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How to access all outputs from a single custom loss function in keras

I'm trying to reproduce the architecture of the network proposed in this publication in tensorFlow. Being a total beginner to this, I've been using this tutorial as a base to work on, using tensorflow==2.3.2.
To train this network, they use a loss which implies outputs from two branches of the network at the same time, which made me look towards custom losses function in keras. I've got that you can define your own, as long as the definition of the function looks like the following:
def custom_loss(y_true, y_pred):
I also understood that you could give other arguments like so:
def loss_function(margin=0.3):
def custom_loss(y_true, y_pred):
# And now you can use margin
You then just have to call these while compiling your model. When it comes to using multiple outputs, the most common approach seem to be the one proposed here, where you would give several losses functions, one being called for each of your output.
However, I could not find a solution to give several outputs to a loss function, which is what I need here.
To further explain it, here is a minimal working example showing what I've tried, which you can try for yourself in this collab.
import os
import tensorflow as tf
import keras.backend as K
from tensorflow.keras import datasets, layers, models, applications, losses
from tensorflow.keras.preprocessing import image_dataset_from_directory
_URL = 'https://storage.googleapis.com/mledu-datasets/cats_and_dogs_filtered.zip'
path_to_zip = tf.keras.utils.get_file('cats_and_dogs.zip', origin=_URL, extract=True)
PATH = os.path.join(os.path.dirname(path_to_zip), 'cats_and_dogs_filtered')
train_dir = os.path.join(PATH, 'train')
validation_dir = os.path.join(PATH, 'validation')
BATCH_SIZE = 32
IMG_SIZE = (160, 160)
IMG_SHAPE = IMG_SIZE + (3,)
train_dataset = image_dataset_from_directory(train_dir,
shuffle=True,
batch_size=BATCH_SIZE,
image_size=IMG_SIZE)
validation_dataset = image_dataset_from_directory(validation_dir,
shuffle=True,
batch_size=BATCH_SIZE,
image_size=IMG_SIZE)
data_augmentation = tf.keras.Sequential([
layers.experimental.preprocessing.RandomFlip('horizontal'),
layers.experimental.preprocessing.RandomRotation(0.2),
])
preprocess_input = applications.resnet50.preprocess_input
base_model = applications.ResNet50(input_shape=IMG_SHAPE,
include_top=False,
weights='imagenet')
base_model.trainable = True
conv = layers.Conv2D(filters=128, kernel_size=(1,1))
global_pooling = layers.GlobalAveragePooling2D()
horizontal_pooling = layers.AveragePooling2D(pool_size=(1, 5))
reshape = layers.Reshape((-1, 128))
def custom_loss(y_true, y_pred):
print(y_pred.shape)
# Do some stuffs involving both outputs
# Returning something trivial here for correct behavior
return K.mean(y_pred)
inputs = tf.keras.Input(shape=IMG_SHAPE)
x = data_augmentation(inputs)
x = preprocess_input(x)
x = base_model(x, training=True)
first_branch = global_pooling(x)
second_branch = conv(x)
second_branch = horizontal_pooling(second_branch)
second_branch = reshape(second_branch)
model = tf.keras.Model(inputs, [first_branch, second_branch])
base_learning_rate = 0.0001
model.compile(optimizer=tf.keras.optimizers.Adam(lr=base_learning_rate),
loss=custom_loss,
metrics=['accuracy'])
model.summary()
initial_epochs = 10
history = model.fit(train_dataset,
epochs=initial_epochs,
validation_data=validation_dataset)
while doing so, I thought that the y_pred given to loss function would be a list, containing both outputs. However, while running it, what I've got in stdout was this:
Epoch 1/10
(None, 2048)
(None, 5, 128)
What I understand from this is that the loss function is called with every output, one by one, instead of being called once with all the outputs, which means I can't define a loss that would use both the outputs at the same time. Is there any way to achieve this?
Please let me know if I'm unclear, or if you need further details.

