Need very different learning rate for manual updates vs. using model - pytorch

I am currently just trying to write some pedagogical material, in which I borrow from some common examples that have been reworked numerous times on the web.
I have a simple bit of code where I manually create tensors for layers, and update them within a loop. E.g.:
w1 = torch.randn(D_in, H, dtype=torch.float, requires_grad=True)
w2 = torch.randn(H, D_out, dtype=torch.float, requires_grad=True)
learning_rate = 1e-6
for t in range(501):
y_pred = x.mm(w1).clamp(min=0).mm(w2)
loss = (y_pred - y).pow(2).sum()
loss.backward()
w1 -= learning_rate * w1.grad
w2 -= learning_rate * w2.grad
w1.grad.zero_()
w2.grad.zero_()
This works great. Then I construct similar code using actual modules:
model = torch.nn.Sequential(
torch.nn.Linear(D_in, H),
torch.nn.ReLU(),
torch.nn.Linear(H, D_out),
)
loss_fn = torch.nn.MSELoss(reduction='sum')
learning_rate = 1e-4
for t in range(501):
y_pred = model(x)
loss = loss_fn(y_pred, y)
model.zero_grad()
loss.backward()
for param in model.parameters():
param.data -= learning_rate * param.grad
This also works great.
BUT there is a difference here. If I use a 1e-4 LR in the manual case, the loss explodes, become large, then inf, then nan. So that's no good. If I use a 1e-6 LR in the model case, the loss decreases far too slowly.
Basically I'm just trying to understand why learning rate means something very different in these two snippets which are otherwise equivalent.

The crucial difference is the initialization of the weights. The weight matrix in a nn.Linear is initialized smart. I'm pretty sure that if you construct both the models and copy the weight matrices in one way or the other, you'll get consistent behavior.
Additionally, please note that the two models are not equivalent, as your handcrafted model lacks biases. Which matters.

Related

Regression Model with 3 Hidden DenseVariational Layers in Tensorflow-Probability returns nan as loss during training

