How to apply sequentinal MSE model to data that is not binary? - python-3.x

I have been using this model with binary data to predict likely hood of play from this guide.
import tensorflow as tf
from tensorflow import keras
import numpy as np
import pandas as pd
model = keras.Sequential()
input_layer = keras.layers.Dense(3, input_shape=[3], activation='tanh')
model.add(input_layer)
output_layer = keras.layers.Dense(1, activation='sigmoid')
model.add(output_layer)
gd = tf.train.GradientDescentOptimizer(0.01)
model.compile(optimizer=gd, loss='mse')
sess = tf.Session() #NEW LINE
training_x = np.array([[1, 1, 0], [1, 1, 1], [0, 1, 0], [-1, 1, 0], [-1, 0, 0], [-1, 0, 1],[0, 0, 1], [1, 1, 0], [1, 0, 0], [-1, 0, 0], [1, 0, 1], [0, 1, 1], [0, 0, 0], [-1, 1, 1]])
training_y = np.array([[0], [0], [1], [1], [1], [0], [1],[0], [1], [1], [1], [1], [1], [0]])
init_op = tf.initializers.global_variables()
sess.run(init_op) #NEW LINE
model.fit(training_x, training_y, epochs=1000, steps_per_epoch = 10)
text_x = np.array([[1, 0, 0]])
test_y = model.predict(text_x, verbose=0, steps=1)
print(test_y)
All the current data is binary and model works with binary, is there any model or way to convert non-binary data to binary predict likelihood of product_sold in the below data set?
dataset:
number_infants cost_of_infants estimated_cost_infants product_sold
5 1000 2000 0
6 8919 1222 1
7 10000 891 1
product_sold
1 = yes
0 = no
edit:
lst = array of the first three columns of the df
[[5,1000,2000],[6,8919,1222]]
lst_1 = array of only the 4th column
[[0,1,1]]
training_x = np.array(lst)
training_y = np.array(lst_1)

Related

torchmetrics represent uncertainty

I am using torchmetrics to calculate metrics such as F1 score, Recall, Precision and Accuracy in multilabel classification setting. With random initiliazed weights the softmax output (i.e. prediction) might look like this with a batch size of 8:
import torch
y_pred = torch.tensor([[0.1944, 0.1931, 0.2184, 0.1968, 0.1973],
[0.2182, 0.1932, 0.1945, 0.1973, 0.1968],
[0.2182, 0.1932, 0.1944, 0.1973, 0.1969],
[0.2182, 0.1931, 0.1945, 0.1973, 0.1968],
[0.2184, 0.1931, 0.1944, 0.1973, 0.1968],
[0.2181, 0.1932, 0.1941, 0.1970, 0.1976],
[0.2183, 0.1932, 0.1944, 0.1974, 0.1967],
[0.2182, 0.1931, 0.1945, 0.1973, 0.1968]])
With the correct labels (one-hot encoded):
y_true = torch.tensor([[0, 0, 1, 0, 1],
[0, 1, 0, 0, 1],
[0, 1, 0, 0, 1],
[0, 0, 1, 1, 0],
[0, 0, 1, 1, 0],
[0, 1, 0, 1, 0],
[0, 1, 0, 1, 0],
[0, 0, 1, 0, 1]])
And I can calculate the metrics by taking argmax:
import torchmetrics
torchmetrics.functional.f1_score(y_pred.argmax(-1), y_true.argmax(-1))
output:
tensor(0.1250)
The first prediction happens to be correct while the rest are wrong. However, none of the predictive probabilities are above 0.3, which means that the model is generally uncertain about the predictions. I would like to encode this and say that the f1 score should be 0.0 because none of the predictive probabilities are above a 0.3 threshold.
Is this possible with torchmetrics or sklearn library?
Is this common practice?
You need to threshold you predictions before passing them to your torchmetrics
t0, t1, mask_gt = batch
mask_pred = self.forward(t0, t1)
loss = self.criterion(mask_pred.squeeze().float(), mask_gt.squeeze().float())
mask_pred = torch.sigmoid(mask_pred).squeeze()
mask_pred = torch.where(mask_pred > 0.5, 1, 0)
# integers to comply with metrics input type
mask_pred = mask_pred.long()
mask_gt = mask_gt.long()
f1_score = self.f1(mask_pred, mask_gt)
precision = self.precision_(mask_pred, mask_gt)
recall = self.recall(mask_pred, mask_gt)
jaccard = self.jaccard(mask_pred, mask_gt)
The defined torchmetrics
self.f1 = F1Score(num_classes=2, average='macro', mdmc_average='samplewise')
self.recall = Recall(num_classes=2, average='macro', mdmc_average='samplewise')
self.precision_ = Precision(num_classes=2, average='macro', mdmc_average='samplewise') # self.precision exists in torch.nn.Module. Hence '_' symbol
self.jaccard = JaccardIndex(num_classes=2)

