I am trying to predict uncertainty in a regression problem using Dropout during testing as per Yarin Gal's article. I created a class using Keras's backend function as provided by this stack overflow question's answer. The class takes a NN model as input and randomly drops neurons during testing to give a stochastic estimate rather than deterministic output for a time-series forecasting.
I create a simple encoder-decoder model as shown below for the forecasting with 0.1 dropout during training:
input_sequence = Input(shape=(lookback, train_x.shape[2]))
encoder = LSTM(128, return_sequences=False)(input_sequence)
r_vec = RepeatVector(forward_pred)(encoder)
decoder = LSTM(128, return_sequences=True, dropout=0.1)(r_vec) #maybe use dropout=0.1
output = TimeDistributed(Dense(train_y.shape[2], activation='linear'))(decoder)
# optimiser = optimizers.Adam(clipnorm=1)
enc_dec_model = Model(input_sequence, output)
enc_dec_model.compile(loss="mean_squared_error",
optimizer="adam",
metrics=['mean_squared_error'])
enc_dec_model.summary()
After that, I define and call the DropoutPrediction class.
# Define the class:
class KerasDropoutPrediction(object):
def __init__(self ,model):
self.f = K.function(
[model.layers[0].input,
K.learning_phase()],
[model.layers[-1].output])
def predict(self ,x, n_iter=10):
result = []
for _ in range(n_iter):
result.append(self.f([x , 1]))
result = np.array(result).reshape(n_iter ,x.shape[0] ,x.shape[1]).T
return result
# Call the object:
kdp = KerasDropoutPrediction(enc_dec_model)
y_pred_do = kdp.predict(x_test,n_iter=100)
y_pred_do_mean = y_pred_do.mean(axis=1)
However, in the line
kdp = KerasDropoutPrediction(enc_dec_model), when I call the LSTM model,
I got the following error message which says the input has to be a Keras Tensor. Can anyone help me with this error?
Error Message:
ValueError: Found unexpected instance while processing input tensors for keras functional model. Expecting KerasTensor which is from tf.keras.Input() or output from keras layer call(). Got: 0
To activate Dropout at inference time, you simply have to specify training=True (TF>2.0) in the layer of interest (in the last LSTM layer in your case)
with training=False
inp = Input(shape=(10, 1))
x = LSTM(1, dropout=0.3)(inp, training=False)
m = Model(inp,x)
# m.compile(...)
# m.fit(...)
X = np.random.uniform(0,1, (1,10,1))
output = []
for i in range(0,100):
output.append(m.predict(X)) # always the same
with training=True
inp = Input(shape=(10, 1))
x = LSTM(1, dropout=0.3)(inp, training=True)
m = Model(inp,x)
# m.compile(...)
# m.fit(...)
X = np.random.uniform(0,1, (1,10,1))
output = []
for i in range(0,100):
output.append(m.predict(X)) # always different
In your example, this becomes:
input_sequence = Input(shape=(lookback, train_x.shape[2]))
encoder = LSTM(128, return_sequences=False)(input_sequence)
r_vec = RepeatVector(forward_pred)(encoder)
decoder = LSTM(128, return_sequences=True, dropout=0.1)(r_vec, training=True)
output = TimeDistributed(Dense(train_y.shape[2], activation='linear'))(decoder)
enc_dec_model = Model(input_sequence, output)
enc_dec_model.compile(
loss="mean_squared_error",
optimizer="adam",
metrics=['mean_squared_error']
)
enc_dec_model.fit(train_x, train_y, epochs=10, batch_size=32)
and the KerasDropoutPrediction:
class KerasDropoutPrediction(object):
def __init__(self, model):
self.model = model
def predict(self, X, n_iter=10):
result = []
for _ in range(n_iter):
result.append(self.model.predict(X))
result = np.array(result)
return result
kdp = KerasDropoutPrediction(enc_dec_model)
y_pred_do = kdp.predict(test_x, n_iter=100)
y_pred_do_mean = y_pred_do.mean(axis=0)
Related
I'm implementing a physical informed neural network (PINN) model to solve the Navier-Stokes equation, as in PINN. This type of model works better when using L_BFGS_B, and the better optimizer for my case is the fmin_l_bfgs_b from SciPy.
The problem with this optimizer is that they do not work directly with the TensorFlow library. To work with TensorFlow, I implement a class L_BFGS_B with the following methods.
set_weights: Set weights to the model.:
evaluate: evaluate loss and gradients
tf_evaluate: Evaluate loss and gradients as tf.tensor
fit: Train the model
All works fine. The optimizer is training all weights of the model, but the problem is that I only want to train two out of 18 trainable variables.