I am getting acquainted with Tensorflow-Probability and here I am running into a problem. During training, the model returns nan as the loss (possibly meaning a huge loss that causes overflowing). Since the functional form of the synthetic data is not overly complicated and the ratio of data points to parameters is not frightening at first glance at least I wonder what is the problem and how it could be corrected.
The code is the following --accompanied by some possibly helpful images:
# Create and plot 5000 data points
x_train = np.linspace(-1, 2, 5000)[:, np.newaxis]
y_train = np.power(x_train, 3) + 0.1*(2+x_train)*np.random.randn(5000)[:, np.newaxis]
plt.scatter(x_train, y_train, alpha=0.1)
plt.show()
# Define the prior weight distribution -- all N(0, 1) -- and not trainable
def prior(kernel_size, bias_size, dtype = None):
n = kernel_size + bias_size
prior_model = Sequential([
tfpl.DistributionLambda(
lambda t: tfd.MultivariateNormalDiag(loc = tf.zeros(n) , scale_diag = tf.ones(n)
))
])
return(prior_model)
# Define variational posterior weight distribution -- multivariate Gaussian
def posterior(kernel_size, bias_size, dtype = None):
n = kernel_size + bias_size
posterior_model = Sequential([
tfpl.VariableLayer(tfpl.MultivariateNormalTriL.params_size(n) , dtype = dtype), # The parameters of the model are declared Variables that are trainable
tfpl.MultivariateNormalTriL(n) # The posterior function will return to the Variational layer that will call it a MultivariateNormalTril object that will have as many dimensions
# as the parameters of the Variational Dense Layer. That means that each parameter will be generated by a distinct Normal Gaussian shifted and scaled
# by a mu and sigma learned from the data, independently of all the other weights. The output of this Variablelayer will become the input to the
# MultivariateNormalTriL object.
# The shape of the VariableLayer object will be defined by the number of paramaters needed to create the MultivariateNormalTriL object given
# that it will live in a Space of n dimensions (event_size = n). This number is returned by the tfpl.MultivariateNormalTriL.params_size(n)
])
return(posterior_model)
x_in = Input(shape = (1,))
x = tfpl.DenseVariational(units= 2**4,
make_prior_fn=prior,
make_posterior_fn=posterior,
kl_weight=1/x_train.shape[0],
activation='relu')(x_in)
x = tfpl.DenseVariational(units= 2**4,
make_prior_fn=prior,
make_posterior_fn=posterior,
kl_weight=1/x_train.shape[0],
activation='relu')(x)
x = tfpl.DenseVariational(units=tfpl.IndependentNormal.params_size(1),
make_prior_fn=prior,
make_posterior_fn=posterior,
kl_weight=1/x_train.shape[0])(x)
y_out = tfpl.IndependentNormal(1)(x)
model = Model(inputs = x_in, outputs = y_out)
def nll(y_true, y_pred):
return -y_pred.log_prob(y_true)
model.compile(loss=nll, optimizer= 'Adam')
model.summary()
Train the model
history = model.fit(x_train1, y_train1, epochs=500)
The problem seems to be in the loss function: negative log-likelihood of the independent normal distribution without any specified location and scale leads to the untamed variance which leads to the blowing up the final loss value. Since you're experimenting with the variational layers, you must be interested in the estimation of the epistemic uncertainty, to that end, I'd recommend to apply the constant variance.
I tried to make a couple of slight changes to your code within the following lines:
first of all, the final output y_out comes directly from the final variational layer without any IndpendnetNormal distribution layer:
y_out = tfpl.DenseVariational(units=1,
make_prior_fn=prior,
make_posterior_fn=posterior,
