I need to implement a gaussian log likelihood loss function in Tensorflow, however I am not sure if what I wrote is correct. I think this is the correct definition of the loss function.
I went around implementing it like this:
two_pi = 2*np.pi
def gaussian_density_function(x, mean, stddev):
stddev2 = tf.pow(stddev, 2)
z = tf.multiply(two_pi, stddev2)
z = tf.pow(z, 0.5)
arg = -0.5*(x-mean)
arg = tf.pow(arg, 2)
arg = tf.div(arg, stddev2)
return tf.divide(tf.exp(arg), z)
mean_x, var_x = tf.nn.moments(dae_output_tensor, [0])
stddev_x = tf.sqrt(var_x)
loss_op_AE = -gaussian_density_function(inputs, mean_x, stddev_x)
loss_op_AE = tf.reduce_mean(loss_op_AE)
I want to use this as the loss function for an autoencoder, however, I am not sure this implementation is correct, since I get a NaN out of loss_op_AE.
EDIT: I also tried using:
mean_x, var_x = tf.nn.moments(autoencoder_output, axes=[1,2])
stddev_x = tf.sqrt(var_x)
dist = tf.contrib.distributions.Normal(mean_x, stddev_x)
loss_op_AE = -dist.pdf(inputs)
and I get the same NaN values.
Model the stddev as log stddev, this should fix the nan issue. So instead of pretending stddev is sigma^2, pretend it is the natural logarithm of sigma^2.
Related
I'm trying to make LSTM in tensorflow 2.1 from scratch, without using the one already supplied with keras (tf.keras.layers.LSTM), just to learn and code something. To do so, I've defined a class "Model" that when called (like with model(input)) it computes the matrix multiplications of the LSTM. I'm pasting here part of my code, the other parts are on github (link)
class Model(object):
[...]
def __call__(self, inputs):
assert inputs.shape == (vocab_size, T_steps)
outputs = []
for time_step in range(T_steps):
x = inputs[:,time_step]
x = tf.expand_dims(x,axis=1)
z = tf.concat([self.h_prev,x],axis=0)
f = tf.matmul(self.W_f, z) + self.b_f
f = tf.sigmoid(f)
i = tf.matmul(self.W_i, z) + self.b_i
i = tf.sigmoid(i)
o = tf.matmul(self.W_o, z) + self.b_o
o = tf.sigmoid(o)
C_bar = tf.matmul(self.W_C, z) + self.b_C
C_bar = tf.tanh(C_bar)
C = (f * self.C_prev) + (i * C_bar)
h = o * tf.tanh(C)
v = tf.matmul(self.W_v, h) + self.b_v
v = tf.sigmoid(v)
y = tf.math.softmax(v, axis=0)
self.h_prev = h
self.C_prev = C
outputs.append(y)
outputs = tf.squeeze(tf.stack(outputs,axis=1))
return outputs
But this neural netoworks has three problems:
1) it is way slow during training. In comparison a model that uses tf.keras.layers.LSTM() is trained more than 10 times faster. Why is this? Maybe because I didn't use a minibatch training, but a stochastic one?
2) the NN seems to not learn anything at all. After just some (very few!) training examples, the loss seems to settle down and it won't decrease anymore, but rather it oscillates around the reached value. After training, I tested the NN making it generate some text, but it just outputs non-sense gibberish. Why isn't learning anything?
3) the loss function outputs very high values. I've coded a categorical cross-entropy loss function but, with 100 characters long sequence, the value of the function is over 370 per training example. Shouldn't it be way lower than this?
I've wrote the loss function like this:
def compute_loss(predictions, desired_outputs):
l = 0
for i in range(T_steps):
l -= tf.math.log(predictions[desired_outputs[i], i])
return l
I know they're open questions, but unfortunately I can't make it works. So any answer, even a short answer that help me to make myself solve the problem, is fine :)
I am trying to train an autoencoder NN (3 layers - 2 visible, 1 hidden) using numpy and scipy for the MNIST digits images dataset. The implementation is based on the notation given here Below is my code:
def autoencoder_cost_and_grad(theta, visible_size, hidden_size, lambda_, data):
"""
The input theta is a 1-dimensional array because scipy.optimize.minimize expects
the parameters being optimized to be a 1d array.
