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I have trained a model in Tensorflow and am having trouble replicating it in PyTorch. The Tensorflow model achieves near 100% accuracy (the task is simple), but the PyTorch model performs at random. I've spent a while trying to figure this out, and can't understand what the problem could be.
The model is trained for the task of binary classification. Given an input utterance describing a quadrant and a (x, y, z) coordinate, the model has to predict if the (x, z) portion of the coordinate is in the quadrant described. For example, if the input text was "quadrant 1" and the coordinate was (0.5, -, 0.5), then the prediction should be true, but if the region was "quadrant 2" with the same coordinate, then the prediction should be false.
I generated some data and trained the model in Tensorflow using this code:
x_data_placeholder = tf.placeholder(tf.float32, [FLAGS.batch_size, 1], name="x_data")
y_data_placeholder = tf.placeholder(tf.float32, [FLAGS.batch_size, 1], name="y_data")
z_data_placeholder = tf.placeholder(tf.float32, [FLAGS.batch_size, 1], name="z_data")
# text and labels placeholders
text_data = tf.placeholder(tf.int32, [FLAGS.batch_size, maxtextlength])
text_lengths = tf.placeholder(tf.int32, [FLAGS.batch_size])
y_labels_placeholder = tf.placeholder(tf.int64, [FLAGS.batch_size])
# encode text and coordinate
embeddings = tf.Variable(tf.random_uniform([100, embedding_size], -1, -1))
rnn_inputs = tf.nn.embedding_lookup(embeddings, text_data)
rnn_layers = [tf.compat.v1.nn.rnn_cell.LSTMCell(size, initializer=tf.compat.v1.keras.initializers.glorot_normal) for size in [256]]
multi_rnn_cell = tf.compat.v1.nn.rnn_cell.MultiRNNCell(rnn_layers, state_is_tuple=True)
text_outputs, text_fstate = tf.compat.v1.nn.dynamic_rnn(cell=multi_rnn_cell,
inputs=rnn_inputs,
dtype=tf.float32, sequence_length=text_lengths)
# have fully connected layers to map them the input coordinates into the same dimension as the LSTM output layer from above
x_output_layer = tf.compat.v1.layers.dense(x_data_placeholder, units=FLAGS.fc_column_size, activation=tf.nn.relu, name='x_coordinate')
y_output_layer = tf.compat.v1.layers.dense(y_data_placeholder, units=FLAGS.fc_column_size, activation=tf.nn.relu, name='y_coordinate')
z_output_layer = tf.compat.v1.layers.dense(z_data_placeholder, units=FLAGS.fc_column_size, activation=tf.nn.relu, name='z_coordinate')
# add the representations
total_output_layer = x_output_layer + y_output_layer + z_output_layer + lstm_output_layer
# make the predictions with two fully connected layers
fc_1 = tf.compat.v1.layers.dense(total_output_layer, units=FLAGS.hidden_layer_size, activation=tf.nn.relu, name='fc_1')
logits = tf.compat.v1.layers.dense(fc_1, units=FLAGS.output_dims, activation=None, name='logits')
# train the model
loss = tf.reduce_mean(tf.nn.sparse_softmax_cross_entropy_with_logits(labels=y_labels_placeholder, logits=logits))
optimizer = tf.train.AdamOptimizer(learning_rate=FLAGS.learning_rate, epsilon=1e-7)
gradients, variables = zip(*optimizer.compute_gradients(loss))
gradients, _ = tf.clip_by_global_norm(gradients, FLAGS.gradient_clip_threshold)
optimize = optimizer.apply_gradients(zip(gradients, variables))
# then it'll be trained with sess.run ...
Now for the PyTorch replication:
class BaselineModel(nn.Module):
def __init__(self):
super(BaselineModel, self).__init__()
self.encode_x = nn.Linear(1, embed_size)
self.encode_y = nn.Linear(1, embed_size)
self.encode_z = nn.Linear(1, embed_size)
self._embeddings = nn.Embedding(vocab_size, self.embedding_table_size)
nn.init.uniform_(self._embeddings.weight, -1.0, 1.0)
self.num_layers = 1
self.rnn = nn.LSTM(self.embedding_table_size, self.hidden_size, batch_first=True)
self.fc_after_text_lstm = nn.Linear(self.hidden_size, 100)
self.fc = nn.Linear(100, 256)
self.fc_final = nn.Linear(256, 2)
self.relu_activation = nn.ReLU()
self.softmax = nn.Softmax(dim=1)
def init_hidden(self, batch_size, device='cuda:0'):
# for LSTM, we need # of layers
h_0 = torch.zeros(1, batch_size, self.hidden_size).to(device)
c_0 = torch.zeros(1, batch_size, self.hidden_size).to(device)
return h_0, c_0
def forward(self, input_text, x_coordinate=None, y_coordinate=None, z_coordinate=None):
x_embed = self.relu_activation(self.encode_x(x_coordinate.cuda().to(torch.float32)).cuda())
y_embed = self.relu_activation(self.encode_y(y_coordinate.cuda().to(torch.float32))).cuda()
z_embed = self.relu_activation(self.encode_z(z_coordinate.cuda().to(torch.float32))).cuda()
embeds = self._embeddings(input_text)
embedding, hidden = self.rnn(embeds, self.hidden)
text_fc = self.relu_activation(self.fc_after_text_lstm(embedding[:, -1]))
representations_so_far_added = torch.sum(torch.stack([text_fc, x_embed, y_embed, z_embed]), dim=0)
pre_final_embedding = self.relu_activation(self.fc(representations_so_far_added))
return self.fc_final(pre_final_embedding )
### training code
optimizer = torch.optim.Adam(model.parameters(), lr=0.001, eps=1e-7)
criterion = nn.CrossEntropyLoss()
for input_text, x_coordinate, y_coordinate, z_coordinate, targets, train_data:
optimizer.zero_grad()
pred = model(input_text, x_coordinate=x_coordinate, y_coordinate=y_coordinate, z_coordinate=z_coordinate)
loss = criterion(pred.float(), targets)
loss.backward()
torch.nn.utils.clip_grad_norm_(model.parameters(), 5.0)
optimizer.step()
scheduler.step()
# accuracy evaluation code, this is evaluated over the entire epoch
pred_idx = F.log_softmax(pred, dim=1)
target_labels = targets.cpu().int()
pred_labels = torch.argmax(pred_idx, dim=-1).cpu().data.int()
curr_acc = skm.accuracy_score(target_labels, pred_labels)
If anyone can spot any issue with the PyTorch implementation or maybe tell me what could be wrong, that would be much appreciated! I also tried to load the weights of the Tensorflow model into all the appropriate layers, and performance still struggles in PyTorch! Thanks in advance!