Multiclass vs. multilabel fitting

In scikit-learn tutorials, I found the following paragraphs in the section 'Multiclass vs. multilabel fitting'.
I couldn't understand why the following codes generate the given results.
First
from sklearn.svm import SVC
from sklearn.multiclass import OneVsRestClassifier
from sklearn.preprocessing import LabelBinarizer
X = [[1, 2], [2, 4], [4, 5], [3, 2], [3, 1]]
y = [0, 0, 1, 1, 2]
classif = OneVsRestClassifier(estimator=SVC(random_state=0))
classif.fit(X, y).predict(X)
array([0, 0, 1, 1, 2])
y = LabelBinarizer().fit_transform(y)
classif.fit(X, y).predict(X)
array([[1, 0, 0],
[1, 0, 0],
[0, 1, 0],
[0, 0, 0],
[0, 0, 0]])
Next
from sklearn.preprocessing import MultiLabelBinarizer
y = [[0, 1], [0, 2], [1, 3], [0, 2, 3], [2, 4]]
y = MultiLabelBinarizer().fit_transform(y)
classif.fit(X, y).predict(X)
array([[1, 1, 0, 0, 0],
[1, 0, 1, 0, 0],
[0, 1, 0, 1, 0],
[1, 0, 1, 0, 0],
[1, 0, 1, 0, 0]])
Label binarization in scikit-learn will transform your targets and represent them in a label indicator matrix. This label indicator matrix has the shape (n_samples, n_classes) and is composed as follows:
each row represents a sample
each column represents a class
each element is 1 if the sample is labeled with the class and 0 if not
In your first example, you have a target collection with 5 samples and 3 classes. That's why transforming y with LabelBinarizer results in a 5x3 matrix. In your case, [1, 0, 0] corresponds to class 0, [0, 1, 0] corresponds to class 1 and so forth. Notice that in each row there is only one element set to 1, since each sample can have one label only.
In your next example, you have a target collection with 5 samples and 5 classes. That's why transforming y with MultiLabelBinarizer results in a 5x5 matrix. In your case, [1, 1, 0, 0, 0] corresponds to the multilabel [0, 1], [0, 1, 0, 1, 0] corresponds to the multilabel [1, 3] and so forth. The key difference to the first example is that each row can have multiple elements set to 1, because each sample can have multiple labels/classes.
The predicted values you get follow the very same pattern. They are however not equivalent to the original values in y since your classification model has obviously predicted different values. You can check this with the inverse_transform() of the binarizers:
from sklearn.preprocessing import MultiLabelBinarizer
mlb = MultiLabelBinarizer()
y = np.array([[0, 1], [0, 2], [1, 3], [0, 2, 3], [2, 4]])
y_bin = mlb.fit_transform(y)
# direct transformation
[[1 1 0 0 0]
[1 0 1 0 0]
[0 1 0 1 0]
[1 0 1 1 0]
[0 0 1 0 1]]
# prediction of your classifier
y_pred = np.array([[1, 1, 0, 0, 0],
[1, 0, 1, 0, 0],
[0, 1, 0, 1, 0],
[1, 0, 1, 0, 0],
[1, 0, 1, 0, 0]])
# inverting the binarized values to the original classes
y_inv = mlb.inverse_transform(y_pred)
# output
[(0, 1), (0, 2), (1, 3), (0, 2), (0, 2)]

