I am new to TensorFlow RNN prediction.
I am trying to use RNN with BasicLSTMCell to predict sequence, such as
1,2,3,4,5 ->6
3,4,5,6,7 ->8
35,36,37,38,39 ->40
My code doesn't report error, but outputs for every batch seem to be the same, and the cost seem to not reduce while training.
When I divided all training data by 100
0.01,0.02,0.03,0.04,0.05 ->0.06
0.03,0.04,0.05,0.06,0.07 ->0.08
0.35,0.36,0.37,0.38,0.39 ->0.40
The result is pretty good, the correlation between prediction and real values is very high (0.9998).
I suspect the problem is because integer and float? but I cannot explain the reason. Anyone can help? Many thanks!!
Here is the code
library(tensorflow)
start=sample(1:1000, 100000, T)
start1= start+1
start2=start1+1
start3= start2+1
start4=start3+1
start5= start4+1
start6=start5+1
label=start6+1
data=data.frame(start, start1, start2, start3, start4, start5, start6, label)
data=as.matrix(data)
n = nrow(data)
trainIndex = sample(1:n, size = round(0.7*n), replace=FALSE)
train = data[trainIndex ,]
test = data[-trainIndex ,]
train_data= train[,1:7]
train_label= train[,8]
means=apply(train_data, 2, mean)
sds= apply(train_data, 2, sd)
train_data=(train_data-means)/sds
test_data=test[,1:7]
test_data=(test_data-means)/sds
test_label=test[,8]
batch_size = 50L
n_inputs = 1L # MNIST data input (img shape: 28*28)
n_steps = 7L # time steps
n_hidden_units = 10L # neurons in hidden layer
n_outputs = 1L # MNIST classes (0-9 digits)
x = tf$placeholder(tf$float32, shape(NULL, n_steps, n_inputs))
y = tf$placeholder(tf$float32, shape(NULL, 1L))
weights_in= tf$Variable(tf$random_normal(shape(n_inputs, n_hidden_units)))
weights_out= tf$Variable(tf$random_normal(shape(n_hidden_units, 1L)))
biases_in=tf$Variable(tf$constant(0.1, shape= shape(n_hidden_units )))
biases_out = tf$Variable(tf$constant(0.1, shape=shape(1L)))
RNN=function(X, weights_in, weights_out, biases_in, biases_out)
{
X = tf$reshape(X, shape=shape(-1, n_inputs))
X_in = tf$sigmoid (tf$matmul(X, weights_in) + biases_in)
X_in = tf$reshape(X_in, shape=shape(-1, n_steps, n_hidden_units)
lstm_cell = tf$contrib$rnn$BasicLSTMCell(n_hidden_units, forget_bias=1.0, state_is_tuple=T)
init_state = lstm_cell$zero_state(batch_size, dtype=tf$float32)
outputs_final_state = tf$nn$dynamic_rnn(lstm_cell, X_in, initial_state=init_state, time_major=F)
outputs= tf$unstack(tf$transpose(outputs_final_state[[1]], shape(1,0,2)))
results = tf$matmul(outputs[[length(outputs)]], weights_out) + biases_out
return(results)
}
pred = RNN(x, weights_in, weights_out, biases_in, biases_out)
cost = tf$losses$mean_squared_error(pred, y)
train_op = tf$contrib$layers$optimize_loss(loss=cost, global_step=tf$contrib$framework$get_global_step(), learning_rate=0.05, optimizer="SGD")
init <- tf$global_variables_initializer()
sess <- tf$Session()
sess.run(init)
step = 0
while (step < 1000)
{
train_data2= train_data[(step*batch_size+1) : (step*batch_size+batch_size) , ]
train_label2=train_label[(step*batch_size+1):(step*batch_size+batch_size)]
batch_xs <- sess$run(tf$reshape(train_data2, shape(batch_size, n_steps, n_inputs))) # Reshape
batch_ys= matrix(train_label2, ncol=1)
sess$run(train_op, feed_dict = dict(x = batch_xs, y= batch_ys))
mycost <- sess$run(cost, feed_dict = dict(x = batch_xs, y= batch_ys))
print (mycost)
test_data2= test_data[(0*batch_size+1) : (0*batch_size+batch_size) , ]
test_label2=test_label[(0*batch_size+1):(0*batch_size+batch_size)]
batch_xs <- sess$run(tf$reshape(test_data2, shape(batch_size, n_steps, n_inputs))) # Reshape
batch_ys= matrix(test_label2, ncol=1)
step=step+1
}
First, it's quite useful to always normalize your network inputs (there are different approaches, divide by a maximum value, subtract mean and divide by std and many more). This will help your optimizer a lot.
