Understanding the time steps and samples in keras LSTM - keras

I'm still confused about the time steps and samples in LSTMs networks. If I have this csv file
I know that the features are the differents variables that we pass to the network, but for the rows i don't know if does represent the time steps or samples and if represent samples for example, what represent the time series and viseversa?

The number of rows, the Date field, is a sequence.
You can divide that sequence into multiple (or single) input/output and that are your samples.
For example, you can have two time steps as input and one time step as output.
Hence, each sample has a specific number of time steps. The output is a single step (you can have multi step output as well).
So, as we said, the inputs (two time-step)
[1999.02.05 07:26, 1999.02.05 07:28]
[1999.02.05 07:28, 1999.02.05 07:30]
[1999.02.05 07:30, 1999.02.05 07:32]
....
and so on

Related

How is it possible to map several samples (time series) to one label as input to a neural network?

I have currently a project, where the goal is to create text from time series data. The features of the time series data are the values of sensors in a pencil. The idea is to accomplish that by a Seq2Seq LSTM-Network, like a classical LSTM-Translator, but not between to languages, but between sensor data and text. Unfortunately, I don't know how to label the data correctly and feed this data to the network.
The best way in my opinion is to map one of the labels to one of the recording (let's say 100 samples). So that the network "sees" 100 samples (time series, so one after another) and gets the label (the text written in these 100 samples, tokenized and embedded).
But how do I achieve that? In all examples that I could find, each sample in time series data had one label, so 100 samples, 100 labels. So, sorry that I had to ask here.
I first thought, that I would just repeat the label 100 times, but I think the network will mix it up. I did not try anything else to be honest.
Thanks in advance!
Best,
Jan

Using CNN with Dataset that has different depths between volumes

I am working with Medical Images, where I have 130 Patient Volumes, each volume consists of N number of DICOM Images/slices.
The problem is that between the volumes the the number of slices N, varies.
Majority, 50% of volumes have 20 Slices, rest varies by 3 or 4 slices, some even more than 10 slices (so much so that interpolation to make number of slices equal between volumes is not possible)
I am able to use Conv3d for volumes where the depth N (number of slices) is same between volumes, but I have to make use of entire data set for the classification task. So how do I incorporate entire dataset and feed it to my network model ?
If I understand your question, you have 130 3-dimensional images, which you need to feed into a 3D ConvNet. I'll assume your batches, if N was the same for all of your data, would be tensors of shape (batch_size, channels, N, H, W), and your problem is that your N varies between different data samples.
So there's two problems. First, there's the problem of your model needing to handle data with different values of N. Second, there's the more implementation-related problem of batching data of different lengths.
Both problems come up in video classification models. For the first, I don't think there's a way of getting around having to interpolate SOMEWHERE in your model (unless you're willing to pad/cut/sample) -- if you're doing any kind of classification task, you pretty much need a constant-sized layer at your classification head. However, the interpolation doesn't have happen right at the beginning. For example, if for an input tensor of size (batch, 3, 20, 256, 256), your network conv-pools down to (batch, 1024, 4, 1, 1), then you can perform an adaptive pool (e.g. https://pytorch.org/docs/stable/nn.html#torch.nn.AdaptiveAvgPool3d) right before the output to downsample everything larger to that size before prediction.
The other option is padding and/or truncating and/or resampling the images so that all of your data is the same length. For videos, sometimes people pad by looping the frames, or you could pad with zeros. What's valid depends on whether your length axis represents time, or something else.
For the second problem, batching: If you're familiar with pytorch's dataloader/dataset pipeline, you'll need to write a custom collate_fn which takes a list of outputs of your dataset object and stacks them together into a batch tensor. In this function, you can decide whether to pad or truncate or whatever, so that you end up with a tensor of the correct shape. Different batches can then have different values of N. A simple example of implementing this pipeline is here: https://github.com/yunjey/pytorch-tutorial/blob/master/tutorials/03-advanced/image_captioning/data_loader.py
Something else that might help with batching is putting your data into buckets depending on their N dimension. That way, you might be able to avoid lots of unnecessary padding.
You'll need to flatten the dataset. You can treat every individual slice as an input in the CNN. You can set each variable as a boolean flag Yes / No if categorical or if it is numerical you can set the input as the equivalent of none (Usually 0).