First convert theta from a 1d array to the (W1, W2, b1, b2)
matrix/vector format, so that this follows the notation convention of the
lecture notes and tutorial.
You must compute the:
cost : scalar representing the overall cost J(theta)
grad : array representing the corresponding gradient of each element of theta
"""
training_size = data.shape[1]
# unroll theta to get (W1,W2,b1,b2) #
W1 = theta[0:hidden_size*visible_size]
W1 = W1.reshape(hidden_size,visible_size)
W2 = theta[hidden_size*visible_size:2*hidden_size*visible_size]
W2 = W2.reshape(visible_size,hidden_size)
b1 = theta[2*hidden_size*visible_size:2*hidden_size*visible_size + hidden_size]
b2 = theta[2*hidden_size*visible_size + hidden_size: 2*hidden_size*visible_size + hidden_size + visible_size]
#feedforward pass
a_l1 = data
z_l2 = W1.dot(a_l1) + numpy.tile(b1,(training_size,1)).T
a_l2 = sigmoid(z_l2)
z_l3 = W2.dot(a_l2) + numpy.tile(b2,(training_size,1)).T
a_l3 = sigmoid(z_l3)
#backprop
delta_l3 = numpy.multiply(-(data-a_l3),numpy.multiply(a_l3,1-a_l3))
delta_l2 = numpy.multiply(W2.T.dot(delta_l3),
numpy.multiply(a_l2, 1 - a_l2))
b2_derivative = numpy.sum(delta_l3,axis=1)/training_size
b1_derivative = numpy.sum(delta_l2,axis=1)/training_size
W2_derivative = numpy.dot(delta_l3,a_l2.T)/training_size + lambda_*W2
#print(W2_derivative.shape)
W1_derivative = numpy.dot(delta_l2,a_l1.T)/training_size + lambda_*W1
W1_derivative = W1_derivative.reshape(hidden_size*visible_size)
W2_derivative = W2_derivative.reshape(visible_size*hidden_size)
b1_derivative = b1_derivative.reshape(hidden_size)
b2_derivative = b2_derivative.reshape(visible_size)
grad = numpy.concatenate((W1_derivative,W2_derivative,b1_derivative,b2_derivative))
cost = 0.5*numpy.sum((data-a_l3)**2)/training_size + 0.5*lambda_*(numpy.sum(W1**2) + numpy.sum(W2**2))
return cost,grad
I have also implemented a function to estimate the numerical gradient and verify the correctness of my implementation (below).
def compute_gradient_numerical_estimate(J, theta, epsilon=0.0001):
"""
:param J: a loss (cost) function that computes the real-valued loss given parameters and data
:param theta: array of parameters
:param epsilon: amount to vary each parameter in order to estimate
the gradient by numerical difference
:return: array of numerical gradient estimate
"""
gradient = numpy.zeros(theta.shape)
eps_vector = numpy.zeros(theta.shape)
for i in range(0,theta.size):
eps_vector[i] = epsilon
cost1,grad1 = J(theta+eps_vector)
cost2,grad2 = J(theta-eps_vector)
gradient[i] = (cost1 - cost2)/(2*epsilon)
eps_vector[i] = 0
return gradient
The norm of the difference between the numerical estimate and the one computed by the function is around 6.87165125021e-09 which seems to be acceptable. My main problem seems to be to get the gradient descent algorithm "L-BGFGS-B" working using the scipy.optimize.minimize function as below:
# theta is the 1-D array of(W1,W2,b1,b2)
J = lambda x: utils.autoencoder_cost_and_grad(theta, visible_size, hidden_size, lambda_, patches_train)
options_ = {'maxiter': 4000, 'disp': False}
result = scipy.optimize.minimize(J, theta, method='L-BFGS-B', jac=True, options=options_)
I get the below output from this:
scipy.optimize.minimize() details:
fun: 90.802022224079778
hess_inv: <16474x16474 LbfgsInvHessProduct with dtype=float64>
jac: array([ -6.83667742e-06, -2.74886002e-06, -3.23531941e-06, ...,
1.22425735e-01, 1.23425062e-01, 1.28091250e-01])
message: b'ABNORMAL_TERMINATION_IN_LNSRCH'
nfev: 21
nit: 0
status: 2
success: False
x: array([-0.06836677, -0.0274886 , -0.03235319, ..., 0. ,
0. , 0. ])
Now, this post seems to indicate that the error could mean that the gradient function implementation could be wrong? But my numerical gradient estimate seems to confirm that my implementation is correct. I have tried varying the initial weights by using a uniform distribution as specified here but the problem still persists. Is there anything wrong with my backprop implementation?