Second, and actually most important in your case, after the RNN output you are applying sigmoid function. If you check the plot of the sigmoid function, you will see that it actually scales all inputs to the range (0,1). So basically no matter how big your inputs are your output will always be at most 1. Thus you should not use any activation functions at the output layer in regression problems.
Hope it helps.
Related
I have created a transformer model for multivariate time series predictions (many-to-one classification model).
Details about the Dataset
I have the hourly varying data i.e., 8 different features (hour, month, temperature, humidity, windspeed, solar radiations concentration etc.) and with them I am trying to predict the time sequence (energy consumption of a building. So my input has the shape X.shape = (8783, 168, 8) i.e., 8783 time sequences, each sequence contains 168 hourly entries/vectors and each vector contains 8 features. My output has the shape Y.shape = (8783,1) i.e., 8783 sequences each containing 1 output value (i.e., building energy consumption value after every hour).
Model Details
I took as a model an example from the official keras site. It is created for classification problems, I modified it for my regression problem by changing the activation of last output layer from sigmoid to relu.
Input shape (train_f) = (8783, 168, 8)
Output shape (train_P) = (8783,1)
When I train the model for 100 no. of epochs it converges very well for less number of epochs as compared to my reference models (i.e., LSTMs and LSTMS with self attention). After training, when the model is asked to make prediction by feeding in the test data, the prediction performance is worse as compare to the reference models.
I would be grateful if you please have a look at the code and let me know of the potential steps to improve the prediction/test accuracy.
Here is the code;
df_weather = pd.read_excel(r"Downloads\WeatherData.xlsx")
df_energy = pd.read_excel(r"Downloads\Building_energy_consumption_record.xlsx")
visa = pd.concat([df_weather, df_energy], axis = 1)
df_data = visa.loc[:, ~visa.columns.isin(["Time1", "TD", "U", "DR", "FX"])
msna.bar(df_data)
plt.figure(figsize = (16,6))
sb.heatmap(df_data.corr(), annot = True, linewidths=1, fmt = ".2g", cmap= 'coolwarm')
plt.xticks(rotation = 'horizontal') # how the titles will look likemeans their orientation
extract_for_normalization = list(df_data)[1:9]
df_data_float = df_data[extract_for_normalization].astype(float)
from sklearn.model_selection import train_test_split
train_X, test_X = train_test_split(df_data_float, train_size = 0.7, shuffle = False)
scaler = MinMaxScaler(feature_range=(0, 1))
scaled_train_X=scaler.fit_transform(train_X)
**Converting train_X into required shape (inputs,sequences, features)**
train_f = [] #features input from training data
train_p = [] # prediction values
#test_q = []
#test_r = []
n_future = 1 #number of days we want to predict into the future
n_past = 168 # no. of time series input features to be considered for training
for val in range(n_past, len(scaled_train_X) - n_future+1):
train_f.append(scaled_train_X[val - n_past:val, 0:scaled_train_X.shape[1]])
train_p.append(scaled_train_X[val + n_future - 1:val + n_future, -1])