EDIT:
I have created a minimally reproducible example, because I still cannot figure out what the problem is. Any help would be still appreciated!
import torch
import torch.nn as nn
import numpy as np
device = torch.device('cuda' if torch.cuda.is_available() else 'cpu')
lr = 0.0005
n_epochs = 10
input_dim = 4
hidden_dim = 128
layer_dim = 2
output_dim = 2
batch_size = 50
class FeatureDataSet(torch.utils.data.Dataset):
def __init__(self, x_train, y_train, x_coordinates):
self.x_train = torch.tensor(x_train, dtype=torch.long)
self.y_train = torch.tensor(y_train)
self.x_coordinates = torch.tensor(x_coordinates, dtype=torch.float32)
def __len__(self):
return len(self.y_train)
def __getitem__(self, idx):
return self.x_train[idx], self.y_train[idx], self.x_coordinates[idx]
class RNN(nn.Module):
def __init__(self, input_dim, hidden_dim, layer_dim, output_dim, batch_size):
super().__init__()
self.hidden_dim = hidden_dim
self.layer_dim = layer_dim
# linear layer to encode the coordinate
self.encode_x = nn.Linear(1, hidden_dim).cuda()
self._embeddings = nn.Embedding(40, 100).cuda()
# hidden_dim is 128
# layer_dim is 2
self.lstm = nn.LSTM(100, hidden_dim, layer_dim, batch_first=True).cuda()
self.fc = nn.Linear(2 * hidden_dim, output_dim).cuda()
self.batch_size = batch_size
self.hidden = None
def init_hidden(self, x):
h0 = torch.zeros(self.layer_dim, x.size(0), self.hidden_dim)
c0 = torch.zeros(self.layer_dim, x.size(0), self.hidden_dim)
return [t.cpu() for t in (h0, c0)]
def forward(self, x, x_coordinate):
#initializing the hidden states
h0, c0 = self.init_hidden(x)
embeds = self._embeddings(x)
out, (hn, cn) = self.lstm(embeds.cuda(), (h0.cuda(), c0.cuda()))
x_embed = F.relu(self.encode_x(x_coordinate.cuda().to(torch.float32)).cuda())
representations_so_far_added = torch.cat([out[:, -1, :], x_embed], dim=1)
out = self.fc(representations_so_far_added)
return out
model = RNN(input_dim, hidden_dim, layer_dim, output_dim, batch_size)
criterion = nn.CrossEntropyLoss()
opt = torch.optim.Adam(model.parameters(), lr=0.001)
print('Start model training')
import sklearn.metrics as skm
import torch.nn.functional as F
x_train = []
x_coordinates = []
y_train = []
for i in range(10000):
# create the data. if x_coordinate > 0 and the sentence says that (represented by [1, 5, 6, 8]), then we should predict positive else negative (if the x_coordinate > 0)
# same applies if the x_coordinate < 0, just that the sentence is now [1, 5, 6, 9]
if np.random.randint(0, 2) == 0:
if np.random.randint(0, 2) == 0:
# x coordinate > 0
x_train.append([1, 5, 6, 8])
x_coordinates.append([round(np.random.uniform(0.01, 1.00, 1)[0], 2)])
y_train.append(1.0)
else:
# x coordinate > 0 negative
x_train.append([1, 5, 6, 8])
x_coordinates.append([round(np.random.uniform(-1.00, 0.00, 1)[0], 2)])
y_train.append(0.0)
else:
if np.random.randint(0, 2) == 0:
# x coordinate < 0
x_train.append([1, 5, 6, 9])
x_coordinates.append([round(np.random.uniform(-1.00, 0.00, 1)[0], 2)])
y_train.append(1.0)
else:
# x coordinate < 0 negative
x_train.append([1, 5, 6, 9])
x_coordinates.append([round(np.random.uniform(0.01, 1.00, 1)[0], 2)])
y_train.append(0.0)
# print a sample of data
print(x_train[:10])
print(y_train[:10])
print(x_coordinates[:10])
# create a dataloader
trainingDataset = FeatureDataSet(x_train=x_train, y_train=y_train, x_coordinates=x_coordinates)
train_loader = torch.utils.data.DataLoader(dataset=trainingDataset, batch_size=batch_size, shuffle=True)
# for each epoch
for epoch in range(1, n_epochs + 1):
acc_all = []
# each batch
for i, (x_batch, y_batch, x_coord_batch) in enumerate(train_loader):
x_batch = x_batch.to(device)
y_batch = y_batch.to(device)
x_coord_batch = x_coord_batch.to(device)
opt.zero_grad()
# pass in the text (x_batch) and coordinate (x_coord_batch)
out = model(x_batch, x_coordinate=x_coord_batch)
loss = criterion(out.float(), y_batch.type(torch.LongTensor).cuda())
loss.backward()
opt.step()
pred_idx = F.log_softmax(out, dim=1)
target_labels = y_batch.cpu().int()
pred_labels = torch.argmax(pred_idx, dim=-1).cpu().data.int()
curr_acc = skm.accuracy_score(target_labels, pred_labels)
acc_all.append(curr_acc)
print(np.mean(acc_all))
I suppose perhaps there are some mistakes in your dataset implementation in the PyTorch version.