kl_weight=1/x_train.shape[0])(x)
second, the loss function now contains the necessary calculations with the normal distribution you need but with the static variance in order to avoid the blowing up of the loss during training:
def nll(y_true, y_pred):
dist = tfp.distributions.Normal(loc=y_pred, scale=1.0)
return tf.reduce_sum(-dist.log_prob(y_true))
then the model is compiled and trained in the same way as before:
model.compile(loss=nll, optimizer= 'Adam')
history = model.fit(x_train, y_train, epochs=3000)
and finally let's sample 100 different predictions from the trained model and plot these values to visualize the epistemic uncertainty of the model:
predicted = [model(x_train) for _ in range(100)]
for i, res in enumerate(predicted):
plt.plot(x_train, res , alpha=0.1)
plt.scatter(x_train, y_train, alpha=0.1)
plt.show()
After 3000 epochs the result looks like this (with the reduced number of training points to 3000 instead of 5000 to speed-up the training):
The model has 38,589 trainable parameters but you have only 5,000 points as data; so, effective training is impossible with so many parameters.

Pytorch: Custom Loss involving Norm of End-to-End Jacobian

Cross posting from Pytorch discussion boards
I want to train a network using a modified loss function that has both a typical classification loss (e.g. nn.CrossEntropyLoss) as well as a penalty on the Frobenius norm of the end-to-end Jacobian (i.e. if f(x) is the output of the network, \nabla_x f(x)).
I’ve implemented a model that can successfully learn using nn.CrossEntropyLoss. However, when I try adding the second loss function (by doing two backwards passes), my training loop runs, but the model never learns. Furthermore, if I calculate the end-to-end Jacobian, but don’t include it in the loss function, the model also never learns. At a high level, my code does the following:
Forward pass to get predicted classes, yhat, from inputs x
Call yhat.backward(torch.ones(appropriate shape), retain_graph=True)
Jacobian norm = x.grad.data.norm(2)
Set loss equal to classification loss + scalar coefficient * jacobian norm
Run loss.backward()
I suspect that I’m misunderstanding how backward() works when run twice, but I haven’t been able to find any good resources to clarify this.
Too much is required to produce a working example, so I’ve tried to extract the relevant code:
def train_model(model, train_dataloader, optimizer, loss_fn, device=None):
if device is None:
device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
model.train()
train_loss = 0
correct = 0
for batch_idx, (batch_input, batch_target) in enumerate(train_dataloader):
batch_input, batch_target = batch_input.to(device), batch_target.to(device)
optimizer.zero_grad()
batch_input.requires_grad_(True)
model_batch_output = model(batch_input)
loss = loss_fn(model_output=model_batch_output, model_input=batch_input, model=model, target=batch_target)
train_loss += loss.item() # sum up batch loss
loss.backward()
optimizer.step()
and
def end_to_end_jacobian_loss(model_output, model_input):
model_output.backward(
torch.ones(*model_output.shape),
retain_graph=True)
jacobian = model_input.grad.data
jacobian_norm = jacobian.norm(2)
return jacobian_norm
Edit 1: I swapped my previous implementation with .backward() to autograd.grad and it apparently works! What's the difference?
def end_to_end_jacobian_loss(model_output, model_input):
jacobian = autograd.grad(
outputs=model_output['penultimate_layer'],
inputs=model_input,
grad_outputs=torch.ones(*model_output['penultimate_layer'].shape),
retain_graph=True,
only_inputs=True)[0]
jacobian_norm = jacobian.norm(2)
return jacobian_norm

