Training RNN with error evaluation at every time step - tensorflow

I have a simpleRNN / LSTM that I'm trying to train on a sequential classification task using tensorflow. There is a sequence of data (300 time steps) that predicts a label at t=300. For my task I would like for the RNN to evaluate the error at every timestep (not just at the final time point) and propagate it backwards (as figure below).
After some responses below it seems I need to do a few things: use return_sequences flag; use the TimeDistributed layer to access the output from the LSTM/RNN; and also defined a custom loss function.
model = Sequential()
layer1 = LSTM(n_neurons, input_shape=(length, 1), return_sequences=True)
model.add(layer1)
layer2 = TimeDistributed(Dense(1))
model.add(layer2)
# Define custom loss
def custom_loss(layer1):
# Create a loss function
def loss(y_true,y_pred):
# access layer1 at every time point and compute mean error
# UNCLEAR HOW TO RUN AT EVERY TIME STEP
err = K.mean(layer1(X) - y_true, axis=-1)
return err
# Return a function
return loss
# Compile the model
model.compile(optimizer='adam', loss=custom_loss(layer), metrics=['accuracy'])
For now I'm a bit confused of the custom_loss function as it's not clear that how I can pass in layer1 and compute the error inside the inner most loss function.
Anyone has a suggestion or can point me to a more detailed answer?

The question is not easy to answer since it is not clear what you're trying to achieve (it shouldn't be the same using a FFNN or a RNN, and what works best depends definitely on the application).
Anyway, you might be confusing the training steps (say, the forward- and back- propagation over a minibatch of sequences) with the "internal" steps of the RNN. A single sequence (or a single minibatch) will always "unroll" entirely through time during the forward pass before any output is made available: only after (thus, at the end of the training step), you can use the predictions and compute the losses to backpropagate.
What you can do is return sequences of outputs (one y_predicted for every internal time step) including the argument return_sequences=True inside SimpleRNN(...). This will give you a sequence of 300 predictions, each of which depends only on the past inputs with respect to the considered internal time step. You can then use the outputs that you need to compute the loss, possibly in a custom loss function.
I hope I've been clear enough. Otherwise, let me know if I can help further.

Related

Regression custom loss return value in Keras with and without custom loop

When a custom loss is defined in a Keras model, online sources seem to indicate that the the loss should return an array of values (a loss for each sample in the batch). Something like this
def custom_loss_function(y_true, y_pred):
squared_difference = tf.square(y_true - y_pred)
return tf.reduce_mean(squared_difference, axis=-1)
model.compile(optimizer='adam', loss=custom_loss_function)
In the example above, I have no idea when or if the model is taking the batch sum or mean with tf.reduce_sum() or tf.reduce_mean()
In another situation when we want to implement a custom training loop with a custom function, the template to follow according to Keras documentation is this
for epoch in range(epochs):
for step, (x_batch_train, y_batch_train) in enumerate(train_dataset):
with tf.GradientTape() as tape:
y_batch_pred = model(x_batch_train, training=True)
loss_value = custom_loss_function(y_batch_train, y_batch_pred)
grads = tape.gradient(loss_value, model.trainable_weights)
optimizer.apply_gradients(zip(grads, model.trainable_weights))
So by the book, if I understand correctly, we are supposed to take the mean of the batch gradients. Therefore, the loss value above should be a single value per batch.
However, the example will work with both of the following variations:
tf.reduce_mean(squared_difference, axis=-1) # array of loss for each sample
tf.reduce_mean(squared_difference) # mean loss for batch
So, why does the first option (array loss) above still work? Is apply_gradients applying small changes for each value sequentially? Is this wrong although it works?
What is the correct way without a custom loop, and with a custom loop?
Good question. In my opinion, this is not well documented in the TensorFlow/Keras API. By default, if you do not provide a scalar loss_value, TensorFlow will add them up (and the updates are not sequential). Essentially, this is equivalent to summing the losses along the batch axis.
Currently, the losses in the TensorFlow API include a reduction argument (for example, tf.losses.MeanSquaredError) that allows specifying how to aggregate the loss along the batch axis.

How to optimize multiple loss functions separately in Keras?