I had the same problem trying to implement Triplet_Loss function.
I refered to Keras's implementation for Siamese Network with Triplet Loss Function but something didnt work out and I had to implement the network by myself.
def get_siamese_model(input_shape, conv2d_filters):
# Define the tensors for the input images
anchor_input = Input(input_shape, name="Anchor_Input")
positive_input = Input(input_shape, name="Positive_Input")
negative_input = Input(input_shape, name="Negative_Input")
body = build_body(input_shape, conv2d_filters)
# Generate the feature vectors for the images
encoded_a = body(anchor_input)
encoded_p = body(positive_input)
encoded_n = body(negative_input)
distance = DistanceLayer()(encoded_a, encoded_p, encoded_n)
# Connect the inputs with the outputs
siamese_net = Model(inputs=[anchor_input, positive_input, negative_input],
outputs=distance)
return siamese_net
and the "bug" was in DistanceLayer Implementation Keras posted (also in the same link above).
class DistanceLayer(tf.keras.layers.Layer):
"""
This layer is responsible for computing the distance between the anchor
embedding and the positive embedding, and the anchor embedding and the
negative embedding.
"""
def __init__(self, **kwargs):
super().__init__(**kwargs)
def call(self, anchor, positive, negative):
ap_distance = tf.math.reduce_sum(tf.math.square(anchor - positive), axis=1, keepdims=True, name='ap_distance')
an_distance = tf.math.reduce_sum(tf.math.square(anchor - negative), axis=1, keepdims=True, name='an_distance')
return (ap_distance, an_distance)
When I was training the model, the loss function took only one of the vectors ap_distance or an_distance.
FINALLY, THE FIX WAS to concatenate the vectors together (along axis=1 this case) and on the loss function, take them apart:
def call(self, anchor, positive, negative):
ap_distance = tf.math.reduce_sum(tf.math.square(anchor - positive), axis=1, keepdims=True, name='ap_distance')
an_distance = tf.math.reduce_sum(tf.math.square(anchor - negative), axis=1, keepdims=True, name='an_distance')
return tf.concat([ap_distance, an_distance], axis=1)
on my custom loss:
def get_loss(margin=1.0):
def triplet_loss(y_true, y_pred):
# The output of the network is NOT A tuple, but a matrix shape (batch_size, 2),
# containing the distances between the anchor and the positive example,
# and the anchor and the negative example.
ap_distance = y_pred[:, 0]
an_distance = y_pred[:, 1]
# Computing the Triplet Loss by subtracting both distances and
# making sure we don't get a negative value.
loss = tf.math.maximum(ap_distance - an_distance + margin, 0.0)
# tf.print("\n", ap_distance, an_distance)
# tf.print(f"\n{loss}\n")
return loss
return triplet_loss

Ok, here is an easy way to achieve this. We can achieve this by using the loss_weights parameter. We can weigh multiple outputs exactly the same so that we can get the combined loss results. So, for two output we can do
loss_weights = 1*output1 + 1*output2
In your case, your network has two outputs, by the name they are reshape, and global_average_pooling2d. You can do now as follows
# calculation of loss for one output, i.e. reshape
def reshape_loss(y_true, y_pred):
# do some math with these two
return K.mean(y_pred)
# calculation of loss for another output, i.e. global_average_pooling2d
def gap_loss(y_true, y_pred):
# do some math with these two
return K.mean(y_pred)
And while compiling now you need to do as this
model.compile(
optimizer=tf.keras.optimizers.Adam(lr=base_learning_rate),
loss = {
'reshape':reshape_loss,
'global_average_pooling2d':gap_loss
},
loss_weights = {
'reshape':1.,
'global_average_pooling2d':1.
}
)
Now, the loss is the result of 1.*reshape + 1.*global_average_pooling2d.