How to properly update the weights in PyTorch?

I'm trying to implement the gradient descent with PyTorch according to this schema but can't figure out how to properly update the weights. It is just a toy example with 2 linear layers with 2 nodes in hidden layer and one output.
Learning rate = 0.05;
target output = 1
https://hmkcode.github.io/ai/backpropagation-step-by-step/
Forward
Backward
My code is as following:
import torch
import torch.nn as nn
import torch.nn.functional as F
import torch.optim as optim
class MyNet(nn.Module):
def __init__(self):
super(MyNet, self).__init__()
self.linear1 = nn.Linear(2, 2, bias=None)
self.linear1.weight = torch.nn.Parameter(torch.tensor([[0.11, 0.21], [0.12, 0.08]]))
self.linear2 = nn.Linear(2, 1, bias=None)
self.linear2.weight = torch.nn.Parameter(torch.tensor([[0.14, 0.15]]))
def forward(self, inputs):
out = self.linear1(inputs)
out = self.linear2(out)
return out
losses = []
loss_function = nn.L1Loss()
model = MyNet()
optimizer = optim.SGD(model.parameters(), lr=0.05)
input = torch.tensor([2.0,3.0])
print('weights before backpropagation = ', list(model.parameters()))
for epoch in range(1):
result = model(input )
loss = loss_function(result , torch.tensor([1.00],dtype=torch.float))
print('result = ', result)
print("loss = ", loss)
model.zero_grad()
loss.backward()
print('gradients =', [x.grad.data for x in model.parameters()] )
optimizer.step()
print('weights after backpropagation = ', list(model.parameters()))
The result is following :
weights before backpropagation = [Parameter containing:
tensor([[0.1100, 0.2100],
[0.1200, 0.0800]], requires_grad=True), Parameter containing:
tensor([[0.1400, 0.1500]], requires_grad=True)]
result = tensor([0.1910], grad_fn=<SqueezeBackward3>)
loss = tensor(0.8090, grad_fn=<L1LossBackward>)
gradients = [tensor([[-0.2800, -0.4200], [-0.3000, -0.4500]]),
tensor([[-0.8500, -0.4800]])]
weights after backpropagation = [Parameter containing:
tensor([[0.1240, 0.2310],
[0.1350, 0.1025]], requires_grad=True), Parameter containing:
tensor([[0.1825, 0.1740]], requires_grad=True)]
Forward pass values:
2x0.11 + 3*0.21=0.85 ->
2x0.12 + 3*0.08=0.48 -> 0.85x0.14 + 0.48*0.15=0.191 -> loss =0.191-1 = -0.809
Backward pass: let's calculate w5 and w6 (output node weights)
w = w - (prediction-target)x(gradient)x(output of previous node)x(learning rate)
w5= 0.14 -(0.191-1)*1*0.85*0.05= 0.14 + 0.034= 0.174
w6= 0.15 -(0.191-1)*1*0.48*0.05= 0.15 + 0.019= 0.169
In my example Torch doesn't multiply the loss by derivative so we get wrong weights after updating. For the output node we got new weights w5,w6 [0.1825, 0.1740] , when it should be [0.174, 0.169]
Moving backward to update the first weight of the output node (w5) we need to calculate: (prediction-target)x(gradient)x(output of previous node)x(learning rate)=-0.809*1*0.85*0.05=-0.034. Updated weight w5 = 0.14-(-0.034)=0.174. But instead pytorch calculated new weight = 0.1825. It forgot to multiply by (prediction-target)=-0.809. For the output node we got gradients -0.8500 and -0.4800. But we still need to multiply them by loss 0.809 and learning rate 0.05 before we can update the weights.
What is the proper way of doing this?
Should we pass 'loss' as an argument to backward() as following: loss.backward(loss) .
That seems to fix it. But I couldn't find any example on this in documentation.
