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I am trying to tune a basic neural network as practice. (Based on an example from a coursera course: Neural Networks and Deep Learning - DeepLearning.AI)
I face the issue of the random weight initialization. Lets say I try to tune the number of layers in the network.
I have two options:
1.: set the random seed to a fixed value
2.: run my experiments more times without setting the seed
Both version has pros and cons.
My biggest concern is that if I use a random seed (e.g.: tf.random.set_seed(1)) then the determined values can be "over-fitted" to the seed and may not work well without the seed or if the value is changed (e.g.: tf.random.set_seed(1) -> tf.random.set_seed(2). On the other hand, if I run my experiments more times without random seed then I can inspect less option (due to limited computing capacity) and still only inspect a subset of possible random weight initialization.
In both cases I feel that luck is a strong factor in the process.
Is there a best practice how to handle this topic?
Has TensorFlow built in tools for this purpose? I appreciate any source of descriptions or tutorials. Thanks in advance!
Tuning hyperparameters in deep learning (generally in machine learning) is a common issue. Setting the random seed to a fixed number ensures reproducibility and fair comparison. Repeating the same experiment will lead to the same outcomes. As you probably know, best practice to avoid over-fitting is to do a train-test split of your data and then use k-fold cross-validation to select optimal hyperparameters. If you test multiple values for a hyperparameter, you want to make sure other circumstances that might influence the performance of your model (e.g. train-test-split or weight initialization) are the same for each hyperparameter in order to have a fair comparison of the performance. Therefore I would always recommend to fix the seed.
Now, the problem with this is, as you already pointed out, the performance for each model will still depend on the random seed, like the particular data split or weight initialization in your case. To avoid this, one can do repeated k-fold-cross validation. That means you repeat the k-fold cross-validation multiple times, each time with a different seed, select best parameters of that run, test on test data and average the final results to get a good estimate of performance + variance and therefore eliminate the influence the seed has in the validation process.
Alternatively you can perform k-fold cross validation a single time and train each split n-times with a different random seed (eliminating the effect of weight initialization, but still having the effect of the train-test-split).
Finally TensorFlow has no build-in tool for this purpose. You as practitioner have to take care of this.
There is no an absolute right or wrong answer to your question. You are almost answered your own question already. In what follows, however, I will try to expand more, via the following points:
The purpose of random initialization is to break the symmetry that makes neural networks fail to learn:
... the only property known with complete certainty is that the
initial parameters need to “break symmetry” between different units.
If two hidden units with the same activation function are connected to
the same inputs, then these units must have different initial
parameters. If they have the same initial parameters, then a
deterministic learning algorithm applied to a deterministic cost and
model will constantly update both of these units in the same way...
Deep Learning (Adaptive Computation and Machine Learning series)
Hence, we need the neural network components (especially weights) to be initialized by different values. There are some rules of thumb of how to choose those values, such as the Xavier initialization, which samples from normal distribution with mean of 0 and special variance based on the number of the network layer. This is a very interesting article to read.
Having said so, the initial values are important but not extremely critical "if" proper rules are followed, as per mentioned in point 2. They are important because large or improper ones may lead to vanishing or exploding gradient problems. On the other hand, different "proper" weights shall not hugely change the final results, unless they are making the aforementioned problems, or getting the neural network stuck at some local maxima. Please note, however, the the latter depends also on many other aspects, such as the learning rate, the activation functions used (some explode/vanish more than others: this is a great comparison), the architecture of the neural network (e.g. fully connected, convolutional ..etc: this is a cool paper) and the optimizer.
In addition to point 2, bringing a good learning optimizer into the bargain, other than the standard stochastic one, shall in theory not let a huge influence of the initial values to affect the final results quality, noticeably. A good example is Adam, which provides a very adaptive learning technique.
If you still get a noticeably-different results, with different "proper" initialized weights, there are some ways that "might help" to make neural network more stable, for example: use a Train-Test split, use a GridSearchCV for best parameters, and use k-fold cross validation...etc.