Turns out the issue was a syntax error (very silly) with this line:
J = lambda x: utils.autoencoder_cost_and_grad(theta, visible_size, hidden_size, lambda_, patches_train)
I don't even have the lambda parameter x in the function declaration. So the theta array wasn't even being passed whenever J was being invoked.
This fixed it:
J = lambda x: utils.autoencoder_cost_and_grad(x, visible_size, hidden_size, lambda_, patches_train)
I am trying to implement a discriminative loss function for instance segmentation of images based on this paper: https://arxiv.org/pdf/1708.02551.pdf (This link is just for the readers' reference; I don't expect anyone to read it to help me out!)
My problem: Once I move from a simple loss function to a more complicated one (like you see in the attached code snippet), the loss function zeroes out after the first epoch. I checked the weights, and almost all of them seem to hover closely around -300. They are not exactly identical, but very close to each other (differing only in the decimal places).
Relevant code that implements the discriminative loss function:
def regDLF(y_true, y_pred):
global alpha
global beta
global gamma
global delta_v
global delta_d
global image_height
global image_width
global nDim
y_true = tf.reshape(y_true, [image_height*image_width])
X = tf.reshape(y_pred, [image_height*image_width, nDim])
uniqueLabels, uniqueInd = tf.unique(y_true)
numUnique = tf.size(uniqueLabels)
Sigma = tf.unsorted_segment_sum(X, uniqueInd, numUnique)
ones_Sigma = tf.ones((tf.shape(X)[0], 1))
ones_Sigma = tf.unsorted_segment_sum(ones_Sigma,uniqueInd, numUnique)
mu = tf.divide(Sigma, ones_Sigma)
Lreg = tf.reduce_mean(tf.norm(mu, axis = 1))
T = tf.norm(tf.subtract(tf.gather(mu, uniqueInd), X), axis = 1)
T = tf.divide(T, Lreg)
T = tf.subtract(T, delta_v)
T = tf.clip_by_value(T, 0, T)
T = tf.square(T)
ones_Sigma = tf.ones_like(uniqueInd, dtype = tf.float32)
ones_Sigma = tf.unsorted_segment_sum(ones_Sigma,uniqueInd, numUnique)
clusterSigma = tf.unsorted_segment_sum(T, uniqueInd, numUnique)
clusterSigma = tf.divide(clusterSigma, ones_Sigma)
Lvar = tf.reduce_mean(clusterSigma, axis = 0)
mu_interleaved_rep = tf.tile(mu, [numUnique, 1])
mu_band_rep = tf.tile(mu, [1, numUnique])
mu_band_rep = tf.reshape(mu_band_rep, (numUnique*numUnique, nDim))
mu_diff = tf.subtract(mu_band_rep, mu_interleaved_rep)
mu_diff = tf.norm(mu_diff, axis = 1)
mu_diff = tf.divide(mu_diff, Lreg)
mu_diff = tf.subtract(2*delta_d, mu_diff)
mu_diff = tf.clip_by_value(mu_diff, 0, mu_diff)
mu_diff = tf.square(mu_diff)
numUniqueF = tf.cast(numUnique, tf.float32)
Ldist = tf.reduce_mean(mu_diff)
L = alpha * Lvar + beta * Ldist + gamma * Lreg
return L
Question: I know it's hard to understand what the code does without reading the paper, but I have a couple questions:
Is there something glaringly wrong with the loss function defined
above?
Anyone has a general idea as to why the loss function could zero out after the first epoch?
Thank you very much for your time and help!