I tried your pytorch BaselineModel on both the dataset in your "minimally reproducible example" and my own dataset constructed according to your description, and find that it works fine.
The following is my codes for testing on my own dataset. Note that I add several hyperparameters to the code of BaselineModel to make it run. I got accuracy over 99%.
import random
import torch
import torch.nn as nn
import numpy as np
device = torch.device('cuda' if torch.cuda.is_available() else 'cpu')
lr = 0.0005
n_epochs = 100
input_dim = 4
hidden_dim = 128
layer_dim = 2
output_dim = 2
batch_size = 50
class AverageMeter(object):
"""Computes and stores the average and current value"""
def __init__(self):
self.reset()
def reset(self):
self.val = 0
self.avg = 0
self.sum = 0
self.count = 0
def update(self, val, n=1):
self.val = val
self.sum += val * n
self.count += n
self.avg = self.sum / self.count
class FeatureDataSet(torch.utils.data.Dataset):
def __init__(self, x_train, y_train, x_coordinates, y_coordinates, z_coordinates):
self.x_train = torch.tensor(x_train, dtype=torch.long)
self.y_train = torch.tensor(y_train)
self.x_coordinates = torch.tensor(x_coordinates, dtype=torch.float32)
self.y_coordinates = torch.tensor(y_coordinates, dtype=torch.float32)
self.z_coordinates = torch.tensor(z_coordinates, dtype=torch.float32)
def __len__(self):
return len(self.y_train)
def __getitem__(self, idx):
return self.x_train[idx], self.y_train[idx], self.x_coordinates[idx], self.y_coordinates[idx], self.z_coordinates[idx]
class BaselineModel(nn.Module):
def __init__(self):
super(BaselineModel, self).__init__()
vocab_size = 40
self.hidden_size = 100
self.embedding_table_size = self.hidden_size
self.encode_x = nn.Linear(1, self.hidden_size)
self.encode_y = nn.Linear(1, self.hidden_size)
self.encode_z = nn.Linear(1, self.hidden_size)
self._embeddings = nn.Embedding(vocab_size, self.embedding_table_size)
nn.init.uniform_(self._embeddings.weight, -1.0, 1.0)
self.num_layers = 1
self.rnn = nn.LSTM(self.embedding_table_size, self.hidden_size, batch_first=True)
self.fc_after_text_lstm = nn.Linear(self.hidden_size, 100)
self.fc = nn.Linear(100, 256)
self.fc_final = nn.Linear(256, 2)
self.relu_activation = nn.ReLU()
self.softmax = nn.Softmax(dim=1)
self.hidden = self.init_hidden(batch_size)
def init_hidden(self, batch_size, device='cuda:0'):
# for LSTM, we need # of layers
h_0 = torch.zeros(1, batch_size, self.hidden_size).to(device)
c_0 = torch.zeros(1, batch_size, self.hidden_size).to(device)
return h_0, c_0
def forward(self, input_text, x_coordinate=None, y_coordinate=None, z_coordinate=None):
x_embed = self.relu_activation(self.encode_x(x_coordinate.cuda().to(torch.float32)).cuda())
y_embed = self.relu_activation(self.encode_y(y_coordinate.cuda().to(torch.float32))).cuda()
z_embed = self.relu_activation(self.encode_z(z_coordinate.cuda().to(torch.float32))).cuda()
embeds = self._embeddings(input_text)
embedding, hidden = self.rnn(embeds, self.hidden)
text_fc = self.relu_activation(self.fc_after_text_lstm(embedding[:, -1]))
representations_so_far_added = torch.sum(torch.stack([text_fc, x_embed, y_embed, z_embed]), dim=0)
pre_final_embedding = self.relu_activation(self.fc(representations_so_far_added))
return self.fc_final(pre_final_embedding)
# model = RNN(input_dim, hidden_dim, layer_dim, output_dim, batch_size)
model = BaselineModel().cuda()
criterion = nn.CrossEntropyLoss()
opt = torch.optim.Adam(model.parameters(), lr=0.001)
print('Start model training')
import sklearn.metrics as skm
import torch.nn.functional as F
x_train = []
x_coordinates = []
y_coordinates = []
z_coordinates = []
y_train = []