train_f, train_p = np.array(train_f), np.array(train_p)
**Transformer Model**
def transformer_encoder(inputs, head_size, num_heads, ff_dim, dropout=0):
# Normalization and Attention
x = layers.LayerNormalization(epsilon=1e-6)(inputs)
x = layers.MultiHeadAttention(
key_dim=head_size, num_heads=num_heads, dropout=dropout
)(x, x)
x = layers.Dropout(dropout)(x)
res = x + inputs
# Feed Forward Part
x = layers.LayerNormalization(epsilon=1e-6)(res)
x = layers.Conv1D(filters=ff_dim, kernel_size=1, activation="relu")(x)
x = layers.Dropout(dropout)(x)
x = layers.Conv1D(filters=inputs.shape[-1], kernel_size=1)(x)
return x + res
def build_model(
input_shape,
head_size,
num_heads,
ff_dim,
num_transformer_blocks,
mlp_units,
dropout=0,
mlp_dropout=0,
):
inputs = keras.Input(shape=input_shape)
x = inputs
for _ in range(num_transformer_blocks):
x = transformer_encoder(x, head_size, num_heads, ff_dim, dropout)
x = layers.GlobalAveragePooling1D(data_format="channels_first")(x)
for dim in mlp_units:
x = layers.Dense(dim, activation="relu")(x)
x = layers.Dropout(mlp_dropout)(x)
outputs = layers.Dense(train_p.shape[1])(x)
return keras.Model(inputs, outputs)
input_shape = (train_f.shape[1], train_f.shape[2])
model = build_model(
input_shape,
head_size=256,
num_heads=4,
ff_dim=4,
num_transformer_blocks=4,
mlp_units=[128],
mlp_dropout=0.4,
dropout=0.25,
)
model.compile(loss=tf.keras.losses.mean_absolute_error,
optimizer=tf.keras.optimizers.Adam(learning_rate=0.0001),
metrics=["mse"])
model.summary()
history = model.fit(train_f, train_p, epochs=100, batch_size = 32, validation_split = 0.15, verbose = 1)
trainYPredict = model.predict(train_f)
**Inverse transform the prediction and keep the last value(output)**
trainYPredict1 = np.repeat(trainYPredict, scaled_train_X.shape[1], axis = -1)
trainYPredict_actual = scaler.inverse_transform(trainYPredict1)[:, -1]
train_p_actual = np.repeat(train_p, scaled_train_X.shape[1], axis = -1)
train_p_actual1 = scaler.inverse_transform(train_p_actual)[:, -1]
Prediction_mse=mean_squared_error(train_p_actual1 ,trainYPredict_actual)
print("Mean Squared Error of prediction is:", str(Prediction_mse))
Prediction_rmse =sqrt(Prediction_mse)
print("Root Mean Squared Error of prediction is:", str(Prediction_rmse))
prediction_r2=r2_score(train_p_actual1 ,trainYPredict_actual)
print("R2 score of predictions is:", str(prediction_r2))
prediction_mae=mean_absolute_error(train_p_actual1 ,trainYPredict_actual)
print("Mean absolute error of prediction is:", prediction_mae)
**Testing of model**
scaled_test_X = scaler.transform(test_X)
test_q = []
test_r = []
for val in range(n_past, len(scaled_test_X) - n_future+1):
test_q.append(scaled_test_X[val - n_past:val, 0:scaled_test_X.shape[1]])
test_r.append(scaled_test_X[val + n_future - 1:val + n_future, -1])
test_q, test_r = np.array(test_q), np.array(test_r)
testPredict = model.predict(test_q )
Validation and training loss image is also attached Training and validation Loss
I am new with Deep Learning with Pytorch. I am more experienced with Tensorflow, and thus I should say I am not new to Deep Learning itself.
Currently, I am working on a simple ANN classification. There are only 2 classes so quite naturally I am using a Softmax BCELoss combination.