Doubts regarding `Understanding Keras LSTMs`

I am new to LSTMs and going through the Understanding Keras LSTMs and had some silly doubts related to a beautiful answer by Daniel Moller.
Here are some of my doubts:
There are 2 ways specified under the Achieving one to many section where it’s written that we can use stateful=True to recurrently take the output of one step and serve it as the input of the next step (needs output_features == input_features).
In the One to many with repeat vector diagram, the repeated vector is fed as input in all the time-step, whereas in the One to many with stateful=True the output is fed as input in the next time step. So, aren't we changing the way the layers work by using the stateful=True?
Which of the above 2 approaches (using the repeat vector OR feeding the previous time-step output as the next input) should be followed when building an RNN?
Under the One to many with stateful=True section, to change the behaviour of one to many, in the code for manual loop for prediction, how will we know the steps_to_predict variable because we don't know the ouput sequence length in advance.
I also did not understand the way the entire model is using the last_step output to generate the next_step ouput. It has confused me about the working of model.predict() function. I mean, doesn't model.predict() simultaneously predict the entire output sequences at once rather than looping through the no. of output sequences (whose value I still don't know) to be generated and doing model.predict() to predict a specific time-step output in a given iteration?
I couldn't understand the entire of Many to many case. Any other link would be helpful.
I understand that we use model.reset_states() to make sure that a new batch is independent of the previous batch. But, Do we manually create batches of sequence such that one batch follows another batch or does Keras in stateful=True mode automatically divides the sequence into such batches.
If it's done manually then, why would anyone divide the dataset into such batches in which a part of a sequence is in one batch and the other in the next batch?
At last, what are the practical implementation or examples/use-cases where stateful=True would be used(because this seems to be something unusual)? I am learning LSTMs and this is the first time I've been introduced to stateful in Keras.
Can anyone help me in explaining my silly questions so that I can be clear on LSTM implementation in Keras?
EDIT: Asking some of these for clarification of the current answer and some for the remaining doubts
A. So, basically stateful lets us keep OR reset the inner state after every batch. Then, how would the model learn if we keep on resetting the inner state again and again after each batch trained? Does resetting truely means resetting the parameters(used in computing the hidden state)?
B. In the line If stateful=False: automatically resets inner state, resets last output step. What did you mean by resetting the last output step? I mean, if every time-step produces its own output then what does resetting of last output step mean and that too only the last one?
C. In response to Question 2 and 2nd point of Question 4, I still didn't get your manipulate the batches between each iteration and the need of stateful((last line of Question 2) which only resets the states). I got to the point that we don't know the input for every output generated in a time-step.
So, you break the sequences into sequences of only one-step and then use new_step = model.predict(last_step) but then how do you know about how long do you need to do this again and again(there must be a stopping point for the loop)? Also, do explain the stateful part( in the last line of Question 2).
D. In the code under One to many with stateful=True, it seems that the for loop(manual loop) is used for predicting the next word is used just in test time. Does the model incorporates that thing itself at train time or do we manually need use this loop also at the train time?
E. Suppose we are doing some machine translation job, I think the breaking of sequences will occur after the entire input(language to translate) has been fed to the input time-steps and then generation of outputs(translated language) at each time-step is going to take place via the manual loop because now we are ended up with the inputs and starting to produce output at each time-step using the iteration. Did I get it right?
F. As the default working of LSTMs requires 3 things mentioned in the answer, so in case of breaking of sequences, are current_input and previous_output fed with same vectors because their value in case of no current input being available is same?
G. Under the many to many with stateful=True under the Predicting: section, the code reads:
predicted = model.predict(totalSequences)
firstNewStep = predicted[:,-1:]
Since, the manual loop of finding the very next word in the current sequence hasn't been used up till now, how do I know the count of the time-steps that has been predicted by the model.predict(totalSequences) so that the last step from predicted(predicted[:,-1:]) will then later be used for generating the rest of the sequences? I mean, how do I know the number of sequences that have been produced in the predicted = model.predict(totalSequences) before the manual for loop (later used).
EDIT 2:
I. In D answer I still didn't get how will I train my model? I understand that using the manual loop(during training) can be quite painful but then if I don't use it how will the model get trained in the circumstances where we want the 10 future steps, we cannot output them at once because we don't have the necessary 10 input steps? Will simply using model.fit() solve my problem?
