I know that you can set scale_pos_weight for an imbalanced dataset. However, How to deal with the multi-classification problem in the imbalanced dataset. I have gone through https://datascience.stackexchange.com/questions/16342/unbalanced-multiclass-data-with-xgboost/18823 but don't quite understand how to set weight parameter in Dmatrix.
Can anyone please explain in detail?
For imbalanced dataset, I used the "weights" parameter in Xgboost where weights is an array of weight assigned according to the class the data belongs to.
def CreateBalancedSampleWeights(y_train, largest_class_weight_coef):
classes = np.unique(y_train, axis = 0)
classes.sort()
class_samples = np.bincount(y_train)
total_samples = class_samples.sum()
n_classes = len(class_samples)
weights = total_samples / (n_classes * class_samples * 1.0)
class_weight_dict = {key : value for (key, value) in zip(classes, weights)}
class_weight_dict[classes[1]] = class_weight_dict[classes[1]] *
largest_class_weight_coef
sample_weights = [class_weight_dict[y] for y in y_train]
return sample_weights
Just pass the target column and the occurance rate of most frequent class (if most frequent class has 75 out of 100 samples, then its 0.75)
largest_class_weight_coef =
max(df_copy['Category'].value_counts().values)/df.shape[0]
#pass y_train as numpy array
weight = CreateBalancedSampleWeights(y_train, largest_class_weight_coef)
#And then use it like this
xg = XGBClassifier(n_estimators=1000, weights = weight, max_depth=20)
Thats it :)
Related
I have one input and one output neural network and in between I need to perform small operation. I have two inputs (from the same distribution of either mean 0 or mean 1) which I need to fed to the neural network one at a time and compare the output of each input. After the comparison, I am finally generating the prediction of the model. The implementation is as follows:
from tensorflow import keras
import tensorflow as tf
import numpy as np
#define network
x1 = keras.Input(shape=(1), name="x1")
x2 = keras.Input(shape=(1), name="x2")
model = keras.layers.Dense(20)
model1 = keras.layers.Dense(1)
x11 = model1(model(x1))
x22 = model1(model(x2))
After this I need to perform following operations:
if x11>=x22:
Vm=x1
else:
Vm=x2
Finally I need to do:
out = Vm - 0.5
out= keras.activations.sigmoid(out)
model = keras.Model([x1,x2], out)
model.compile(
optimizer=tf.keras.optimizers.Adam(learning_rate=0.001),
loss=tf.keras.losses.binary_crossentropy,
metrics=['accuracy']
)
model.summary()
tf.keras.utils.plot_model(model) #visualize model
I have normally distributed pair of data with same mean (mean 0 and mean 1 as generated below:
#Generating training dataset
from scipy.stats import skewnorm
n=1000 #sample each
s = 1 # scale to change o/p range
X1_0 = skewnorm.rvs(a = 0 ,loc=0, size=n)*s; X1_1 = skewnorm.rvs(a = 0 ,loc=1, size=n)*s #Skewnorm function
X2_0 = skewnorm.rvs(a = 0 ,loc=0, size=n)*s; X2_1 = skewnorm.rvs(a = 0 ,loc=1, size=n)*s #Skewnorm function
X1_train = list(X1_0) + list(X1_1) #append both data
X2_train = list(X2_0) + list(X2_1) #append both data
y_train = [x for x in (0,1) for i in range(0, n)] #make Y for above conditions
#reshape to proper format
X1_train = np.array(X1_train).reshape(-1,1)
X2_train = np.array(X2_train).reshape(-1,1)
y_train = np.array(y_train)
#train model
model.fit([X1_train, X2_train], y_train, epochs=10)
I am not been able to run the program if I include operation
if x11>=x22:
Vm=x1
else:
Vm=x2
in between layers. If I directly work with maximum of outputs as:
Vm = keras.layers.Maximum()([x11,x22])
The program is working fine. But I need to select either x1 or x2 based on the value of x11 and x22.
The problem might be due to the inclusion of the comparison operation while defining structure of the model where there is no value for x11 and x22 (I guess). I am totally new to all these stuffs and so I could not resolve this. I would greatly appreciate any help/suggestions. Thank you.
You can add this functionality via a Lambda layer.
Vm = tf.keras.layers.Lambda(lambda x: tf.where(x[0]>=x[1], x[2], x[3]))([x11, x22, x1, x2])
I am using this function to predict the output of never seen images
def predictor(img, model):
image = cv2.imread(img)
image = cv2.cvtColor(image, cv2.COLOR_BGR2RGB)
image = cv2.resize(image, (224, 224))
image = np.array(image, dtype = 'float32')/255.0
plt.imshow(image)
image = image.reshape(1, 224,224,3)
clas = model.predict(image).argmax()
name = dict_class[clas]
print('The given image is of \nClass: {0} \nSpecies: {1}'.format(clas, name))
how to change it, if I want the top 2(or k) accuracy
i.e
70% chance its dog
15% its a bear
If you are using TensorFlow + Keras and probably doing multi-class classification, then the output of model.predict() is a tensor representing either the logits or already the probabilities (softmax on top of logits).