The dataset is like this:
shape of X_train (891, 7)
Shape of Y_train (891,)
Shape of x_test (418, 7)
I transformed the X_train and others to torch tensors as train_data and so on. The next step is:
train_ds = TensorDataset(train_data, train_label)
# Define data loader
batch_size = 32
train_dl = DataLoader(train_ds, batch_size, shuffle=True)
I made the model class like:
class Net(nn.Module):
def __init__(self):
super(Net, self).__init__()
# an affine operation: y = Wx + b
self.fc1 = nn.Linear(7, 32)
self.bc1 = nn.BatchNorm1d(32)
self.fc2 = nn.Linear(32, 64)
self.bc2 = nn.BatchNorm1d(64)
self.fc3 = nn.Linear(64, 128)
self.bc3 = nn.BatchNorm1d(128)
self.fc4 = nn.Linear(128, 32)
self.bc4 = nn.BatchNorm1d(32)
self.fc5 = nn.Linear(32, 10)
self.bc5 = nn.BatchNorm1d(10)
self.fc6 = nn.Linear(10, 1)
self.bc6 = nn.BatchNorm1d(1)
self.drop = nn.Dropout2d(p=0.5)
def forward(self, x):
torch.nn.init.xavier_uniform(self.fc1.weight)
x = self.fc1(x)
x = self.bc1(x)
x = F.relu(x)
x = self.drop(x)
x = self.fc2(x)
x = self.bc2(x)
x = F.relu(x)
#x = self.drop(x)
x = self.fc3(x)
x = self.bc3(x)
x = F.relu(x)
x = self.drop(x)
x = self.fc4(x)
x = self.bc4(x)
x = F.relu(x)
#x = self.drop(x)
x = self.fc5(x)
x = self.bc5(x)
x = F.relu(x)
x = self.drop(x)
x = self.fc6(x)
x = self.bc6(x)
x = torch.sigmoid(x)
return x
model = Net()
The loss function and the optimizer are defined:
loss = nn.BCELoss()
optimizer = torch.optim.Adam(model.parameters(), lr=0.00001, betas=(0.9, 0.999), eps=1e-08, weight_decay=0, amsgrad=False)
At last, the task is to run the forward in epochs:
num_epochs = 1000
# Repeat for given number of epochs
for epoch in range(num_epochs):
# Train with batches of data
for xb,yb in train_dl:
pred = model(xb)
yb = torch.unsqueeze(yb, 1)
#print(pred, yb)
print('grad', model.fc1.weight.grad)
l = loss(pred, yb)
#print('loss',l)
# 3. Compute gradients
l.backward()
# 4. Update parameters using gradients
optimizer.step()
# 5. Reset the gradients to zero
optimizer.zero_grad()
# Print the progress
if (epoch+1) % 10 == 0:
print('Epoch [{}/{}], Loss: {:.4f}'.format(epoch+1, num_epochs, l.item()))
I can see in the output that after each iteration with all the batches, the hard weights are non-zero, after this zero_grad is applied.
However, the model is pretty bad. I get an F1 score of around 50% only! And the model is bad when I call it to predict the train_dl itself!!!
I am wondering what the reason is. The grad of weights not zero but not updating properly? The optimizer not optimizing the weights? Or what else?
Can someone please have a look?
I already tried different loss functions and optimizers. I tried with smaller datasets, bigger batches, different hyperparameters.
Thanks! :)
First of all, you don't use softmax activation for BCE loss, unless you have 2 output nodes, which is not the case. In PyTorch, BCE loss doesn't apply any activation function before calculating the loss, unlike the CCE which has a built-in softmax function. So, if you want to use BCE, you have to use sigmoid (or any function f: R -> [0, 1]) at the output layer, which you don't have.
Moreover, you should ideally do optimizer.zero_grad() for each batch if you want to do SGD (which is the default). If you don't do that, you will be just doing full-batch gradient descent, which is quite slow and gets stuck in local minima easily.
I try to train a simple tensorflow-network on a simple model, but from some reason, it doesn't learn anything. Do I make any mistake?