**Optimizer class **
class L_BFGS_B:
def __init__(self, model, x_train, y_train, factr = 1, m=50, maxls=50,maxfun = 50000, maxiter=50000):
self.model = model
#x_train = xyt, y_train = uv
self.x_train = x_train #tf.constant(x_train, dtype=tf.float32)
self.y_train = y_train #tf.constant(y_train, dtype=tf.float32)
# quando iteração termina
self.factr = factr
#The maximum number of variable metric corrections used
self.m = m
#max number of line search steps/iteration
# nesse caso 50/iteração
self.maxls = maxls
#max number of interation
self.maxiter = maxiter
self.maxfun = maxfun
#tf.function
def tf_evaluate(self, x, y):
"""
Evaluate loss and gradients for weights as tf.Tensor.
Args:
x: input data.
Returns:
loss and gradients for weights as tf.Tensor.
"""
# wehre x = xyt , y = uv
with tf.GradientTape() as g:
uv_fuv = self.model([x, y])
loss = self.model.losses[0]
grads = g.gradient(loss, self.model.trainable_variables, unconnected_gradients=tf.UnconnectedGradients.ZERO)
return loss, grads
def set_weights(self, flat_weights):
"""
Set weights to the model.
Args:
flat_weights: flatten weights.
"""
weights_shapes = [ w.shape for w in self.model.get_weights() ]
n = [0] + [ np.prod(shape) for shape in weights_shapes ]
partition = np.cumsum(n)
weights = [ flat_weights[from_part:to_part].reshape(shape)
for from_part, to_part, shape
in zip(partition[:-1], partition[1:], weights_shapes) ]
self.model.set_weights(weights)
def evaluate(self, flat_weights):
"""
Evaluate loss and gradients for weights as ndarray.
Args:
weights: flatten weights.
Returns:
loss and gradients for weights as ndarray.
"""
self.set_weights(flat_weights)
loss, grads = self.tf_evaluate(self.x_train, self.y_train)
loss = loss.numpy().astype('float64')
grads = np.concatenate([ g.numpy().flatten() for g in grads ]).astype('float64')
#printest('loss', loss)
return loss, grads
def fit(self):
"""
Train the model using L-BFGS-B algorithm.
"""
# Flatten initial weights
initial_weights = np.concatenate([ w.flatten() for w in self.model.get_weights() ])
#optmizer
fmin_l_bfgs_b(func = self.evaluate, x0 = initial_weights,
factr = self.factr, m = self.m,
maxls = self.maxls, maxiter = self.maxiter,
maxfun = self.maxfun)
if __name__ == "__main__":
...
# load Data
...
indices = np.random.choice(N*T, n_train, replace = False)
xyt_train = tf.concat( (x_1d[indices], y_1d[indices], t_1d[indices]), axis = 1)
uv_train = tf.concat( (u_1d[indices], v_1d[indices]), axis = 1)
# Model
nn_model = NeuralNet().build()
pinn_model = PhysicsInformedNN(model = nn_model).build()
#Optimizer
lbfgs = L_BFGS_B(model = pinn_model, x_train = xyt_train, y_train = uv_train)
lbfgs.fit()
Attempt
Use arg in the fmin_l_bfgs_b, where args is passed as the trainable variables that I want to fix and **x0 ** the initial two variables to be minimized. The following code is only a sanity test to see if passing the weights in this way works.
def evaluate(self, weights_var, *args):
weights = np.append(weights_var, args)
self.set_weights(weights)
loss, grads = self.tf_evaluate(self.x_train, self.y_train)
loss = loss.numpy().astype('float64')
grads = np.concatenate([ g.numpy().flatten() for g in grads ]).astype('float64')
#printest('loss', loss)
return loss, grads
def fit(self):
"""
Train the model using L-BFGS-B algorithm.
"""
# Flatten initial weights
weights_fixed = np.concatenate([ w.flatten() for w in self.model.get_weights()[2:] ])
weights_var = np.concatenate([ w.flatten() for w in self.model.get_weights()[0:2] ])
#optmizer
fmin_l_bfgs_b(func = self.evaluate, x0 = initial_weights, args = (weights_fixed)
factr = self.factr, m = self.m,
maxls = self.maxls, maxiter = self.maxiter,
maxfun = self.maxfun)
Unfortunately, the following error is raised: 0-th dimension must be fixed to 2 but got 2644.