I am taking this example from here and slightly modifying it : https://www.tensorflow.org/api_docs/python/tf/math/top_k.
#See the softmax, probabilities add up to 1
network_predictions = [0.7,0.2,0.05,0.05]
prediction_probabilities = tf.math.top_k(network_predictions, k=2)
top_2_scores = prediction_probabilities.values.numpy()
dict_class_entries = prediction_probabilities.indices.numpy()
And here in dict_class_entries you have then the indices (sorted ascendingly) in accordance with the probabilities. (i.e. dict_class_entries[0] = 0 (corresponds to 0.7) and top_2_scores[0] = 0.7 etc.).
You just need to replace network_probabilities with model.predict(image).
Notice I removed the argmax() in order to send an array of probabilities instead of the index of the max score/probability position (that is, argmax()).
This is the linear classifier that I am using to perform binary classification, here is code snippet:
my_optimizer = tf.train.AdagradOptimizer(learning_rate = learning_rate)
my_optimizer = tf.contrib.estimator.clip_gradients_by_norm(my_optimizer,5.0)
# Create a linear classifier object
linear_classifier = tf.estimator.LinearClassifier(
feature_columns = feature_columns,
optimizer = my_optimizer
)
linear_classifier.train(input_fn = training_input_fn, steps = steps)
The dataset is imbalanced, there are only two classes yes/no. The number of NO class examples are 36548 while number of YES class examples are 4640.
How can I apply balancing to this data? I have been searching around and I could find stuff related to class weights etc but I couldn't find how can I create class weights and how to apply to the train method of tensor flow.
Here is how I am calculating losses:
training_probabilities = linear_classifier.predict(input_fn = training_predict_input_fn)
training_probabilities = np.array([item['probabilities'] for item in training_probabilities])
validation_probabilities = linear_classifier.predict(input_fn=validation_predict_input_fn)
validation_probabilities = np.array([item['probabilities'] for item in validation_probabilities])
training_log_loss = metrics.log_loss(training_targets, training_probabilities)
validation_log_loss = metrics.log_loss(validation_targets, validation_probabilities)
I assume that you are using the log_loss function from sklearn for computing your loss. If that is the case you can add class weights by using the argument sample_weight and pass on an array containing the weight to be given for each data point. sample_weight is an rolled out version of class_weights. You can compute sample_weight array by passing on the sample weights as given here.
Add the following lines to your code:
sample_wts = compute_sample_weight("balanced", training_targets)
training_log_loss = metrics.log_loss(training_targets, training_probabilities, sample_weight= sample_wts)
I have been struggling on this and could not get it to work. hope someone can help me with this.
I want to calculate the entropy on each row of the tensor. Because my data are float numbers not integers I think I need to use bin_histogram.
For example a sample of my data is tensor =[[0.2, -0.1, 1],[2.09,-1.4,0.9]]
Just for information My model is seq2seq and written in keras with tensorflow backend.
This is my code so far: I need to correct rev_entropy
class entropy_measure(Layer):
def __init__(self, beta,batch, **kwargs):
self.beta = beta
self.batch = batch
self.uses_learning_phase = True
self.supports_masking = True
super(entropy_measure, self).__init__(**kwargs)
def call(self, x):
return K.in_train_phase(self.rev_entropy(x, self.beta,self.batch), x)
def get_config(self):
config = {'beta': self.beta}
base_config = super(entropy_measure, self).get_config()
return dict(list(base_config.items()) + list(config.items()))
def rev_entropy(self, x, beta,batch):
for i in x:
i = pd.Series(i)
p_data = i.value_counts() # counts occurrence of each value
entropy = entropy(p_data) # get entropy from counts
rev = 1/(1+entropy)
return rev
new_f_w_t = x * (rev.reshape(rev.shape[0], 1))*beta
return new_f_w_t
Any input is much appreciated:)
It looks like you have a series of questions that come together on this issue. I'll settle it here.
You calculate entropy in the following form of scipy.stats.entropy according to your code:
scipy.stats.entropy(pk, qk=None, base=None)
Calculate the entropy of a distribution for given probability values.
If only probabilities pk are given, the entropy is calculated as S =
-sum(pk * log(pk), axis=0).