X, Y = read_data(file_name)
# CONSTRUCT GRAPH
x_t = tf.placeholder(shape=[None, X.shape[1]], dtype=tf.float32)
y_t = tf.placeholder(shape=[None,], dtype=tf.float32)
hidden_1 = tf.layers.dense(x_t, 50, activation=tf.nn.sigmoid)
hidden_2 = tf.layers.dense(hidden_1, 50, activation=tf.nn.sigmoid)
output = tf.layers.dense(hidden_2, 1, activation=tf.nn.sigmoid)
# DEFINE LOSS AND OPTIMIZER
loss = tf.reduce_mean(tf.square(output - y_t))
GD_optimizer = tf.train.GradientDescentOptimizer(learning_rate=0.01)
train_step = GD_optimizer.minimize(loss)
# BATCH SIZE
BATCH_SIZE = 20
with tf.Session() as sess:
sess.run(tf.global_variables_initializer())
for i in range(15000):
rand_indices = np.random.choice(X.shape[0], size=BATCH_SIZE)
x_batch = X[rand_indices,:]
y_batch = Y[rand_indices]
_, temp_loss = sess.run([train_step, loss], feed_dict={x_t: x_batch, y_t: y_batch})
print(temp_loss)
According to my understanding of your dataset description, the target value column Y is a float (real valued number) that can be in any range and not necessarily within the [0,1] interval.
On the otherhand, because you use a sigmoid activation for the last layer of your model. The prediction values will be always in [0, 1] range.
I would suggest not using sigmoid activation in the last layer. Unless if your Y value were also in the [0,1] range.
so, modify your code such that it becomes
output = tf.layers.dense(hidden_2, 1, activation=None)
I am looking methods to embed variable length sequences with float values to fixed size vectors. The input formats as following:
[f1,f2,f3,f4]->[f1,f2,f3,f4]->[f1,f2,f3,f4]-> ... -> [f1,f2,f3,f4]
[f1,f2,f3,f4]->[f1,f2,f3,f4]->[f1,f2,f3,f4]->[f1,f2,f3,f4]-> ... -> [f1,f2,f3,f4]
...
[f1,f2,f3,f4]-> ... -> ->[f1,f2,f3,f4]
Each line is a variable length sequnece, with max length 60. Each unit in one sequece is a tuple of 4 float values. I have already paded zeros to fill all sequences to the same length.
The following architecture seems solve my problem if I use the output as the same as input, I need the thought vector in the center as the embedding for the sequences.
In tensorflow, I have found tow candidate methods tf.contrib.legacy_seq2seq.basic_rnn_seq2seq and tf.contrib.legacy_seq2seq.embedding_rnn_seq2seq.
However, these tow methos seems to be used to solve NLP problem, and the input must be discrete value for words.
So, is there another functions to solve my problems?
All you need is only an RNN, not the seq2seq model, since seq2seq goes with an additional decoder which is unecessary in your case.
An example code:
import numpy as np
import tensorflow as tf
from tensorflow.contrib import rnn
input_size = 4
max_length = 60
hidden_size=64
output_size = 4
x = tf.placeholder(tf.float32, shape=[None, max_length, input_size], name='x')
seqlen = tf.placeholder(tf.int64, shape=[None], name='seqlen')
lstm_cell = rnn.BasicLSTMCell(hidden_size, forget_bias=1.0)
outputs, states = tf.nn.dynamic_rnn(cell=lstm_cell, inputs=x, sequence_length=seqlen, dtype=tf.float32)
encoded_states = states[-1]
W = tf.get_variable(
name='W',
shape=[hidden_size, output_size],
dtype=tf.float32,
initializer=tf.random_normal_initializer())
b = tf.get_variable(
name='b',
shape=[output_size],
dtype=tf.float32,
initializer=tf.random_normal_initializer())
z = tf.matmul(encoded_states, W) + b
results = tf.sigmoid(z)
###########################
## cost computing and training components goes here
# e.g.
# targets = tf.placeholder(tf.float32, shape=[None, input_size], name='targets')
# cost = tf.reduce_mean(tf.nn.sigmoid_cross_entropy_with_logits(labels=targets, logits=z))
# optimizer = tf.train.AdamOptimizer(learning_rate=0.1).minimize(cost)
###############################
init = tf.global_variables_initializer()
batch_size = 4
data_in = np.zeros((batch_size, max_length, input_size), dtype='float32')
data_in[0, :4, :] = np.random.rand(4, input_size)
data_in[1, :6, :] = np.random.rand(6, input_size)
data_in[2, :20, :] = np.random.rand(20, input_size)
data_in[3, :, :] = np.random.rand(60, input_size)
data_len = np.asarray([4, 6, 20, 60], dtype='int64')
with tf.Session() as sess:
sess.run(init)
#########################
# training process goes here
#########################
res = sess.run(results,
feed_dict={
x: data_in,
seqlen: data_len})
print(res)
To encode sequence to a fixed length vector you typically use recurrent neural networks (RNNs) or convolutional neural networks (CNNs).