Parameters of my network on PyTorch are not updated

I want to make an auto calibration system using PyTorch.
I try to deal with a homogeneous transform matrix as weights of neural networks.
I write a code referring to PyTorch tutorials, but my custom parameters are not updated after backward method is called.
When I print a 'grad' attribute of each parameter, it is a None.
My code is below. Is there anything wrong?
Please give any advise to me. Thank you.
import torch
import torch.nn as nn
import torch.nn.functional as F
import torch.optim as optim
import numpy as np
class Net(nn.Module):
def __init__(self):
super(Net, self).__init__()
self.params = nn.Parameter(torch.rand(6))
self.rx, self.ry, self.rz = self.params[0], self.params[1], self.params[2]
self.tx, self.ty, self.tz = self.params[3], self.params[4], self.params[5]
def forward(self, x):
tr_mat = torch.tensor([[1, 0, 0, self.params[3]],
[0, 1, 0, self.params[4]],
[0, 0, 1, self.params[5]],
[0, 0, 0, 1]], requires_grad=True)
rz_mat = torch.tensor([[torch.cos(self.params[2]), -torch.sin(self.params[2]), 0, 0],
[torch.sin(self.params[2]), torch.cos(self.params[2]), 0, 0],
[0, 0, 1, 0],
[0, 0, 0, 1]], requires_grad=True)
ry_mat = torch.tensor([[torch.cos(self.params[1]), 0, torch.sin(self.params[1]), 0],
[0, 1, 0, 0],
[-torch.sin(self.params[1]), 0, torch.cos(self.params[1]), 0],
[0, 0, 0, 1]], requires_grad=True)
rx_mat = torch.tensor([[1, 0, 0, 0],
[0, torch.cos(self.params[0]), -torch.sin(self.params[0]), 0],
[0, torch.sin(self.params[0]), torch.cos(self.params[0]), 0],
[0, 0, 0, 1]], requires_grad=True)
tf1 = torch.matmul(tr_mat, rz_mat)
tf2 = torch.matmul(tf1, ry_mat)
tf3 = torch.matmul(tf2, rx_mat)
tr_local = torch.tensor([[1, 0, 0, x[0]],
[0, 1, 0, x[1]],
[0, 0, 1, x[2]],
[0, 0, 0, 1]])
tf_output = torch.matmul(tf3, tr_local)
output = tf_output[:3, 3]
return output
def get_loss(self, output):
pass
model = Net()
input_ex = np.array([[-0.01, 0.05, 0.92],
[-0.06, 0.03, 0.94]])
output_ex = np.array([[-0.3, 0.4, 0.09],
[-0.5, 0.2, 0.07]])
print(list(model.parameters()))
optimizer = optim.Adam(model.parameters(), 0.001)
criterion = nn.MSELoss()
for input_np, label_np in zip(input_ex, output_ex):
input_tensor = torch.from_numpy(input_np).float()
label_tensor = torch.from_numpy(label_np).float()
output = model(input_tensor)
optimizer.zero_grad()
loss = criterion(output, label_tensor)
loss.backward()
optimizer.step()
print(list(model.parameters()))
What happens
Your problem is related to PyTorch's implicit conversion of torch.tensor to float. Let's say you have this:
tr_mat = torch.tensor(
[
[1, 0, 0, self.params[3]],
[0, 1, 0, self.params[4]],
[0, 0, 1, self.params[5]],
[0, 0, 0, 1],
],
requires_grad=True,
)
torch.tensor can only be constructed from list which has Python like values, it cannot have torch.tensor inside it. What happens under the hood (let's say) is each element of self.params which can be converted to float is (in this case all of them can, e.g. self.params[3], self.params[4], self.params[5]).
When tensor's value is casted to float it's value is copied into Python counterpart hence it is not part of computational graph anymore, it's a new pure Python variable (which cannot be backpropagated obviously).
Solution
What you can do is choose elements of your self.params and insert them into eye matrices so the gradient flows. You can see a rewrite of your forward method taking this into account:
class Net(nn.Module):
def __init__(self):
super(Net, self).__init__()
self.params = nn.Parameter(torch.randn(6))
def forward(self, x):
sinus = torch.cos(self.params)
cosinus = torch.cos(self.params)
tr_mat = torch.eye(4)
tr_mat[:-1, -1] = self.params[3:]
rz_mat = torch.eye(4)
rz_mat[0, 0] = cosinus[2]
rz_mat[0, 1] = -sinus[2]
rz_mat[1, 0] = sinus[2]
rz_mat[1, 1] = cosinus[2]
ry_mat = torch.eye(4)
ry_mat[0, 0] = cosinus[1]
ry_mat[0, 2] = sinus[1]
ry_mat[2, 0] = -sinus[1]
ry_mat[2, 2] = cosinus[1]
rx_mat = torch.eye(4)
rx_mat[1, 1] = cosinus[0]
rx_mat[1, 2] = -sinus[0]
rx_mat[2, 1] = sinus[0]
rx_mat[2, 2] = cosinus[0]
tf1 = torch.matmul(tr_mat, rz_mat)
tf2 = torch.matmul(tf1, ry_mat)
tf3 = torch.matmul(tf2, rx_mat)
tr_local = torch.tensor(
[[1, 0, 0, x[0]], [0, 1, 0, x[1]], [0, 0, 1, x[2]], [0, 0, 0, 1]],
)
tf_output = torch.matmul(tf3, tr_local)
output = tf_output[:3, 3]
return output
(you may want to double check this rewrite but the idea holds).
Also notice tr_local can be done "your way" as we don't need any values to keep gradient.
requires_grad
You can see requires_grad wasn't used anywhere in the code. It's because what requires gradient is not the whole eye matrix (we will not optimize 0 and 1), but parameters which are inserted into it. Usually you don't need requires_grad at all in your neural network code because:
input tensors are not optimized (usually, those could be when you are doing adversarial attacks or such)
nn.Parameter requires gradient by default (unless frozen)
layers and other neural network specific stuff requires gradient by default (unless frozen)
values which don't need gradient (input tensors) going through layers which do require it (or parameters or w/e) can be backpropagated