At the end, obviously the best scenario is to train the same network with different random initial weights many times then get the average results and variance, for more specific judgement on the overall performance. How many times? Well, if can do it hundreds of times, it will be better, yet that clearly is almost impractical (unless you have some Googlish hardware capability and capacity). As a result, we come to the same conclusion that you had in your question: There should be a tradeoff between time & space complexity and reliability on using a seed, taking into considerations some of the rules of thumb mentioned in previous points. Personally, I am okay to use the seed because I believe that, "It’s not who has the best algorithm that wins. It’s who has the most data". (Banko and Brill, 2001). Hence, using a seed with enough (define enough: it is subjective, but the more the better) data samples, shall not cause any concerns.
Related
I have a TFF code that takes a slightly different optimization path while training across different runs, despite having set all the operator-level seeds, numpy seeds for sampling clients in each round, etc. The FAQ section on TFF website does talk about randomness and expectation in TFF, but I found the answer slightly confusing. Is it the case that some aspects of the randomness can't be directly controlled even after setting all the operator-level seeds that one could; because one can't control the way sub-sessions are started and ended?
To be more specific, these are all the operator-level seeds that my code already sets: dataset.shuffle, create_tf_dataset_from_all_clients, keras.initializers and np.random.seed for per-round client sampling (which uses numpy). I have verified that the initial model state is the same across runs, but as soon as training starts, the model states start diverging across different runs. The divergence is gradual/slow in most cases, but not always.
The code is quite complex, so not adding it here.
There is one more source of non-determinism that would be very hard to control -- summation of float32 numbers is not commutative.
When you simulate a number of clients in a round, the TFF executor does not have a way to control the order in which the model updates are added together. As a result, there could be some differences at the bottom of the float32 range. While this may sound negligible, it can add up over a number of rounds (I have seen hundreds, but could be also less), and eventually cause different loss/accuracy/model weights trajectories, as the gradients will start to be computed at slightly different points.
BTW, this tutorial has more info on best practices in controlling randomness in TFF.
I use tf to training a model. Since the initial value of the network is generally set to random, this means that even if the parameters are unchanged, the results of each training are different. How to judge that the improvement is due to my tuning of parameters or some good initial parameters? Thank you.
Generally you can train the same model multiple times to see how big the difference is. However, there are some good practices to follow. Among others you can
Use cross-validation https://en.wikipedia.org/wiki/Cross-validation_(statistics)
Ensure your validation dataset is big enough to have statistical significance. If you only have 100 test images, getting one more correct would give you a 1% boost. Have 10.000 images in this set means you have to get 100 more correct for the same 1% boost, which already feels better :)
Good luck with your project!
I want to optimize KNN. There is a lot about SVM, RF and XGboost; but very few for KNN.
As far as I know the number of neighbors is one parameter to tune.
But what other parameters to test? Is there any good article?
Thank you
KNN is so simple method that there is pretty much nothing to tune besides K. The whole method is literally:
for a given test sample x:
- find K most similar samples from training set, according to similarity measure s
- return the majority vote of the class from the above set
Consequently the only thing used to define KNN besides K is the similarity measure s, and that's all. There is literally nothing else in this algorithm (as it has 3 lines of pseudocode). On the other hand finding "the best similarity measure" is equivalently hard problem as learning a classifier itself, thus there is no real method of doing so, and people usually end up using either simple things (Euclidean distance) or use their domain knowledge to adapt s to the problem at hand.
Lejlot, pretty much summed it all. K-NN is so simple that it's an instance based nonparametric algorithm, that's what makes it so beautiful, and works really well for certain specific examples. Most of K-NN research is not in K-NN itself but in the computation and hardware that goes into it. If you'd like some readings on K-NN and machine learning algorithms Charles Bishop - Pattern Recognition and Machine Learning. Warning: it is heavy in the mathematics, but, Machine Learning and real computer science is all math.
By optimizing if you are also focusing on the reduction of prediction time (you should) then there are other aspects which you can implement to make the algorithm more efficient (But these are not parameter tuning). The major draw back with the KNN is that with the increasing number of training examples, the prediction time also goes high thus performance go low.
To optimize, you can check on the KNN with KD-trees, KNN with inverted lists(index) and KNN with locality sensitive hashing (KNN with LSH).
These will reduce the search space during the prediction time thus optimizing the algorithm.
The A3C Algorithm (and N-Step Q Learning) updates the globaly shared network once every N timesteps. N is usually pretty small, 5 or 20 as far as I remember.