If you use a recurrent neural network you can use the output at the last time step (last element in your sequence). This corresponds to the thought vector in your question. Have a look at tf.dynamic_rnn. dynamic_rnn requires you to specify to type of RNN cell you want to use. tf.contrib.rnn.LSTMCell and tf.contrib.rnn.GRUCell are most common.
If you want to use CNNs you need to use 1 dimensional convolutions. To build CNNs you need tf.layers.conv1d and tf.layers.max_pooling1d
I have found a solution to my problem, using the following architecture,
,
The LSTMs layer below encode the series x1,x2,...,xn. The last output, the green one, is duplicated to the same count as the input for the decoding LSTM layers above. The tensorflow code is as following
series_input = tf.placeholder(tf.float32, [None, conf.max_series, conf.series_feature_num])
print("Encode input Shape", series_input.get_shape())
# encoding layer
encode_cell = tf.contrib.rnn.MultiRNNCell(
[tf.contrib.rnn.BasicLSTMCell(conf.rnn_hidden_num, reuse=False) for _ in range(conf.rnn_layer_num)]
)
encode_output, _ = tf.nn.dynamic_rnn(encode_cell, series_input, dtype=tf.float32, scope='encode')
print("Encode output Shape", encode_output.get_shape())
# last output
encode_output = tf.transpose(encode_output, [1, 0, 2])
last = tf.gather(encode_output, int(encode_output.get_shape()[0]) - 1)
# duplite the last output of the encoding layer
decoder_input = tf.stack([last for _ in range(conf.max_series)], axis=1)
print("Decoder input shape", decoder_input.get_shape())
# decoding layer
decode_cell = tf.contrib.rnn.MultiRNNCell(
[tf.contrib.rnn.BasicLSTMCell(conf.series_feature_num, reuse=False) for _ in range(conf.rnn_layer_num)]
)
decode_output, _ = tf.nn.dynamic_rnn(decode_cell, decoder_input, dtype=tf.float32, scope='decode')
print("Decode output", decode_output.get_shape())
# Loss Function
loss = tf.losses.mean_squared_error(labels=series_input, predictions=decode_output)
print("Loss", loss)
I have created ANN with two RELU hidden layers + linear activation layer and trying to approximate simple ln(x) function. And I am can't do this good. I am confused because lx(x) in x:[0.0-1.0] range should be approximated without problems (I am using learning rate 0.01 and basic grad descent optimization).
import tensorflow as tf
import numpy as np
def GetTargetResult(x):
curY = np.log(x)
return curY
# Create model
def multilayer_perceptron(x, weights, biases):
# Hidden layer with RELU activation
layer_1 = tf.add(tf.matmul(x, weights['h1']), biases['b1'])
layer_1 = tf.nn.relu(layer_1)
# # Hidden layer with RELU activation
layer_2 = tf.add(tf.matmul(layer_1, weights['h2']), biases['b2'])
layer_2 = tf.nn.relu(layer_2)
# Output layer with linear activation
out_layer = tf.matmul(layer_2, weights['out']) + biases['out']
return out_layer
# Parameters
learning_rate = 0.01
training_epochs = 10000
batch_size = 50
display_step = 500
# Network Parameters
n_hidden_1 = 50 # 1st layer number of features
n_hidden_2 = 10 # 2nd layer number of features
n_input = 1
# Store layers weight & bias
weights = {
'h1': tf.Variable(tf.random_uniform([n_input, n_hidden_1])),
'h2': tf.Variable(tf.random_uniform([n_hidden_1, n_hidden_2])),
'out': tf.Variable(tf.random_uniform([n_hidden_2, 1]))
}
biases = {
'b1': tf.Variable(tf.random_uniform([n_hidden_1])),
'b2': tf.Variable(tf.random_uniform([n_hidden_2])),
'out': tf.Variable(tf.random_uniform([1]))
}
x_data = tf.placeholder(tf.float32, [None, 1])
y_data = tf.placeholder(tf.float32, [None, 1])
# Construct model
pred = multilayer_perceptron(x_data, weights, biases)