for i in range(10000):
x_coordinate = round(np.random.uniform(-1, 1.00, 1)[0], 2)
y_coordinate = round(np.random.uniform(-1, 1.00, 1)[0], 2)
z_coordinate = round(np.random.uniform(-1, 1.00, 1)[0], 2)
x_coordinates.append([x_coordinate])
y_coordinates.append([y_coordinate])
z_coordinates.append([z_coordinate])
if np.random.randint(0, 2) == 0: # positive example
if x_coordinate <= 0 and z_coordinate <= 0:
x_train.append([1, 5, 6, 8])
elif x_coordinate <= 0 and z_coordinate > 0:
x_train.append([1, 5, 6, 9])
elif x_coordinate > 0 and z_coordinate <= 0:
x_train.append([1, 5, 6, 10])
elif x_coordinate > 0 and z_coordinate > 0:
x_train.append([1, 5, 6, 11])
y_train.append(1.0)
else:
if x_coordinate <= 0 and z_coordinate <= 0:
x_train.append(random.choice([[1, 5, 6, 9], [1, 5, 6, 10], [1, 5, 6, 11]]))
elif x_coordinate <= 0 and z_coordinate > 0:
x_train.append(random.choice([[1, 5, 6, 8], [1, 5, 6, 10], [1, 5, 6, 11]]))
elif x_coordinate > 0 and z_coordinate <= 0:
x_train.append(random.choice([[1, 5, 6, 8], [1, 5, 6, 9], [1, 5, 6, 11]]))
elif x_coordinate > 0 and z_coordinate > 0:
x_train.append(random.choice([[1, 5, 6, 8], [1, 5, 6, 9], [1, 5, 6, 10]]))
y_train.append(0.0)
# print a sample of data
print(x_train[:10])
print(y_train[:10])
print(x_coordinates[:10])
print(y_coordinates[:10])
print(z_coordinates[:10])
# create a dataloader
trainingDataset = FeatureDataSet(x_train=x_train, y_train=y_train, x_coordinates=x_coordinates, y_coordinates=y_coordinates, z_coordinates=z_coordinates)
train_loader = torch.utils.data.DataLoader(dataset=trainingDataset, batch_size=batch_size, shuffle=True)
# for each epoch
loss_meter = AverageMeter()
for epoch in range(1, n_epochs + 1):
acc_all = []
# each batch
loss_meter.reset()
for i, (x_batch, y_batch, x_coord_batch, y_coord_batch, z_coord_batch) in enumerate(train_loader):
x_batch = x_batch.to(device)
y_batch = y_batch.to(device)
x_coord_batch = x_coord_batch.to(device)
y_coord_batch = y_coord_batch.to(device)
z_coord_batch = z_coord_batch.to(device)
opt.zero_grad()
# pass in the text (x_batch) and coordinate (x_coord_batch)
out = model(x_batch, x_coordinate=x_coord_batch, y_coordinate=y_coord_batch, z_coordinate=z_coord_batch)
loss = criterion(out.float(), y_batch.type(torch.LongTensor).cuda())
loss.backward()
opt.step()
pred_idx = F.log_softmax(out, dim=1)
target_labels = y_batch.cpu().int()
pred_labels = torch.argmax(pred_idx, dim=-1).cpu().data.int()
curr_acc = skm.accuracy_score(target_labels, pred_labels)
acc_all.append(curr_acc)
loss_meter.update(loss.item())
print(np.mean(acc_all))
print("loss is %f" % loss_meter.val)
As for the "minimally reproducible example", I think the model RNN doesn't work is quite reasonable, as I have stated in the comments. I suppose that tensorflow can not fit as well, although I have not tried it. Your "minimally reproducible example" may be unrelated to your main problem.
I am trying to create this custom ANN using tensorflow. Here is image of the toy network and code.
import tensorflow as tf
import numpy as np
in = np.array([1, 2, 3, 4], , dtype="float32")
y_true = np.array([10, 11], , dtype="float32")
# w is vector of weights
# y_pred = np.array([in[0]*w[0]+in[1]*w[0]], [in[2]*w[1]+in[3]*w[1]] )
# y_pred1 = 1 / (1 + tf.math.exp(-y_pred)) # sigmoid activation function
def loss_fun(y_true, y_pred1):
loss1 = tf.reduce_sum(tf.pow(y_pred1 - y_true, 2))
# model.compile(loss=loss_fun, optimizer='adam', metrics=['accuracy'])
The output of this network goes to another ANN to the right and I know that stuff, but don't know how can I create the connections, update the w, y_pred, and compile the model. Any help?
