I have spent weeks now trying to write a Python level Tensorflow code that could communicate with TPUs directly. How would it be possible to implement the system that could run on a TPU without the Estimator API?
Resources I tried:
All the documentation about the Estimator API, TPU on https://www.tensorflow.org
Ways I tried:
Initialized a TPUClusterResolver and passed that as an argument for tf.Session() and it was just hanging without executing the session.run()
Also tried sess.run(tpu.initialize_system()) and it got stuck as well
Tried looking into the TPUEstimator API as there
def train_model(self, env, episodes=100,
load_model = False, # load model from checkpoint if available:?
model_dir = '/tmp/pgmodel/', log_freq=10 ) :
# initialize variables and load model
init_op = tf.global_variables_initializer()
self._sess.run(init_op)
if load_model:
ckpt = tf.train.get_checkpoint_state(model_dir)
print tf.train.latest_checkpoint(model_dir)
if ckpt and ckpt.model_checkpoint_path:
savr = tf.train.import_meta_graph(ckpt.model_checkpoint_path+'.meta')
out = savr.restore(self._sess, ckpt.model_checkpoint_path)
print("Model restored from ",ckpt.model_checkpoint_path)
else:
print('No checkpoint found at: ',model_dir)
if not os.path.exists(model_dir):
os.makedirs(model_dir)
episode = 0
observation = env.reset()
xs,rs,ys = [],[],[] # environment info
running_reward = 0
reward_sum = 0
# training loop
day = 0
simrors = np.zeros(episodes)
mktrors = np.zeros(episodes)
alldf = None
victory = False
while episode < episodes and not victory:
# stochastically sample a policy from the network
x = observation
feed = {self._tf_x: np.reshape(x, (1,-1))}
aprob = self._sess.run(self._tf_aprob,feed)
aprob = aprob[0,:] # we live in a batched world :/
action = np.random.choice(self._num_actions, p=aprob)
label = np.zeros_like(aprob) ; label[action] = 1 # make a training 'label'
# step the environment and get new measurements
observation, reward, done, info = env.step(action)
#print observation, reward, done, info
reward_sum += reward
# record game history
xs.append(x)
ys.append(label)
rs.append(reward)
day += 1
if done:
running_reward = running_reward * 0.99 + reward_sum * 0.01
epx = np.vstack(xs)
epr = np.vstack(rs)
epy = np.vstack(ys)
xs,rs,ys = [],[],[] # reset game history
df = env.env.sim.to_df()
#pdb.set_trace()
simrors[episode]=df.bod_nav.values[-1]-1 # compound returns
mktrors[episode]=df.mkt_nav.values[-1]-1
alldf = df if alldf is None else pd.concat([alldf,df], axis=0)
feed = {self._tf_x: epx, self._tf_epr: epr, self._tf_y: epy}
_ = self._sess.run(self._train_op,feed) # parameter update
if episode % log_freq == 0:
log.info('year #%6d, mean reward: %8.4f, sim ret: %8.4f, mkt ret: %8.4f, net: %8.4f', episode,
running_reward, simrors[episode],mktrors[episode], simrors[episode]-mktrors[episode])
save_path = self._saver.save(self._sess, model_dir+'model.ckpt',
global_step=episode+1)
if episode > 100:
vict = pd.DataFrame( { 'sim': simrors[episode-100:episode],
'mkt': mktrors[episode-100:episode] } )
vict['net'] = vict.sim - vict.mkt
if vict.net.mean() > 0.0:
victory = True
log.info('Congratulations, Warren Buffet! You won the trading game.')
#print("Model saved in file: {}".format(save_path))
episode += 1
observation = env.reset()
reward_sum = 0
day = 0
return alldf, pd.DataFrame({'simror':simrors,'mktror':mktrors})
Problems I have with the Estimator API implementation:
I have a policy gradient based reinforcement learning code that contains a neural network
I have two session.run() during my execution. One is running on every step within the episode. The other is running at the end of the episode
tf.train.SessionRunHook is not a suitable implementation for my code
I'm trying to build a convolutional lstm autoencoder (that also predicts future and past) with Tensorflow, and it works to a certain degree, but the error sometimes jumps back up, so essentially, it never converges.
