Develop Reference

Finding patterns in time series with PyTorch

I started PyTorch with image recognition. Now I want to test (very basically) with pure NumPy arrays. I struggle with getting the setup to work, so basically I have vectors with values between 0 and 1 (normalized curves). Those vectors are always of length 1500 and I want to find e.g. "high values at the beginning" or "sine wave-like function", "convex", "concave" etc. stuff like that, so just shapes of those curves.
My training set consists of many vectors with their classes; I have chosen 7 classes. The net should be trained to classify a vector into one or more of those 7 classes (not one hot).
I'm struggling with multiple issues, but first my very basic Net
class Net(nn.Module):
def __init__(self, input_dim, hidden_dim, layer_dim, output_dim):
super(Net, self).__init__()
self.hidden_dim = hidden_dim
self.layer_dim = layer_dim
self.rnn = nn.RNN(input_dim, hidden_dim, layer_dim)
self.fc = nn.Linear(self.hidden_dim, output_dim)
def forward(self, x):
h0 = torch.zeros(self.layer_dim, x.size(1), self.hidden_dim).requires_grad_()
out, h0 = self.rnn(x, h0.detach())
out = out[:, -1, :]
out = self.fc(out)
return out
network = Net(1500, 70, 20, 7)
optimizer = optim.SGD(network.parameters(), lr=learning_rate, momentum=momentum)
This is just a copy-paste from an RNN demo. Here is my first issue. Is an RNN the right choice? It is a time series, but then again it is an image recognition problem when plotting the curve.
Now, this here is an attempt to batch the data. The data object contains all training curves together with the correct classifiers.
def train(epoch):
network.train()
network.float()
batching = True
index = 0
# monitor the cummulative loss for an epoch
cummloss = []
# start batching some curves
while batching:
optimizer.zero_grad()
# here I start clustering come curves to a batch and normalize the curves
_input = []
batch_size = min(len(data)-1, index+batch_size_train) - index
for d in data[index:min(len(data)-1, index+batch_size_train)]:
y = np.array(d['data']['y'], dtype='d')
y = np.multiply(y, y.max())
y = y[0:1500]
y = np.pad(y, (0, max(1500-len(y), 0)), 'edge')
if len(_input) == 0:
_input = y
else:
_input = np.vstack((_input, y))
input = torch.from_numpy(_input).float()
input = torch.reshape(input, (1, batch_size, len(y)))
target = np.zeros((1,7))
# the correct classes have indizes, to I create a vector with 1 at the correct locations
for _index in np.array(d['classifier']):
target[0,_index-1] = 1
target = torch.from_numpy(target)
# get the result form the network
output = network(input)
# is this a good loss function?
loss = F.l1_loss(output, target)
loss.backward()
cummloss.append(loss.item())
optimizer.step()
index = index + batch_size_train
if index > len(data):
print(np.mean(cummloss))
batching = False
for e in range(1, n_epochs):
print('Epoch: ' + str(e))
train(0)
The problem I'm facing right now is, the loss doesn't change very little, even with hundreds of epochs.
Are there existing examples of this kind of problem? I didn't find any, just pure png/jpg image recognition. When I convert the curves to png then I have a little issue to train a net, I took densenet and it worked just fine but it seems to be super overkill for this simple task.

This is just a copy-paste from an RNN demo. Here is my first issue. Is an RNN the right choice?
In theory what model you choose does not matter as much as "How" you formulate your problem.
But in your case the most obvious limitation you're going to face is your sequence length: 1500. RNN store information across steps and typically runs into trouble over long sequence with vanishing or exploding gradient.
LSTM net have been developed to circumvent this limitations with memory cell, but even then in the case of long sequence it will still be limited by the amount of information stored in the cell.
You could try using a CNN network as well and think of it as an image.
Are there existing examples of this kind of problem?
I don't know but I might have some suggestions : If I understood your problem correctly, you're going from a (1500, 1) input to a (7,1) output, where 6 of the 7 positions are 0 except for the corresponding class where it's 1.
I don't see any activation function, usually when dealing with multi class you don't use the output of the dense layer to compute the loss you apply a normalizing function like softmax and then you can compute the loss.