Something like this ought to work
import tensorflow as tf
import numpy as np
def y_pred(x, w):
return [x[0]*w[0]+x[1]*w[0], x[2]*w[1]+x[3]*w[1]]
def loss_fun(y_true, y_pred):
return tf.reduce_sum(tf.pow(y_pred - y_true, 2))
x = np.array([1, 2, 3, 4], dtype="float32")
y_true = np.array([10, 11], dtype="float32")
w = tf.Variable(initial_value=np.random.normal(size=(2)), name='weights', dtype=tf.float32)
xt = tf.convert_to_tensor(x)
yt = tf.convert_to_tensor(y_true)
sgd_opt = tf.optimizers.SGD()
training_steps = 100
display_steps = 10
for step in range(training_steps):
with tf.GradientTape() as tape:
tape.watch(w)
yp = y_pred(xt, w)
loss = loss_fun(yt, yp)
dl_dw = tape.gradient(loss, w)
sgd_opt.apply_gradients(zip([dl_dw], [w]))
if step % display_steps == 0:
print(loss, w)
I'm trying to use a distribution from tensorflow_probability to define a custom loss function in Keras. More specifically, I'm trying to build a Mixture Density Network.
My model works on a toy dataset when batch_size = 1 (it learns to predict the correct mixture distribution for y using x). But it "fails" when batch_size > 1 (it predicts the same distribution for all y, ignoring x). This makes me think my problem has to do with batch_shape vs. sample_shape.
To reproduce:
import random
import keras
from keras import backend as K
from keras.layers import Dense, Activation, LSTM, Input, Concatenate, Reshape, concatenate, Flatten, Lambda
from keras.optimizers import Adam
from keras.callbacks import EarlyStopping
from keras.models import Sequential, Model
import tensorflow
import tensorflow_probability as tfp
tfd = tfp.distributions
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
# generate toy dataset
random.seed(12902)
n_obs = 20000
x = np.random.uniform(size=(n_obs, 4))
df = pd.DataFrame(x, columns = ['x_{0}'.format(i) for i in np.arange(4)])
# 2 latent classes, with noisy assignment based on x_0, x_1, (x_2 and x_3 are noise)
df['latent_class'] = 0
df.loc[df.x_0 + df.x_1 + np.random.normal(scale=.05, size=n_obs) > 1, 'latent_class'] = 1
df.latent_class.value_counts()
# Latent class will determines which mixture distribution we draw from
d0 = tfd.MixtureSameFamily(
mixture_distribution=tfd.Categorical(probs=[0.3, 0.7]),
components_distribution=tfd.Normal(
loc=[-1., 1], scale=[0.1, 0.5]))
d0_samples = d0.sample(sample_shape=(df.latent_class == 0).sum()).numpy()
d1 = tfd.MixtureSameFamily(
mixture_distribution=tfd.Categorical(probs=[0.5, 0.5]),
components_distribution=tfd.Normal(
loc=[-2., 2], scale=[0.2, 0.6]))
d1_samples = d1.sample(sample_shape=(df.latent_class == 1).sum()).numpy()
df.loc[df.latent_class == 0, 'y'] = d0_samples
df.loc[df.latent_class == 1, 'y'] = d1_samples
fig, ax = plt.subplots()
bins = np.linspace(-4, 5, 9*4 + 1)
df.y[df.latent_class == 0].hist(ax=ax, bins=bins, label='Class 0', alpha=.4, density=True)
df.y[df.latent_class == 1].hist(ax=ax, bins=bins, label='Class 1', alpha=.4, density=True)
ax.legend();
# mixture density network
N_COMPONENTS = 2 # number of components in the mixture
input_feature_space = 4
flat_input = Input(shape=(input_feature_space,),
batch_shape=(None, input_feature_space),
name='inputs')
x = Dense(6, activation='relu',
kernel_initializer='glorot_uniform',
bias_initializer='ones')(flat_input)
x = Dense(6, activation='relu',
kernel_initializer='glorot_uniform',
bias_initializer='ones')(x)
# 3 params per component: weight, loc, scale
output = Dense(N_COMPONENTS*3,
kernel_initializer='glorot_uniform',
bias_initializer='ones')(x)
model = Model(inputs=[flat_input],
outputs=[output])
I suspect the problem is in the next 3 functions:
def get_mixture_coef(output, num_components):
"""
Extract mixture params from output
"""
out_pi = output[:, :num_components]
out_sigma = output[:, num_components:2*num_components]
out_mu = output[:, 2*num_components:]
# use softmax to normalize pi into prob distribution
max_pi = K.max(out_pi, axis=1, keepdims=True)
out_pi = out_pi - max_pi
out_pi = K.exp(out_pi)
normalize_pi = 1 / K.sum(out_pi, axis=1, keepdims=True)
out_pi = normalize_pi * out_pi
# use exp to ensure sigma is pos
out_sigma = K.exp(out_sigma)
return out_pi, out_sigma, out_mu
def get_lossfunc(out_pi, out_sigma, out_mu, y):
d0 = tfd.MixtureSameFamily(
mixture_distribution=tfd.Categorical(
probs=out_pi),
components_distribution=tfd.Normal(
loc=out_mu, scale=out_sigma,
),
)
# I suspect the problem is here
return -1 * d0.log_prob(y)
def mdn_loss(num_components):
def loss(y_true, y_pred):
out_pi, out_sigma, out_mu = get_mixture_coef(y_pred, num_components)
return get_lossfunc(out_pi, out_sigma, out_mu, y_true)
return loss
opt = Adam(lr=.001)
model.compile(
optimizer=opt,
loss = mdn_loss(N_COMPONENTS),
)
es = EarlyStopping(monitor='val_loss',
min_delta=1e-5,
patience=5,
verbose=1, mode='auto')
validation = .15
validate_idx = np.random.choice(df.index.values,
size=int(validation * df.shape[0]),
replace=False)
train_idx = [i for i in df.index.values if i not in validate_idx]
x_cols = ['x_0', 'x_1', 'x_2', 'x_3']
model.fit(x=df.loc[train_idx, x_cols].values,
y=df.loc[train_idx, 'y'].values[:, np.newaxis],
validation_data=(
df.loc[validate_idx, x_cols].values,
df.loc[validate_idx, 'y'].values[:, np.newaxis]),
# model works when batch_size = 1
# model fails when batch_size > 1
epochs=2, batch_size=1, verbose=1, callbacks=[es])
def sample(output, n_samples, num_components):
"""Sample from a mixture distribution parameterized by
model output."""