I am currently trying to build a deep learning model with three different loss functions in Keras. The first loss function is the typical mean squared error loss. The other two loss functions are the ones I built myself, which finds the difference between a calculation made from the input image and the output image (this code is a simplified version of what I'm doing).
def p_autoencoder_loss(yTrue,yPred):
def loss(yTrue, y_Pred):
return K.mean(K.square(yTrue - yPred), axis=-1)
def a(image):
return K.mean(K.sin(image))
def b(image):
return K.sqrt(K.cos(image))
a_pred = a(yPred)
a_true = a(yTrue)
b_pred = b(yPred)
b_true = b(yTrue)
empirical_loss = (loss(yTrue, yPred))
a_loss = K.mean(K.square(a_true - a_pred))
b_loss = K.mean(K.square(b_true - b_pred))
final_loss = K.mean(empirical_loss + a_loss + b_loss)
return final_loss
However, when I train with this loss function, it is simply not converging well. What I want to try is to minimize the three loss functions separately, not together by adding them into one loss function.
I essentially want to do the second option here Tensorflow: Multiple loss functions vs Multiple training ops but in Keras form. I also want the loss functions to be independent from each other. Is there a simple way to do this?
You could have 3 outputs in your keras model, each with your specified loss, and then keras has support for weighting these losses. It will also then generate a final combined loss for you in the output, but it will be optimising to reduce all three losses. Be wary with this though as depending on your data/problem/losses you might find it stalls slightly or is slow if you have losses fighting each other. This however requires use of the functional API. I'm unsure as to whether this actually implements separate optimiser instances, however I think this is as close you will get in pure Keras that i'm aware of without having to start writing more complex TF training regimes.
For example:
loss_out1 = layers.Dense(1, activation='sigmoid', name='loss1')(x)
loss_out2 = layers.Dense(1, activation='sigmoid', name='loss2')(x)
loss_out3 = layers.Dense(1, activation='sigmoid', name='loss3')(x)
model = keras.Model(inputs=[input],
outputs=[loss1, loss2, loss3])
model.compile(optimizer=keras.optimizers.RMSprop(1e-3),
loss=['binary_crossentropy', 'categorical_crossentropy', 'custom_loss1'],
loss_weights=[1., 1., 1.])
This should compile a model with 3 outputs at the end from (x) which would be above. When you compile you set the outputs as a list as well as set the losses and loss weights as a list. Note that when you fit() that you'll need to supply your target outputs three times as a list too e.g. [y, y, y] as your model now has three outputs.
I'm not a Keras expert, but it's pretty high-level and i'm not aware of another way using pure Keras. Hopefully someone can come correct me with a better solution!
Since there is only one output, few things that can be done:
1.Monitor the individual loss components to see how they vary.
def a_loss(y_true, y_pred):
a_pred = a(yPred)
a_true = a(yTrue)
return K.mean(K.square(a_true - a_pred))
model.compile(....metrics=[...a_loss,b_loss])
2.Weight the loss components where lambda_a & lambda_b are hyperparameters.
final_loss = K.mean(empirical_loss + lambda_a * a_loss + lambda_b * b_loss)
Use a different loss function like SSIM.
https://www.tensorflow.org/api_docs/python/tf/image/ssim

tf.gradients(model.output, model.input) computes a different value each time I run it

I'm trying to compute the gradient of the output layer with respect to the input layer. My neural network is relatively small (input layer composed of 9 activation units and the output layer of 1) and the training went fine as the test provided a very good accuracy. I made the NN model using Keras.
In order to solve my problem, I need to compute the gradient of the output with respect to the input. This is, I need to obtain the Jacobian which as dimension [1x9]. The gradients function in tensorflow should provide me with everything I need, but when I run the code below I obtain a different solution every time.
output_v = model.output
input_v = model.input
gradients = tf.gradients(output_v, input_v)
sess = tf.Session()
sess.run(tf.initialize_all_variables())
print(sess.run(model.input,feed_dict={model.input:x_test_N[0:1,:]}))
evaluated_gradients = sess.run(gradients,feed_dict{model.input:x_test_N[0:1,:]})
print(evaluated_gradients)
sess.close()
The first print command shows this value every time I run it (just to make sure that the input values are not modified):
[[-1.4306372 -0.1272892 0.7145787 1.338818 -1.2957293 -0.5402862-0.7771702 -0.5787912 -0.9157122]]
But the second print shows different ones:
[[ 0.00175761, -0.0490326 , -0.05413761, 0.09952173, 0.06112418, -0.04772799, 0.06557006, -0.02473242, 0.05542536]]
[[-0.00416433, 0.08235116, -0.00930298, 0.04440641, 0.03752216, 0.06378302, 0.03508484, -0.01903783, -0.0538374 ]]
Using finite differences, evaluated_gradients[0,0] = 0.03565103, which isn't close to any of the first values previously printed.
Thanks for your time!
Alberto
Solved by creating a specific session just before training my model:
sess = tf.Session()
sess.run(tf.global_variables_initializer())
K.set_session(sess)
history = model.fit(x_train_N, y_train_N, epochs=n_epochs,
validation_split=split, verbose=1, batch_size=n_batch_size,
shuffle='true', callbacks=[early_stop, tensorboard])
And evaluating the gradient after training, while tf.session is still open:
evaluated_gradients = sess.run(K.gradients(model.output, model.input), feed_dict={model.input: x_test_N})
Presumably your network is set up to initialize weights to random values. When you run sess.run(tf.initialize_all_variables()), you are initializing your variables to new random values. Therefore you get different values for output_v in every run, and hence different gradients. If you want to use a model you trained before, you should replace the initialization with initialize_all_variables() with a restore command. I am not familiar with how this is done in Keras since I usually work directly with tensorflow, but I would try this.
Also note that initialize_all_variables is deprecated and you should use global_variables_initializer instead.