Character-based Text Classification with Triplet Loss

Im trying to implement a text-classifier using triplet loss to classify different job descriptions into categories based on this paper. But whatever i do, the classifier yields very bad results.
For the embedding i followed this tutorial and the NN architecture is based on this article.
I create my encodings using:
max_char_len = 20
group_numbers = range(0, len(job_groups))
char_vocabulary = {'PAD':0}
X_char = []
y_temp = []
i = 1
for group, number in zip(job_groups, group_numbers):
for job in group:
job_cleaned = some_cleaning_function(job)
job_enc = []
for c in job_cleaned:
if c in char_vocabulary.keys():
job_enc.append(char_vocabulary[c])
else:
char_vocabulary[c] = i
job_enc.append(char_vocabulary[c])
i+=1
X_char.append(job_enc)
y_temp.append(number)
X_char = pad_sequences(X_char, maxlen = max_char_length, truncating='post')
My Neural Network is set up the following way:
def create_base_model():
char_in = Input(shape=(max_char_length,), name='Char_Input')
char_enc = Embedding(input_dim=len(char_vocabulary)+1, output_dim=20, mask_zero=True,name='Char_Embedding')(char_in)
x = Bidirectional(LSTM(64, return_sequences=True, recurrent_dropout=0.2, dropout=0.4))(char_enc)
x = Bidirectional(LSTM(64, return_sequences=True, recurrent_dropout=0.2, dropout=0.4))(x)
x = Bidirectional(LSTM(64, return_sequences=True, recurrent_dropout=0.2, dropout=0.4))(x)
x = Bidirectional(LSTM(64, return_sequences=False, recurrent_dropout=0.2, dropout=0.4))(x)
out = Dense(128, activation = "softmax")(x)
return Model(char_in, out)
def get_siamese_triplet_char():
anchor_input_c = Input(shape=(max_char_length,),name='Char_Input_Anchor')
pos_input_c = Input(shape=(max_char_length,),name='Char_Input_Positive')
neg_input_c = Input(shape=(max_char_length,),name='Char_Input_Negative')
base_model = create_base_model(encoding_generator)
encoded_anchor = base_model(anchor_input_c)
encoded_positive = base_model(pos_input_c)
encoded_negative = base_model(neg_input_c)
inputs = [anchor_input_c, pos_input_c, neg_input_c]
outputs = [encoded_anchor, encoded_positive, encoded_negative]
siamese_triplet = Model(inputs, outputs)
siamese_triplet.add_loss((triplet_loss(outputs)))
siamese_triplet.compile(loss=None, optimizer='adam')
return siamese_triplet, base_model
The triplet loss is defined as follows:
def triplet_loss(inputs):
anchor, positive, negative = inputs
positive_distance = K.square(anchor - positive)
negative_distance = K.square(anchor - negative)
positive_distance = K.sqrt(K.sum(positive_distance, axis=-1, keepdims = True))
negative_distance = K.sqrt(K.sum(negative_distance, axis=-1, keepdims = True))
loss = positive_distance - negative_distance
loss = K.maximum(0.0, 1 + loss)
return K.mean(loss)
The model is then trained with:
siamese_triplet_char.fit(x=
[Anchor_chars_train,
Positive_chars_train,
Negative_chars_train],
shuffle=True, batch_size=8, epochs=22, verbose=1)
My goal is to: First, train the network with no label data in order to minimize the space of the different phrases and second, add a classification layer and create the final classifier.
My general problem is that even the first phase shows sinking cost-values it overfits and the validation results jump around and the second phase fails badly as I'm not able to train the model to actually classify.
My questions are the following:
Could someone explain the Embedding Architecture? What is the output dimension refering to? The individual characters? Would that even make sense? Or is there a better way to encode the input data?
How can i add validation_data to a network that does not contain labeled data? I could use validation_split, but i would rather prefer passing specific data to validate as my data is stratified.
Is there a reason why the classification does not work? Applying a simple K-Nearest Neighbor algorithm achieves at best 0.5 accuracy! Is it because of the data? Or is there a systematic error in my system?
All ideas and suggestions are really appreciated!

