I have a case with missing data on endogenous variables and binary/ordinal endogenous variables.
The model 1 below represents it and it works perfectly.
However, in the way it is written, it assumes that my variables are continuous (and they are actually all ordinal/binary) and it does not include the calculation of the indirect effects.
When I try to adjust it (as displayed in model 2) to consider these two things, it says the estimator FIML cannot be used with categorical data (so, it excludes all the lines with missing data). Furthermore, the resulting output doesn't even include standard deviations.
Can anyone help me figuring out how to model that?
Thanks in advance
# Model 1
model1 <-'Importance~Seats+PriceRange
Measurement~Importance
Prekitchen~Importance+Measurement
Kitchen~Importance+Measurement
Postkitchen~Importance+Measurement
# Means are mentioned below so that all the information is used, bypassing listwise deletion
Seats~1
Price Range~1'
fit <- lavaan(model1, data=Mediate, missing="fiml")
summary(fit, fit.measures=TRUE)
semPaths(fit)
# Model2
model2 <- 'Importance~Seats+PriceRange
# Including the paths to calculate the indirect effects
Measurement~a*Importance
Prekitchen~b*Measurement
Prekitchen~c*Importance
Kitchen~d*Measurement
Kitchen~e*Importance
Postkitchen~f*Measurement
Postkitchen~g*Importance
# Indirect effects exerted by Importance
ab:=a*b
total:=c+(a*b)
ad:=a*d
total:=e+(a*d)
af:=a*f
total:=g+(a*f)
Seats~1
Price Range~1'
# Including the variable type "Ordered" for all the categorical variables.
fit2 <- sem(model2, data=Mediate, missing="fiml", ordered=c("Importance", "Measurement", "Prekitchen", "Kitchen", "Postkitchen"))
summary(fit2, fit.measures=TRUE)
semPaths(fit2)
P.S: I already used M-plus, but the problem in there is that for such a model, there are no goodness-of-fit indexes.
Have you tried doing the Imputation before calculating your model? I think that would spare you the FIML chunk in your code.
I usually use the MICE package to do this:
install.packages("mice")
library(mice)
md.pattern(data)
If you want to take a closer look, here ist a usefull paper: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3074241/
Also, try using the function sem instead of lavaan and including the argument ordered, to indicate your data is categorical.
e. g.: fit.1 <- sem(cat.1, data=data, std.lv=TRUE, ordered=names[1:n])
Related
I have been trying to implement this paper . Basically what I want to do is sum the per client loss and compare the same with previous epoch. Then for each constituent layer of the model compare the KL divergence between the weights of the server and the client model to get the layer specific parameter updates and then doing a softmax and to decide whether an adaptive update or a normal FedAvg approach is needed.
The algorithm is as follows-
FedMed
I tried to make use of the code here to build a custom federated avg process. I got the basic understanding that there are some tf.computations and some tff.computations which are involved. I get that I need to make changes in the orchestration logic in the run_one_round function and basically manipulate the client outputs to do adaptive averaging instead of the vanilla federated averaging. The client_update tf.computation function basically returns all the values that I need i.e the weights_delta (can be used for client based model weights), model_output(which can be used to calculate the loss).
But I am not sure where exactly I should make the changes.
#tff.federated_computation(federated_server_state_type,
federated_dataset_type)
def run_one_round(server_state, federated_dataset):
server_message = tff.federated_map(server_message_fn, server_state)
server_message_at_client = tff.federated_broadcast(server_message)
client_outputs = tff.federated_map(
client_update_fn, (federated_dataset, server_message_at_client))
weight_denom = client_outputs.client_weight
# todo
# instead of using tff.federated_mean I wish to do a adaptive aggregation based on the client_outputs.weights_delta and server_state model
round_model_delta = tff.federated_mean(
client_outputs.weights_delta, weight=weight_denom)
#client_outputs.weights_delta has all the client model weights.
#client_outputs.client_weight has the number of examples per client.
#client_outputs.model_output has the output of the model per client example.
I want to make use of the server model weights using server_state object.
I want to calculate the KL divergence between the weights of server model and each client's model per layer. Then use a relative weight to aggregate the client weights instead of vanilla federated averaging.
Instead of using tff.federated_mean I wish to use a different strategy basically an adaptive one based on the algorithm above.
So I needed some suggestions on how to go about implementing this.
Basically what I want to do is :
1)Sum all the values of client losses.
2)Calculate the KL divergence per layerbasis of all the clients with server and then determine whether to use adaptive optimization or FedAvg.
Also is there a way to manipulate this value as a python value which will be helpful for debugging purposes( I tried to use tf.print but that was not helpful either). Thanks!
Simplest option: compute weights for mean on clients
If I read the algorithm above correctly, we need only compute some weights for a mean on-the-fly. tff.federated_mean accepts an optional CLIENTS-placed weight argument, so probably the simplest option here is to compute the desired weights on the clients and pass them in to the mean.
