Let's say I have a pytorch-model describing the evolution of some multidimensional system based on its own state x and an external actuator u. So x_(t+1) = f(x_t, u_t) with f being the artificial neural network from pytorch.
Now i want to solve a dynamic optimization problem to find an optimal sequence of u-values to minimize an objective that depends on x. Something like this:
min sum over all timesteps phi(x_t)
s.t.: x_(t+1) = f(x_t, u_t)
Additionally I also have some upper and lower bounds on some of the variables in x.
Is there an easy way to do this using a dynamic optimization toolbox like pyomo or gekko?
I already wrote some code that transforms a feedforward neural network to a numpy-function which can then be passed as a constraint to pyomo. The problem with this approach is, that it requires significant reprogramming-effort every time the structure of the neural network changes, so quick testing becomes difficult. Also integration of recurrent neural networks gets difficult because hidden cell states would have to be added as additional variables to the optimization problem.
I think a good solution could be to do the function evaluations and gradient calculations in torch and somehow pass the results to the dynamic optimizer. I'm just not sure how to do this.
Thanks a lot for your help!
Tensorflow or Pytorch models can't be directly integrated into the GEKKO at this moment. But, I believe you can retrieve the derivatives from Tensorflow and Pytorch, which allows you to pass them to the GEKKO.
There is a GEKKO Brain module and examples in the link below. You can also find an example that uses GEKKO Feedforward neural network for dynamic optimization.
GEKKO Brain Feedforward neural network examples
MIMO MPC example with GEKKO neural network model
Recurrent Neural Network library in the GEKKO Brain module is currently being developed, which allows using all the GEKKO's dynamic optimization functions easily.
In the meantime, you can use a sequential method by wrapping the TensorFlow or PyTorch models in the available optimization solver such as scipy optimization module.
Check out the below link for a dynamic optimization example with Keras LSTM model and scipy optimize.
Keras LSTM MPC
Related
I am doing machine learning research where I explore non backpropagation options for training neural networks. I have implemented a genetic algorithm for training of keras models but I would like to make some improvements.
Currently I'm training the model by extracting the parameters with model.get_weights(), modifying them in a genetic algorithm, and then setting the weights again, with model.set_weights(), for loss calculation. This is being done by passing the network to a training function that performs the training and returns a history as such:
history = genetic_algorithm(model, *args).
I would like to act within the keras interface if possible so that I could compile the model using my training function somehow and then simply train with model.fit(). Is this possible? I saw this post regarding creating custom optimizers but it seems to be to constrained to allow a genetic algorithm.
This question is related to another question I have asked. I split them up to make each question more concise.
I followed all the steps mentioned in the article:
https://stackabuse.com/tensorflow-2-0-solving-classification-and-regression-problems/
Then I compared the results with Linear Regression and found that the error is less (68) than the tensorflow model (84).
from sklearn.linear_model import LinearRegression
logreg_clf = LinearRegression()
logreg_clf.fit(X_train, y_train)
pred = logreg_clf.predict(X_test)
print(np.sqrt(mean_squared_error(y_test, pred)))
Does this mean that if I have large dataset, I will get better results than linear regression?
What is the best situation - when I should be using tensorflow?
Answering your first question, Neural Networks are notoriously known for overfitting on smaller datasets, and here you are comparing the performance of a simple linear regression model with a neural network with two hidden layers on the testing data set, so it's not very surprising to see that the MLP model falling behind (assuming that you are working with relatively a smaller dataset) the linear regression model. Larger datasets will definitely help neural networks in learning more accurate parameters and generalize the phenomena well.
Now coming to your second question, Tensorflow is basically a library for building deep learning models, so whenever you are working on a deep learning problem like image recognition, Natural Language Processing, etc. you need massive computational power and will be processing a ton of data to train your models, and this is where TensorFlow becomes handy, it offers you GPU support which will significantly boost your training process which otherwise becomes practically impossible. Moreover, if you are building a product that has to be deployed in a production environment for it to be consumed, you can make use of TensorFlow Serving which helps you to take your models much closer to the customers.
In Tensorflow, you can either perform either classification or linear regression to train your inputs against the labels. Is it possible to perform some classification for your inputs (as pre-processing but not necessarily to use Tensorflow) and determine if you want to run the linear regression using Tensorflow?
For example in image denoising task, you have found that your linear regression algorithm can provide a good smoothing effect against the edges but in the meantime also remove the details for the texture objects. Therefore you would like to perform a binary classification to determine if an input is a texture object, and run the linear regression algorithm using Tensorflow; otherwise do nothing for texture object.
I understand Tensorflow supports transfer learning so I guess one of the possible solutions is to perform binary classification using Tensorflow, and transfer the "texture classification" knowledge to instruct Tensorflow to apply linear regression algorithm only when the input is a texture object? Please correct me if I am wrong as I am not too sure if the above task is do-able in Tensorflow (it would be great if you can describe how to do this in details if this is do-able :-) ).
I guess an alternative solution is to use some binary classification without Tensorflow, and filter out (remove) the texture inputs before passing them to Tensorflow.
Please kindly tell me if which of the above solution (or any other solution) is better (if do-able) for the above scenario? Any suggestions are welcome.
I have a pytorch model and a tensorflow model, I want to train them together on one GPU, following the process bellow: input --> pytorch model--> output_pytorch --> tensorflow model --> output_tensorflow --> pytorch model.
Is is possible to do this? If answer is yes, is there any problem which I will encounter?
Thanks in advance.
I haven't done this but it is possible but implementing is can be a little bit.
You can consider each network as a function, you want to - in some sense - compose these function to form your network, to do this you can compute the final function by just giving result of one network to the other and then use chain-rule to compute the derivatives(using symbolic differentiation from both packages).
I think a good way for implementing this you might be to wrap TF models as a PyTorch Function and use tf.gradients for computing the backward pass.
Doing gradient updates can really get hard (because some variables exist in TF's computation graph) you can turn TF variables to PyTorch Variable turn them into placeholdes in TF computation graph, feed them in feed_dict and update them using PyTorch mechanisms, but I think it would be really hard to do, instead if you do your updates inside backward method of the function you might be able to do the job(it is really ugly but might do the job).
I'm trying to use the torch7 optim package adam algorithm implementation
for optimizing a neural network which takes two independent inputs. Can this be done? The code seems to only support a single input vector. Is there some other implementation which can take a generic table of inputs?
The reference usage I saw, upon which I based my code is here
In principle, if you flatten all your parameters and gradients into two tensors then optim can handle it. See getParameters() function.