Training LSTM network and predicting with different starting points - python

This is a simple example of using LSTM cell from tensor flow. I am generating a sin wave and training my network for ten periods and I'm trying to predict the eleventh period. The predictor values X are one epoch lag of the true y. After training, I save the session to the disk and I restore it at prediction time - this is typical of training and deploying models to production.
When I predict the last period, y_predicted is matching very well the true y.
If I try to predict the sin wave using an arbitrary starting point, (i.e. uncomment line 114)
test_data = test_data[16:]
such that the true values of y would be shifted by a quarter period, it seems like the LSTM prediction still starts at zero and it takes a couple of epochs to catch up with the true values, eventually matching the previous prediction. As a matter of fact it seems that the prediction in the second case is still a full sin wave instead of the 3/4 wave.
What is the reason why this is happening. If I implement a regressor I would like to use it starting with any point.
https://github.com/fbora/mytensorflow/issues/1
import os
import pandas as pd
import numpy as np
import tensorflow as tf
import tensorflow.contrib.rnn as rnn
def sin_signal():
'''
generate a sin function
the train set is ten periods in length
the test set is one additional period
the return variable is in pandas format for easy plotting
'''
phase = np.arange(0, 2*np.pi*11, 0.1)
y = np.sin(phase)
data = pd.DataFrame.from_dict({'phase': phase, 'y':y})
# fill the last element by 0 - it's the end of the period anyways
data['X'] = data.y.shift(-1).fillna(0.0)
train_data = data[data.phase<=2*np.pi*10].copy()
test_data = data[data.phase>2*np.pi*10].copy()
return train_data, test_data
class lstm_model():
def __init__(self, size_x, size_y, num_units=32, num_layers=3, keep_prob=0.5):
# def single_unit():
# return rnn.DropoutWrapper(
# rnn.LSTMCell(num_units), output_keep_prob=keep_prob)
def single_unit():
return rnn.LSTMCell(num_units)
self.graph = tf.Graph()
with self.graph.as_default():
'''input place holders'''
self.X = tf.placeholder(tf.float32, [None, size_x], name='X')
self.y = tf.placeholder(tf.float32, [None, size_y], name='y')
'''network'''
cell = rnn.MultiRNNCell([single_unit() for _ in range(num_layers)])
X = tf.expand_dims(self.X, -1)
val, state = tf.nn.dynamic_rnn(cell, X, time_major=True, dtype=tf.float32)
val = tf.transpose(val, [1, 0, 2])
last = tf.gather(val, int(val.get_shape()[0])-1)
weights = tf.Variable(tf.truncated_normal([num_units, size_y], 0.0, 1.0), name='weights')
bias = tf.Variable(tf.zeros(size_y), name='bias')
predicted_y = tf.nn.xw_plus_b(last, weights, bias, name='predicted_y')
'''optimizer'''
optimizer = tf.train.AdamOptimizer(name='adam_optimizer')
global_step = tf.Variable(0, trainable=False, name='global_step')
self.loss = tf.reduce_mean(tf.squared_difference(predicted_y, self.y), name='mse_loss')
self.train_op = optimizer.minimize(self.loss, global_step=global_step, name='training_op')
'''initializer'''
self.init_op = tf.global_variables_initializer()
class lstm_regressor():
def __init__(self):
if not os.path.isdir('./check_pts'):
os.mkdir('./check_pts')
#staticmethod
def get_shape(dataframe):
df_shape = dataframe.shape
num_rows = df_shape[0]
num_cols = 1 if len(df_shape)<2 else df_shape[1]
return num_rows, num_cols
def train(self, X_train, y_train, iterations):
train_pts, size_x = lstm_regressor.get_shape(X_train)
train_pts, size_y = lstm_regressor.get_shape(y_train)
model = lstm_model(size_x=size_x, size_y=size_y, num_units=32, num_layers=1)
with tf.Session(graph=model.graph) as sess:
sess.run(model.init_op)
saver = tf.train.Saver()
feed_dict={
model.X: X_train.values.reshape(-1, size_x),
model.y: y_train.values.reshape(-1, size_y)
}
for step in range(iterations):
_, loss = sess.run([model.train_op, model.loss], feed_dict=feed_dict)
if step%100==0:
print('step={}, loss={}'.format(step, loss))
saver.save(sess, './check_pts/lstm')
def predict(self, X_test):
test_pts, size_x = lstm_regressor.get_shape(X_test)
X_np = X_test.values.reshape(-1, size_x)
graph = tf.Graph()
with graph.as_default():
with tf.Session() as sess:
sess.run(tf.global_variables_initializer())
saver = tf.train.import_meta_graph('./check_pts/lstm.meta')
saver.restore(sess, './check_pts/lstm')
X = graph.get_tensor_by_name('X:0')
y_tf = graph.get_tensor_by_name('predicted_y:0')
y_np = sess.run(y_tf, feed_dict={X: X_np})
return y_np.reshape(test_pts)
def main():
train_data, test_data = sin_signal()
regressor = lstm_regressor()
regressor.train(train_data.X, train_data.y, iterations=1000)
# test_data = test_data[16:]
y_predicted = regressor.predict(test_data.X)
test_data['y_predicted'] = y_predicted
test_data[['y', 'y_predicted']].plot()
if __name__ == '__main__':
main()