You should use .zero_grad() with optimizer, so optimizer.zero_grad(), not loss or model as suggested in the comments (though model is fine, but it is not clear or readable IMO).
Except that your parameters are updated fine, so the error is not on PyTorch's side.
Based on gradient values you provided:
gradients = [tensor([[-0.2800, -0.4200], [-0.3000, -0.4500]]),
tensor([[-0.8500, -0.4800]])]
Let's multiply all of them by your learning rate (0.05):
gradients_times_lr = [tensor([[-0.014, -0.021], [-0.015, -0.0225]]),
tensor([[-0.0425, -0.024]])]
Finally, let's apply ordinary SGD (theta -= gradient * lr), to get exactly the same results as in PyTorch:
parameters = [tensor([[0.1240, 0.2310], [0.1350, 0.1025]]),
tensor([[0.1825, 0.1740]])]
What you have done is taken the gradients calculated by PyTorch and multiplied them with the output of previous node and that's not how it works!.
What you've done:
w5= 0.14 -(0.191-1)*1*0.85*0.05= 0.14 + 0.034= 0.174
What should of been done (using PyTorch's results):
w5 = 0.14 - (-0.85*0.05) = 0.1825
No multiplication of previous node, it's done behind the scenes (that's what .backprop() does - calculates correct gradients for all of the nodes), no need to multiply them by previous ones.
If you want to calculate them manually, you have to start at the loss (with delta being one) and backprop all the way down (do not use learning rate here, it's a different story!).
After all of them are calculated, you can multiply each weight by optimizers learning rate (or any other formula for that matter, e.g. Momentum) and after this you have your correct update.
How to calculate backprop
Learning rate is not part of backpropagation, leave it alone until you calculate all of the gradients (it confuses separate algorithms together, optimization procedures and backpropagation).
1. Derivative of total error w.r.t. output
Well, I don't know why you are using Mean Absolute Error (while in the tutorial it is Mean Squared Error), and that's why both those results vary. But let's go with your choice.
Derivative of | y_true - y_pred | w.r.t. to y_pred is 1, so IT IS NOT the same as loss. Change to MSE to get equal results (here, the derivative will be (1/2 * y_pred - y_true), but we usually multiply MSE by two in order to remove the first multiplication).
In MSE case you would multiply by the loss value, but it depends entirely on the loss function (it was a bit unfortunate that the tutorial you were using didn't point this out).
2. Derivative of total error w.r.t. w5
You could probably go from here, but... Derivative of total error w.r.t to w5 is the output of h1 (0.85 in this case). We multiply it by derivative of total error w.r.t. output (it is 1!) and obtain 0.85, as done in PyTorch. Same idea goes for w6.
I seriously advise you not to confuse learning rate with backprop, you are making your life harder (and it's not easy with backprop IMO, quite counterintuitive), and those are two separate things (can't stress that one enough).
This source is nice, more step-by-step, with a little more complicated network idea (activations included), so you can get a better grasp if you go through all of it.
Furthermore, if you are really keen (and you seem to be), to know more ins and outs of this, calculate the weight corrections for other optimizers (say, nesterov), so you know why we should keep those ideas separated.