II. D answer's last para, You could train step by step using train_on_batch only in the case you have the expected outputs of each step. But otherwise I think it's very complicated or impossible to train..
Can you explain this in more detail?
What does step by step mean? If I don't have OR have the output for the later sequences , how will that affect my training? Do I still need the manual loop during training. If not, then will the model.fit() function work as desired?
III. I interpreted the "repeat" option as using the repeat vector. Wouldn't using the repeat vector be just good for the one to many case and not suitable for the many to many case because the latter will have many input vectors to choose from(to be used as a single repeated vector) ? How will you use the repeat vector for the many to many case?
Question 3
Understanding the question 3 is sort of a key to understand the others, so, let's try it first.
All recurrent layers in Keras perform hidden loops. These loops are totally invisible to us, but we can see the results of each iteration at the end.
The number of invisible iterations is equal to the time_steps dimension. So, the recurrent calculations of an LSTM happen regarding the steps.
If we pass an input with X steps, there will be X invisible iterations.
Each iteration in an LSTM will take 3 inputs:
The respective slice of the input data for this step
The inner state of the layer
The output of the last iteration
So, take the following example image, where our input has 5 steps:
What will Keras do in a single prediction?
Step 0:
Take the first step of the inputs, input_data[:,0,:] a slice shaped as (batch, 2)
Take the inner state (which is zero at this point)
Take the last output step (which doesn't exist for the first step)
Pass through the calculations to:
Update the inner state
Create one output step (output 0)
Step 1:
Take the next step of the inputs: input_data[:,1,:]
Take the updated inner state
Take the output generated in the last step (output 0)
Pass through the same calculation to:
Update the inner state again
Create one more output step (output 1)
Step 2:
Take input_data[:,2,:]
Take the updated inner state
Take output 1
Pass through:
Update the inner state
Create output 2
And so on until step 4.
Finally:
If stateful=False: automatically resets inner state, resets last output step
If stateful=True: keep inner state, keep last ouptut step
You will not see any of these steps. It will look like just a single pass.
But you can choose between:
return_sequences = True: every output step is returned, shape (batch, steps, units)
This is exactly many to many. You get the same number of steps in the output as you had in the input
return_sequences = False: only the last output step is returned, shape (batch, units)
This is many to one. You generate a single result for the entire input sequence.
Now, this answers the second part of your question 2: Yes, predict will compute everything without you noticing. But:
The number of output steps will be equal to the number of input steps
Question 4
Now, before going to the question 2, let's look at 4, which is actually the base of the answer.
Yes, the batch division should be done manually. Keras will not change your batches. So, why would I want to divide a sequence?
1, the sequence is too big, one batch doesn't fit the computer's or the GPU's memory
2, you want to do what is happening on question 2: manipulate the batches between each step iteration.
Question 2
In question 2, we are "predicting the future". So, what is the number of output steps? Well, it's the number you want to predict. Suppose you're trying to predict the number of clients you will have based on the past. You can decide to predict for one month in the future, or for 10 months. Your choice.
Now, you're right to think that predict will calculate the entire thing at once, but remember question 3 above where I said:
The number of output steps is equal to the number of input steps
Also remember that the first output step is result of the first input step, the second output step is result of the second input step, and so on.
But we want the future, not something that matches the previous steps one by one. We want that the result step follows the "last" step.
So, we face a limitation: how to define a fixed number of output steps if we don't have their respective inputs? (The inputs for the distant future are also future, so, they don't exist)
That's why we break our sequence into sequences of only one step. So predict will also output only one step.
When we do this, we have the ability to manipulate the batches between each iteration. And we have the ability to take output data (which we didn't have before) as input data.
And stateful is necessary because we want that each of these steps be connected as a single sequence (don't discard the states).
Question 5
The best practical application of stateful=True that I know is the answer of question 2. We want to manipulate the data between steps.
This might be a dummy example, but another application is if you're for instance receiving data from a user on the internet. Each day the user uses your website, you give one more step of data to your model (and you want to continue this user's previous history in the same sequence).
Question 1
Then, finally question 1.
I'd say: always avoid stateful=True, unless you need it.
You don't need it to build a one to many network, so, better not use it.
Notice that the stateful=True example for this is the same as the predict the future example, but you start from a single step. It's hard to implement, it will have worse speed because of manual loops. But you can control the number of output steps and this might be something you want in some cases.
There will be a difference in calculations too. And in this case I really can't answer if one is better than the other. But I don't believe there will be a big difference. But networks are some kind of "art", and testing might bring funny surprises.