The model is as follows:
The encoder starts with a 64x64 frame from a 20 frame bouncing mnist video for each time step of the lstm. Every stacking layer of LSTM halfs it and increases the depth via 2x2 convolutions with a stride of 2. (so -->32x32x3 -->...--> 1x1x96)
On the other hand, the lstm performs 3x3 convolutions with a stride of 1 on its state. Both results are concatenated to form the new state. In the same way, the decoder uses transposed convolutions to go back to the original format. Then the squared error is calculated.
The error starts at around 2700 and it takes around 20 hours (geforce1060) to get down to ~1700. At which point the jumping back up (and it sometimes jumps back up to 2300 or even ridiculous values like 440300) happens often enough that I can't really get any lower. Also at that point, it can usually pinpoint where the number should be, but its too fuzzy to actually make out the digit...
I tried different learning rates and optimizers, so if anybody knows why that jumping happens, that'd make me happy :)
Here is a graph of the loss with epochs:
import tensorflow as tf
import numpy as np
import matplotlib
import matplotlib.pyplot as plt
import os
os.environ["CUDA_DEVICE_ORDER"]="PCI_BUS_ID"
os.environ['CUDA_VISIBLE_DEVICES'] = '0'
#based on code by loliverhennigh (Github)
class ConvCell(tf.contrib.rnn.RNNCell):
count = 0 #exists only to remove issues with variable scope
def __init__(self, shape, num_features, transpose = False):
self.shape = shape
self.num_features = num_features
self._state_is_tuple = True
self._transpose = transpose
ConvCell.count+=1
self.count = ConvCell.count
#property
def state_size(self):
return (tf.contrib.rnn.LSTMStateTuple(self.shape[0:4],self.shape[0:4]))
#property
def output_size(self):
return tf.TensorShape(self.shape[1:4])
#here comes to the actual conv lstm implementation, if transpose = true, it performs a deconvolution on the input
def __call__(self, inputs, state, scope=None):
with tf.variable_scope(scope or type(self).__name__+str(self.count)):
c, h = state
state_shape = h.shape
input_shape = inputs.shape
#filter variables and convolutions on data coming from the same cell, a time step previous
h_filters = tf.get_variable("h_filters",[3,3,state_shape[3],self.num_features])
h_filters_gates = tf.get_variable("h_filters_gates",[3,3,state_shape[3],3])
h_partial = tf.nn.conv2d(h,h_filters,[1,1,1,1],'SAME')
h_partial_gates = tf.nn.conv2d(h,h_filters_gates,[1,1,1,1],'SAME')
c_filters = tf.get_variable("c_filters",[3,3,state_shape[3],3])
c_partial = tf.nn.conv2d(c,c_filters,[1,1,1,1],'SAME')
#filters and convolutions/deconvolutions on data coming fromthe cell input
if self._transpose:
x_filters = tf.get_variable("x_filters",[2,2,self.num_features,input_shape[3]])
x_filters_gates = tf.get_variable("x_filters_gates",[2,2,3,input_shape[3]])
x_partial = tf.nn.conv2d_transpose(inputs,x_filters,[int(state_shape[0]),int(state_shape[1]),int(state_shape[2]),self.num_features],[1,2,2,1],'VALID')
x_partial_gates = tf.nn.conv2d_transpose(inputs,x_filters_gates,[int(state_shape[0]),int(state_shape[1]),int(state_shape[2]),3],[1,2,2,1],'VALID')
else:
x_filters = tf.get_variable("x_filters",[2,2,input_shape[3],self.num_features])
x_filters_gates = tf.get_variable("x_filters_gates",[2,2,input_shape[3],3])
x_partial = tf.nn.conv2d(inputs,x_filters,[1,2,2,1],'VALID')
x_partial_gates = tf.nn.conv2d(inputs,x_filters_gates,[1,2,2,1],'VALID')
