Multi-label classification with class weights in Keras - keras

I have a 1000 classes in the network and they have multi-label outputs. For each training example, the number of positive output is same(i.e 10) but they can be assigned to any of the 1000 classes. So 10 classes have output 1 and rest 990 have output 0.
For the multi-label classification, I am using 'binary-cross entropy' as cost function and 'sigmoid' as the activation function. When I tried this rule of 0.5 as the cut-off for 1 or 0. All of them were 0. I understand this is a class imbalance problem. From this link, I understand that, I might have to create extra output labels.Unfortunately, I haven't been able to figure out how to incorporate that into a simple neural network in keras.
nclasses = 1000
# if we wanted to maximize an imbalance problem!
#class_weight = {k: len(Y_train)/(nclasses*(Y_train==k).sum()) for k in range(nclasses)}
inp = Input(shape=[X_train.shape[1]])
x = Dense(5000, activation='relu')(inp)
x = Dense(4000, activation='relu')(x)
x = Dense(3000, activation='relu')(x)
x = Dense(2000, activation='relu')(x)
x = Dense(nclasses, activation='sigmoid')(x)
model = Model(inputs=[inp], outputs=[x])
adam=keras.optimizers.adam(lr=0.00001)
model.compile('adam', 'binary_crossentropy')
history = model.fit(
X_train, Y_train, batch_size=32, epochs=50,verbose=0,shuffle=False)
Could anyone help me with the code here and I would also highly appreciate if you could suggest a good 'accuracy' metric for this problem?
Thanks a lot :) :)

I have a similar problem and unfortunately have no answer for most of the questions. Especially the class imbalance problem.
In terms of metric there are several possibilities: In my case I use the top 1/2/3/4/5 results and check if one of them is right. Because in your case you always have the same amount of labels=1 you could take your top 10 results and see how many percent of them are right and average this result over your batch size. I didn't find a possibility to include this algorithm as a keras metric. Instead, I wrote a callback, which calculates the metric on epoch end on my validation data set.
Also, if you predict the top n results on a test dataset, see how many times each class is predicted. The Counter Class is really convenient for this purpose.
Edit: If found a method to include class weights without splitting the output.
You need a numpy 2d array containing weights with shape [number classes to predict, 2 (background and signal)].
Such an array could be calculated with this function:
def calculating_class_weights(y_true):
from sklearn.utils.class_weight import compute_class_weight
number_dim = np.shape(y_true)[1]
weights = np.empty([number_dim, 2])
for i in range(number_dim):
weights[i] = compute_class_weight('balanced', [0.,1.], y_true[:, i])
return weights
The solution is now to build your own binary crossentropy loss function in which you multiply your weights yourself:
def get_weighted_loss(weights):
def weighted_loss(y_true, y_pred):
return K.mean((weights[:,0]**(1-y_true))*(weights[:,1]**(y_true))*K.binary_crossentropy(y_true, y_pred), axis=-1)
return weighted_loss
weights[:,0] is an array with all the background weights and weights[:,1] contains all the signal weights.
All that is left is to include this loss into the compile function:
model.compile(optimizer=Adam(), loss=get_weighted_loss(class_weights))

Related

Custom loss for single-label, multi-class problem

I have a single-label, multi-class classification problem, i.e., a given sample is in exactly one class (say, class 3), but for training purposes, predicting class 2 or 5 is still okay to not penalise the model that heavily.
For example, the ground truth for 1 sample is [0,1,1,0,1] of 5 classes, instead of a one-hot vector. This implies that, the model predicting any one (not necessarily all) of the above classes (2,3 or 5) is fine.
For every batch, the predicted output dimension is of the shape bs x n x nc, where bs is the batch size, n is the number of samples per point and nc is the number of classes. The ground truth is also of the same shape as the predicted tensor.
For every batch, I'm expecting my loss function to compare n tensors across nc classes and then average it across n.
Eg: When dimensions are 32 x 8 x 5000. There are 32 batch points in a batch (for bs=32). Each batch point has 8 vector points, and each vector point has 5000 classes. For a given batch point, I wish to compute loss across all (8) vector points, compute their average and do so for the rest of the batch points (32). Final loss would be loss over all losses from each batch point.
How can I approach designing such a loss function? Any help would be deeply appreciated
P.S.: Let me know if the question is ambiguous
One way to go about this was to use a sigmoid function on the network output, which removes the implicit interdependency between class scores that a softmax function has.
As for the loss function, you can then calculate the loss based on the highest prediction for any of your target classes and ignore all other class predictions. For your example:
# your model output
y_out = torch.tensor([[0.1, 0.2, 0.95, 0.1, 0.01]], requires_grad=True)
# class labels
y = torch.tensor([[0,1,1,0,1]])
since we only care about the highest class probability, we set all other class scores to the maximum value achieved for one of the classes:
class_mask = y == 1
max_class_score = torch.max(y_out[class_mask])
y_hat = torch.where(class_mask, max_class_score, y_out)
From which we can use a regular Cross-Entropy loss function
loss_fn = torch.nn.CrossEntropyLoss()
loss = loss_fn(y_hat, y.float())
loss.backward()
when inspecting the gradients, we see that this only updates the prediction that achieved the highest score as well ass all predictions outside of any of the classes.
>>> y_out.grad
tensor([[ 0.3326, 0.0000, -0.6653, 0.3326, 0.0000]])
Predictions for other target classes do not receive a gradient update. Note that if you have a very high ratio of possible classes, this might slow down your convergence.