Answers for EDIT:
A
We should not mistake "states" with "weights". They're two different variables.
Weights: the learnable parameters, they're never reset. (If you reset the weights, you lose everything the model learned)
States: current memory of a batch of sequences (relates to which step on the sequence I am now and what I have learned "from the specific sequences in this batch" up to this step).
Imagine you are watching a movie (a sequence). Every second makes you build memories like the name of the characters, what they did, what their relationship is.
Now imagine you get a movie you never saw before and start watching the last second of the movie. You will not understand the end of the movie because you need the previous story of this movie. (The states)
Now image you finished watching an entire movie. Now you will start watching a new movie (a new sequence). You don't need to remember what happened in the last movie you saw. If you try to "join the movies", you will get confused.
In this example:
Weights: your ability to understand and intepret movies, ability to memorize important names and actions
States: on a paused movie, states are the memory of what happened from the beginning up to now.
So, states are "not learned". States are "calculated", built step by step regarding each individual sequence in the batch. That's why:
resetting states mean starting new sequences from step 0 (starting a new movie)
keeping states mean continuing the same sequences from the last step (continuing a movie that was paused, or watching part 2 of that story )
States are exactly what make recurrent networks work as if they had "memory from the past steps".
B
In an LSTM, the last output step is part of the "states".
An LSTM state contains:
a memory matrix updated every step by calculations
the output of the last step
So, yes: every step produces its own output, but every step uses the output of the last step as state. This is how an LSTM is built.
If you want to "continue" the same sequence, you want memory of the last step results
If you want to "start" a new sequence, you don't want memory of the last step results (these results will keep stored if you don't reset states)
C
You stop when you want. How many steps in the future do you want to predict? That's your stopping point.
Imagine I have a sequence with 20 steps. And I want to predict 10 steps in the future.
In a standard (non stateful) network, we can use:
input 19 steps at once (from 0 to 18)
output 19 steps at once (from 1 to 19)
This is "predicting the next step" (notice the shift = 1 step). We can do this because we have all the input data available.
But when we want the 10 future steps, we cannot output them at once because we don't have the necessary 10 input steps (these input steps are future, we need the model to predict them first).
So we need to predict one future step from existing data, then use this step as input for the next future step.
But I want that these steps are all connected. If I use stateful=False, the model will see a lot of "sequences of length 1". No, we want one sequence of length 30.
D
This is a very good question and you got me ....
The stateful one to many was an idea I had when writing that answer, but I never used this. I prefer the "repeat" option.
You could train step by step using train_on_batch only in the case you have the expected outputs of each step. But otherwise I think it's very complicated or impossible to train.
E
That's one common approach.
Generate a condensed vector with a network (this vector can be a result, or the states generated, or both things)
Use this condensed vector as initial input/state of another network, generate step by step manually and stop when a "end of sentence" word or character is produced by the model.
There are also fixed size models without the manual loop. You suppose your sentence has a maximum length of X words. The result sentences that are shorter than this are completed with "end of sentence" or "null" words/characters. A Masking layer is very useful in these models.
F
You provide only the input. The other two things (last output and inner states) are already stored in the stateful layer.
I made the input = last output only because our specific model is predicting the next step. That's what we want it to do. For each input, the next step.
We taught this with the shifted sequence in training.
G
It doesn't matter. We want only the last step.
The number of sequences is kept by the first :.
And only the last step is considered by -1:.
But if you want to know, you can print predicted.shape. It is equal to totalSequences.shape in this model.
Edit 2
I
First, we can't use "one to many" models to predict the future, because we don't have data for that. There is no possibility to understand a "sequence" if you don't have the data for the steps of the sequence.
So, this type of model should be used for other types of applications. As I said before, I don't really have a good answer for this question. It's better to have a "goal" first, then we decide which kind of model is better for that goal.
II
With "step by step" I mean the manual loop.
If you don't have the outputs of later steps, I think it's impossible to train. It's probably not a useful model at all. (But I'm not the one that knows everything)
If you have the outputs, yes, you can train the entire sequences with fit without worrying about manual loops.
III
And you're right about III. You won't use repeat vector in many to many because you have varying input data.
"One to many" and "many to many" are two different techniques, each one with their advantages and disadvantages. One will be good for certain applications, the other will be good for other applications.

