In Keras I have a target vector of y_true that fits onto a network that has one output neuron. y_true = [0, 1, 0, 1, 1....] and I have some payoffs [1,1,1,-5,1...]
I'm trying to put the payoffs as extra parameters into a custom loss function of keras. Keras only allows two parameters to be passed into it (y_true and y_pred), but I would also like to pass the payoffs that are assigned to each sample. To that end I have added a second column to y_true that contains those values.
I then try to separate the actual y_true (first column) and the payoffs (second column) again in the loss function by doing the following:
def custom_loss(y_true, y_pred)
# y_true has the payoffs in the second row
payoffs = y_true[:, 1]
payoffs = K.expand_dims(payoffs, 1)
y_true = y_true[:, 0]
y_true = K.expand_dims(y_true, 1))
loss = K.binary_crossentropy(y_true, y_pred)
return loss
This is a simplified version of what I want to do (in the real version I will integrate the payoffs into the loss function). But for the example above I would expect the loss function to be identical to just calling binary_cross entropy directly with having y_true only containing y_true (without any payoffs).
However, the result is not as expected as the accuracy values are around half with the custom loss function above.
What could be the cause for this error? Am I not slicing y_true correctly?
The problem is related to what is described in this post (curiale's comment on 12 Dec 2017 suggests to use slice_stack, but the problem is the same).
I think the problem was that I needed to customize the metric function as well.
Related
I'm working with time series, and understand that keras.layers.Masking and keras.layers.Embedding are useful to create a mask value in the network which indicates timesteps to 'skip'. The mask value is propagated throughout the network to be used by any layers that support it.
The Keras documentation doesn't specify any further impacts of the mask value. My expectation is that the mask would be applied through all functions in model training and evaluation, but I don't see any evidence in support of this.
Does the mask value impact back-propagation?
Does the mask value impact the loss function or the metrics?
Would it be wise or foolish to use the sample_weight parameter in model.compile() to tell Keras to 'ignore' the masked timesteps in the loss function?
I've performed some experiments to answer these questions.
Here's my sample code:
import tensorflow as tf
import tensorflow.keras as keras
import numpy as np
# Fix the random seed for repeatable results
np.random.seed(5)
tf.random.set_seed(5)
x = np.array([[[3, 0], [1, 4], [3, 2], [4, 0], [4, 5]],
[[1, 2], [3, 1], [1, 3], [5, 1], [3, 5]]], dtype='float64')
# Choose some values to be masked out
mask = np.array([[False, False, True, True, True],
[ True, True, False, False, True]]) # True:keep. False:ignore
samples, timesteps, features_in = x.shape
features_out = 1
y_true = np.random.rand(samples, timesteps, features_out)
# y_true[~mask] = 1e6 # TEST MODIFICATION
# Apply the mask to x
mask_value = 0 # Set to any value
x[~mask] = [mask_value] * features_in
input_tensor = keras.Input(shape=(timesteps, features_in))
this_layer = input_tensor
this_layer = keras.layers.Masking(mask_value=mask_value)(this_layer)
this_layer = keras.layers.Dense(10)(this_layer)
this_layer = keras.layers.Dense(features_out)(this_layer)
model = keras.Model(input_tensor, this_layer)
model.compile(loss='mae', optimizer='adam')
model.fit(x=x, y=y_true, epochs=100, verbose=0)
y_pred = model.predict(x)
print("y_pred = ")
print(y_pred)
print("model weights = ")
print(model.get_weights()[1])
print(f"{'model.evaluate':>14s} = {model.evaluate(x, y_true, verbose=0):.5f}")
# See if the loss computed by model.evaluate() is equal to the masked loss
error = y_true - y_pred
masked_loss = np.abs(error[mask]).mean()
unmasked_loss = np.abs(error).mean()
print(f"{'masked loss':>14s} = {masked_loss:.5f}")
print(f"{'unmasked loss':>14s} = {unmasked_loss:.5f}")
Which outputs
y_pred =
[[[-0.28896046]
[-0.28896046]
[ 0.1546848 ]
[-1.1596009 ]
[ 1.5819632 ]]
[[ 0.59000516]
[-0.39362794]
[-0.28896046]
[-0.28896046]
[ 1.7996234 ]]]
model weights =
[-0.06686568 0.06484845 -0.06918766 0.06470951 0.06396528 0.06470013
0.06247645 -0.06492618 -0.06262784 -0.06445726]
model.evaluate = 0.60170
masked loss = 1.00283
unmasked loss = 0.90808
mask and loss calculation
Surprisingly, the 'mae' (mean absolute error) loss calculation does NOT exclude the masked timesteps from the calculation. Instead, it assumes that these timesteps have zero loss - a perfect prediction. Therefore, every masked timestep actually reduces the calculated loss!