I suspect that since you are starting your predictions at an arbitrary starting point in the future, there is a gap of values between what your model was trained on and what it is starting to see for predictions, and the State of your LSTM has not updated with the values in that gap?
*** UPDATE:
In your code, you have this:
val, state = tf.nn.dynamic_rnn(cell, X, time_major=True, dtype=tf.float32)
and then during training this:
_, loss = sess.run([model.train_op, model.loss], feed_dict=feed_dict)
I would suggest feeding the initial State into dynamic_rnn and re-feeding the updated state at each training iteration, something like this:
inState = tf.placeholder(tf.float32, [YOUR_DIMENSIONS], name='inState')
val, state = tf.nn.dynamic_rnn(cell, X, time_major=True, dtype=tf.float32, initial_state=inState)
And during training:
iState = np.zeros([YOUR_DIMENSIONS])
feed_dict={
model.X: X_train.values.reshape(-1, size_x),
model.y: y_train.values.reshape(-1, size_y),
inState: iState # feed initial value for state placeholder
}
_, loss, oState = sess.run([model.train_op, model.loss, model.state], feed_dict=feed_dict) # run one additional variable from the session
iState = oState # assign latest out-state to be re-fed as in-state
So, this way your model not only learns the parameters during training, but also keeps track of everything that it's seen during training in the State. NOW, you save this State with the rest of your session and use it during the prediction stage.
The small difficulty with this is that technically this State is a placeholder, so it won't be saved in the Graph automatically in my experience. So you create another variable manually at the end of training and assign the State to it; this way it is saved in the graph for later:
# make sure this variable is declared BEFORE the saver is declared
savedState = tf.get_variable('savedState', shape=[YOUR_DIMENSIONS])
# then, at the end of training:
assignOp = tf.assign(savedState, oState)
sess.run(assignOp)
# now save your graph
So now once you restore the Graph, if you want to start your predictions after some artificial gap, then somehow you still have to run your model through this gap so as to update the state. In my case, I just run one dummy prediction for the whole gap, just so as to update the state, and then you continue at your normal intervals from here.
Hope this helps...