#some more lstm gate business
gate_bias = tf.get_variable("gate_bias",[1,1,1,3])
h_bias = tf.get_variable("h_bias",[1,1,1,self.num_features*2])
gates = h_partial_gates + x_partial_gates + c_partial + gate_bias
i,f,o = tf.split(gates,3,axis=3)
#concatenate the units coming from the spacial and the temporal dimension to build a unified state
concat = tf.concat([h_partial,x_partial],3) + h_bias
new_c = tf.nn.relu(concat)*tf.sigmoid(i)+c*tf.sigmoid(f)
new_h = new_c * tf.sigmoid(o)
new_state = tf.contrib.rnn.LSTMStateTuple(new_c,new_h)
return new_h, new_state #its redundant, but thats how tensorflow likes it, apparently
#global variables
LEARNING_RATE = 0.005
ITERATIONS_PER_EPOCH = 80
BATCH_SIZE = 75
TEST = False #manual switch to go from training to testing
if TEST:
BATCH_SIZE = 1
inputs = tf.placeholder(tf.float32, (20, BATCH_SIZE, 64, 64,1))
shape0 = [BATCH_SIZE,64,64,2]
shape1 = [BATCH_SIZE,32,32,6]
shape2 = [BATCH_SIZE,16,16,12]
shape3 = [BATCH_SIZE,8,8,24]
shape4 = [BATCH_SIZE,4,4,48]
shape5 = [BATCH_SIZE,2,2,96]
shape6 = [BATCH_SIZE,1,1,192]
#apparently tf.multirnncell has very specific requirements for the initial states oO
initial_state1 = (tf.contrib.rnn.LSTMStateTuple(tf.zeros(shape1),tf.zeros(shape1)),tf.contrib.rnn.LSTMStateTuple(tf.zeros(shape2),tf.zeros(shape2)),tf.contrib.rnn.LSTMStateTuple(tf.zeros(shape3),tf.zeros(shape3)),tf.contrib.rnn.LSTMStateTuple(tf.zeros(shape4),tf.zeros(shape4)),tf.contrib.rnn.LSTMStateTuple(tf.zeros(shape5),tf.zeros(shape5)),tf.contrib.rnn.LSTMStateTuple(tf.zeros(shape6),tf.zeros(shape6)))
initial_state2 = (tf.contrib.rnn.LSTMStateTuple(tf.zeros(shape5),tf.zeros(shape5)),tf.contrib.rnn.LSTMStateTuple(tf.zeros(shape4),tf.zeros(shape4)),tf.contrib.rnn.LSTMStateTuple(tf.zeros(shape3),tf.zeros(shape3)),tf.contrib.rnn.LSTMStateTuple(tf.zeros(shape2),tf.zeros(shape2)),tf.contrib.rnn.LSTMStateTuple(tf.zeros(shape1),tf.zeros(shape1)),tf.contrib.rnn.LSTMStateTuple(tf.zeros(shape0),tf.zeros(shape0)))
#encoding part of the autoencoder graph
cell1 = ConvCell(shape1,3)
cell2 = ConvCell(shape2,6)
cell3 = ConvCell(shape3,12)
cell4 = ConvCell(shape4,24)
cell5 = ConvCell(shape5,48)
cell6 = ConvCell(shape6,96)
mcell = tf.contrib.rnn.MultiRNNCell([cell1,cell2,cell3,cell4,cell5,cell6])
rnn_outputs, rnn_states = tf.nn.dynamic_rnn(mcell, inputs[0:20,:,:,:],initial_state=initial_state1,dtype=tf.float32, time_major=True)
#decoding part of the autoencoder graph, forward block and backwards block
cell9a = ConvCell(shape5,48,transpose = True)
cell10a = ConvCell(shape4,24,transpose = True)
cell11a = ConvCell(shape3,12,transpose = True)
cell12a = ConvCell(shape2,6,transpose = True)
cell13a = ConvCell(shape1,3,transpose = True)
cell14a = ConvCell(shape0,1,transpose = True)
mcella = tf.contrib.rnn.MultiRNNCell([cell9a,cell10a,cell11a,cell12a,cell13a,cell14a])
cell9b = ConvCell(shape5,48,transpose = True)
cell10b = ConvCell(shape4,24,transpose = True)
cell11b= ConvCell(shape3,12,transpose = True)
cell12b = ConvCell(shape2,6,transpose = True)
cell13b = ConvCell(shape1,3,transpose = True)
cell14b = ConvCell(shape0,1,transpose = True)
mcellb = tf.contrib.rnn.MultiRNNCell([cell9b,cell10b,cell11b,cell12b,cell13b,cell14b])
def PredictionLayer(rnn_outputs,viewPoint = 11, reverse = False):
predLength = viewPoint-2 if reverse else 20-viewPoint #vision is the input for the decoder
vision = tf.concat([rnn_outputs[viewPoint-1:viewPoint,:,:,:],tf.zeros([predLength,BATCH_SIZE,1,1,192])],0)