To explain in more detail: the above sample code input x has 10 timesteps. 4 of them are removed by the mask, so 6 valid timesteps remain. The 'mean absolute error' loss calculation sums the losses for the 6 valid timesteps, then divides by 10 instead of dividing by 6. This looks like a bug to me.
output values are masked
Output values of masked timesteps do not impact the model training or evaluation (as it should be).
This can be easily tested by setting:
y_true[~mask] = 1e6
The model weights, predictions and losses remain exactly the same.
input values are masked
Input values of masked timesteps do not impact the model training or evaluation (as it should be).
Similarly, I can change mask_value from 0 to any other number, and the resulting model weights, predictions, and losses remain exactly the same.
In summary:
Q1: Effectively yes - the mask impacts the loss function, which is used through backpropagation to update the weights.
Q2: Yes, but the mask impacts the loss in an unexpected way.
Q3: Initially foolish - the mask should already be applied to the loss calculation. However, perhaps sample_weights could be valuable to correct the unexpected method of the loss calculation...
Note that I'm using Tensorflow 2.7.0.
I have been struggling through this on a related issue, namely implementing a mask to a multi-output model where some samples are missing labels for different outputs. Here, construct features, labels, sample_weights from a dataset and labels and sample_weights are dictionaries with equivalent keys. The weights are 0,1 for each sample indicating if it should contribute to the calculation for the relevant loss.
I had hoped that sample_weights would contribute to the loss as they do when I pass the metric equivalents for the losses via weight_metrics in model.compile
I've found that sample_weight does not seem to address this problem. I can tell from the training metrics that the task_loss values are different from task_metric values when sample weights are used.
I've given up on this and decided to go ahead and use masking. The masked loss values are low in your case (and in mine) because tensorflow sees the modeled output as perfection - I hope this means it does not see a gradient for this points and so parameters aren't tuned in response.
I am trying to implement the circuits listed on page 8 in the following paper: https://arxiv.org/pdf/1905.10876.pdf using Tensorflow Quantum (TFQ). I have done so previously for a subset of circuits using Qiskit, and ended up with accuracies that can be found on page 14 in the following paper: https://arxiv.org/pdf/2003.09887.pdf. In TFQ, my accuracies are way down. I think this delta originates because in TFQ, I only used 1 observable Pauli Z operator on the first qubit, and the circuits do not seem to "transfer all knowledge" to the first qubit. I place this in quotes, because I am sure there is a better way to describe this. In Qiskit on the other hand, 16 states (4^2) get mapped to 2 states.
My question: how can I get my accuracies back up?
Potential answer a): some method of "transferring all information" to a single qubit, potentially an ancilla qubit, and doing a readout on this qubit.
Potential answer b) placing a Pauli Z observable on all qubits (4 in total), mapping half of the 16 states to a label 0 and the other half to a label 1. I attempted this in the code below.