Related

Training a tensorflow model with an intermediate function call in training loop

I am trying to train a simple neural network where the input data is taken from a matlab simulink simulation and the output is then fed back into a different matlab simulink simulation. My code is as follows:
import tensorflow as tf
from tensorflow import keras
from tensorflow.keras import layers
import matplotlib.pyplot as plt
import numpy as np
import pandas as pd
import random
def get_pid_values():
# call simulink model that just produces PID values
return random.random()
def get_plant(intermediate_val):
# get plant output.
return random.random()
class CustomDataGen(tf.keras.utils.Sequence):
def __init__(self, df, X_col,
batch_size,
input_size=(1,),
shuffle=True):
self.df = df.copy()
self.X_col = X_col
self.batch_size = batch_size
self.input_size = input_size
self.shuffle = shuffle
self.n = len(self.df)
def __get_input(self, index):
# Need to adjust this to support retrieving ref voltage.
return self.df[self.X_col].iloc[index]
def on_epoch_end(self):
if self.shuffle:
self.df = self.df.sample(frac=1).reset_index(drop=True)
def __getitem__(self, index):
X = self.__get_input(index)
return X
def __len__(self):
return self.n // self.batch_size
def get_model(input_shape, hidden, output_shape):
inputs = keras.layers.Input(shape=input_shape)
x = layers.Dense(hidden, activation="relu")(inputs)
x = layers.Dense(hidden, activation='relu')(x)
outputs = layers.Dense(output_shape)(x)
model = keras.Model(inputs=inputs, outputs=outputs, name="pid-modifier")
return model
loss_object = tf.keras.losses.MeanSquaredError()
def loss(y_ref, y_plant):
y_ = y_plant
y = y_ref
return loss_object(y_true=y, y_pred=y_)
if __name__ == "__main__":
# Hyperparameters
lr = 0.01
num_epochs = 1
hidden_size = 4
net_input_size = 1
net_output_size = 1
batch_size = 1
reference_fpath = "Run2_rThrottleTarget.csv"
references = pd.read_csv(reference_fpath)
data_generator = CustomDataGen(df=references, X_col='Throttle', batch_size=1)
# Keep results for plotting
train_loss_results = []
# Initialize optimizer
optimizer = tf.keras.optimizers.Adam(learning_rate=lr)
# error intitial condition
err = 0
# instantiate model
model = get_model(input_shape=(2,), hidden=hidden_size, output_shape=net_output_size)
for epoch in range(num_epochs):
for ref in data_generator:
with tf.GradientTape() as tape:
tape.watch(model.trainable_variables)
# Get pid values
pid = get_pid_values()
# Group ref with pid voltage for input
input = tf.constant([[ref, pid]])
# Get the adjusted voltage from the network
intermediate_val = model(input)
# Get the plant output based on the adjusted value.
plant = get_plant(intermediate_val)
plant = tf.constant([plant], dtype=tf.float64)
ref = tf.constant([ref], dtype=tf.float64)
# Calculate loss
loss_value = loss(ref, plant)
grads = tape.gradient(loss_value, model.trainable_weights)
optimizer.apply_gradients(zip(grads, model.trainable_weights))
err = ref - plant
if epoch % 50 == 0:
print("Epoch {:03d}: Loss: {:.3f}".format(epoch, loss_value))
fig, axes = plt.subplots(1, figsize=(12, 8))
fig.suptitle('Training Metrics')
axes[0].set_ylabel("Loss", fontsize=14)
axes[0].plot(train_loss_results)
plt.show()
For the moment I am just mocking the calls to simulink by returning a random number. My problem is that when I take the model output and then call the function that mocks a call to simulink and calculate my loss:
# Get the adjusted voltage from the network
intermediate_val = model(input)
# Get the plant output based on the adjusted value.
plant = get_plant(intermediate_val)
plant = tf.constant([plant], dtype=tf.float64)
ref = tf.constant([ref], dtype=tf.float64)
# Calculate loss
loss_value = loss(ref, plant)
I get the error ValueError: No gradients provided for any variable. I've figured out that if I pass the model's output directly to the loss function everything works fine. My question is how can I have the intermediate step of passing my model's output to another function and using the returned value to calculate loss?
a gradient exists between intermediate_val and model.trainable_variables as it is calculated by back propagation, the tape however cannot perform back-propagation on plant because it wasn't calculated by tensorflow, it's just a constant to it, it has no gradient.
since the model knows nothing about the relation between the loss and how it is generated, this becomes a case of reinforcement learning, which can be done using the tensorflow-agents module.
this is a tutorial about it on youtube Everything You Need To Master Actor Critic Methods | Tensorflow 2 Tutorial , it's about a certain network architecture but its gradient calculation method is exactly the same as your case, the code is easily adaptabe.