pi, sigma, mu = get_mixture_coef(output, num_components)
d0 = tfd.MixtureSameFamily(
mixture_distribution=tfd.Categorical(
probs=pi),
components_distribution=tfd.Normal(
loc=mu,
scale=sigma))
return d0.sample(sample_shape=n_samples).numpy()
yhat = model.predict(df.loc[train_idx, x_cols].values)
out_pi, out_sigma, out_mu = get_mixture_coef(yhat, 2)
latent_1_samples = sample(yhat[:1], n_samples=1000, num_components=2)
latent_1_samples = pd.DataFrame({'latent_1_samples': latent_1_samples.ravel()})
fig, ax = plt.subplots()
bins = np.linspace(-4, 5, 9*4 + 1)
latent_1_samples.latent_1_samples.hist(ax=ax, bins=bins, label='Class 1: yHat', alpha=.4, density=True)
df.y[df.latent_class == 0].hist(ax=ax, bins=bins, label='Class 0: True', density=True, histtype='step')
df.y[df.latent_class == 1].hist(ax=ax, bins=bins, label='Class 1: True', density=True, histtype='step')
ax.legend();
Thanks in advance!
Update
I found two ways to solve the problem, guided by this answer. Both solutions point to the fact that Keras is awkwardly broadcasting y to match y_pred:
def get_lossfunc(out_pi, out_sigma, out_mu, y):
d0 = tfd.MixtureSameFamily(
mixture_distribution=tfd.Categorical(
probs=out_pi),
components_distribution=tfd.Normal(
loc=out_mu, scale=out_sigma,
),
)
# this also works:
# return -1 * d0.log_prob(tensorflow.transpose(y))
return -1 * d0.log_prob(y[:, 0])
Specifying the workaround here (Answer Section) even though it is specified by Dan in the question, for the benefit of the Community.
The problem of predicting the same distribution for all y, ignoring x can be resolved in two ways.
Code for Solution 1 is mentioned below:
def get_lossfunc(out_pi, out_sigma, out_mu, y):
d0 = tfd.MixtureSameFamily(
mixture_distribution=tfd.Categorical(
probs=out_pi),
components_distribution=tfd.Normal(
loc=out_mu, scale=out_sigma,
),
)
return -1 * d0.log_prob(tensorflow.transpose(y))
Code for Solution 2 is mentioned below:
def get_lossfunc(out_pi, out_sigma, out_mu, y):
d0 = tfd.MixtureSameFamily(
mixture_distribution=tfd.Categorical(
probs=out_pi),
components_distribution=tfd.Normal(
loc=out_mu, scale=out_sigma,
),
)
return -1 * d0.log_prob(y[:, 0])
Hope this helps. Happy Learning!
I have a time series prediction problem where most of the observed values (95%) are 0s while remaining values are non-zeros. How can I make use of RNN for this problem.
I want to predict surface flow from environmental data(air temperature, rainfall, humidity etc). We know surface flow is 0.0 for most of the time in an year. However, I also don't want to simply ignore 0s as the 0s represent the period of the year when when surface flow is 0.0. The image below shows possible observed output and three inputs. The three inputs here are just random but in reality they will be data like rainfall, humidity etc and these input data have some periodic pattern.