Keras historical averaging custom loss function

I am currently experimenting with generative adversarial networks in Keras.
As proposed in this paper, I want to use the historical averaging loss function. Meaning that I want to penalize the change of the network weights.
I am not sure how to implement it in a clever way.
I was implementing the custom loss function according to the answer to this post.
def historical_averaging_wrapper(current_weights, prev_weights):
def historical_averaging(y_true, y_pred):
diff = 0
for i in range(len(current_weights)):
diff += abs(np.sum(current_weights[i]) + np.sum(prev_weights[i]))
return K.binary_crossentropy(y_true, y_pred) + diff
return historical_averaging
The weights of the network are penalized, and the weights are changing after each batch of data.
My first idea was to update the loss function after each batch.
Roughly like this:
prev_weights = model.get_weights()
for i in range(len(data)/batch_len):
current_weights = model.get_weights()
model.compile(loss=historical_averaging_wrapper(current_weights, prev_weights), optimizer='adam')
model.fit(training_data[i*batch_size:(i+1)*batch_size], training_labels[i*batch_size:(i+1)*batch_size], epochs=1, batch_size=batch_size)
prev_weights = current_weights
Is this reasonable? That approach seems to be a bit "messy" in my opinion.
Is there another possibility to do this in a "smarter" way?
Like maybe updating the loss function in a data generator and use fit_generator()?
Thanks in advance.

Loss functions are operations on the graph using tensors.
You can define additional tensors in the loss function to hold previous values. This is an example:
import tensorflow as tf
import tensorflow.keras.backend as K
keras = tf.keras
class HistoricalAvgLoss(object):
def __init__(self, model):
# create tensors (initialized to zero) to hold the previous value of the
# weights
self.prev_weights = []
for w in model.get_weights():
self.prev_weights.append(K.variable(np.zeros(w.shape)))
def loss(self, y_true, y_pred):
err = keras.losses.mean_squared_error(y_true, y_pred)
werr = [K.mean(K.abs(c - p)) for c, p in zip(model.get_weights(), self.prev_weights)]
self.prev_weights = K.in_train_phase(
[K.update(p, c) for c, p in zip(model.get_weights(), self.prev_weights)],
self.prev_weights
)
return K.in_train_phase(err + K.sum(werr), err)
The variable prev_weights holds the previous values. Note that we added a K.update operation after the weight errors are calculated.
A sample model for testing:
model = keras.models.Sequential([
keras.layers.Input(shape=(4,)),
keras.layers.Dense(8),
keras.layers.Dense(4),
keras.layers.Dense(1),
])
loss_obj = HistoricalAvgLoss(model)
model.compile('adam', loss_obj.loss)
model.summary()
Some test data and objective function:
import numpy as np
def test_fn(x):
return x[0]*x[1] + 2.0 * x[1]**2 + x[2]/x[3] + 3.0 * x[3]
X = np.random.rand(1000, 4)
y = np.apply_along_axis(test_fn, 1, X)
hist = model.fit(X, y, validation_split=0.25, epochs=10)
The model losses decrease over time, in my test.