Efficient example implementation of GPU-training of a simple feed-forward NN in TensorFlow? Maybe with tf.data?

I just started using the GPU version of TensorFlow hoping that it would speed up the training of my feed-forward neural networks. I am able to train on my GPU (GTX1080ti), but unfortunately it is not notably faster than doing the same training on my CPU (i7-8700K) the current way I’ve implemented it. During training, the GPU appears to barely be utilized at all, which makes me suspect that the bottleneck in my implementation is how the data is copied from the host to the device using feed_dict.
I’ve heard that TensorFlow has something called the “tf.data” pipeline which is supposed to make it easier and faster to feed data to GPUs etc. However I have not been able to find any simple examples where this concept is implemented into multilayer perceptron training as a replacement for feed_dict.
Is anyone aware of such an example and can point me to it? Preferably as simple as possible since I’m new to TensorFlow in general. Or is there something else I should change in my current implementation to make it more efficient? I’m pasting the code I have here:
import tensorflow as tf
import numpy as np
from sklearn import datasets
from sklearn.model_selection import train_test_split
tf.reset_default_graph()
import time
# Function for iris dataset.
def get_iris_data():
iris = datasets.load_iris()
data = iris["data"]
target = iris["target"]
# Convert to one-hot vectors
num_labels = len(np.unique(target))
all_Y = np.eye(num_labels)[target]
return train_test_split(data, all_Y, test_size=0.33, random_state=89)
# Function which initializes tensorflow weights & biases for feed-forward NN.
def InitWeights(LayerSizes):
with tf.device('/gpu:0'):
# Make tf placeholders for network inputs and outputs.
X = tf.placeholder( shape = (None,LayerSizes[0]),
dtype = tf.float32,
name ='InputData')
y = tf.placeholder( shape = (None,LayerSizes[-1]),
dtype = tf.float32,
name ='OutputData')
# Initialize weights and biases.
W = {}; b = {};
for ii in range(len(LayerSizes)-1):
layername = f'layer%s' % ii
with tf.variable_scope(layername):
ny = LayerSizes[ii]
nx = LayerSizes[ii+1]
# Weights (initialized with xavier initializatiion).
W['Weights_'+layername] = tf.get_variable(
name = 'Weights_'+layername,
shape = (ny, nx),
initializer = tf.contrib.layers.xavier_initializer(),
dtype = tf.float32
)
# Bias (initialized with xavier initializatiion).
b['Bias_'+layername] = tf.get_variable(
name = 'Bias_'+layername,
shape = (nx),
initializer = tf.contrib.layers.xavier_initializer(),
dtype = tf.float32
)
return W, b, X, y
# Function for forward propagation of NN.
def FeedForward(X, W, b):
with tf.device('/gpu:0'):
# Initialize 'a' of first layer to the placeholder of the network input.
a = X
# Loop all layers of the network.
for ii in range(len(W)):
# Use name of each layer as index.
layername = f'layer%s' % ii
## Weighted sum: z = input*W + b
z = tf.add(tf.matmul(a, W['Weights_'+layername], name = 'WeightedSum_z_'+layername), b['Bias_'+layername])
## Passed through actication fcn: a = h(z)
if ii == len(W)-1:
a = z
else:
a = tf.nn.relu(z, name = 'activation_a_'+layername)
return a
if __name__ == "__main__":
# Import data
train_X, test_X, train_y, test_y = get_iris_data()
# Define network size [ninputs-by-256-by-outputs]
LayerSizes = [4, 256, 3]
# Initialize weights and biases.
W, b, X, y = InitWeights(LayerSizes)
# Define loss function to optimize.
yhat = FeedForward(X, W, b)
loss = tf.reduce_sum(tf.square(y - yhat),reduction_indices=[0])
# Define optimizer to use when minimizing loss function.
all_variables = tf.trainable_variables()
optimizer = tf.train.GradientDescentOptimizer(learning_rate = 0.0001)
train_op = optimizer.minimize(loss, var_list = all_variables)
# Start tf session and initialize variables.
sess = tf.Session()
sess.run(tf.global_variables_initializer())
# Train 10000 minibatches and time how long it takes.
t0 = time.time()
for i in range(10000):
ObservationsToUse = np.random.choice(len(train_X), 32)
X_minibatch = train_X[ObservationsToUse,:]
y_minibatch = train_y[ObservationsToUse,:]
sess.run(train_op, feed_dict={X : X_minibatch, y : y_minibatch})
t1 = time.time()
print('Training took %0.2f seconds' %(t1-t0))
sess.close()
The speed might be low because:
You are creating placeholders. Using numpy, we insert the data in the
placeholders and thereby they are converted to tensors of the graph.
By using tf.data.Dataset, you can create a direct pipeline which makes the data directly flow into the graph without the need of placeholders. They are fast, scalable and have a number of functions to play around with.
with np.load("/var/data/training_data.npy") as data:
features = data["features"]
labels = data["labels"]
# Assume that each row of `features` corresponds to the same row as `labels`.
assert features.shape[0] == labels.shape[0]
dataset = tf.data.Dataset.from_tensor_slices((features, labels))
Some useful functions :
dataset = dataset.shuffle(buffer_size=10000)
dataset = dataset.batch(32) # Creating batches
dataset = dataset.repeat(num_epochs) # repeat the dataset 'N' times
iterator = dataset.make_one_shot_iterator() # Create a iterator to retrieve batches of data
X, Y = iterator.get_next()
Here, 32 is the batch size.
In your case,
dataset = tf.data.Dataset.from_tensor_slices((data, targets))
Hence, there is no need of placeholders. Directly run,
session.run( train_op ) # no feed_dict!!

