.reduce_mean( tf.mul(weight_per_label, tf.nn.softmax_cross_entropy_with_logits(logits=Ylogits, labels=Y_C) ) )
optimizer = tf.train.AdamOptimizer(lr)
train_step = optimizer.minimize(cross_entropy)
instead of these lines:
Ylogits = neural_network_model(x)
# measure the error use build in cross entropy function, the value that we want to minimize
cross_entropy = tf.reduce_mean(tf.nn.softmax_cross_entropy_with_logits(logits=Ylogits, labels=Y_C))
# To optimize our cost (cross_entropy), reduce error, default learning_rate is 0.001, but you can change it, this case we use default
# optimizer = tf.train.GradientDescentOptimizer(0.003)
optimizer = tf.train.AdamOptimizer(lr)
train_step = optimizer.minimize(cross_entropy)
More Details:
Since in neural network, we calculate the error of prediction with respect to the targets( the true labels ), in your case, you use the cross entropy error which finds the sum of targets multiple Log of predicted probabilities.
The optimizer of network backpropagates to minimize the error to achieve more accuracy.
Without weighted loss, the weight for each class are equals, so optimizer reduce the error for the classes which have more amount and overlook the other class.
So in order to prevent this phenomenon, we should force the optimizer to backpropogate larger error for class with small amount, to do this we should multiply the errors with a scalar.
I hope it was useful :)

Convergence of LSTM network using Tensorflow

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?

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