Question: There is a way to fix the trainable variables that I do not want to minimize, work with the ones that are not fixed, and in the final set back then to the neural network model using this type of optimizer?
So I am trying to build an LSTM based autoencoder, which I want to use for the time series data. These are spitted up to sequences of different lengths. Input to the model has thus shape [None, None, n_features], where the first None stands for number of samples and the second for time_steps of the sequence. The sequences are processed by LSTM with argument return_sequences = False, coded dimension is then recreated by function RepeatVector and ran through LSTM again. In the end I would like to use the TimeDistributed layer, but how to tell python that the time_steps dimension is dynamic? See my code:
from keras import backend as K
.... other dependencies .....
input_ae = Input(shape=(None, 2)) # shape: time_steps, n_features
LSTM1 = LSTM(units=128, return_sequences=False)(input_ae)
code = RepeatVector(n=K.shape(input_ae)[1])(LSTM1) # bottleneck layer
LSTM2 = LSTM(units=128, return_sequences=True)(code)
output = TimeDistributed(Dense(units=2))(LSTM2) # ??????? HOW TO ????
# no problem here so far:
model = Model(input_ae, outputs=output)
model.compile(optimizer='adam', loss='mse')
this function seems to do the trick
def repeat(x_inp):
x, inp = x_inp
x = tf.expand_dims(x, 1)
x = tf.repeat(x, [tf.shape(inp)[1]], axis=1)
return x
example
input_ae = Input(shape=(None, 2))
LSTM1 = LSTM(units=128, return_sequences=False)(input_ae)
code = Lambda(repeat)([LSTM1, input_ae])
LSTM2 = LSTM(units=128, return_sequences=True)(code)
output = TimeDistributed(Dense(units=2))(LSTM2)
model = Model(input_ae, output)
model.compile(optimizer='adam', loss='mse')
X = np.random.uniform(0,1, (100,30,2))
model.fit(X, X, epochs=5)
I'm using tf.keras with TF 2.2
I have a model in Keras. The model is using B. cross-entropy (log loss). However, I wanna create my custom B.C.E log loss for it.
here is my model
def get_model(train, num_users, num_items, layers=[20, 10, 5, 2]):
num_layer = len(layers) # Number of layers in the MLP
user_matrix = K.constant(getTrainMatrix(train))
item_matrix = K.constant(getTrainMatrix(train).T)
# Input variables
user_input = Input(shape=(1,), dtype='int32', name='user_input')
item_input = Input(shape=(1,), dtype='int32', name='item_input')
user_rating = Lambda(lambda x: tf.gather(user_matrix, tf.to_int32(x)))(user_input)
item_rating = Lambda(lambda x: tf.gather(item_matrix, tf.to_int32(x)))(item_input)
user_rating = Reshape((num_items, ))(user_rating)
item_rating = Reshape((num_users, ))(item_rating)
MLP_Embedding_User = Dense(layers[0]//2, activation="linear" , name='user_embedding')
MLP_Embedding_Item = Dense(layers[0]//2, activation="linear" , name='item_embedding')
user_latent = MLP_Embedding_User(user_rating)
item_latent = MLP_Embedding_Item(item_rating)
# The 0-th layer is the concatenation of embedding layers
vector = concatenate([user_latent, item_latent])
# Final prediction layer
prediction = Dense(1, activation='sigmoid', kernel_initializer=initializers.lecun_normal(),
name='prediction')(vector)
model_ = Model(inputs=[user_input, item_input],
outputs=prediction)
return model_
Here is the call to the compile function.
model.compile(optimizer=Adam(lr=learning_rate), loss='binary_crossentropy')
Now my question is how to define a custome binary cross entropy loss for it?
I want to make a weighted average ensemble of 3 of my trained models. So, I want first to multiply the softmax output of a model (element-wise) by a vector and then average the 3 weighted outputs of the 3 models.
I used the following code to multiply the output of the first model by its weight vector:
from keras.layers import Multiply, Average
resnet_weights = np.asarray([[0.91855, 0.99485, 0.89065, 0.96525, 0.98005,
0.93645, 0.6149, 0.934, 0.92505, 0.785, 0.85]], np.float32)
resnet_weight_tensor=tf.constant(resnet_weights, np.float32)
sess = tf.InteractiveSession()
print(resnet_weight_tensor.eval())
sess.close()
resnet_weighted = Multiply()([finetuned_model.layers[-1].output, resnet_weight_tensor])
print(resnet_weighted)
new_model=Model(model.input, resnet_weighted)
However, I'm stuck with the following error:
What can I do?