Why everything is disconnected in my Tensorboard graph?

I have implemented a CNN for detecting human activity using accelrometer data, my model is working really fine but when i visualize my grapgh on tensorboard, everythin seems to be diconnected. Right now i am not using Namescopes but even without it grpagh should make some sense right?
EDIT After implementing answer given by #user1735003 , this is the output. What i still don't understand is why i'm getting all the nodes at left
What i have implemented is: i have two convolution layer and two max-pooling layers and on top of that i have two hidden layers with 1024 and 512 neurons.
so Here is my code:
#Weights
def init_weights(shape):
init_random_dist = tf.truncated_normal(shape, stddev=0.1)
return tf.Variable(init_random_dist)
#Bias
def init_bias(shape):
init_bias = tf.constant(0.1,shape=shape)
return tf.Variable(init_bias)
def conv1d(x,weights):
#x is input accelration data and W is corresponding weight
return tf.nn.conv1d(value=x,filters = weights,stride=1,padding='VALID')
def convolution_layer(input_x,shape):
w1 = init_weights(shape)
b = init_bias([shape[2]])
return tf.nn.relu(conv1d(input_x,weights=w1)+b)
def normal_full_layer(input_layer,size):
input_size = int(input_layer.get_shape()[1])
W = init_weights([input_size, size])
b = init_bias([size])
return tf.matmul(input_layer, W) +b
x = tf.placeholder(tf.float32,shape=[None ,window_size,3]) #input tensor with 3 input channels
y = tf.placeholder(tf.float32,shape=[None,6]) #Labels
con_layer_1 = convolution_layer(x,shape=[4,3,32])#filter of shape [filter_width, in_channels, out_channels]
max_pool_1=tf.layers.max_pooling1d(inputs=con_layer_1,pool_size=2,strides=2,padding='Valid')
con_layer_2 = convolution_layer(max_pool_1,shape=[4,32,64])
max_pool_2 = tf.layers.max_pooling1d(inputs=con_layer_2,pool_size=2,strides=2,padding='Valid')
flat = tf.reshape(max_pool_2,[-1,max_pool_2.get_shape()[1]*max_pool_2.get_shape()[2]])
fully_conected = tf.nn.relu(normal_full_layer(flat,1024))
second_hidden_layer = tf.nn.relu(normal_full_layer(fully_conected,512))
hold_prob = tf.placeholder(tf.float32)
full_one_dropout = tf.nn.dropout(second_hidden_layer,keep_prob=hold_prob)
y_pred = normal_full_layer(full_one_dropout,6)
pred_softmax = tf.nn.softmax(y_pred)
cross_entropy = tf.reduce_mean(tf.nn.softmax_cross_entropy_with_logits(labels=y,logits=y_pred))
optimizer = tf.train.AdamOptimizer(learning_rate=0.001)
train = optimizer.minimize(cross_entropy)
init = tf.global_variables_initializer()
with tf.Session() as sess:
sess.run(init)
filename="./summary_log11/run"
summary_writer = tf.summary.FileWriter(filename, graph_def=sess.graph_def)
for i in range(5000):
batch_x,batch_y = next_batch(100,X_train,y_train)
sess.run(train, feed_dict={x: batch_x, y: batch_y, hold_prob: 0.5})
# PRINT OUT A MESSAGE EVERY 100 STEPS
if i%100 == 0:
print('Currently on step {}'.format(i))