Threshold does not work on numpy array for accuracy metric

I am trying to implement logistic regression from scratch using numpy. I wrote a class with the following methods to implement logistic regression for a binary classification problem and to score it based on BCE loss or Accuracy.
def accuracy(self, true_labels, predictions):
"""
This method implements the accuracy score. Where the accuracy is the number
of correct predictions our model has.
args:
true_labels: vector of shape (1, m) that contains the class labels where,
m is the number of samples in the batch.
predictions: vector of shape (1, m) that contains the model predictions.
"""
counter = 0
for y_true, y_pred in zip(true_labels, predictions):
if y_true == y_pred:
counter+=1
return counter/len(true_labels)
def train(self, score='loss'):
"""
This function trains the logistic regression model and updates the
parameters based on the Batch-Gradient Descent algorithm.
The function prints the training loss and validation loss on every epoch.
args:
X: input features with shape (num_features, m) or (num_features) for a
singluar sample where m is the size of the dataset.
Y: gold class labels of shape (1, m) or (1) for a singular sample.
"""
train_scores = []
dev_scores = []
for i in range(self.epochs):
# perform forward and backward propagation & get the training predictions.
training_predictions = self.propagation(self.X_train, self.Y_train)
# get the predictions of the validation data
dev_predictions = self.predict(self.X_dev, self.Y_dev)
# calculate the scores of the predictions.
if score == 'loss':
train_score = self.loss_function(training_predictions, self.Y_train)
dev_score = self.loss_function(dev_predictions, self.Y_dev)
elif score == 'accuracy':
train_score = self.accuracy((training_predictions==+1).squeeze(), self.Y_train)
dev_score = self.accuracy((dev_predictions==+1).squeeze(), self.Y_dev)
train_scores.append(train_score)
dev_scores.append(dev_score)
plot_training_and_validation(train_scores, dev_scores, self.epochs, score=score)
after testing the code with the following input
model = LogisticRegression(num_features=X_train.shape[0],
Learning_rate = 0.01,
Lambda = 0.001,
epochs=500,
X_train=X_train,
Y_train=Y_train,
X_dev=X_dev,
Y_dev=Y_dev,
normalize=False,
regularize = False,)
model.train(score = 'loss')
i get the following results
however when i swap the scoring metric to measure over time from loss to accuracy ass follows model.train(score='accuracy') i get the following result:
I have removed normalization and regularization to make sure i am using a simple implementation of logistic regression.
Note that i use an external method to visualize the training/validation score overtime in the LogisticRegression.train() method.
The trick you are using to create your predictions before passing into the accuracy method is wrong. You are using (dev_predictions==+1).
Your problem statement is a Logistic Regression model that would generate a value between 0 and 1. Most of the times, the values will NOT be exactly equal to +1.
So essentially, every time you are passing a bunch of False or 0 to the accuracy function. I bet if you check the number of classes in your datasets having the value False or 0 would be :
exactly 51.7 % in validation dataset
exactly 56.2 % in training dataset.
To fix this, you can use a in-between threshold like 0.5 to generate your labels. So use something like dev_predictions>0.5

Tensorflow 1.15 / Keras 2.3.1 Model.train_on_batch() returns more values than there are outputs/loss functions

I am trying to train a model that has more than one output and as a result, also has more than one loss function attached to it when I compile it.
I haven't done something similar in the past (not from scratch at least).
Here's some code I am using to figure out how this works.
from tensorflow.keras.layers import Dense, Input
from tensorflow.keras.models import Model
batch_size = 50
input_size = 10
i = Input(shape=(input_size,))
x = Dense(100)(i)
x_1 = Dense(output_size)(x)
x_2 = Dense(output_size)(x)
model = Model(i, [x_1, x_2])
model.compile(optimizer = 'adam', loss = ["mse", "mse"])
# Data creation
x = np.random.random_sample([batch_size, input_size]).astype('float32')
y = np.random.random_sample([batch_size, output_size]).astype('float32')
loss = model.train_on_batch(x, [y,y])
print(loss) # sample output [0.8311912, 0.3519104, 0.47928077]
I would expect the variable loss to have two entries (one for each loss function), however, I get back three. I thought maybe one of them is the weighted average but that does not look to be the case.
Could anyone explain how passing in multiple loss functions works, because obviously, I am misunderstanding something.
I believe the three outputs are the sum of all the losses, followed by the individual losses on each output.
For example, if you look at the sample output you've printed there:
0.3519104 + 0.47928077 = 0.83119117 ≈ 0.8311912
Your assumption that there should be two losses in incorrect. You have a model with two outputs, and you specified one loss for each output, but the model has to be trained on a single loss, so Keras trains the model on a new loss that is the sum of the per-output losses.
You can control how these losses are mixed using the loss_weights parameter in model.compile. I think by default it takes weights values equal to 1.0.
So in the end what train_on_batch returns is the loss, output one mse, and output two mse. That is why you get three values.