Udacity Deep Learning, Assignment 3, Part 3: Tensorflow dropout function

I am now on assignment 3 of the Udacity Deep Learning class. I have most of it completed and it's working but I noticed that problem 3, which is about using 'dropout' with tensorflow, seems to degrade my performance rather than improve it.
So I think I'm doing something wrong. I'll put my full code here. If someone can explain to me how to properly use dropout, I'd appreciate it. (Or confirm I'm using it correctly and it's just not helping in this case.). It drops accuracy from over 94% (without dropout) down to 91.5%. If you aren't using L2 regularization, the degradation is even larger.
def create_nn(dataset, weights_hidden, biases_hidden, weights_out, biases_out):
# Original layer
logits = tf.add(tf.matmul(tf_train_dataset, weights_hidden), biases_hidden)
# Drop Out layer 1
logits = tf.nn.dropout(logits, 0.5)
# Hidden Relu layer
logits = tf.nn.relu(logits)
# Drop Out layer 2
logits = tf.nn.dropout(logits, 0.5)
# Output: Connect hidden layer to a node for each class
logits = tf.add(tf.matmul(logits, weights_out), biases_out)
return logits
# Create model
batch_size = 128
hidden_layer_size = 1024
beta = 1e-3
graph = tf.Graph()
with graph.as_default():
# Input data. For the training data, we use a placeholder that will be fed
# at run time with a training minibatch.
tf_train_dataset = tf.placeholder(tf.float32,
shape=(batch_size, image_size * image_size))
tf_train_labels = tf.placeholder(tf.float32, shape=(batch_size, num_labels))
tf_valid_dataset = tf.constant(valid_dataset)
tf_test_dataset = tf.constant(test_dataset)
# Variables.
weights_hidden = tf.Variable(
#tf.truncated_normal([image_size * image_size, num_labels]))
tf.truncated_normal([image_size * image_size, hidden_layer_size]))
#biases = tf.Variable(tf.zeros([num_labels]))
biases_hidden = tf.Variable(tf.zeros([hidden_layer_size]))
weights_out = tf.Variable(tf.truncated_normal([hidden_layer_size, num_labels]))
biases_out = tf.Variable(tf.zeros([num_labels]))
# Training computation.
#logits = tf.matmul(tf_train_dataset, weights_out) + biases_out
logits = create_nn(tf_train_dataset, weights_hidden, biases_hidden, weights_out, biases_out)
loss = tf.reduce_mean(tf.nn.softmax_cross_entropy_with_logits(labels=tf_train_labels, logits=logits))
loss += beta * (tf.nn.l2_loss(weights_hidden) + tf.nn.l2_loss(weights_out))
# Optimizer.
optimizer = tf.train.GradientDescentOptimizer(0.5).minimize(loss)
# Predictions for the training, validation, and test data.
train_prediction = tf.nn.softmax(logits)
#valid_prediction = tf.nn.softmax(tf.matmul(tf_valid_dataset, weights_out) + biases_out)
#test_prediction = tf.nn.softmax(tf.matmul(tf_test_dataset, weights_out) + biases_out)
valid_prediction = tf.nn.softmax(tf.matmul(tf.nn.relu(tf.matmul(tf_valid_dataset, weights_hidden) + biases_hidden), weights_out) + biases_out)
test_prediction = tf.nn.softmax(tf.matmul(tf.nn.relu(tf.matmul(tf_test_dataset, weights_hidden) + biases_hidden), weights_out) + biases_out)
num_steps = 10000
with tf.Session(graph=graph) as session:
tf.global_variables_initializer().run()
print("Initialized")
for step in range(num_steps):
# Pick an offset within the training data, which has been randomized.
# Note: we could use better randomization across epochs.
offset = (step * batch_size) % (train_labels.shape[0] - batch_size)
#offset = (step * batch_size) % (3*128 - batch_size)
#print(offset)
# Generate a minibatch.
batch_data = train_dataset[offset:(offset + batch_size), :]
batch_labels = train_labels[offset:(offset + batch_size), :]
# Prepare a dictionary telling the session where to feed the minibatch.
# The key of the dictionary is the placeholder node of the graph to be fed,
# and the value is the numpy array to feed to it.
feed_dict = {tf_train_dataset : batch_data, tf_train_labels : batch_labels}
_, l, predictions = session.run([optimizer, loss, train_prediction], feed_dict=feed_dict)
if (step % 500 == 0):
print("Minibatch loss at step %d: %f" % (step, l))
print("Minibatch accuracy: %.1f%%" % accuracy(predictions, batch_labels))
print("Validation accuracy: %.1f%%" % accuracy(valid_prediction.eval(), valid_labels))
print("Test accuracy: %.1f%%" % accuracy(test_prediction.eval(), test_labels))
You would need to turn off dropout during inference. It may not be obvious at first, but the fact that dropout is hardcoded in the NN architecture means it will affect the test data during inference. You can avoid this by creating a placeholder keep_prob, rather than providing the value 0.5 directly. For example:
keep_prob = tf.placeholder(tf.float32)
logits = tf.nn.dropout(logits, keep_prob)
To turn on dropout during training, set the keep_prob value to 0.5:
feed_dict = {tf_train_dataset : batch_data, tf_train_labels : batch_labels, keep_prob: 0.5}
During inference/evaluation, you should be able to do something like this to set keep_prob to 1.0 in eval:
accuracy.eval(feed_dict={x: test_prediction, y_: test_labels, keep_prob: 1.0}
EDIT:
Since the issue does not seem to be that dropout is used at inference, the next culprit would be that the dropout is too high for this network size. You can potentially try decreasing the dropout to 20% (i.e. keep_prob=0.8), or increasing the size of the network to give the model an opportunity to learn the representations.
I actually gave it a try with your code, and I'm getting around ~93.5% with 20% dropout with this network size. I have added some additional resources below, including the original Dropout paper to help clarify the intuition behind it, and expands on more tips when using dropout such as increasing the learning rate.
References:
Deep MNIST for Experts: has an example on the above (dropout on/off) using MNIST
Dropout Regularization in Deep Learning Models With Keras
Dropout: A Simple Way to Prevent Neural Networks from Overfitting
2 things I think can cause the problem.
First of all I would not recommend using dropout in first layer (that too 50%, use lower, in range 10-25% if you have to)) as when you use such a high dropout even higher level features are not learnt and propagated to deeper layers. Also try a range of dropouts from 10% to 50% and see how accuracy changes. There is no way to know beforehand what value will work
Secondly, you do not usually use dropout at inference. To fix that pass in keep_prob parameter of dropout as a placeholder and set it to 1 when inferencing.
Also, if the accuracy values you state are training accuracy then there may not even be much of a problem in first place as dropout will usually decrease training accuracy by small amounts as you are not overfitting, its the test/validation accuracy that needs to be closely monitored