Wouldn't it be possible to set N to infinity, meaning that the networks are only trained at the end of an episode? I do not argue that it is necessarily better - tough, for me it sounds like it could be - but at least it should not be a lot worse, right?
The lacking asynchronous training based on the asynchronous exploration of the enviroment by multiple agents in different enviroments, and therefore the stabilization of the training procedure without replay memory, might be a problem if the training is done sequentially (as in: for each worker thread, train the network on the whole observed SAR-sequence). Tough, the training could still be done asynchronously with sub-sequences, it would only make training with stateful LSTMs a little bit more complicated.
The reason why I am asking is the "Evolution Strategies as a Scalable Alternative to Reinforcement Learning" paper. To compare it to algorithms like A3C, it would make more sense - from a code engineering point of view - to train both algorithms in the same episodic way.
Definitely, just set N to be larger than the maximum episode length (or modify the source to remove the batching condition. Note that in the original A3C paper, this is done with the dynamic control environments (with continuous action spaces) with good results. It is commonly argued that being able to update mid-episode (not necessary) is a key advantage of TD methods: it uses the Markov condition of MDP.
I have a set of data, 2D matrix (like Grey pictures).
And use CNN for classifier.
Would like to know if there is any study/experience on the accuracy impact
if we change the encoding from traditionnal encoding.
I suppose yes, question is rather which transformation of the encoding make the accuracy invariant, which one deteriorates....
To clarify, this concerns mainly the quantization process of the raw data into input data.
EDIT:
Quantize the raw data into input data is already a pre-processing of the data, adding or removing some features (even minor). It seems not very clear the impact in term of accuracy on this quantization process on real dnn computation.
Maybe, some research available.
I'm not aware of any research specifically dealing with quantization of input data, but you may want to check out some related work on quantization of CNN parameters: http://arxiv.org/pdf/1512.06473v2.pdf. Depending on what your end goal is, the "Q-CNN" approach may be useful for you.
My own experience with using various quantizations of the input data for CNNs has been that there's a heavy dependency between the degree of quantization and the model itself. For example, I've played around with using various interpolation methods to reduce image sizes and reducing the color palette size, and in the end, I discovered that each variant required a different tuning of hyper-parameters to achieve optimal results. Generally, I found that minor quantization of data had a negligible impact, but there was a knee in the curve where throwing away additional information dramatically impacted the achievable accuracy. Unfortunately, I'm not aware of any way to determine what degree of quantization will be optimal without experimentation, and even deciding what's optimal involves a trade-off between efficiency and accuracy which doesn't necessarily have a one-size-fits-all answer.
On a theoretical note, keep in mind that CNNs need to be able to find useful, spatially-local features, so it's probably reasonable to assume that any encoding that disrupts the basic "structure" of the input would have a significantly detrimental effect on the accuracy achievable.
In usual practice -- a discrete classification task in classic implementation -- it will have no effect. However, the critical point is in the initial computations for back-propagation. The classic definition depends only on strict equality of the predicted and "base truth" classes: a simple right/wrong evaluation. Changing the class coding has no effect on whether or not a prediction is equal to the training class.
However, this function can be altered. If you change the code to have something other than a right/wrong scoring, something that depends on the encoding choice, then encoding changes can most definitely have an effect. For instance, if you're rating movies on a 1-5 scale, you likely want 1 vs 5 to contribute a higher loss than 4 vs 5.
Does this reasonably deal with your concerns?
I see now. My answer above is useful ... but not for what you're asking. I had my eye on the classification encoding; you're wondering about the input.
Please note that asking for off-site resources is a classic off-topic question category. I am unaware of any such research -- for what little that is worth.
Obviously, there should be some effect, as you're altering the input data. The effect would be dependent on the particular quantization transformation, as well as the individual application.
I do have some limited-scope observations from general big-data analytics.
In our typical environment, where the data were scattered with some inherent organization within their natural space (F dimensions, where F is the number of features), we often use two simple quantization steps: (1) Scale all feature values to a convenient integer range, such as 0-100; (2) Identify natural micro-clusters, and represent all clustered values (typically no more than 1% of the input) by the cluster's centroid.
This speeds up analytic processing somewhat. Given the fine-grained clustering, it has little effect on the classification output. In fact, it sometimes improves the accuracy minutely, as the clustering provides wider gaps among the data points.
Take with a grain of salt, as this is not the main thrust of our efforts.