My input data $X$ has 100 samples and 1724 features. I want to classify my data into two classes. But explained various ratio value is too low like 0.05,0.04, No matter how many principal components I fix while performing PCA. I have seen in the literature that usually explained variance ratio is close to 1. I'm unable to understand my mistake. I tried to perform PCA by reducing number of features and increasing number of samples. But it doesn't make any significant effect on my result.
`pca = PCA(n_components=10).fit(X)
Xtrain = pca.transform(X)
explained_ratio=pca.explained_variance_ratio_
EX=explained_ratio
fig,ax1=plt.subplots(ncols=1,nrows=1)
ax1.plot(np.arange(len(EX)),EX,marker='o',color='blue')
ax1.set_ylabel(r"$\lambda$")
ax1.set_xlabel("l")
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I'm applying LSTM on time series forecasting with 20 lags. Suppose that we have two cases. The first one just using five lags and the second one (like my case) is using 20 lags. Is it correct that for the second case we need more units compared to the former one? If yes, how can we support this idea? I have 2000 samples for training the model, so this is the main limitation for increasing number of units here.
It is very difficult to give an exact answer as the relationship between timesteps and number of hidden units is not an exact science. For example, following factors can affect the number of units required.
Short term memory problem vs long-term memory problem
If your problem can be solved with relatively less memory (i.e. requires to remember only a few time steps) you wouldn't get much benefit from adding more neurons while increasing the number of steps.
The amount of data
If you don't have enough data for the model to learn from (which I feel like you will run into with 2000 data points - but I could be wrong), then increasing the number of timesteps won't help you much.
The type of model you use
Depending on the type of model you use (e.g. LSTM / GRU ) you might get different results (this is not always true but can happen for certain problems)
I'm sure there are other factors out there, but these are few that came to my mind.
Proving more units give better results while having more time steps (if true)
That should be relatively easy as you can try few different options,
5 lags with 10 / 20 / 50 hidden units
20 lags with 10 / 20 / 50 hidden units
And if you get better performance (e.g. lower MSE) with 20 lags problem than 5 lags problem (when you use 50 units), then you have gotten your point across. And you can reinforce your claims by showing results with different types of models (e.g. LSTMs vs GRUs).
Here's the situation I am worrying about.
Let me say I have a model trained with min-max scaled data. I want to test my model, so I also scaled the test dataset with my old scaler which was used in the training stage. However, my new test data's turned out to be the newer minimum, so the scaler returned negative value.
As far as I know, minimum and maximum aren't that stable value, especially in the volatile dataset such as cryptocurrency data. In this case, should I update my scaler? Or should I retrain my model?
I happen to disagree with #Sharan_Sundar. The point of scaling is to bring all of your features onto a single scale, not to rigorously ensure that they lie in the interval [0,1]. This can be very important, especially when considering regularization techniques the penalize large coefficients (whether they be linear regression coefficients or neural network weights). The combination of feature scaling and regularization help to ensure your model generalizes to unobserved data.
Scaling based on your "test" data is not a great idea because in practice, as you pointed out, you can easily observe new data points that don't lie within the bounds of your original observations. Your model needs to be robust to this.
In general, I would recommend considering different scaling routines. scikitlearn's MinMaxScaler is one, as is StandardScaler (subtract mean and divide by standard deviation). In the case where your target variable, cryptocurrency price can vary over multiple orders of magnitude, it might be worth using the logarithm function for scaling some of your variables. This is where data science becomes an art -- there's not necessarily a 'right' answer here.
(EDIT) - Also see: Do you apply min max scaling separately on training and test data?
Ideally you should scale first and then only split into test and train. But its not preferable to use minmax scaler with data which can have dynamically varying min and max values with significant variance in realtime scenario.
I started developing some LSTM-models and now have some questions about normalization.
Lets pretend I have some time series data that is roughly ranging between +500 and -500. Would it be more realistic to scale the Data from -1 to 1, or is 0 to 1 a better way, I tested it and 0 to 1 seemed to be faster. Is there a wrong way to do it? Or would it just be slower to learn?
Second question: When do I normalize the data? I split the data into training and testdata, do I have to scale / normalize this data seperately? maybe the trainingdata is only ranging between +300 to -200 and the testdata ranges from +600 to -100. Thats not very good I guess.