Use Lambda instead of Multiply, and K.constant instead of tf.constant (is backend-neutral):
resnet_weight_tensor=K.constant(resnet_weights, 'float32')
out = finetuned_model.layers[-1].output
resnet_weighted = Lambda(lambda x: x * resnet_weight_tensor)(out)
FULL EXAMPLE:
## BUILD MODELS
batch_size = 32
num_batches = 100
input_shape = (4,)
num_classes = 3
model_1 = make_model(input_shape, 8, num_classes)
model_2 = make_model(input_shape, 10, num_classes)
model_3 = make_model(input_shape, 12, num_classes)
## BUILD ENSEMBLE
models = (model_1, model_2, model_3)
models_ins = [model.input for model in models]
models_outs = [model.input for model in models]
outputs_weights = [np.random.random((batch_size, num_classes)),
np.random.random((batch_size, num_classes)),
np.random.random((batch_size, num_classes))]
outs_avg = model_outputs_average(models, outputs_weights)
final_out = Dense(num_classes, activation='softmax')(outs_avg)
model_ensemble = Model(inputs=models_ins, outputs=final_out)
model_ensemble.compile('adam', loss='categorical_crossentropy')
### TEST ENSEMBLE
x1 = np.random.randn(batch_size, *input_shape) # toy data
x2 = np.random.randn(batch_size, *input_shape)
x3 = np.random.randn(batch_size, *input_shape)
y = np.random.randint(0,2,(batch_size, num_classes)) # toy labels
model_ensemble.fit([x1,x2,x3], y)
Verify averaging:
[print(layer.name) for layer in model_ensemble.layers] # show layer names
preouts1 = get_layer_outputs(model_ensemble, 'lambda_1', [x1,x2,x3])
preouts2 = get_layer_outputs(model_ensemble, 'lambda_2', [x1,x2,x3])
preouts3 = get_layer_outputs(model_ensemble, 'lambda_3', [x1,x2,x3])
preouts_avg = get_layer_outputs(model_ensemble, 'average_1',[x1,x2,x3])
preouts = np.asarray([preouts1, preouts2, preouts3])
sum_of_diff_of_means = np.sum(np.mean(preouts, axis=0) - preouts_avg)
print(np.sum(np.mean([preouts1, preouts2, preouts3],axis=0) - preouts_avg))
# 4.69e-07
Functions used:
def make_model(input_shape, dense_dim, num_classes=3):
ipt = Input(shape=input_shape)
x = Dense(dense_dim, activation='relu')(ipt)
out = Dense(num_classes, activation='softmax')(x)
model = Model(ipt, out)
model.compile('adam', loss='categorical_crossentropy')
return model
def model_outputs_average(models, outputs_weights):
outs = [model.output for model in models]
out_shape = K.int_shape(outs[0])[1:] # ignore batch dim
assert all([(K.int_shape(out)[1:] == out_shape) for out in outs]), \
"All model output shapes must match"
outs_weights = [K.constant(w, 'float32') for w in outputs_weights]
ow_shape = K.int_shape(outs_weights[0])
assert all([(K.int_shape(w) == ow_shape) for w in outs_weights]), \
"All outputs_weights and model.output shapes must match"
weights_layers = [Lambda(lambda x: x * ow)(out) for ow, out
in zip(outs_weights, outs)]
return Average()(weights_layers)
def get_layer_outputs(model,layer_name,input_data,train_mode=False):
outputs = [layer.output for layer in model.layers if layer_name in layer.name]
layers_fn = K.function([model.input, K.learning_phase()], outputs)
return [layers_fn([input_data,int(train_mode)])][0][0]
The bug is possibly caused by the mixture of kears api and tensorflow api, since your resnet_weight_tensor is a tensor from tensorflow api, while finetuned_model.layers[-1].output is the output from a keras layer. Some discusses can be seen here issue 7362
One walk around is to wrap resnet_weight_tensor into keras Input layer.