if reverse:
rnn_outputs2, rnn_states = tf.nn.dynamic_rnn(mcellb, vision, initial_state = initial_state2, time_major=True)
else:
rnn_outputs2, rnn_states = tf.nn.dynamic_rnn(mcella, vision, initial_state = initial_state2, time_major=True)
mean = tf.reduce_mean(rnn_outputs2,4)
if TEST:
return mean
if reverse:
return tf.reduce_sum(tf.square(mean-inputs[viewPoint-2::-1,:,:,:,0]))
else:
return tf.reduce_sum(tf.square(mean-inputs[viewPoint-1:20,:,:,:,0]))
if TEST:
mean = tf.concat([PredictionLayer(rnn_outputs,11,True)[::-1,:,:,:],createPredictionLayer(rnn_outputs,11)],0)
else: #training part of the graph
error = tf.zeros([1])
for i in range(8,15): #range size of 7 or less works, 9 or more does not, no idea why
error += PredictionLayer(rnn_outputs, i)
error += PredictionLayer(rnn_outputs, i, True)
train_fn = tf.train.RMSPropOptimizer(learning_rate=LEARNING_RATE).minimize(error)
################################################################################
## TRAINING LOOP ##
################################################################################
#code based on siemanko/tf_lstm.py (Github)
gpu_options = tf.GPUOptions(per_process_gpu_memory_fraction=0.8)
saver = tf.train.Saver(restore_sequentially=True, allow_empty=True,)
session = tf.Session(config=tf.ConfigProto(gpu_options=gpu_options))
session.run(tf.global_variables_initializer())
vids = np.load("mnist_test_seq.npy") #20/10000/64/64 , moving mnist dataset from http://www.cs.toronto.edu/~nitish/unsupervised_video/
vids = vids[:,0:6000,:,:] #training set
saver.restore(session,tf.train.latest_checkpoint('./conv_lstm_multiples_v2/'))
#saver.restore(session,'.\conv_lstm_multiples\iteration-74')
for epoch in range(1000):
if TEST:
break
epoch_error = 0
#randomize batches each epoch
vids = np.swapaxes(vids,0,1)
np.random.shuffle(vids)
vids = np.swapaxes(vids,0,1)
for i in range(ITERATIONS_PER_EPOCH):
#running the graph and feeding data
err,_ = session.run([error, train_fn], {inputs: np.expand_dims(vids[:,i*BATCH_SIZE:(i+1)*BATCH_SIZE,:,:],axis=4)})
print(err)
epoch_error += err
#training error each epoch and regular saving
epoch_error /= (ITERATIONS_PER_EPOCH*BATCH_SIZE*4096*20*7)
if (epoch+1) % 5 == 0:
saver.save(session,'.\conv_lstm_multiples_v2\iteration',global_step=epoch)
print("saved")
print("Epoch %d, train error: %f" % (epoch, epoch_error))
#testing
plt.ion()
f, axarr = plt.subplots(2)
vids = np.load("mnist_test_seq.npy")
for i in range(6000,10000):
img = session.run([mean], {inputs: np.expand_dims(vids[:,i:i+1,:,:],axis=4)})
for j in range(20):
axarr[0].imshow(img[0][j,0,:,:])
axarr[1].imshow(vids[j,i,:,:])
plt.show()
plt.pause(0.1)
Usually this happens when gradients' magnitude is very high at some point and causes your network parameters to change a lot. To verify that it is indeed the case, you can produce the same plot of gradient magnitudes and see if they jump right before the loss jump. Assuming this is the case, the classic approach is to use gradient clipping (or go all the way to natural gradient).
I would like to use the sparse_softmax_cross_entropy_with_logits
with the julia TensorFlow wrapper.
The operations is defined in the code here.
Basically, as I understand it the first argument should be logits, that would normally be fed to softmax to get them to be category probabilities (~1hot output).
And the second should be the correct labels as label ids.