From your description of features you have in the form of sin like structures, the closes thing that comes to mind is frequency domain. As such, if you have and input image, just transform it to the frequency domain by a Fourier transform and use that as your feature input.
Might be best to look for such projects on the internet, one such project that you might want to read the research paper or video from this group (they have some jupyter notebooks for you to try) or any similar works. They use the furrier features, that go though a multi layer perceptron (MLP).
I am not sure what exactly you want to do, but seems like a classification task, you would use RNN if you want your neural network to work with a sequence. To me it seems like the 1500 dimensions are independent, and as such can be just treated as input.
Regarding the last layer, for a classification problem it usually is a probability distribution obtained by applying softmax (if only the classification is distinct - i.e. probability sums up to 1), in which, given an input, the net gives a probability of it being from each class. If we are predicting multiple classes we are going to use sigmoid as the last layer of the neural network.
Regarding your loss, there are many losses you can try and see if they are better. Once again, for different features you have to know what exactly is the measurement of distance (a.k.a. how different 2 things are). Check out this website, or just any loss function explanations on the net.
So you should try a simple MLP on top of fourier features as a starting point, assuming that is your feature vector.

Image Recognition is different from Time-Series data. In the imaging domain your data-set might have more similarity with problems like Activity-Recognition, Video-Recognition which have temporal component. So, I'd recommend looking into some models for those.
As for the current model, I'd recommend using LSTM instead of RNN. And also for classification you need to use an activation function in your final layer. This should softmax with cross entropy based loss or sigmoid with MSE loss.
Keras has a Timedistributed model which makes it easy to handle time components. You can use a similar approach with Pytorch by applying linear layers followed by LSTM.
Look into these for better undertsanding ::
Activity Recognition : https://www.narayanacharya.com/vision/2019-12-30-Action-Recognition-Using-LSTM
https://discuss.pytorch.org/t/any-pytorch-function-can-work-as-keras-timedistributed/1346
How to implement time-distributed dense (TDD) layer in PyTorch
Activation Function ::
https://pytorch.org/docs/stable/generated/torch.nn.Softmax.html

Is there a way to improve DNN for linear regression?

I'm creating a Deep Neural Network for linear regression. The net has 3 hidden layers with 256 units per layer. Here is the model:
Each unit has ReLU as activation function. I also used Early Stopping to make sure it doesn't overfit.
The target is an integer and in the training set its values goes from 0 to 7860.
After the training i've got the following losses:
train_MSE = 33640.5703, train_MAD = 112.6294,
val_MSE = 53932.8125, val_MAD = 138.7836,
test_MSE = 52595.9414, test_MAD= 137.2564
I've tried many different configurations of the net (different optimizer, loss functions, normalizations, regularizers...) but nothing seems to help me to reduce the loss even further. Even if the training error decrease, the test error never goes under a value of MAD = 130.
Here's the behavior of my net:
My question is if there's a way to improve my dnn to make more accurate predictions or this is the best that i can achieve with my dataset?

If your problem is linear by nature, meaning the real function behind your data is of the from: y = a*x + b + epsilon where the last term is just random noise.
You won't get any better than fitting the underlying function y = a*x + b. Fitting espilon would only result in loss of generalization over new data.

You can try a many different things to improve DNN,
Increase hidden layers
Scale or Normalize your data
Try rectified linear unit as Activation
Take More data
Change learning algorithm parameters like learning rates

Network loss stalls where it should fall to zero quickly

I have a neural network with 30 input nodes, 1 hidden node, and 1 output node. I am training it on a dataset where the inputs are 30-dimensional vectors with entries between -1 and 1, and the targets are the 2nd entry of these vectors.
I expect the network to train and learn to output the 2nd entry of the input vector quickly, since this is as simple as decreasing the weights in the network which connect the input nodes to the hidden node to zero except the one for the 2nd entry.
However, The loss stalls quickly at approximately 0.168. I'ld expect it to quickly go to zero, which is the case if the targets are just 0.
The following code showcases the problem with a randomised dataset.
import numpy as np
from tensorflow.keras import models
from tensorflow.keras import layers
import tensorflow as tf
np.random.seed(123)
dataSize = 100000
xdata = np.zeros((dataSize, 30))
ydata = np.zeros((dataSize))
for i in range(dataSize):
vec = (np.random.rand(30) * 2) - 1
xdata[i] = vec
ydata[i] = vec[1]
model = models.Sequential()
model.add(layers.Dense(1, activation="relu", input_shape=(30, )))
model.add(layers.Dense(1, activation="sigmoid"))
optimizer = tf.keras.optimizers.Adam(learning_rate=0.01)
lossObject = tf.keras.losses.MeanSquaredError()
model.compile(optimizer=optimizer, loss=lossObject)
model.fit(xdata, ydata, epochs=200, batch_size=32)
I have tried multiple different optimizers, loss functions, batch sizes, dataset sizes and learning rates, however the result is always the loss stalling at a relatively high value.
Why is this happening? I am not interested in responses asking why I am doing this. I am new to neural networks and I need to understand why this is happening before I can continue with my original task.
Thank you in advance.