Implementing stochastic forward passes in part of a neural network in Keras?

my problem is the following:
I am working on an object detection problem and would like to use dropout during test time to obtain a distribution of outputs. The object detection network consists of a training model and a prediction model, which wraps around the training model. I would like to perform several stochastic forward passes using the training model and combine these e.g. by averaging the predictions in the prediction wrapper. Is there a way of doing this in a keras model instead of requiring an intermediate processing step using numpy?
Note that this question is not about how to enable dropout during test time
def prediction_wrapper(model):
# Example code.
# Arguments
# model: the training model
regression = model.outputs[0]
classification = model.outputs[1]
predictions = # TODO: perform several stochastic forward passes (dropout during train and test time) here
avg_predictions = # TODO: combine predictions here, e.g. by computing the mean
outputs = # TODO: do some processing on avg_predictions
return keras.models.Model(inputs=model.inputs, outputs=outputs, name=name)
I use keras with a tensorflow backend.
I appreciate any help!
The way I understand, you're trying to average the weight updates for a single sample while Dropout is enabled. Since dropout is random, you would get different weight updates for the same sample.
If this understanding is correct, then you could create a batch by duplicating the same sample. Here I am assuming that the Dropout is different for each sample in a batch. Since, backpropagation averages the weight updates anyway, you would get your desired behavior.
If that does not work, then you could write a custom loss function and train with a batch-size of one. You could update a global counter inside your custom loss function and return non-zero loss only when you've averaged them the way you want it. I don't know if this would work, it's just an idea.

Tensorflow RNN sequence training

I'm making my first steps learning TF and have some trouble training RNNs.
My toy problem goes like this: a two layers LSTM + dense layer network is fed with raw audio data and should test whether a certain frequency is present in the sound.
so the network should 1 to 1 map float(audio data sequence) to float(pre-chosen frequency volume)
I've got this to work on Keras and seen a similar TFLearn solution but would like to implement this on bare Tensorflow in a relatively efficient way.
what i've done:
lstm = rnn_cell.BasicLSTMCell(LSTM_SIZE,state_is_tuple=True,forget_bias=1.0)
lstm = rnn_cell.DropoutWrapper(lstm)
stacked_lstm = rnn_cell.MultiRNNCell([lstm] * 2,state_is_tuple=True)
outputs, states = rnn.dynamic_rnn(stacked_lstm, in, dtype=tf.float32)
outputs = tf.transpose(outputs, [1, 0, 2])
last = tf.gather(outputs, int(outputs.get_shape()[0]) - 1)
network= tf.matmul(last, W) + b
# cost function, optimizer etc...
during training I fed this with (BATCH_SIZE, SEQUENCE_LEN,1) batches and it seems like the loss converged correctly but I can't figure out how to predict with the trained network.
My (awful lot of) questions:
how do i make this network return a sequence right from Tensorflow without going back to python for each sample(feed a sequence and predict a sequence of the same size)?
If I do want to predict one sample at a time and iterate in python what is the correct way to do it?
During testing is dynamic_rnn needed or it's just used for unrolling for BPTT during training? why is dynamic_rnn returning all the back propagation steps Tensors? these are the outputs of each layer of the unrolled network right?
after some research:
how do i make this network return a sequence right from Tensorflow
without going back to python for each sample(feed a sequence and
predict a sequence of the same size)?
you can use state_saving_rnn
class Saver():
def __init__(self):
self.d = {}
def state(self, name):
if not name in self.d:
return tf.zeros([1,LSTM_SIZE],tf.float32)
return self.d[name]
def save_state(self, name, val):
self.d[name] = val
return tf.identity('save_state_name') #<-important for control_dependencies
outputs, states = rnn.state_saving_rnn(stacked_lstm, inx, Saver(),
('lstmstate', 'lstmstate2', 'lstmstate3', 'lstmstate4'),sequence_length=[EVAL_SEQ_LEN])
#4 states are for two layers of lstm each has hidden and CEC variables to restore
network = [tf.matmul(outputs[-1], W) for i in xrange(EVAL_SEQ_LEN)]
one problem is that state_saving_rnn is using rnn() and not dynamic_rnn() therefore unroll at compile time EVAL_SEQ_LEN steps you might want to re-implement state_saving_rnn with dynamic_rnn if you want to input long sequences
If I do want to predict one sample at a time and iterate in python what is the correct way to do it?
you can use dynamic_rnn and supply initial_state. this is probably just as efficient as state_saving_rnn. look at state_saving_rnn implementations for reference
During testing is dynamic_rnn needed or it's just used for unrolling for BPTT during training? why is dynamic_rnn returning all the back propagation steps Tensors? these are the outputs of each layer of the unrolled network right?
dynamic_rnn does do unrolling at runtime similarly to compile time rnn(). I guess it returns all the steps for you to branch the graph in some other places - after less time steps. in a network that use [one time step input * current state -> one output, new state] like the one described above it's not needed in testing but could be used for training truncated time back propagation