How to use tf.gather in batch?

I have a A = 10x1000 tensor and a B = 10x1000 index tensor. The tensor B has values between 0-999 and it's used to gather values from A (B[0,:] gathers from A[0,:], B[1,:] from A[1,:], etc...).
However, if I use tf.gather(A, B) I get an array of shape (10, 1000, 1000) when I'm expecting a 10x1000 tensor back. Any ideas how I could fix this?
EDIT
Let's say A= [[1, 2, 3],[4,5,6]] and B = [[0, 1, 1],[2,1,0]] What I want is to be able to sample A using the corresponding B. This should result in C = [[1, 2, 2],[6,5,4]].
Dimensions of tensors are known in advance.
First we 'unstack' both the parameters and indices (A and B respectively) along the first dimension. Then we apply tf.gather() such that rows of A correspond to the rows of B. Finally, we stack together the result.
import tensorflow as tf
import numpy as np
def custom_gather(a, b):
unstacked_a = tf.unstack(a, axis=0)
unstacked_b = tf.unstack(b, axis=0)
gathered = [tf.gather(x, y) for x, y in zip(unstacked_a, unstacked_b)]
return tf.stack(gathered, axis=0)
a = tf.convert_to_tensor(np.array([[1, 2, 3], [4, 5, 6]]), tf.float32)
b = tf.convert_to_tensor(np.array([[0, 1, 1], [2, 1, 0]]), dtype=tf.int32)
gathered = custom_gather(a, b)
with tf.Session() as sess:
sess.run(tf.global_variables_initializer())
print(sess.run(gathered))
# [[1. 2. 2.]
# [6. 5. 4.]]
For you initial case with shapes 1000x10 we get:
a = tf.convert_to_tensor(np.random.normal(size=(10, 1000)), tf.float32)
b = tf.convert_to_tensor(np.random.randint(low=0, high=999, size=(10, 1000)), dtype=tf.int32)
gathered = custom_gather(a, b)
print(gathered.get_shape().as_list()) # [10, 1000]
Update
The first dimension is unknown (i.e. None)
The previous solution works only if the first dimension is known in advance. If the dimension is unknown we solve it as follows:
We stack together two tensors such that the rows of both tensors are stacked together:
# A = [[1, 2, 3], [4, 5, 6]] [[[1 2 3]
# ---> [0 1 1]]
# [[4 5 6]
# B = [[0, 1, 1], [2, 1, 0]] [2 1 0]]]
We iterate over the elements of this stacked tensor (which consists of stacked together rows of A and B) and using tf.map_fn() function we apply tf.gather().
We stack back the elements we get with tf.stack()
import tensorflow as tf
import numpy as np
def custom_gather_v2(a, b):
def apply_gather(x):
return tf.gather(x[0], tf.cast(x[1], tf.int32))
a = tf.cast(a, dtype=tf.float32)
b = tf.cast(b, dtype=tf.float32)
stacked = tf.stack([a, b], axis=1)
gathered = tf.map_fn(apply_gather, stacked)
return tf.stack(gathered, axis=0)
a = np.array([[1, 2, 3], [4, 5, 6]], dtype=np.float32)
b = np.array([[0, 1, 1], [2, 1, 0]], dtype=np.int32)
x = tf.placeholder(tf.float32, shape=(None, 3))
y = tf.placeholder(tf.int32, shape=(None, 3))
gathered = custom_gather_v2(x, y)
with tf.Session() as sess:
sess.run(tf.global_variables_initializer())
print(sess.run(gathered, feed_dict={x:a, y:b}))
# [[1. 2. 2.]
# [6. 5. 4.]]
Use tf.gather with batch_dims=-1:
import numpy as np
import tensorflow as tf
rois = np.array([[1, 2, 3],[3, 2, 1]])
ind = np.array([[0, 2, 1, 1, 2, 0, 0, 1, 1, 2],
[0, 1, 2, 0, 2, 0, 1, 2, 2, 2]])
tf.gather(rois, ind, batch_dims=-1)
# output:
# <tf.Tensor: shape=(2, 10), dtype=int64, numpy=
# array([[1, 3, 2, 2, 3, 1, 1, 2, 2, 3],
# [3, 2, 1, 3, 1, 3, 2, 1, 1, 1]])>