Your targets are between -1 and 1, but a sigmoid output activation limits outputs to [0, 1], making it impossible to achieve zero loss if any targets happen to be < 0 (which is very likely with a large dataset). You could fix it by using tanh as activation instead, which maps to [-1, 1], or just using no activation in the output layer should be fine in this case. When you fix all targets to 0, this is obviously not an issue, and (almost) zero loss can be achieved.
As a general lesson: Always make sure your output activation makes sense with regards to your target data. At the very least, the value ranges should be identical -- although this might not be a sufficient condition for a good output activation.
As a second point: Having a single node with relu activation is also a bad idea. If the input to relu is < 0, the output will be 0, and the gradient will be, as well. In this case, no learning is possible and incorrect outputs for some data points may never be corrected.
It is generally not a problem if some units are 0 some of the time because the gradient can flow through other paths, but with only one unit, this will likely cripple learning as well. I would recommend that you either use more units in the hidden layer, or use a different activation function.

Diverging losses in PPO + ICM using LSTM

I have tried to implement Proximal Policy Optimization with Intrinsic Curiosity Rewards for statefull LSTM neural network.
Losses in both PPO and ICM are diverging and I would like to find out if its bug in code or badly selected hyperparameters.
Code (where some wrong implementation could be):
In ICM model I use first layer LSTM too to match input dimensions.
In ICM whole dataset is propagated at once, with zeros as initial hidden(resultin tensors are different, than they would be if I propagated only 1 state or batch and re-use hidden cells)
In PPO advantage and discount reward processing the dataset is propagated one by one and hidden cells are re-used (exact opposite than in ICM because here it uses same model for selecting actions and this approach is "real-time-like")
In PPO training model is trained on batches with re-use of hidden cells
I have used https://github.com/adik993/ppo-pytorch as default code and reworked it to run on my environment and use LSTM
I may provide code samples later if specifically requested due to large amount of rows
Hyperparameters:
def __init_curiosity(self):
curiosity_factory=ICM.factory(MlpICMModel.factory(), policy_weight=1,
reward_scale=0.1, weight=0.2,
intrinsic_reward_integration=0.01,
reporter=self.reporter)
self.curiosity = curiosity_factory.create(self.state_converter,
self.action_converter)
self.curiosity.to(self.device, torch.float32)
self.reward_normalizer = StandardNormalizer()
def __init_PPO_trainer(self):
self.PPO_trainer = PPO(agent = self,
reward = GeneralizedRewardEstimation(gamma=0.99, lam=0.95),
advantage = GeneralizedAdvantageEstimation(gamma=0.99, lam=0.95),
learning_rate = 1e-3,
clip_range = 0.3,
v_clip_range = 0.3,
c_entropy = 1e-2,
c_value = 0.5,
n_mini_batches = 32,
n_optimization_epochs = 10,
clip_grad_norm = 0.5)
self.PPO_trainer.to(self.device, torch.float32)
Training graphs:
(Notice large numbers on y axis)
UPDATE
For now I have reworked LSTM processing to use batches and hidden memory on all places (for both main model and ICM), but the problem is still present. I have traced it to output from ICM's model, here the output diverges mainly in action_hat tensor.

Found the problem... In main model I use softmax for eval runs and log_softmax for training in output layer and according to PyTorch docs the CrossEntropyLoss uses log_softmax inside, so as advised I used NLLLoss but forthe computation of ICM model loss which does not have softmax fnc in output layer! So switching back to CrossEntropyLoss (which was originaly in reference code) solved ICM loss divergence.