This would look something like (assuming the appropriate definitions of the variables used below, which we will comment on):
#tff.federated_computation(...)
def round_function(...):
...
# We assume there is a tff.Computation training_fn that performs training,
# and we're calling it here on the correct arguments
trained_clients = tff.federated_map(training_fn, clients_placed_arguments)
# Next we assume there is a variable in-scope server_model,
# representing the 'current global model'.
global_model_at_clients = tff.federated_broadcast(server_model)
# Here we assume a function compute_kl_divergence, which takes
# two structures of tensors and computes the KL divergence
# (as a scalar) between them. The two arguments here are clients-placed,
# so the result will be as well.
kl_div_at_clients = tff.federated_map(compute_kl_divergence,
(global_model_at_clients, trained_clients))
# Perhaps we wish to not use raw KL divergence as the weight, but rather
# some function thereof; if so, we map a postprocessing function to
# the computed divergences. The result will still be clients-placed.
mean_weight = tff.federated_map(postprocess_divergence, kl_div_at_clients)
# Now we simply use the computed weights in the mean.
return tff.federated_mean(trained_clients, weight=mean_weight)
More flexible tool: tff.federated_reduce
TFF generally encourages algorithm developers to implement whatever they can 'in the aggregation', and as such exposes some highly customizable primitives like tff.federated_reduce, which allow you to run arbitrary TensorFlow "in the stream" between clients and server. If the above reading of the desired algorithm is incorrect and something more involved is needed, or you wish to flexibly experiment with totally different notions of aggregation (something TFF encourages and is designed to support), this may be the option for you.
In TFF's heuristic typing language, tff.federated_reduce has signature:
<{T}#CLIENTS, U, (<U, T> -> U)> -> U#SERVER
Meaning, federated_reduce take a value of type T placed at the clients, a 'zero' in a reduction algebra of type U, and a function accepting a U and a T and producing a U, and applies this function 'in the stream' on the way between clients and server, producing a U placed at the server. The function (<U, T> -> U) will be applied to the partially accumulated value U, and the 'next' element in the stream T (note however that TFF does not guarantee ordering of these values), returning another partially accumulated value U. The 'zero' should represent whatever 'partially accumulated' means over the empty set in your application; this will be the starting point of the reduction.
Application to this problem
The components
Your reduction function needs access to two pieces of data: the global model state and the result of training on a given client. This maps quite nicely to the type T. In this application, we will have something like:
T = <server_model=server_model_type, trained_model=trained_model_type>
These two types are likely to be the same, but may not necessarily be so.
Your reduction function will accept the partial aggregate, your server model and your client-trained model, returning a new partial aggregate. Here we will start assuming the same reading of the algorithm as above, that of a weighted mean with particular weights. Generally, the easiest way to compute a mean is to keep two accumulators, one for numerator and one for denominator. This will affect the choice of zero and reduction function below.
Your zero should contain a structure of tensors with value 0 mapping to the weights of your model--this will be the numerator. This would be generated for you if you had an aggregation like tff.federated_sum (as TFF knows what the zero should be), but for this case you'll have to get your hands on such a tensor yourself. This shouldn't be too hard with tf.nest.map_structure and tf.zeros_like.
For the denominator, we will assume we just need a scalar. TFF and TF are much more flexible than this--you could keep a per-layer or per-parameter denominator if desired--but for simplicity we will assume that we just want to divide by a single float in the end.
Therefore our type U will be something like:
U = <numerator=server_model_type, denominator=tf.float32>
Finally we come to our reduction function. It will be more or less a different composition of the same pieces above; we will make slightly tighter assumptions about them here (in particular, that all the local functions are tff.tf_computations--a technical assumption, arguably a bug on TFF). Our reduction function will be along the lines (assuming appropriate type aliases):
#tff.tf_computation(U, T)
def reduction(partial_accumulate, next_element):
kl_div = compute_kl_divergence(
next_element.server_model, next_element.trained_model)
weight = postprocess_divergence(kl_div)
new_numerator = partial_accumulate.numerator + weight * next_element.trained_model
new_denominator = partial_accumulate.denominator + weight
return collections.OrderedDict(
numerator=new_numerator, denominator=new_denominator)
Putting them together
The basic outline of a round will be similar to the above; but we have put more computation 'in the stream', and consequently there wil be less on the clients. We assume here the same variable definitions.