Number of training samples for text classification tas

Suppose you have a set of transcribed customer service calls between customers and human agents, where on average each call's length is 7 minutes. Customers will mostly call because of issues they have with the product. Let's assume that a human can assign one label per axis per call:
Axis 1: What was the problem from the customer's perspective?
Axis 2: What was the problem from the agent's perspective?
Axis 3: Could the agent resolve the customer's issue?
Based on the manually labeled texts you want to train a text classifier that shall predict a label for each call for each of the three axes. But the labeling of recordings takes time and costs money. On the other hand you need a certain amount of training data to get good prediction results.
Given the above assumptions, how many manually labeled training texts would you start with? And how do you know that you need more labeled training texts?
Maybe you've worked on a similar task before and can give some advice.
UPDATE (2018-01-19): There's no right or wrong answer to my question. Ok, ideally, somebody worked on exactly the same task, but that's very unlikely. I'll leave the question open for one more week and then accept the best answer.
This would be tricky to answer but I will try my best based on my experience.
In the past, I have performed text classification on 3 datasets; the number in the bracket indicates how big my dataset was: restaurant reviews (50K sentences), reddit comments (250k sentences) and developer comments from issue tracking systems (10k sentences). Each of them had multiple labels as well.
In each of the three cases, including the one with 10k sentences, I achieved an F1 score of more than 80%. I am stressing on this dataset specifically because I was told by some that the size is less for this dataset.
So, in your case, assuming you have atleast 1000 instances (calls that include conversation between customer and agent) of average 7 minute calls, this should be a decent start. If the results are not satisfying, you have the following options:
1) Use different models (MNB, Random Forest, Decision Tree, and so on in addition to whatever you are using)
2) If point 1 gives more or less similar results, check the ratio of instances of all the classes you have (the 3 axis you are talking about here). If they do not share a good ratio, get more data or try out the different balancing techniques if you cannot get more data.
3) Another way would be to classify them at a sentence level than message or conversation level to generate more data and individual labels for sentences rather than message or the conversation itself.

How to handle a highly unbalanced dataset

I was checking the dataset CERT V4.1 which was synthesized to simulate insider threats. I realized that it contains about 850K samples and there are about 200 samples considered as malicious data. Is this normal? am I missing something here? If this is the case, how can I handle such data if I want to use deep learning?
If you have unbalanced Data you have many options (see link below).
Additional to these there is a really interesting approach that works like this:
1: you randomly split your 850K negative samples in blocks of 200
2: you build one classifier for every block where you put all positive samples in together with one block of the negative samples
3: Use all classifiers in paralell and let them vote, find a good threshold of how many positive votes you need to be "sure enough" to classify the test sample as positive
Regarding that your data is 200 vs 850K (meaning around 4250 Classifiers) you might consider to combine this approach with one of the others, like duplicating mentioned by #Prune or one of the approaches explained in the link below.
Here you have some approaches dealing with imbalanced data
http://machinelearningmastery.com/tactics-to-combat-imbalanced-classes-in-your-machine-learning-dataset/
Yes, this is normal in many paradigms: a large majority of the traffic is "normal". You handle this simply by being careful to distribute the negative samples proportionately in your train, test, and validation sets. For instance, if your desired proportions are 50-30-20, make sure that you have about 100 malicious samples in the training set, 60 in testing, and 20 in validation.
If the training fails in this paradigm, you can also try adding multiple instances of each malicious sample to each of the sets: duplicate those 100 records several times; for instance, add 10 copies of each sample to each of the data sets (but still do not cross from one set to another -- you would now have 1000 malicious samples in the training set, not 10 copies each of the original 200).

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