Cross entropy loss suddenly increases to infinity

I am attempting to replicate an deep convolution neural network from a research paper. I have implemented the architecture, but after 10 epochs, my cross entropy loss suddenly increases to infinity. This can be seen in the chart below. You can ignore what happens to the accuracy after the problem occurs.
Here is the github repository with a picture of the architecture
After doing some research I think using an AdamOptimizer or relu might be a problem.
x = tf.placeholder(tf.float32, shape=[None, 7168])
y_ = tf.placeholder(tf.float32, shape=[None, 7168, 3])
#Many Convolutions and Relus omitted
final = tf.reshape(final, [-1, 7168])
keep_prob = tf.placeholder(tf.float32)
W_final = weight_variable([7168,7168,3])
b_final = bias_variable([7168,3])
final_conv = tf.tensordot(final, W_final, axes=[[1], [1]]) + b_final
cross_entropy = tf.reduce_mean(tf.nn.softmax_cross_entropy_with_logits(labels=y_, logits=final_conv))
train_step = tf.train.AdamOptimizer(1e-5).minimize(cross_entropy)
correct_prediction = tf.equal(tf.argmax(final_conv, 2), tf.argmax(y_, 2))
accuracy = tf.reduce_mean(tf.cast(correct_prediction, tf.float32))
EDIT
If anyone is interested, the solution was that I was basically feeding in incorrect data.

Solution: Control the solution space. This might mean using smaller datasets when training, it might mean using less hidden nodes, it might mean initializing your wb differently. Your model is reaching a point where the loss is undefined, which might be due to the gradient being undefined, or the final_conv signal.
Why: Sometimes no matter what, a numerical instability is reached. Eventually adding a machine epsilon to prevent dividing by zero (cross entropy loss here) just won't help because even then the number cannot be accurately represented by the precision you are using. (Ref: https://en.wikipedia.org/wiki/Round-off_error and https://floating-point-gui.de/basic/)
Considerations:
1) When tweaking epsilons, be sure to be consistent with your data type (Use the machine epsilon of the precision you are using, in your case float32 is 1e-6 ref: https://en.wikipedia.org/wiki/Machine_epsilon and python numpy machine epsilon.
2) Just in-case others reading this are confused: The value in the constructor for Adamoptimizer is the learning rate, but you can set the epsilon value (ref: How does paramater epsilon affects AdamOptimizer? and https://www.tensorflow.org/api_docs/python/tf/train/AdamOptimizer)
3) Numerical instability of tensorflow is there and its difficult to get around. Yes there is tf.nn.softmax_with_cross_entropy but this is too specific (what if you don't want a softmax?). Refer to Vahid Kazemi's 'Effective Tensorflow' for an insightful explanation: https://github.com/vahidk/EffectiveTensorflow#entropy

that jump in your loss graph is very weird...
I would like you to focus on few points :
if your images are not normalized between 0 and 1 then normalize them
if you have normalized your values between -1 and 1 then use a sigmoid layer instead of softmax because softmax squashes the values between 0 and 1
before using softmax add a sigmoid layer to squash your values (Highly Recommended)
other things you can do is add dropouts for every layer
also I would suggest you to use tf.clip so that your gradients does not explode and implode
you can also use L2 regularization
and experiment with the learning rate and epsilon of AdamOptimizer
I would also suggest you to use tensor-board to keep track of the weights so that way you will come to know where the weights are exploding
You can also use tensor-board for keeping track of loss and accuracy
See The softmax formula below:
Probably that e to power of x, the x is being a very large number because of which softmax is giving infinity and hence the loss is infinity
Heavily use tensorboard to debug and print the values of the softmax so that you can figure out where you are going wrong
One more thing I noticed you are not using any kind of activation functions after the convolution layers... I would suggest you to leaky relu after every convolution layer
Your network is a humongous network and it is important to use leaky relu as activation function so that it adds non-linearity and hence improves the performance

You may want to use a different value for epsilon in the Adam optimizer (e.g. 0.1 -- 1.0).This is mentioned in the documentation:
The default value of 1e-8 for epsilon might not be a good default in general. For example, when training an Inception network on ImageNet a current good choice is 1.0 or 0.1.