But on the other hand... If I scale / normalize the entire dataframe and split it after that, the data is fine for training and test, but how do I handle real new incomming data? The model is trained to scaled data, so I have to scale the new data as well, right? But what if the new Data is 1000? the normalization would turn this into something more then 1, because its a bigger number then everything else before.
To make a long story short, when do I normalize data and what happens to completely new data?
I hope I could make it clear what my problem is :D
Thank you very much!
Would like to know how to handle reality as well tbh...
On a serious note though:
1. How to normalize data
Usually, neural networks benefit from data coming from Gaussian Standard distribution (mean 0 and variance 1).
Techniques like Batch Normalization (simplifying), help neural net to have this trait throughout the whole network, so it's usually beneficial.
There are other approaches that you mentioned, to tell reliably what helps for which problem and specified architecture you just have to check and measure.
2. What about test data?
Mean to subtract and variance to divide each instance by (or any other statistic you gather by any normalization scheme mentioned previously) should be gathered from your training dataset. If you take them from test, you perform data leakage (info about test distribution is incorporated into training) and you may get false impression your algorithm performs better than in reality.
So just compute statistics over training dataset and use them on incoming/validation/test data as well.
I am training an object detector for my own data using Tensorflow Object Detection API. I am following the (great) tutorial by Dat Tran https://towardsdatascience.com/how-to-train-your-own-object-detector-with-tensorflows-object-detector-api-bec72ecfe1d9. I am using the provided ssd_mobilenet_v1_coco-model pre-trained model checkpoint as the starting point for the training. I have only one object class.
I exported the trained model, ran it on the evaluation data and looked at the resulted bounding boxes. The trained model worked nicely; I would say that if there was 20 objects, typically there were 13 objects with spot on predicted bounding boxes ("true positives"); 7 where the objects were not detected ("false negatives"); 2 cases where problems occur were two or more objects are close to each other: the bounding boxes get drawn between the objects in some of these cases ("false positives"<-of course, calling these "false positives" etc. is inaccurate, but this is just for me to understand the concept of precision here). There are almost no other "false positives". This seems much better result than what I was hoping to get, and while this kind of visual inspection does not give the actual mAP (which is calculated based on overlap of the predicted and tagged bounding boxes?), I would roughly estimate the mAP as something like 13/(13+2) >80%.
However, when I run the evaluation (eval.py) (on two different evaluation sets), I get the following mAP graph (0.7 smoothed):
mAP during training
This would indicate a huge variation in mAP, and level of about 0.3 at the end of the training, which is way worse than what I would assume based on how well the boundary boxes are drawn when I use the exported output_inference_graph.pb on the evaluation set.
Here is the total loss graph for the training:
total loss during training
My training data consist of 200 images with about 20 labeled objects each (I labeled them using the labelImg app); the images are extracted from a video and the objects are small and kind of blurry. The original image size is 1200x900, so I reduced it to 600x450 for the training data. Evaluation data (which I used both as the evaluation data set for eval.pyand to visually check what the predictions look like) is similar, consists of 50 images with 20 object each, but is still in the original size (the training data is extracted from the first 30 min of the video and evaluation data from the last 30 min).
Question 1: Why is the mAP so low in evaluation when the model appears to work so well? Is it normal for the mAP graph fluctuate so much? I did not touch the default values for how many images the tensorboard uses to draw the graph (I read this question: Tensorflow object detection api validation data size and have some vague idea that there is some default value that can be changed?)
Question 2: Can this be related to different size of the training data and the evaluation data (1200x700 vs 600x450)? If so, should I resize the evaluation data, too? (I did not want to do this as my application uses the original image size, and I want to evaluate how well the model does on that data).
Question 3: Is it a problem to form the training and evaluation data from images where there are multiple tagged objects per image (i.e. surely the evaluation routine compares all the predicted bounding boxes in one image to all the tagged bounding boxes in one image, and not all the predicted boxes in one image to one tagged box which would preduce many "false false positives"?)
(Question 4: it seems to me the model training could have been stopped after around 10000 timesteps were the mAP kind of leveled out, is it now overtrained? it's kind of hard to tell when it fluctuates so much.)