Tensorflow- How to display accuracy rate for a linear regression model

I have a linear regression model that seems to work. I first load the data into X and the target column into Y, after that I implement the following...
X_train, X_test, Y_train, Y_test = train_test_split(
X_data,
Y_data,
test_size=0.2
)
rng = np.random
n_rows = X_train.shape[0]
X = tf.placeholder("float")
Y = tf.placeholder("float")
W = tf.Variable(rng.randn(), name="weight")
b = tf.Variable(rng.randn(), name="bias")
pred = tf.add(tf.multiply(X, W), b)
cost = tf.reduce_sum(tf.pow(pred-Y, 2)/(2*n_rows))
optimizer = tf.train.GradientDescentOptimizer(FLAGS.learning_rate).minimize(cost)
init = tf.global_variables_initializer()
init_local = tf.local_variables_initializer()
with tf.Session() as sess:
sess.run([init, init_local])
for epoch in range(FLAGS.training_epochs):
avg_cost = 0
for (x, y) in zip(X_train, Y_train):
sess.run(optimizer, feed_dict={X:x, Y:y})
# display logs per epoch step
if (epoch + 1) % FLAGS.display_step == 0:
c = sess.run(
cost,
feed_dict={X:X_train, Y:Y_train}
)
print("Epoch:", '%04d' % (epoch + 1), "cost=", "{:.9f}".format(c))
print("Optimization Finished!")
accuracy, accuracy_op = tf.metrics.accuracy(labels=tf.argmax(Y_test, 0), predictions=tf.argmax(pred, 0))
print(sess.run(accuracy))
I cannot figure out how to print out the model's accuracy. For example, in sklearn, it is simple, if you have a model you just print model.score(X_test, Y_test). But I do not know how to do this in tensorflow or if it is even possible.
I think I'd be able to calculate the Mean Squared Error. Does this help in any way?
EDIT
I tried implementing tf.metrics.accuracy as suggested in the comments but I'm having an issue implementing it. The documentation says it takes 2 arguments, labels and predictions, so I tried the following...
accuracy, accuracy_op = tf.metrics.accuracy(labels=tf.argmax(Y_test, 0), predictions=tf.argmax(pred, 0))
print(sess.run(accuracy))
But this gives me an error...
FailedPreconditionError (see above for traceback): Attempting to use uninitialized value accuracy/count
[[Node: accuracy/count/read = IdentityT=DT_FLOAT, _class=["loc:#accuracy/count"], _device="/job:localhost/replica:0/task:0/device:CPU:0"]]
How exactly does one implement this?
Turns out, since this is a multi-class Linear Regression problem, and not a classification problem, that tf.metrics.accuracy is not the right approach.
Instead of displaying the accuracy of my model in terms of percentage, I instead focused on reducing the Mean Square Error (MSE) instead.
From looking at other examples, tf.metrics.accuracy is never used for Linear Regression, and only classification. Normally tf.metric.mean_squared_error is the right approach.
I implemented two ways of calculating the total MSE of my predictions to my testing data...
pred = tf.add(tf.matmul(X, W), b)
...
...
Y_pred = sess.run(pred, feed_dict={X:X_test})
mse = tf.reduce_mean(tf.square(Y_pred - Y_test))
OR
mse = tf.metrics.mean_squared_error(labels=Y_test, predictions=Y_pred)
They both do the same but obviously the second approach is more concise.
There's a good explanation of how to measure the accuracy of a Linear Regression model here.
I didn't think this was clear at all from the Tensorflow documentation, but you have to declare the accuracy operation, and then initialize all global and local variables, before you run the accuracy calculation:
accuracy, accuracy_op = tf.metrics.accuracy(labels=tf.argmax(Y_test, 0), predictions=tf.argmax(pred, 0))
# ...
init_global = tf.global_variables_initializer
init_local = tf.local_variables_initializer
sess.run([init_global, init_local])
# ...
# run accuracy calculation
I read something on Stack Overflow about the accuracy calculation using local variables, which is why the local variable initializer is necessary.
After reading the complete code you posted, I noticed a couple other things:
In your calculation of pred, you use
pred = tf.add(tf.multiply(X, W), b). tf.multiply performs element-wise multiplication, and will not give you the fully connected layers you need for a neural network (which I am assuming is what you are ultimately working toward, since you're using TensorFlow). To implement fully connected layers, where each layer i (including input and output layers) has ni nodes, you need separate weight and bias matrices for each pair of successive layers. The dimensions of the i-th weight matrix (the weights between the i-th layer and the i+1-th layer) should be (ni, ni + 1), and the i-th bias matrix should have dimensions (ni + 1, 1). Then, going back to the multiplication operation - replace tf.multiply with tf.matmul, and you're good to go. I assume that what you have is probably fine for a single-class linear regression problem, but this is definitely the way you want to go if you plan to solve a multiclass regression problem or implement a deeper network.
Your weight and bias tensors have a shape of (1, 1). You give the variables the initial value of np.random.randn(), which according to the documentation, generates a single floating point number when no arguments are given. The dimensions of your weight and bias tensors need to be supplied as arguments to np.random.randn(). Better yet, you can actually initialize these to random values in Tensorflow: W = tf.Variable(tf.random_normal([dim0, dim1], seed = seed) (I always initialize random variables with a seed value for reproducibility)
Just a note in case you don't know this already, but non-linear activation functions are required for neural networks to be effective. If all your activations are linear, then no matter how many layers you have, it will reduce to a simple linear regression in the end. Many people use relu activation for hidden layers. For the output layer, use softmax activation for multiclass classification problems where the output classes are exclusive (i.e., where only one class can be correct for any given input), and sigmoid activation for multiclass classification problems where the output classes are not exlclusive.

Resources