Issue of batch sizes when using custom loss functions in Keras

I am doing a slight modification of a standard neural network by defining a custom loss function. The custom loss function depends not only on y_true and y_pred, but also on the training data. I implemented it using the wrapping solution described here.
Specifically, I wanted to define a custom loss function that is the standard mse plus the mse between the input and the square of y_pred:
def custom_loss(x_true)
def loss(y_true, y_pred):
return K.mean(K.square(y_pred - y_true) + K.square(y_true - x_true))
return loss
Then I compile the model using
model_custom.compile(loss = custom_loss( x_true=training_data ), optimizer='adam')
fit the model using
model_custom.fit(training_data, training_label, epochs=100, batch_size = training_data.shape[0])
All of the above works fine, because the batch size is actually the number of all the training samples.
But if I set a different batch_size (e.g., 10) when I have 1000 training samples, there will be an error
Incompatible shapes: [1000] vs. [10].
It seems that Keras is able to automatically adjust the size of the inputs to its own loss function base on the batch size, but cannot do so for the custom loss function.
Do you know how to solve this issue?
Thank you!
==========================================================================
* Update: the batch size issue is solved, but another issue occurred
Thank you, Ori, for the suggestion of concatenating the input and output layers! It "worked", in the sense that the codes can run under any batch size. However, it seems that the result from training the new model is wrong... Below is a simplified version of the codes to demonstrate the problem:
import numpy as np
import scipy.io
import keras
from keras import backend as K
from keras.models import Model
from keras.layers import Input, Dense, Activation
from numpy.random import seed
from tensorflow import set_random_seed
def custom_loss(y_true, y_pred): # this is essentially the mean_square_error
mse = K.mean( K.square( y_pred[:,2] - y_true ) )
return mse
# set the seeds so that we get the same initialization across different trials
seed_numpy = 0
seed_tensorflow = 0
# generate data of x = [ y^3 y^2 ]
y = np.random.rand(5000+1000,1) * 2 # generate 5000 training and 1000 testing samples
x = np.concatenate( ( np.power(y, 3) , np.power(y, 2) ) , axis=1 )
training_data = x[0:5000:1,:]
training_label = y[0:5000:1]
testing_data = x[5000:6000:1,:]
testing_label = y[5000:6000:1]
# build the standard neural network with one hidden layer
seed(seed_numpy)
set_random_seed(seed_tensorflow)
input_standard = Input(shape=(2,)) # input
hidden_standard = Dense(10, activation='relu', input_shape=(2,))(input_standard) # hidden layer
output_standard = Dense(1, activation='linear')(hidden_standard) # output layer
model_standard = Model(inputs=[input_standard], outputs=[output_standard]) # build the model
model_standard.compile(loss='mean_squared_error', optimizer='adam') # compile the model
model_standard.fit(training_data, training_label, epochs=50, batch_size = 500) # train the model
testing_label_pred_standard = model_standard.predict(testing_data) # make prediction
# get the mean squared error
mse_standard = np.sum( np.power( testing_label_pred_standard - testing_label , 2 ) ) / 1000
# build the neural network with the custom loss
seed(seed_numpy)
set_random_seed(seed_tensorflow)
input_custom = Input(shape=(2,)) # input
hidden_custom = Dense(10, activation='relu', input_shape=(2,))(input_custom) # hidden layer
output_custom_temp = Dense(1, activation='linear')(hidden_custom) # output layer
output_custom = keras.layers.concatenate([input_custom, output_custom_temp])
model_custom = Model(inputs=[input_custom], outputs=[output_custom]) # build the model
model_custom.compile(loss = custom_loss, optimizer='adam') # compile the model
model_custom.fit(training_data, training_label, epochs=50, batch_size = 500) # train the model
testing_label_pred_custom = model_custom.predict(testing_data) # make prediction
# get the mean squared error
mse_custom = np.sum( np.power( testing_label_pred_custom[:,2:3:1] - testing_label , 2 ) ) / 1000
# compare the result
print( [ mse_standard , mse_custom ] )
Basically, I have a standard one-hidden-layer neural network, and a custom one-hidden-layer neural network whose output layer is concatenated with the input layer. For testing purpose, I did not use the concatenated input layer in the custom loss function, because I wanted to see if the custom network can reproduce the standard neural network. Since the custom loss function is equivalent to the standard 'mean_squared_error' loss, both networks should have the same training results (I also reset the random seeds to make sure that they have the same initialization).
However, the training results are very different. It seems that the concatenation makes the training process different? Any ideas?
Thank you again for all your help!
Final update: Ori's approach of concatenating input and output layers works, and is verified by using the generator. Thanks!!