# Minimize the mean squared errors.
loss = tf.reduce_mean(tf.square(pred - y_data))
optimizer = tf.train.GradientDescentOptimizer(learning_rate)
train = optimizer.minimize(loss)
# Before starting, initialize the variables. We will 'run' this first.
init = tf.initialize_all_variables ()
# Launch the graph.
sess = tf.Session()
sess.run(init)
for step in range(training_epochs):
x_in = np.random.rand(batch_size, 1).astype(np.float32)
y_in = GetTargetResult(x_in)
sess.run(train, feed_dict = {x_data: x_in, y_data: y_in})
if(step % display_step == 0):
curX = np.random.rand(1, 1).astype(np.float32)
curY = GetTargetResult(curX)
curPrediction = sess.run(pred, feed_dict={x_data: curX})
curLoss = sess.run(loss, feed_dict={x_data: curX, y_data: curY})
print("For x = {0} and target y = {1} prediction was y = {2} and squared loss was = {3}".format(curX, curY,curPrediction, curLoss))
For the configuration above NN is just learning to guess y = -1.00. I have tried different learning rates, couple optimizers and different configurations with no success - learning does not converge in any case. I did something like that with logarithm in past in other deep learning framework without problem.. Can be the TF specific issue? What am I doing wrong?
What your network has to predict
Source: WolframAlpha
What your architecture is
ReLU(ReLU(x * W_1 + b_1) * W_2 + b_2)*W_out + b_out
Thoughts
My first thought was that ReLU is the problem. However, you don't apply relu to the output, so that should not cause the problem.
Changing the initialization (from uniform to normal) and the Optimizer (from SGD to ADAM) seems to fix the problem:
#!/usr/bin/env python
import tensorflow as tf
import numpy as np
def get_target_result(x):
return np.log(x)
def multilayer_perceptron(x, weights, biases):
"""Create model."""
# Hidden layer with RELU activation
layer_1 = tf.add(tf.matmul(x, weights['h1']), biases['b1'])
layer_1 = tf.nn.relu(layer_1)
# # Hidden layer with RELU activation
layer_2 = tf.add(tf.matmul(layer_1, weights['h2']), biases['b2'])
layer_2 = tf.nn.relu(layer_2)
# Output layer with linear activation
out_layer = tf.matmul(layer_2, weights['out']) + biases['out']
return out_layer
# Parameters
learning_rate = 0.01
training_epochs = 10**6
batch_size = 500
display_step = 500
# Network Parameters
n_hidden_1 = 50 # 1st layer number of features
n_hidden_2 = 10 # 2nd layer number of features
n_input = 1
# Store layers weight & bias
weights = {
'h1': tf.Variable(tf.truncated_normal([n_input, n_hidden_1], stddev=0.1)),
'h2': tf.Variable(tf.truncated_normal([n_hidden_1, n_hidden_2], stddev=0.1)),
'out': tf.Variable(tf.truncated_normal([n_hidden_2, 1], stddev=0.1))
}
biases = {
'b1': tf.Variable(tf.constant(0.1, shape=[n_hidden_1])),
'b2': tf.Variable(tf.constant(0.1, shape=[n_hidden_2])),
'out': tf.Variable(tf.constant(0.1, shape=[1]))
}
x_data = tf.placeholder(tf.float32, [None, 1])
y_data = tf.placeholder(tf.float32, [None, 1])
# Construct model
pred = multilayer_perceptron(x_data, weights, biases)