print('Accuracy is:')
# Test the Train Model
matches = tf.equal(tf.argmax(y_pred,1),tf.argmax(y,1))
acc = tf.reduce_mean(tf.cast(matches,tf.float32))
print(sess.run(acc,feed_dict={x:X_test,y:y_test,hold_prob:1.0}))
print('\n')
Try organizing your nodes into scopes. That will help Tensorboard to figure out your graph hierarchy. For example,
with tf.variable_scope('input'):
x = tf.placeholder(tf.float32,shape=[None ,window_size,3]) #input tensor with 3 input channels
y = tf.placeholder(tf.float32,shape=[None,6]) #Labels
with tf.variable_scope('net'):
con_layer_1 = convolution_layer(x,shape=[4,3,32])#filter of shape [filter_width, in_channels, out_channels]
max_pool_1=tf.layers.max_pooling1d(inputs=con_layer_1,pool_size=2,strides=2,padding='Valid')
con_layer_2 = convolution_layer(max_pool_1,shape=[4,32,64])
max_pool_2 = tf.layers.max_pooling1d(inputs=con_layer_2,pool_size=2,strides=2,padding='Valid')
flat = tf.reshape(max_pool_2,[-1,max_pool_2.get_shape()[1]*max_pool_2.get_shape()[2]])
fully_conected = tf.nn.relu(normal_full_layer(flat,1024))
second_hidden_layer = tf.nn.relu(normal_full_layer(fully_conected,512))
hold_prob = tf.placeholder(tf.float32)
full_one_dropout = tf.nn.dropout(second_hidden_layer,keep_prob=hold_prob)
y_pred = normal_full_layer(full_one_dropout,6)
pred_softmax = tf.nn.softmax(y_pred)
with tf.variable_scope('loss'):
cross_entropy = tf.reduce_mean(tf.nn.softmax_cross_entropy_with_logits(labels=y,logits=y_pred))
with tf.variable_scope('optimizer'):
optimizer = tf.train.AdamOptimizer(learning_rate=0.001)
train = optimizer.minimize(cross_entropy)
Since you didn't explicitly name your tf operations it was done automatically by tensorflow, e.g. ReLu operators were named ReLu_1, ReLu_2, ... . According to tensorboard documentation:
One last structural simplification is series collapsing. Sequential motifs--that is, nodes whose names differ by a number at the end and have isomorphic structures--are collapsed into a single stack of nodes, as shown below. For networks with long sequences, this greatly simplifies the view.
As you can see at the right side of your graph, all add_[0-7], MatMul_[0-5] and Relu_[0-5] nodes were grouped together because they have similar names, this doesn't mean that nodes are disconnected in your graph, it's just the tensorboard's node grouping policy.
If you want to avoid this then give your operations the names that are more different than just by a number at the end. Or use tf.name_scope() as you mentioned, e.g.:
with tf.name_scope("conv1"):
con_layer_1 = convolution_layer(x,shape=[4,3,32])
max_pool_1=tf.layers.max_pooling1d(inputs=con_layer_1,pool_size=2,strides=2,padding='Valid')
with tf.name_scope("conv2"):
con_layer_2 = convolution_layer(max_pool_1,shape=[4,32,64])
max_pool_2 = tf.layers.max_pooling1d(inputs=con_layer_2,pool_size=2,strides=2,padding='Valid')
# etc.