import matplotlib.pyplot as plt
import numpy as np
import pandas as pd
import psutil
import tensorflow as tf
import sys
print(sys.version)
print('tensorflow version: ', tf.__version__)
#clean computation graph
tf.reset_default_graph()
tf.set_random_seed(777) # reproducibility
np.random.seed(0)
def MinMaxScaler(data):
numerator = data - np.min(data, 0)
denominator = np.max(data, 0) - np.min(data, 0)
# noise term prevents the zero division
return numerator / (denominator + 1e-7)
class generate_data(object):
def __init__(self, data_len, in_series, y_pred, seq_lengths, method='sum' ):
self.data_len = data_len
self.data = None
self.in_series = in_series #number of input series
self.y_pred = y_pred #number of final outputs from model
self.seq_lengths = seq_lengths
self.method = method
def _f(self, x):
y = 0
result = []
for _ in x:
result.append(y)
y += np.random.normal(scale=1)
return np.array(result)
def _runningMean(self, x, N):
return np.convolve(x, np.ones((N,))/N)[(N-1):]
def sine(self):
DATA = np.zeros((self.data_len, self.in_series))
xx = [None]
data_0 = np.sin(np.linspace(0, 20, self.data_len*self.in_series))
xx = data_0.reshape(self.data_len, self.in_series)
DATA[:,0: self.in_series] = xx
y = self._get_y(DATA)
return xx,y, DATA
def _get_y(self, xx):
if self.method=='sum':
yy = np.array([np.sum(xx[i,:]) for i in range(np.shape(xx)[0])])
elif self.method == 'mean':
yy = np.array([np.mean(xx[i,:]) for i in range(np.shape(xx)[0])])
elif self.method == 'self_mul':
yy = np.array([np.prod(xx[i,:]) for i in range(np.shape(xx)[0])])
elif self.method == 'mean_mirror':
yy = np.array([np.mean(xx[i,:]) for i in range(np.shape(xx)[0])])
return yy
def normalize(self, xx1,yy1):
yy = [None]*len(yy1)
YMinMax = {}
xx = MinMaxScaler(xx1)
for i in range(self.y_pred):
YMinMax['ymin_' + str(i)] = np.min(yy1[0])
YMinMax['ymax_' + str(i)] = np.max(yy1[0])
yy[i] = MinMaxScaler(yy1[0])
setattr(self, 'YMinMax', YMinMax)
return xx,yy
def create_dataset(self, xx, yy, percent_of_zeros):
'''creates a dataset consisting of windows for x and y data'''
dataX = self._build_input_windows(xx, self.seq_lengths)
if self.y_pred > 1:
pass
elif self.y_pred > 1 and self.seq_lengths != any(self.seq_lengths):
pass
else:
dataY = self._build_y_windows(yy[0] , self.seq_lengths)
indices = np.random.choice(np.arange(dataY.size), replace=False,
size=int(dataY.size * percent_of_zeros))
dataY[indices] = 0
return dataX, dataY
def _build_input_windows(self, time_series, seq_length):
dataX = []
for i in range(0, len(time_series) - seq_length):
_x = time_series[i:i + seq_length, :]
dataX.append(_x)
return np.array(dataX)
def _build_y_windows(self, iny, seq_length):
dataY = []
for i in range(0, len(iny) - seq_length):
_y = iny[i + seq_length, ] # Next close price
dataY.append(_y)
return np.array(dataY)
def TrainTestSplit(self, dataX, dataY, train_frac):
train_size = int(len(dataY) * train_frac)
trainX, testX = np.array(dataX[0:train_size]), np.array(dataX[train_size:len(dataX)])
trainY, testY = np.array(dataY[0:train_size]), np.array(dataY[train_size:len(dataY)])
trainY = trainY.reshape(len(trainY), 1)
testY = testY.reshape(len(testY), 1)
return trainX, trainY, testX, testY, train_size
#training/hyper parameters
tot_epochs = 500
batch_size = 16
learning_rate = 0.01
seq_lengths = 5 #sequence lengths/window size for RNN
rnn_inputs = 3 # no of inputs for RNN
y_pred = 1
data_length = 1005 #this can be overwritten or useless
gen_data = generate_data(data_length, rnn_inputs, y_pred, seq_lengths, 'sum')
xx,yy,data_1 = gen_data.sine()
# xx = abs(xx)
train_frac = 0.8
xx1,yy1 = gen_data.normalize(xx,[yy])
zeros = 0.96
dataX, dataY = gen_data.create_dataset(xx1,yy1, zeros)
trainX, trainY, testX, testY, train_size = gen_data.TrainTestSplit( dataX, dataY, train_frac)
keep_prob = tf.placeholder(tf.float32)
x_placeholders = tf.placeholder(tf.float32, [None, 5, 3])
Y = tf.placeholder(tf.float32, [None, 1])
plt.plot(dataY, '.', label='output')
plt.plot(xx[:,0], '.', label='input1')
plt.plot(xx[:,1], '.', label='input2')
plt.plot(xx[:,2], '.', label='input3')
plt.legend()
# build neural network
with tf.variable_scope('scope0'): #defining RNN
# cell = tf.contrib.rnn.BasicLSTMCell(num_units= 7, state_is_tuple=True, activation=tf.tanh)
cell = tf.keras.layers.LSTMCell(units = 128)
outputs1, _states = tf.nn.dynamic_rnn(cell, x_placeholders, dtype=tf.float32)
# Y_pred1 = tf.contrib.layers.fully_connected(outputs1[:, -1], 1, activation_fn=None)
Y_pred1 = tf.keras.layers.Dense(1)(outputs1[:,-1])
Y_pred = Y_pred1
## cost/loss
loss = tf.reduce_sum(tf.square(Y_pred - Y)) # sum of the squares
## optimizer
optimizer = tf.train.AdamOptimizer(learning_rate)
train = optimizer.minimize(loss)
#
## RMSE
targets = tf.placeholder(tf.float32, [None, 1])
predictions = tf.placeholder(tf.float32, [None, 1])
rmse = tf.sqrt(tf.reduce_mean(tf.square(targets - predictions)))
with tf.Session() as sess:
saver = tf.train.Saver(max_to_keep=41)
writer = tf.summary.FileWriter('./laos_2out/cnntest', sess.graph)
init = tf.global_variables_initializer()
sess.run(init)
# Training step
for epoch in range(tot_epochs):
total_batches = int(train_size / batch_size) ##total batches/ no. of steps in an epoch
#for batch in range(total_batches):
_, step_loss = sess.run([train, loss], feed_dict= {x_placeholders:trainX, Y:trainY, keep_prob:0.5} )
print('epoch: # {} loss: {}'.format(epoch, step_loss))
# # evaluating on test data
test_predict = sess.run(Y_pred, feed_dict= {x_placeholders:testX, Y:trainY, keep_prob:0.5} )
#evaluating on training data
train_predict = sess.run(Y_pred, feed_dict={x_placeholders:trainX, Y:trainY, keep_prob:0.5})
rmse_val = sess.run(rmse, feed_dict={targets: testY, predictions: test_predict})
print("RMSE: {}".format(rmse_val))
# Plot predictions
fig, (ax1,ax2) = plt.subplots(1,2, sharey=True)
fig.set_figwidth(14)
fig.set_figheight(5)
ax2.plot(testY, 'b', label='observed')
ax2.plot(test_predict, 'k', label='predicted')
ax2.legend(loc="best")
ax2.set_xlabel("Time Period")
ax2.set_title('Testing')
ax1.plot(trainY, 'b', label='observed')
ax1.plot(train_predict, 'k',label= 'predicted')
ax1.legend(loc="best")
ax1.set_xlabel("Time Period")
ax1.set_ylabel("discharge (cms)")
ax1.set_title('Training')
plt.show()
The problem is that while training, the model focuses on majority of values i.e. 0s and thus makes the predictions equal to 0s. How can I make the model focus on non-zero values (positive surface flow) while at the same time also consider 0s (when there is no surface flow). I have read about attention mechanism but have not understood that how I can implement it in such scenarios.