# Minimize the mean squared errors.
loss = tf.reduce_mean(tf.square(pred - y_data))
optimizer = tf.train.GradientDescentOptimizer(learning_rate)
# train = optimizer.minimize(loss)
train = tf.train.AdamOptimizer(1e-4).minimize(loss)
# Before starting, initialize the variables. We will 'run' this first.
init = tf.initialize_all_variables()
# Launch the graph.
sess = tf.Session()
sess.run(init)
for step in range(training_epochs):
x_in = np.random.rand(batch_size, 1).astype(np.float32)
y_in = get_target_result(x_in)
sess.run(train, feed_dict={x_data: x_in, y_data: y_in})
if(step % display_step == 0):
curX = np.random.rand(1, 1).astype(np.float32)
curY = get_target_result(curX)
curPrediction = sess.run(pred, feed_dict={x_data: curX})
curLoss = sess.run(loss, feed_dict={x_data: curX, y_data: curY})
print(("For x = {0} and target y = {1} prediction was y = {2} and "
"squared loss was = {3}").format(curX, curY,
curPrediction, curLoss))
Training this for 1 minute gave me:
For x = [[ 0.19118255]] and target y = [[-1.65452647]] prediction was y = [[-1.65021849]] and squared loss was = 1.85587377928e-05
For x = [[ 0.17362741]] and target y = [[-1.75084364]] prediction was y = [[-1.74087048]] and squared loss was = 9.94640868157e-05
For x = [[ 0.60853624]] and target y = [[-0.4966988]] prediction was y = [[-0.49964082]] and squared loss was = 8.65551464813e-06
For x = [[ 0.33864763]] and target y = [[-1.08279514]] prediction was y = [[-1.08586168]] and squared loss was = 9.4036658993e-06
For x = [[ 0.79126364]] and target y = [[-0.23412406]] prediction was y = [[-0.24541236]] and squared loss was = 0.000127425722894
For x = [[ 0.09994856]] and target y = [[-2.30309963]] prediction was y = [[-2.29796076]] and squared loss was = 2.6408026315e-05
For x = [[ 0.31053194]] and target y = [[-1.16946852]] prediction was y = [[-1.17038012]] and squared loss was = 8.31002580526e-07
For x = [[ 0.0512077]] and target y = [[-2.97186542]] prediction was y = [[-2.96796203]] and squared loss was = 1.52364455062e-05
For x = [[ 0.120253]] and target y = [[-2.11815739]] prediction was y = [[-2.12729549]] and squared loss was = 8.35050013848e-05
So the answer might be that your optimizer is not good / the optimization problem starts at a bad point. See
Xavier Glorot, Yoshua Bengio: Understanding the difficulty of training deep feedforward neural networks
Visualizing Optimization Algos
The following image is from Alec Radfords nice gifs. It does not contain ADAM, but you get a feeling for how much better one can do than SGD:
Two idea how this might be improved
try dropout
try not to use x values close to 0. I would rather sample values in [0.01, 1].
However, my experience with regression problems is quite limited.
First of all, your input data is in range [0, 1), which is not a good input to a neural network. Subtract mean from x after computing y to make it normalized (also ideally divide by standard deviation).
However, in your particular case it was not enough to make it work.
I played with it and found two ways to make it work (both require data normalization as described above):
Either completely remove the second layer
or
Make the number of neurons in the second layer 50.
My guess would be that 10 neurons do not have sufficient representation power to pass enough information to the last layer (obviously, a perfectly smart NN would learn to ignore the second layer in this case passing the answer in one of the neurons, but the theoretical possibility doesn't mean that gradient descent will learn to do so).
I have not look at the code but this is the theory. If you use an activation function like "tanh", then for small weights the activation function is in the linear region and for large weights the activation function is either -1 or +1. If you are in the linear region across all layers then you can not approximate complex functions (i.e. you have a sandwich of linear layers hence the best you can do is linear aproximations) but if you have bigger weights then the nonlinearly allow you to approximate a wide range of functions. There are no free lunches, the weights need to be at the right values to avoid over-fitting and under-fitting. This process is called regularization.