The problem is that when compiling the model, you set x_true to be a static tensor, in the size of all the samples. While the input for keras loss functions are the y_true and y_pred, where each of them is of size [batch_size, :].
As I see it there are 2 options you can solve this, the first one is using a generator for creating the batches, in such a way that you will have control over which indices are evaluated each time, and at the loss function you could slice the x_true tensor to fit the samples being evaluated:
def custom_loss(x_true)
def loss(y_true, y_pred):
x_true_samples = relevant_samples(x_true)
return K.mean(K.square(y_pred - y_true) + K.square(y_true - x_true_samples))
return loss
This solution can be complicated, what I would suggest is a simpler workaround -
Concatenate the input layer with the output layer, such that your new output will be of the form original_output , input.
Now you can use a new modified loss function:
def loss(y_true, y_pred):
return K.mean(K.square(y_pred[:,:output_shape] - y_true[:,:output_shape]) +
K.square(y_true[:,:output_shape] - y_pred[:,outputshape:))
Now your new loss function will take in account both the input data, and the prediction.
Edit:
Note that while you set the seed, your models are not exactly the same, and as you did not use a generator, you let keras choose the batches, and for different models he might pick different samples.
As your model does not converge, different samples can lead to different results.
I added a generator to your code, to verify the samples we pick for training, now you can see both results are the same:
def custom_loss(y_true, y_pred): # this is essentially the mean_square_error
mse = keras.losses.mean_squared_error(y_true, y_pred[:,2])
return mse
def generator(x, y, batch_size):
curIndex = 0
batch_x = np.zeros((batch_size,2))
batch_y = np.zeros((batch_size,1))
while True:
for i in range(batch_size):
batch_x[i] = x[curIndex,:]
batch_y[i] = y[curIndex,:]
i += 1;
if i == 5000:
i = 0
yield batch_x, batch_y
# set the seeds so that we get the same initialization across different trials
seed_numpy = 0
seed_tensorflow = 0
# generate data of x = [ y^3 y^2 ]
y = np.random.rand(5000+1000,1) * 2 # generate 5000 training and 1000 testing samples
x = np.concatenate( ( np.power(y, 3) , np.power(y, 2) ) , axis=1 )
training_data = x[0:5000:1,:]
training_label = y[0:5000:1]
testing_data = x[5000:6000:1,:]
testing_label = y[5000:6000:1]
batch_size = 32
# build the standard neural network with one hidden layer
seed(seed_numpy)
set_random_seed(seed_tensorflow)
input_standard = Input(shape=(2,)) # input
hidden_standard = Dense(10, activation='relu', input_shape=(2,))(input_standard) # hidden layer
output_standard = Dense(1, activation='linear')(hidden_standard) # output layer
model_standard = Model(inputs=[input_standard], outputs=[output_standard]) # build the model
model_standard.compile(loss='mse', optimizer='adam') # compile the model
#model_standard.fit(training_data, training_label, epochs=50, batch_size = 10) # train the model
model_standard.fit_generator(generator(training_data,training_label,batch_size), steps_per_epoch= 32, epochs= 100)
testing_label_pred_standard = model_standard.predict(testing_data) # make prediction
# get the mean squared error
mse_standard = np.sum( np.power( testing_label_pred_standard - testing_label , 2 ) ) / 1000
# build the neural network with the custom loss
seed(seed_numpy)
set_random_seed(seed_tensorflow)
input_custom = Input(shape=(2,)) # input
hidden_custom = Dense(10, activation='relu', input_shape=(2,))(input_custom) # hidden layer
output_custom_temp = Dense(1, activation='linear')(hidden_custom) # output layer
output_custom = keras.layers.concatenate([input_custom, output_custom_temp])
model_custom = Model(inputs=input_custom, outputs=output_custom) # build the model
model_custom.compile(loss = custom_loss, optimizer='adam') # compile the model
#model_custom.fit(training_data, training_label, epochs=50, batch_size = 10) # train the model
model_custom.fit_generator(generator(training_data,training_label,batch_size), steps_per_epoch= 32, epochs= 100)
testing_label_pred_custom = model_custom.predict(testing_data)
# get the mean squared error
mse_custom = np.sum( np.power( testing_label_pred_custom[:,2:3:1] - testing_label , 2 ) ) / 1000
# compare the result
print( [ mse_standard , mse_custom ] )

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?