Based on this post, I tried to create another model, where I'm adding both categorical and continous variables.
Please find the code below:
from __future__ import print_function
import pandas as pd;
import tensorflow as tf
import numpy as np
from sklearn.preprocessing import LabelEncoder
if __name__ == '__main__':
# 1 categorical input feature and a binary output
df = pd.DataFrame({'cat2': np.array(['o', 'm', 'm', 'c', 'c', 'c', 'o', 'm', 'm', 'm']),
'num1': np.random.rand(10),
'label': np.array([0, 0, 1, 1, 0, 0, 1, 0, 1, 1])})
encoder = LabelEncoder()
encoder.fit(df.cat2.values)
X1 = encoder.transform(df.cat2.values).reshape(-1,1)
X2 = np.array(df.num1.values).reshape(-1,1)
# X = np.concatenate((X1,X2), axis=1)
Y = np.zeros((len(df), 2))
Y[np.arange(len(df)), df.label.values] = 1
# Neural net parameters
training_epochs = 5
learning_rate = 1e-3
cardinality = len(np.unique(X))
embedding_size = 2
input_X_size = 1
n_labels = len(np.unique(Y))
n_hidden = 10
# Placeholders for input, output
cat2 = tf.placeholder(tf.int32, [None], name='cat2')
x = tf.placeholder(tf.float32, [None, 1], name="input_x")
y = tf.placeholder(tf.float32, [None, 2], name="input_y")
embed_matrix = tf.Variable(
tf.random_uniform([cardinality, embedding_size], -1.0, 1.0),
name="embed_matrix"
)
embed = tf.nn.embedding_lookup(embed_matrix, cat2)
inputs_with_embed = tf.concat([x, embedding_aggregated], axis=2, name="inputs_with_embed")
# Neural network weights
h = tf.get_variable(name='h2', shape=[inputs_with_embed, n_hidden],
initializer=tf.contrib.layers.xavier_initializer())
W_out = tf.get_variable(name='out_w', shape=[n_hidden, n_labels],
initializer=tf.contrib.layers.xavier_initializer())
# Neural network operations
#embedded_chars = tf.nn.embedding_lookup(embeddings, x)
layer_1 = tf.matmul(inputs_with_embed,h)
layer_1 = tf.nn.relu(layer_1)
out_layer = tf.matmul(layer_1, W_out)
# Define loss and optimizer
cost = tf.reduce_mean(tf.nn.softmax_cross_entropy_with_logits(logits=out_layer, labels=y))
optimizer = tf.train.AdamOptimizer(learning_rate=learning_rate).minimize(cost)
# Initializing the variables
init = tf.global_variables_initializer()
# Launch the graph
with tf.Session() as sess:
sess.run(init)
for epoch in range(training_epochs):
avg_cost = 0.
# Run optimization op (backprop) and cost op (to get loss value)
_, c = sess.run([optimizer, cost],
feed_dict={x: X2,cat2:X1, y: Y})
print("Optimization Finished!")
But I'm getting the following error. It seems I'm not concatenating the continous variable and embedding properly. But I'm not understanding how to fix it.
Please if someone can please guide me.
ValueError: Shape must be at least rank 3 but is rank 2 for 'inputs_with_embed_2' (op: 'ConcatV2') with input shapes: [?,1], [?,2], [] and with computed input tensors: input[2] = <2>.
Thanks!
If by embedding_agregated you mean embed (probably typo)
The error is that there is no axis=2 in your case , it should be axis=1
inputs_with_embed = tf.concat([x, embed], axis=1, name="inputs_with_embed")
embed has a shape [None, embedding_dimension] and x has a shape [None, 1]
They are both 2D tensors, so you have access to axis=0 or axis=1 (indexing at 0 not 1), therefore to have your input_with_embed of shape [None, embedding_dimension+1] you need to concat on the axis=1