Not able to use Stratified-K-Fold on multi label classifier

The following code is used to do KFold Validation but I am to train the model as it is throwing the error
ValueError: Error when checking target: expected dense_14 to have shape (7,) but got array with shape (1,)
My target Variable has 7 classes. I am using LabelEncoder to encode the classes into numbers.
By seeing this error, If I am changing the into MultiLabelBinarizer to encode the classes. I am getting the following error
ValueError: Supported target types are: ('binary', 'multiclass'). Got 'multilabel-indicator' instead.
The following is the code for KFold validation
skf = StratifiedKFold(n_splits=10, shuffle=True)
scores = np.zeros(10)
idx = 0
for index, (train_indices, val_indices) in enumerate(skf.split(X, y)):
print("Training on fold " + str(index+1) + "/10...")
# Generate batches from indices
xtrain, xval = X[train_indices], X[val_indices]
ytrain, yval = y[train_indices], y[val_indices]
model = None
model = load_model() //defined above
scores[idx] = train_model(model, xtrain, ytrain, xval, yval)
idx+=1
print(scores)
print(scores.mean())
I don't know what to do. I want to use Stratified K Fold on my model. Please help me.
MultiLabelBinarizer returns a vector which is of the length of your number of classes.
If you look at how StratifiedKFold splits your dataset, you will see that it only accepts a one-dimensional target variable, whereas you are trying to pass a target variable with dimensions [n_samples, n_classes]
Stratefied split basically preserves your class distribution. And if you think about it, it does not make a lot of sense if you have a multi-label classification problem.
If you want to preserve the distribution in terms of the different combinations of classes in your target variable, then the answer here explains two ways in which you can define your own stratefied split function.
UPDATE:
The logic is something like this:
Assuming you have n classes and your target variable is a combination of these n classes. You will have (2^n) - 1 combinations (Not including all 0s). You can now create a new target variable considering each combination as a new label.
For example, if n=3, you will have 7 unique combinations:
1. [1, 0, 0]
2. [0, 1, 0]
3. [0, 0, 1]
4. [1, 1, 0]
5. [1, 0, 1]
6. [0, 1, 1]
7. [1, 1, 1]
Map all your labels to this new target variable. You can now look at your problem as simple multi-class classification, instead of multi-label classification.
Now you can directly use StartefiedKFold using y_new as your target. Once the splits are done, you can map your labels back.
Code sample:
import numpy as np
np.random.seed(1)
y = np.random.randint(0, 2, (10, 7))
y = y[np.where(y.sum(axis=1) != 0)[0]]
OUTPUT:
array([[1, 1, 0, 0, 1, 1, 1],
[1, 1, 0, 0, 1, 0, 1],
[1, 0, 0, 1, 0, 0, 0],
[1, 0, 0, 1, 0, 0, 0],
[1, 0, 0, 0, 1, 1, 1],
[1, 1, 0, 0, 0, 1, 1],
[1, 1, 1, 1, 0, 1, 1],
[0, 0, 1, 0, 0, 1, 1],
[1, 0, 1, 0, 0, 1, 1],
[0, 1, 1, 1, 1, 0, 0]])
Label encode your class vectors:
from sklearn.preprocessing import LabelEncoder
def get_new_labels(y):
y_new = LabelEncoder().fit_transform([''.join(str(l)) for l in y])
return y_new
y_new = get_new_labels(y)
OUTPUT:
array([7, 6, 3, 3, 2, 5, 8, 0, 4, 1])

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