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?

Getting very high values in linear regression

I am trying to make a simple MLP to predict values of a pixel of an image - original blog .
Here's my earlier attempt using Keras in python - link
I've tried to do the same in tensorflow, but I am getting very large output values (~10^12) when they should be less than 1.
Here's my code:
import numpy as np
import cv2
from random import shuffle
import tensorflow as tf
'''
Image preprocessing
'''
image_file = cv2.imread("Mona Lisa.jpg")
h = image_file.shape[0]
w = image_file.shape[1]
preX = []
preY = []
for i in xrange(h):
for j in xrange(w):
preX.append([i,j])
preY.append(image_file[i,j,:].astype('float32')/255.0)
print preX[:5], preY[:5]
zipped = [i for i in zip(preX,preY)]
shuffle(zipped)
X_train = np.array([i for (i,j) in zipped]).astype('float32')
Y_train = np.array([j for (i,j) in zipped]).astype('float32')
print X_train[:10], Y_train[:10]
'''
Tensorflow code
'''
def weight_variable(shape):
initial = tf.truncated_normal(shape, stddev=0.1)
return tf.Variable(initial)
def bias_variable(shape):
initial = tf.constant(0.1, shape=shape)
return tf.Variable(initial)
x = tf.placeholder(tf.float32, shape=[None,2])
y = tf.placeholder(tf.float32, shape=[None,3])
'''
Layers
'''
w1 = weight_variable([2,300])
b1 = bias_variable([300])
L1 = tf.nn.relu(tf.matmul(X_train,w1)+b1)
w2 = weight_variable([300,3])
b2 = bias_variable([3])
y_model = tf.matmul(L1,w2)+b2
'''
Training
'''
# criterion
MSE = tf.reduce_mean(tf.square(tf.sub(y,y_model)))
# trainer
train_op = tf.train.GradientDescentOptimizer(learning_rate = 0.01).minimize(MSE)
nb_epochs = 10
init = tf.initialize_all_variables()
sess = tf.Session()
sess.run(init)
cost = 0
for i in range(nb_epochs):
sess.run(train_op, feed_dict ={x: X_train, y: Y_train})
cost += sess.run(MSE, feed_dict ={x: X_train, y: Y_train})
cost /= nb_epochs
print cost
'''
Prediction
'''
pred = sess.run(y_model,feed_dict = {x:X_train})*255.0
print pred[:10]
output_image = []
index = 0
h = image_file.shape[0]
w = image_file.shape[1]
for i in xrange(h):
row = []
for j in xrange(w):
row.append(pred[index])
index += 1
row = np.array(row)
output_image.append(row)
output_image = np.array(output_image)
output_image = output_image.astype('uint8')
cv2.imwrite('out_mona_300x3_tf.png',output_image)
First of all, I think that instead of running the train_op and then the MSE
you can run both ops in a list and reduce your computational cost significantly.
for i in range(nb_epochs):
cost += sess.run([MSE, train_op], feed_dict ={x: X_train, y: Y_train})
Secondly, I suggest always writing out your cost function so you can see what is going on during the training phase. Either manually print it out or use tensorboard to log your cost and plot it (you can find examples on the official tf page).
You can also monitor your weights to see that they aren't blowing up.
A few things you can try:
Reduce learning rate, add regularization to weights.
Check that your training set (pixels) really consist of the values that
you expect them to.
You give the input layer weights and the output layer weights the same names w and b, so it seems something goes wrong in the gradient-descent procedure. Actually I'm surprised tensorflow doesn't issue an error or at leas a warning (or am I missing something?)

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