from keras.layers import Multiply, Average, Input
resnet_weights = np.asarray([[0.91855, 0.99485, 0.89065, 0.96525, 0.98005,
0.93645, 0.6149, 0.934, 0.92505, 0.785, 0.85]], np.float32)
resnet_weight_tensor=tf.constant(resnet_weights, np.float32)
resnet_weight_input = Input(tensor=resnet_weight_tensor)
sess = tf.InteractiveSession()
print(resnet_weight_tensor.eval())
sess.close()
resnet_weighted = Multiply()([finetuned_model.layers[-1].output, resnet_weight_input])
print(resnet_weighted)
new_model=Model([model.input, resnet_weight_input], resnet_weighted)
Greatly appreciate it if someone could help me out here:
I'm trying to do some finetuning on a regression task --- my inputs are 200X200 RGB images and my prediction output/label is a set of real values (let's say, within [0,10], though scaling is not a big deal here...?) --- on top of InceptionV3 architecture. Here are my functions that take a pretrained Inception model, remove the last layer and add a a new layer, set up for finetuning...
"""
Fine-tuning functions
"""
IM_WIDTH, IM_HEIGHT = 299, 299 #fixed size for InceptionV3
NB_EPOCHS = 3
BAT_SIZE = 32
FC_SIZE = 1024
NB_IV3_LAYERS_TO_FREEZE = 172
def eucl_dist(inputs):
x, y = inputs
return ((x - y)**2).sum(axis=-1)
def add_new_last_continuous_layer(base_model):
"""Add last layer to the convnet
Args:
base_model: keras model excluding top, for instance:
base_model = InceptionV3(weights='imagenet',include_top=False)
Returns:
new keras model with last layer
"""
x = base_model.output
x = GlobalAveragePooling2D()(x)
x = Dense(FC_SIZE, activation='relu')(x)
predictions = Lambda(eucl_dist, output_shape=(1,))(x)
model = Model(input=base_model.input, output=predictions)
return model
def setup_to_finetune_continuous(model):
"""Freeze the bottom NB_IV3_LAYERS and retrain the remaining top
layers.
note: NB_IV3_LAYERS corresponds to the top 2 inception blocks in
the inceptionv3 architecture
Args:
model: keras model
"""
for layer in model.layers[:NB_IV3_LAYERS_TO_FREEZE]:
layer.trainable = False
for layer in model.layers[NB_IV3_LAYERS_TO_FREEZE:]:
layer.trainable = True
model.compile(optimizer=SGD(lr=0.0001, momentum=0.9),
loss='eucl_dist')
Here are my implementations:
base_model = InceptionV3(weights = "imagenet",
include_top=False, input_shape=(3,200,200))
model0 = add_new_last_continuous_layer(base_model)
setup_to_finetune_continuous(model0)
history=model0.fit(train_x, train_y, validation_data = (test_x, test_y), nb_epoch=epochs, batch_size=32)
scores = model0.evaluate(test_x, test_y, verbose = 0)
features = model0.predict(X_train)
where train_x is a (168435, 3, 200, 200) numpy array and train_y is a (168435,) numpy array. The same goes for test_x and test_y except the number of observations is 42509.
I got the TypeError: Tensor object is not iterable bug which occurred at predictions = Lambda(eucl_dist, output_shape=(1,))(x)'' when going through theadd_new_last_continuous_layer()`` function. Could you anyone kindly give me some guidance to get around that and what the problem is? Greatly appreciated and happy holidays!
EDIT:
Changed the functions to:
def eucl_dist(inputs):
x, y = inputs
return ((x - y)**2).sum(axis=-1)
def add_new_last_continuous_layer(base_model):
"""Add last layer to the convnet
Args:
base_model: keras model excluding top, for instance:
base_model = InceptionV3(weights='imagenet',include_top=False)
Returns:
new keras model with last layer
"""
x = base_model.output
x = GlobalAveragePooling2D()(x)
x1 = Dense(FC_SIZE, activation='relu')(x)
x2 = Dense(FC_SIZE, activation='relu')(x)
predictions = Lambda(eucl_dist, output_shape=eucl_dist_shape)([x1,x2])
model = Model(input=base_model.input, output=predictions)
return model
Your output shape for the lambda layer is wrong. Define your functions like this:
from keras import backend as K
def euclidean_distance(vects):
x, y = vects
return K.sqrt(K.maximum(K.sum(K.square(x - y), axis=1, keepdims=True), K.epsilon()))
def eucl_dist_output_shape(shapes):
shape1, shape2 = shapes
return (shape1[0], 1)
predictions = Lambda(euclidean_distance, output_shape=eucl_dist_output_shape)([input1, input2])