#tff.federated_computation(...)
def round_function(...):
...
trained_clients = tff.federated_map(training_fn, clients_placed_arguments)
global_model_at_clients = tff.federated_broadcast(server_model)
# This zip I believe is not necessary, but it helps my mental model.
reduction_arg = tff.federated_zip(
collections.OrderedDict(server_model=global_model_at_clients,
trained_model=trained_clients))
# We assume a zero as specified above
return tff.federated_reduce(reduction_arg,
zero,
reduction)
Is it possible to do batching in tensorflow without expanding the placeholder size by an extra dimension of None? Specifically I'd just like to feed multiple samples via the placeholders through feed_dict. The code base I'm working on would require a large amount of change to the code to account for adding an extra dimension for the batch size.
eg:
sess.run(feed_dict={var1:val1values, var2: val2values, ...})
Where val1values would represent a batch of size X instead of just one training sample.
The shape information including the number of dimensions is available to Python code to do arbitrary things with, and does affect the ops added to the graph (like which matmul kernel is used), so there's no general safe way to automatically add a batch dimension. Something like labeled_tensor may make code slightly less confusing to refactor.
nce_loss() asks for a static int value for num_true. That works well for problems where we have the same amount of labels per training example and we know it in advance.
When labels have a variable shape [None], and being batched and/or bucketed by bucket size with .padded_batch() + .group_by_window() it is necessary to provide a variable size num_true in order to accustom for all training examples. This is currently unsupported to my knowledge (correct me if I'm wrong).
In other words suppose we have either a dataset of images with an arbitrary amount of labels per each image (dog, cat, duck, etc.) or a text dataset with numerous multiple classes per sentence (class_1, class_2, ..., class_n). Classes are NOT mutually exclusive, and can vary in size between examples.
But as the amount of possible labels can be huge 10k-100k is there a way to do a sampling loss to improve performance (in comparison with a sigmoid_cross_entropy)?
Is there a proper way to do this or any other workarounds?
nce_loss = tf.nn.nce_loss(
weights=nce_weights,
biases=nce_biases,
labels=labels,
inputs=inputs,
num_sampled=num_sampled,
# Something like this:
# `num_true=(tf.shape(labels)[-1])` instead of `num_true=const_int`
# , would be preferable here
num_classes=self.num_classes)
I see two issues:
1) Work with NCE with different numbers of true values;
2) Classes that are NOT mutually exclusive.
To the first issue, as #michal said, there is an expectative of including this functionality in the future. I have tried almost the same thing: to use labels with shape=(None, None), i.e., true_values dimension None. The sampled_values parameter has the same problem: true_values number must be a fixed integer number. The recomended work around is to use a class (0 is the best one) representing <PAD> and complete the number of true_values. In my case, 0 is an special token that represents <PAD>. Part of code is here:
assert len(labels) <= (window_size * 2)
zeros = ((window_size * 2) - len(labels)) * [0]
labels = labels + zeros
labels.sort()
I sorted the label because considering another recommendation:
Note: By default this uses a log-uniform (Zipfian) distribution for
sampling, so your labels must be sorted in order of decreasing
frequency to achieve good results.
In my case, the special tokens and more frequent words have lower indexes, otherwise, less frequent words have higher indexes. I included all label classes associated to the input at same time and completed with zero till the true_values number. Of course, you must ignore the 0 class at the end.
I have a dataset having a large missing values (more than 40% missing). Genrated a model in xgboost and H2o gradient boosting - got a decent model in both cases. However, the xgboost shows this variable as one of the key contributors to the model but as per H2o Gradient Boosting the variable is not important. Does xgboost handle variables with missing values differently. All the configuration to both the models are exactly the same.
Both missing value handling and variable importances are slightly different between the two methods. Both are treating missing values as information (i.e., they learn from them, and don't just impute with a simple constant). The variable importances are computed from the gains of their respective loss functions during tree construction. H2O uses squared error, and XGBoost uses a more complicated one based on gradient and hessian.
One thing you could check is the variance of the variable importances between different runs with different seeds, to see how stable each method is in terms of variable importances.
PS. If you have categoricals, then you're better off leaving the column as a factor for H2O, no need to do your own encoding. This can lead to a different effective count of columns vs XGBoost's dataset, so for column sampling, things will be different.
I have two questions with executing discrim knn in Stata.
1) How do you properly code the command? I've tried various versions, but seem to always get an error that there are too many variables specified.
The vector with the correct result is buy.
I am trying: discrim knn buy, group(train test) k(1)
2) My understanding with KNN was that factor variables (binary) were fine for using KNN, even encouraged. However I get the error message that factor variables and time-series operators not allowed.
Lastly, though I know this isn't the best space for this question, should each vector be normalized for knn? I've heard conflicting responses.
I'm guessing that the error you're getting is
group(): too many variables specified
This is because you can only group by 1 variable with knn. knn performs discriminant analysis based on a single grouping variable, in your case, distinguishing the training from the test. I imagine your train and test variables are binary, in which case using only one of the variables is enough, as they are merely logical opposites of each other. A single variable has enough information to distinguish the two groups.