My attempt at answer b):
I have a Tensorflow Quantum (TFQ) circuit implemented in Tensorflow. The circuit has multiple observables, which I try to bring together in my loss function. I prefer to use as many standard components as possible, but need to map my quantum states to a label in order to determine the loss. I think what I am trying to achieve is not unique to TFQ. I define my model in the following way:
def circuit():
data_qubits = cirq.GridQubit.rect(4, 1)
circuit = cirq.Circuit()
...
return circuit, [cirq.Z(data_qubits[0]), cirq.Z(data_qubits[1]), cirq.Z(data_qubits[2]), cirq.Z(data_qubits[3])]
model_circuit, model_readout = circuit()
model = tf.keras.Sequential([
tf.keras.layers.Input(shape=(), dtype=tf.string),
# The PQC layer returns the expected value of the readout gate, range [-1,1].
tfq.layers.PQC(model_circuit, model_readout),
])
# compile model
model.compile(
loss = loss_mse,
optimizer=tf.keras.optimizers.Adam(learning_rate=0.01),
metrics=[])
in loss_mse (Mean Square Error), I receive a (32, 4) tensor for y_pred. One row could look like
[-0.2, 0.33, 0.6, 0.3]
This would have to be first mapped from [-1,1] to a binarized version of [0,1], so that it looks like:
[0, 1, 1, 1]
Now, a table lookup needs to happen, which tells if this combination is 0 or 1. Finally, the regular (y_true-y_pred)^2 can be performed by that row, followed by a np.sum on all rows. I tried to implement this:
def get_label(measurement):
if measurement == [0,0,0,0]: return 0
...
elif measurement == [1,1,1,1]: return 0
else: return -1
def py_call(y_true, y_pred):
# cast tensor to numpy
y_pred_np = np.asarray(y_pred)
loss = np.zeros((len(y_pred))) # could be a single variable with += within the loop
# evalaute all 32 samples
for pred in range(len(y_pred_np)):
# map, binarize and lookup
y_labelled = get_label([0 if y<0 else 1 for y in y_pred_np[pred]])
# regular loss comparison
loss[pred] = (y_labelled - y_true[pred])**2
# reduce
loss = np.sum(loss)/len(y_true)
return loss
#tf.function
def loss_mse(y_true, y_pred):
external_list = []
loss = tf.py_function(py_call, inp=[y_true, y_pred], Tout=[tf.float64])
return loss
However, the system appears to still expect a (32,4) tensor. I would have thought I could simply provide a single loss values (float). My question: how can I map multiple values for y_true to a single number in order to compare with a single y_pred value in a tensorflow loss function?
So it looks like there are a couple of things going on here. To answer your question
how can I map multiple values for y_true to a single number in order to compare with a single y_pred value in a tensorflow loss function ?
What you might want is some kind of tf.reduce_* function like tf.reduce_mean or tf.reduce_sum. This function will allow you to apply this reduction operation accross a given tensor axis allowing you to convert a tensor of shape (32, 4) to a tensor of shape (32,) or a tensor of shape (4,). Here is a quick snippet:
#tf.function
def my_loss(y_true, y_pred):
# y_true is shape (32, 4)
# y_pred is shape (32, 4)
# Scale from [-1, 1] to [0, 1]
y_true += 1
y_true /= 2
y_pred += 1
y_pred /= 2
# These are now both (32,) with the reduction of taking the mean applied along
# the second axis.
reduced_true = tf.reduce_mean(y_true, axis=1)
reduced_pred = tf.reduce_mean(y_pred, axis=1)
# Now a scalar loss.
loss = tf.reduce_mean((reduce_true - reduced_pred) ** 2)
return loss
Now the above isn't exactly what you want, since it's not super clear to me at least what exact reduction rules you have in mind for taking something like [0,1,1,1] -> 0 vs [0,0,0,0] -> 1.
Another thing I will also mention is that if you want JUST the sum of these Pauli Operators in cirq that you have term by term in the list [cirq.Z(data_qubits[0]), cirq.Z(data_qubits[1]), cirq.Z(data_qubits[2]), cirq.Z(data_qubits[3])] and all you care about is the final sum of these expectations, you could just as easily do:
my_operator = sum([cirq.Z(data_qubits[0]), cirq.Z(data_qubits[1]),
cirq.Z(data_qubits[2]), cirq.Z(data_qubits[3])])
print(my_op)
Which should give something like:
cirq.PauliSum(cirq.LinearDict({frozenset({(cirq.GridQubit(0, 0), cirq.Z)}): (1+0j), frozenset({(cirq.GridQubit(0, 1), cirq.Z)}): (1+0j), frozenset({(cirq.GridQubit(0, 2), cirq.Z)}): (1+0j), frozenset({(cirq.GridQubit(0, 3), cirq.Z)}): (1+0j)}))
Which is also compatable as a readout operation in the PQC layer. Lastly if would recommend reading through some of the snippets and examples here:
https://www.tensorflow.org/quantum/api_docs/python/tfq/layers/PQC
and here:
https://www.tensorflow.org/quantum/api_docs/python/tfq/layers/Expectation
Which give a pretty good description of how the input and output signatures of the functions look as well as the shapes you can expect from them.