I have adjusted the example code from the TensorFlow.jl readme
See below:
using Distributions
using TensorFlow
# Generate some synthetic data
x = randn(100, 50)
w = randn(50, 10)
y_prob = exp(x*w)
y_prob ./= sum(y_prob,2)
function draw(probs)
y = zeros(size(probs))
for i in 1:size(probs, 1)
idx = rand(Categorical(probs[i, :]))
y[i, idx] = 1
end
return y
end
y = draw(y_prob)
# Build the model
sess = Session(Graph())
X = placeholder(Float64)
Y_obs = placeholder(Float64)
Y_obs_lbl = indmax(Y_obs, 2)
variable_scope("logisitic_model", initializer=Normal(0, .001)) do
global W = get_variable("weights", [50, 10], Float64)
global B = get_variable("bias", [10], Float64)
end
L = X*W + B
Y=nn.softmax(L)
#costs = log(Y).*Y_obs #Dense (Orginal) way
costs = nn.sparse_softmax_cross_entropy_with_logits(L, Y_obs_lbl+1) #sparse way
Loss = -reduce_sum(costs)
optimizer = train.AdamOptimizer()
minimize_op = train.minimize(optimizer, Loss)
saver = train.Saver()
# Run training
run(sess, initialize_all_variables())
cur_loss, _ = run(sess, [Loss, minimize_op], Dict(X=>x, Y_obs=>y))
When I run it however, I get an error:
Tensorflow error: Status: Incompatible shapes: [1,100] vs. [100,10]
[[Node: gradients/SparseSoftmaxCrossEntropyWithLogits_10_grad/mul = Mul[T=DT_DOUBLE, _class=[], _device="/job:localhost/replica:0/task:0/cpu:0"](gradients/SparseSoftmaxCrossEntropyWithLogits_10_grad/ExpandDims, SparseSoftmaxCrossEntropyWithLogits_10:1)]]
in check_status(::TensorFlow.Status) at /home/ubuntu/.julia/v0.5/TensorFlow/src/core.jl:101
in run(::TensorFlow.Session, ::Array{TensorFlow.Port,1}, ::Array{Any,1}, ::Array{TensorFlow.Port,1}, ::Array{Ptr{Void},1}) at /home/ubuntu/.julia/v0.5/TensorFlow/src/run.jl:96
in run(::TensorFlow.Session, ::Array{TensorFlow.Tensor,1}, ::Dict{TensorFlow.Tensor,Array{Float64,2}}) at /home/ubuntu/.julia/v0.5/TensorFlow/src/run.jl:143
This only happens when I try to train it.
If I don't include an optimise function/output then it works fine.
So I am doing something that screws up the gradient math.
I want to design a single layer RNN in Tensorflow such that last output (y(t-1)) is participated in updating the hidden state.
h(t) = tanh(W_{ih} * x(t) + W_{hh} * h(t) + **W_{oh}y(t - 1)**)
y(t) = W_{ho}*h(t)
How can I feed last input y(t - 1) as input for updating the hidden state?
Is y(t-1) the last input or output? In both cases it is not a straight fit with the TensorFlow RNN cell abstraction. If your RNN is simple you can just write the loop on your own, then you have full control. Another way that I would use is to pre-process your RNN input, e.g., do something like:
processed_input[t] = tf.concat(input[t], input[t-1])
Then call the RNN cell with processed_input and split there.
One possibility is to use tf.nn.raw_rnn which I found in this article. Check my answer to this related post.
I would call what you described an "autoregressive RNN". Here's an (incomplete) code snippet that shows how you can create one using tf.nn.raw_rnn:
import tensorflow as tf
LSTM_SIZE = 128
BATCH_SIZE = 64
HORIZON = 10
lstm_cell = tf.nn.rnn_cell.LSTMCell(LSTM_SIZE, use_peepholes=True)
class RnnLoop:
def __init__(self, initial_state, cell):
self.initial_state = initial_state
self.cell = cell
def __call__(self, time, cell_output, cell_state, loop_state):
emit_output = cell_output # == None for time == 0
if cell_output is None: # time == 0
initial_input = tf.fill([BATCH_SIZE, LSTM_SIZE], 0.0)
next_input = initial_input
next_cell_state = self.initial_state
else:
next_input = cell_output
next_cell_state = cell_state
elements_finished = (time >= HORIZON)
next_loop_state = None
return elements_finished, next_input, next_cell_state, emit_output, next_loop_state
rnn_loop = RnnLoop(initial_state=initial_state_tensor, cell=lstm_cell)
rnn_outputs_tensor_array, _, _ = tf.nn.raw_rnn(lstm_cell, rnn_loop)
rnn_outputs_tensor = rnn_outputs_tensor_array.stack()
Here we initialize internal state of LSTM with some vector initial_state_tensor, and feed zero array as input at t=0. After that, the output of the current timestep is the input for the next timestep.