I think your problem suffers from tf.norm which is not safe (leads to zeros somewhere in the vector and hence nan in its gradients).
It would be better to replace tf.norm by this custom function:
def tf_norm(inputs, axis=1, epsilon=1e-7, name='safe_norm'):
squared_norm = tf.reduce_sum(tf.square(inputs), axis=axis, keep_dims=True)
safe_norm = tf.sqrt(squared_norm+epsilon)
return tf.identity(safe_norm, name=name)
In your Ldist calculation you use tf.tile and tf.reshape to find the distance between different cluster means in the following manner (suppose we have three clusters):
mu_1 - mu_1
mu_2 - mu_1
mu_3 - mu_1
mu_1 - mu_2
mu_2 - mu_2
mu_3 - mu_2
mu_1 - mu_3
mu_2 - mu_3
mu_3 - mu_3
The problem is that your distance vector contains zero vectors and you perform a norm operation afterwards. tf.norm gets numerical unstable since it performs a division over the length of the vector. The result is that the gradient either gets zero or inf. See this github issue.
The solution would be to remove those zero vectors in a fashion like this Stackoverflow question.
The following is a portion of code I use for designing policy gradient algo. in tensorflow:
self.activation = tf.contrib.layers.fully_connected(inputs= state,num_outputs =\
num_actions,activation_fn=tf.nn.relu6,weights_initializer=tf.contrib.layers.xavier_initializer(),\
biases_initializer=tf.random_normal_initializer(mean=1.0,stddev=1.0),trainable=True)
action_prob = tf.nn.softmax(activation)
log_p = tf.log(tf.reduce_sum(tf.multiply(action_prob,action),axis=1))
tvars = tf.trainable_variables()
policy_gradients = tf.gradients(ys= log_p,xs = tvars)
The tensor log_p evaluates to something fine. However, the policy_gradients are all zero. Am I missing something?
Gradients can be 0 when log(x) = 0 and this will occur when x = 1 or x = 0 (not sure but probably for log (0) tensorflow produces nan and gradients are 0).
You can try to clip value passed to logarithm:
tf.log(tf.clip_to_value(x, 1e-15, 0.99)
I want to use maxout activation function in tensorflow, but I don't know which function should use.
I sent a pull request for maxout, here is the link:
https://github.com/tensorflow/tensorflow/pull/5528
Code is as follows:
def maxout(inputs, num_units, axis=None):
shape = inputs.get_shape().as_list()
if axis is None:
# Assume that channel is the last dimension
axis = -1
num_channels = shape[axis]
if num_channels % num_units:
raise ValueError('number of features({}) is not a multiple of num_units({})'
.format(num_channels, num_units))
shape[axis] = -1
shape += [num_channels // num_units]
outputs = tf.reduce_max(tf.reshape(inputs, shape), -1, keep_dims=False)
return outputs
Here is how it works:
I don't think there is a maxout activation but there is nothing stopping yourself from making it yourself. You could do something like the following.
with tf.variable_scope('maxout'):
layer_input = ...
layer_output = None
for i in range(n_maxouts):
W = tf.get_variable('W_%d' % d, (n_input, n_output))
b = tf.get_variable('b_%d' % i, (n_output,))
y = tf.matmul(layer_input, W) + b
if layer_output is None:
layer_output = y
else:
layer_output = tf.maximum(layer_output, y)
Note that this is code I just wrote in my browser so there may be syntax errors but you should get the general idea. You simply perform a number of linear transforms and take the maximum across all the transforms.
How about this code?
This seems to work in my test.
def max_out(input_tensor,output_size):
shape = input_tensor.get_shape().as_list()
if shape[1] % output_size == 0:
return tf.transpose(tf.reduce_max(tf.split(input_tensor,output_size,1),axis=2))
else:
raise ValueError("Output size or input tensor size is not fine. Please check it. Reminder need be zero.")
I refer the diagram in the following page.
From version 1.4 on you can use tf.contrib.layers.maxout.
Maxout is a layer such that it calculates N*M output for a N*1 input, and then it returns the maximum value across the column, i.e., the final output has shape N*1 as well. Basically it uses multiple linear fittings to mimic a complex function.