Tensorflow does not provide a direct API to calculate entropy on each row of the tensor. What we need to do is to implement the above formula.
import tensorflow as tf
import pandas as pd
from scipy.stats import entropy
a = [1.1,2.2,3.3,4.4,2.2,3.3]
res = entropy(pd.value_counts(a))
_, _, count = tf.unique_with_counts(tf.constant(a))
# [1 2 2 1]
prob = count / tf.reduce_sum(count)
# [0.16666667 0.33333333 0.33333333 0.16666667]
tf_res = -tf.reduce_sum(prob * tf.log(prob))
with tf.Session() as sess:
print('scipy version: \n',res)
print('tensorflow version: \n',sess.run(tf_res))
scipy version:
1.329661348854758
tensorflow version:
1.3296613488547582
Then we need to define a function and achieve for loop through tf.map_fn in your custom layer according to above code.
def rev_entropy(self, x, beta,batch):
def row_entropy(row):
_, _, count = tf.unique_with_counts(row)
prob = count / tf.reduce_sum(count)
return -tf.reduce_sum(prob * tf.log(prob))
value_ranges = [-10.0, 100.0]
nbins = 50
new_f_w_t = tf.histogram_fixed_width_bins(x, value_ranges, nbins)
rev = tf.map_fn(row_entropy, new_f_w_t,dtype=tf.float32)
new_f_w_t = x * 1/(1+rev)*beta
return new_f_w_t
Notes that the hidden layer will not produce a gradient that cannot propagate backwards since entropy is calculated on the basis of statistical probabilistic values. Maybe you need to rethink your hidden layer structure.
I have an equation that describes a curve in two dimensions. This equation has 5 variables. How do I discover the values of them with keras/tensorflow for a set of data? Is it possible? Someone know a tutorial of something similar?
I generated some data to train the network that has the format:
sample => [150, 66, 2] 150 sets with 66*2 with the data something like "time" x "acceleration"
targets => [150, 5] 150 sets with 5 variable numbers.
Obs: I know the range of the variables. I know too, that 150 sets of data are too few sample, but I need, after the code work, to train a new network with experimental data, and this is limited too. Visually, the curve is simple, it has a descendent linear part at the beggining and at the end it gets down "like an exponential".
My code is as follows:
def build_model():
model = models.Sequential()
model.add(layers.Dense(512, activation='relu', input_shape=(66*2,)))
model.add(layers.Dense(5, activation='softmax'))
model.compile(optimizer='rmsprop',
loss='categorical_crossentropy',
metrics=['mae'])
return model
def smooth_curve(points, factor=0.9):
[...]
return smoothed_points
#load the generated data
train_data = np.load('samples00.npy')
test_data = np.load('samples00.npy')
train_targets = np.load('labels00.npy')
test_targets = np.load('labels00.npy')
#normalizing the data
mean = train_data.mean()
train_data -= mean
std = train_data.std()
train_data /= std
test_data -= mean
test_data /= std
#k-fold validation:
k = 3
num_val_samples = len(train_data)//k
num_epochs = 100
all_mae_histories = []
for i in range(k):
val_data = train_data[i * num_val_samples: (i + 1) * num_val_samples]
val_targets = train_targets[i * num_val_samples: (i + 1) * num_val_samples]
partial_train_data = np.concatenate(
[train_data[:i * num_val_samples],
train_data[(i + 1) * num_val_samples:]],
axis=0)
partial_train_targets = np.concatenate(
[train_targets[:i * num_val_samples],
train_targets[(i + 1) * num_val_samples:]],
axis=0)
model = build_model()
#reshape the data to get the format (100, 66*2)
partial_train_data = partial_train_data.reshape(100, 66 * 2)
val_data = val_data.reshape(50, 66 * 2)
history = model.fit(partial_train_data,
partial_train_targets,
validation_data = (val_data, val_targets),
epochs = num_epochs,
batch_size = 1,
verbose = 1)
mae_history = history.history['val_mean_absolute_error']
all_mae_histories.append(mae_history)
average_mae_history = [
np.mean([x[i] for x in all_mae_histories]) for i in range(num_epochs)]
smooth_mae_history = smooth_curve(average_mae_history[10:])
plt.plot(range(1, len(smooth_mae_history) + 1), smooth_mae_history)
plt.xlabel('Epochs')
plt.ylabel('Validation MAE')
plt.show()
Obviously as it is, I need to get the best accuracy possible, but I am getting an "median absolute error(MAE)" like 96%, and this is inaceptable.
I see some basic bugs in this methodology. Your final layer of the network has a softmax layer. This would mean it would output 5 values, which sum to 1, and behave as a probability distribution. What you actually want to predict is true numbers, or rather floating point values (under some fixed precision arithmetic).
If you have a range, then probably using a sigmoid and rescaling the final layer would to match the range (just multiply with the max value) would help you. By default sigmoid would ensure you get 5 numbers between 0 and 1.
The other thing should be to remove the cross entropy loss and use a loss like RMS, so that you predict your numbers well. You could also used 1D convolutions instead of using Fully connected layers.
There has been some work here: https://julialang.org/blog/2017/10/gsoc-NeuralNetDiffEq which tries to solve DEs and might be relevant to your work.