I am having trouble with Keras Custom loss function. I want to be able to access truth as a numpy array.
Because it is a callback function, I think I am not in eager execution, which means I can't access it using the backend.get_value() function. i also tried different methods, but it always comes back to the fact that this 'Tensor' object doesn't exist.
Do I need to create a session inside the custom loss function ?
I am using Tensorflow 2.2, which is up to date.
def custom_loss(y_true, y_pred):
# 4D array that has the label (0) and a multiplier input dependant
truth = backend.get_value(y_true)
loss = backend.square((y_pred - truth[:,:,0]) * truth[:,:,1])
loss = backend.mean(loss, axis=-1)
return loss
model.compile(loss=custom_loss, optimizer='Adam')
model.fit(X, np.stack(labels, X[:, 0], axis=3), batch_size = 16)
I want to be able to access truth. It has two components (Label, Multiplier that his different for each item. I saw a solution that is input dependant, but I am not sure how to access the value. Custom loss function in Keras based on the input data
I think you can do this by enabling run_eagerly=True in model.compile as shown below.
model.compile(loss=custom_loss(weight_building, weight_space),optimizer=keras.optimizers.Adam(), metrics=['accuracy'],run_eagerly=True)
I think you also need to update custom_loss as shown below.
def custom_loss(weight_building, weight_space):
def loss(y_true, y_pred):
truth = backend.get_value(y_true)
error = backend.square((y_pred - y_true))
mse_error = backend.mean(error, axis=-1)
return mse_error
return loss
I am demonstrating the idea with a simple mnist data. Please take a look at the code here.
I am building my loss function. However, when printing the value of the y_true tensor it is printing values with decimal points (i.e 0.25,0.569,0.958). This should not be true as the y_true should only have two classes 0 or 1. Here is my code:
#tf.function
def weighted_binary_crossentropy(y_true, y_pred):
y_true= K.reshape(y_true, (K.shape(y_true)[0], -1))
tf.print("tensors1:", y_true, output_stream=sys.stdout, summarize=50000)
Any reason why I am getting such an output instead of 0 and 1?
I am able to detect the issue which is from my data generator. When I have rotation_range added it mess up the values of the pixels. This is because on rotation new pixels are created
I am trying to write a cusom Keras loss function in which I process the tensors in sub-vector chunks. For example, if an output tensor represented a concatenation of quaternion coefficients (i.e. w,x,y,z,w,x,y,z...) I might wish to normalize each quaternion before calculating the mean squared error in a loss function like:
def norm_quat_mse(y_true, y_pred):
diff = y_pred - y_true
dist = 0
for i in range(0,16,4):
dist += K.sum( K.square(diff[i:i+4] / K.sqrt(K.sum(K.square(diff[i:i+4])))))
return dist/4
While Keras will accept this function without error and use in training, it outputs a different loss value from when applied as an independent function and when using model.predict(), so I suspect it is not working properly. None of the built-in Keras loss functions use this per-chunk processing approach, is it possible to do this within Keras' auto-differentiation framework?
Try:
def norm_quat_mse(y_true, y_pred):
diff = y_pred - y_true
dist = 0
for i in range(0,16,4):
dist += K.sum( K.square(diff[:,i:i+4] / K.sqrt(K.sum(K.square(diff[:,i:i+4])))))
return dist/4
You need to know that shape of y_true and y_pred is (batch_size, output_size) so you need to skip first dimension during computations.