I am a newbie with object detection so I very much appreciate any insight anyone can offer! :)
Question 1: This is the tough one... First, I think you don't understand correctly what mAP is, since your rough calculation is false. Here is, briefly, how it is computed:
For each class of object, using the overlap between the real objects and the detected ones, the detections are tagged as "True positive" or "False positive"; all the real objects with no "True positive" associated to them are labelled "False Negative".
Then, iterate through all your detections (on all images of the dataset) in decreasing order of confidence. Compute the accuracy (TP/(TP+FP)) and recall (TP/(TP+FN)), only counting the detections that you've already seen ( with confidence bigger than the current one) for TP and FP. This gives you a point (acc, recc), that you can put on a precision-recall graph.
Once you've added all possible points to your graph, you compute the area under the curve: this is the Average Precision for this category
if you have multiple categories, the mAP is the standard mean of all APs.
Applying that to your case: in the best case your true positive are the detections with the best confidence. In that case your acc/rec curve will look like a rectangle: you'd have 100% accuracy up to (13/20) recall, and then points with 13/20 recall and <100% accuracy; this gives you mAP=AP(category 1)=13/20=0.65. And this is the best case, you can expect less in practice due to false positives which higher confidence.
Other reasons why yours could be lower:
maybe among the bounding boxes that appear to be good, some are still rejected in the calculations because the overlap between the detection and the real object is not quite big enough. The criterion is that Intersection over Union (IoU) of the two bounding boxes (real one and detection) should be over 0.5. While it seems like a gentle threshold, it's not really; you should probably try and write a script to display the detected bounding boxes with a different color depending on whether they're accepted or not (if not, you'll get both a FP and a FN).
maybe you're only visualizing the first 10 images of the evaluation. If so, change that, for 2 reasons: 1. maybe you're just very lucky on these images, and they're not representative of what follows, just by luck. 2. Actually, more than luck, if these images are the first from the evaluation set, they come right after the end of the training set in your video, so they are probably quite similar to some images in the training set, so they are easier to predict, so they're not representative of your evaluation set.
Question 2: if you have not changed that part in the config file mobilenet_v1_coco-model, all your images (both for training and testing) are rescaled to 300x300 pixels at the start of the network, so your preprocessings don't matter.
Question 3: no it's not a problem at all, all these algorithms were designed to detect multiple objects in images.
Question 4: Given the fluctuations, I'd actually keep training it until you can see improvement or clear overtraining. 10k steps is actually quite small, maybe it's enough because your task is relatively easy, maybe it's not enough and you need to wait ten times that to have significant improvement...
I want to train a DNN model by training data with more than one billion feature dimensions. So the shape of the first layer weight matrix will be (1,000,000,000, 512). this weight matrix is too large to be stored in one box.
By now, is there any solution to deal with such large variables, for example partition the large weight matrix to multiple boxes.
Update:
Thanks Olivier and Keveman. let me add more detail about my problem.
The example is very sparse and all features are binary value: 0 or 1. The parameter weight looks like tf.Variable(tf.truncated_normal([1 000 000 000, 512],stddev=0.1))
The solutions kaveman gave seem reasonable, and I will update results after trying.
The answer to this question depends greatly on what operations you want to perform on the weight matrix.
The typical way to handle such a large number of features is to treat the 512 vector per feature as an embedding. If each of your example in the data set has only one of the 1 billion features, then you can use the tf.nn.embedding_lookup function to lookup the embeddings for the features present in a mini-batch of examples. If each example has more than one feature, but presumably only a handful of them, then you can use the tf.nn.embedding_lookup_sparse to lookup the embeddings.
In both these cases, your weight matrix can be distributed across many machines. That is, the params argument to both of these functions is a list of tensors. You would shard your large weight matrix and locate the shards in different machines. Please look at tf.device and the primer on distributed execution to understand how data and computation can be distributed across many machines.
If you really want to do some dense operation on the weight matrix, say, multiply the matrix with another matrix, that is still conceivable, although there are no ready-made recipes in TensorFlow to handle that. You would still shard your weight matrix across machines. But then, you have to manually construct a sequence of matrix multiplies on the distributed blocks of your weight matrix, and combine the results.