mse loss function not compatible with regularization loss (add_loss) on hidden layer output

I would like to code in tf.Keras a Neural Network with a couple of loss functions. One is a standard mse (mean squared error) with a factor loading, while the other is basically a regularization term on the output of a hidden layer. This second loss is added through self.add_loss() in a user-defined class inheriting from tf.keras.layers.Layer. I have a couple of questions (the first is more important though).
1) The error I get when trying to combine the two losses together is the following:
ValueError: Shapes must be equal rank, but are 0 and 1
From merging shape 0 with other shapes. for '{{node AddN}} = AddN[N=2, T=DT_FLOAT](loss/weighted_loss/value, model/new_layer/mul_1)' with input shapes: [], [100].
So it comes from the fact that the tensors which should add up to make one unique loss value have different shapes (and ranks). Still, when I try to print the losses during the training, I clearly see that the vectors returned as losses have shape batch_size and rank 1. Could it be that when the 2 losses are summed I have to provide them (or at least the loss of add_loss) as scalar? I know the mse is usually returned as a vector where each entry is the mse from one sample in the batch, hence having batch_size as shape. I think I tried to do the same with the "regularization" loss. Do you have an explanation for this behavio(u)r?
The sample code which gives me error is the following:
import numpy as np
import tensorflow as tf
from tensorflow.keras import backend as K
from tensorflow.keras.models import Model
from tensorflow.keras.layers import Dense, Input
def rate_mse(rate=1e5):
#tf.function # also needed for printing
def loss(y_true, y_pred):
tmp = rate*K.mean(K.square(y_pred - y_true), axis=-1)
# tf.print('shape %s and rank %s output in mse'%(K.shape(tmp), tf.rank(tmp)))
tf.print('shape and rank output in mse',[K.shape(tmp), tf.rank(tmp)])
tf.print('mse loss:',tmp) # print when I put tf.function
return tmp
return loss
class newLayer(tf.keras.layers.Layer):
def __init__(self, rate=5e-2, **kwargs):
super(newLayer, self).__init__(**kwargs)
self.rate = rate
# #tf.function # to be commented for NN training
def call(self, inputs):
tmp = self.rate*K.mean(inputs*inputs, axis=-1)
tf.print('shape and rank output in regularizer',[K.shape(tmp), tf.rank(tmp)])
tf.print('regularizer loss:',tmp)
self.add_loss(tmp, inputs=True)
return inputs
tot_n = 10000
xx = np.random.rand(tot_n,1)
yy = np.pi*xx
train_size = int(0.9*tot_n)
xx_train = xx[:train_size]; xx_val = xx[train_size:]
yy_train = yy[:train_size]; yy_val = yy[train_size:]
reg_layer = newLayer()
input_layer = Input(shape=(1,)) # input
hidden = Dense(20, activation='relu', input_shape=(2,))(input_layer) # hidden layer
hidden = reg_layer(hidden)
output_layer = Dense(1, activation='linear')(hidden)
model = Model(inputs=[input_layer], outputs=[output_layer])
model.compile(optimizer='Adam', loss=rate_mse(), experimental_run_tf_function=False)
#model.compile(optimizer='Adam', loss=None, experimental_run_tf_function=False)
model.fit(xx_train, yy_train, epochs=100, batch_size = 100,
validation_data=(xx_val,yy_val), verbose=1)
#new_xx = np.random.rand(10,1); new_yy = np.pi*new_xx
#model.evaluate(new_xx,new_yy)
print(model.predict(np.array([[1]])))
2) I would also have a secondary question related to this code. I noticed that printing with tf.print inside the function rate_mse only works with tf.function. Similarly, the call method of newLayer is only taken into consideration if the same decorator is commented during training. Can someone explain why this is the case or reference me to a possible solution?
Thanks in advance to whoever can provide me help. I am currently using Tensorflow 2.2.0 and keras version is 2.3.0-tf.
I stuck with the same problem for a few days. "Standard" loss is going to be a scalar at the moment when we add it to the loss from add_loss. The only way how I get it working is to add one more axis while calculating mean. So we will get a scalar, and it will work.
tmp = self.rate*K.mean(inputs*inputs, axis=[0, -1])

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.

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