Euclidean distance loss function for RNN (keras) - keras

I want to set Euclidean distance as a loss function for LSTM or RNN.
What output should such function have: float, (batch_size) or (batch_size, timesteps)?
Model input X_train is (n_samples, timesteps, data_dim).
Y_train has the same dimensions.
Example code:
def euc_dist_keras(x, y):
return K.sqrt(K.sum(K.square(x - y), axis=-1, keepdims=True))
model = Sequential()
model.add(SimpleRNN(n_units, activation='relu', input_shape=(timesteps, data_dim), return_sequences=True))
model.add(Dense(n_output, activation='linear'))
model.compile(loss=euc_dist_keras, optimizer='adagrad')
model.fit(y_train, y_train, batch_size=512, epochs=10)
So, should I average loss over timesteps dimension and/or batch_size?

A loss functions will take predicted and true labels and will output a scalar, in Keras:
from keras import backend as K
def euc_dist_keras(y_true, y_pred):
return K.sqrt(K.sum(K.square(y_true - y_pred), axis=-1, keepdims=True))
Note, that it will not take X_train as an input. The loss calculation follows the forward propagation step, and it's value provides the goodness of predicted labels compared to true labels.
What output should such function have: float, (batch_size) or
(batch_size, timesteps)?
The loss function should have scalar output.
So, should I average loss over timesteps dimension and/or batch_size?
This would not be required to be able to use Euclidean distance as a loss function.
Side note: In your case, I think the problem might be with the neural network architecture, not the loss. Given (batch_size, timesteps, data_dim) the output of the SimpleRNN will be (batch_size, timesteps, n_units), and the output of Dense layer will be (batch_size, n_output). Thus, given your Y_train has the shape (batch_size, timesteps, data_dim) you would likely need to use TimeDistributed wrapper applying Dense per every temporal slice, and to adjust the number of hidden units in the fully connected layer.

Related

1D CNN for multistep multiclass timeseries classification

Suppose you have a timeseries classification task with n_classes possible classes, and you want to output the probability of each class for every timestep (like seq2seq). How can we achieve mult-step multi-class classification with a Conv1D network?
With a RNN it would be something like:
# input shape (n_samples, n_timesteps, n_features)
layer = LSTM(n_neurons, return_sequences=True, input_shape=(n_timesteps n_features))
layer = Dense(n_classes, activation="softmax")(layer)
# objective output shape (n_samples, n_timesteps, n_classes)
keras would know that since the LSTM layer is outputting sequences then it should wrap the Dense layer around a TimeDistributed layer.
How would we achieve the same but with a Conv1D layer? I imagine we need to manually wrap the last Dense layer with a time distributed, but I don't know how to build the network before to output sequences
# input shape (n_samples, n_timesteps, n_features)
layer = Conv1D(n_neurons, 3, input_shape=(n_timesteps n_features))
# ... ?
# can we use a Flatten layer in this case?
layer = TimeDistributed(Dense(n_classes, activation="softmax"))(layer)
# objective output shape (n_samples, n_timesteps, n_classes)

How label a cnn in keras and use mse metrics

I have to train a cnn using as loss function mse.
I normalized the labels between 0-1 but when I train I get
expected dense_2 to have shape (1,) but got array with shape (7,)
The last layer is
x = Dense(1, activation='linear')(x)
and when I compile and train:
model.compile(loss=keras.losses.mean_squared_error, optimizer=Adam(lr=0.001),metrics=['mse'])
model_details=model.fit(X_train, Y_train)
I resized the Y_train matrix to 1D vector: each component of the vector is the label to the respective image.

Vector regression with Keras

Suppose, for example, a regression problem with five scalars as output, where each output has approximately the same range. In Keras, we can model this using a 5-output dense layer without activation function (vector regression):
output_layer = layers.Dense(5, activation=None)(previous_layer)
model = models.Model(input_layer, output_layer)
model.compile(optimizer='rmsprop', loss='mse', metrics=['mse'])
Is the total loss (metric) simply the sum of the individual losses (metrics)? Is this equivalent to the following multi-output model, where the outputs have the same implicit loss weights? In my experiments, I haven't observed any significant differences but want to make sure that I didn't miss anything fundamental.
output_layer_list = []
for _ in range(5):
output_layer_list.append(layers.Dense(1, activation=None)(previous_layer))
model = models.Model(input_layer, output_layer_list)
model.compile(optimizer='rmsprop', loss='mse', metrics=['mse'])
Is there an easy way to attach weights to the outputs in the first solution similar to specifying loss_weights in case of multi-output models?
Those models are the same. To answer your questions let's look at the mse loss:
def mean_squared_error(y_true, y_pred):
return K.mean(K.square(y_pred - y_true), axis=-1)
Is the total loss (metric) simply the sum of the individual losses (metrics)? Yes, because the mse loss applies the K.mean function so you can argue it is the sum of all the elements in the output vector.
Is this equivalent to the following multi-output model, where the outputs have the same implicit loss weights? Yes, because subtraction and squaring are done element wise in vector form, so scalar outputs will produce the same as a single vector output. And a multi-output model loss is the sum of losses of individual outputs.
Yes, both are equivalent. To replicate the loss_weights functionality with your first model, you can define your own custom loss function. Something along these lines:
import tensorflow as tf
weights = K.variable(value=np.array([[0.1, 0.1, 0.1, 0.1, 0.6]]))
def custom_loss(y_true, y_pred):
return tf.matmul(K.square(y_true - y_pred), tf.transpose(weights))
and pass this function to the loss argument upon compiling:
model.compile(optimizer='rmsprop', loss=custom_loss, metrics=['mse'])

Keras : How to use weights of a layer in loss function?

I am implementing a custom loss function in keras. The model is an autoencoder. The first layer is an Embedding layer, which embed an input of size (batch_size, sentence_length) into (batch_size, sentence_length, embedding_dimension). Then the model compresses the embedding into a vector of a certain dimension, and finaly must reconstruct the embedding (batch_size, sentence_lenght, embedding_dimension).
But the embedding layer is trainable, and the loss must use the weights of the embedding layer (I have to sum over all word embeddings of my vocabulary).
For exemple, if I want to train on the toy exemple : "the cat". The sentence_length is 2 and suppose embedding_dimension is 10 and the vocabulary size is 50, so the embedding matrix has shape (50,10). The Embedding layer's output X is of shape (1,2,10). Then it passes in the model and the output X_hat, is also of shape (1,2,10). The model must be trained to maximize the probability that the vector X_hat[0] representing 'the' is the most similar to the vector X[0] representing 'the' in the Embedding layer, and same thing for 'cat'. But the loss is such that I have to compute the cosine similarity between X and X_hat, normalized by the sum of cosine similarity of X_hat and every embedding (50, since the vocabulary size is 50) in the embedding matrix, which are the columns of the weights of the embedding layer.
But How can I access the weights in the embedding layer at each iteration of the training process?
Thank you !
It seems a bit crazy but it seems to work : instead of creating a custom loss function that I would pass in model.compile, the network computes the loss (Eq. 1 from arxiv.org/pdf/1708.04729.pdf) in a function that I call with Lambda :
loss = Lambda(lambda x: similarity(x[0], x[1], x[2]))([X_hat, X, embedding_matrix])
And the network has two outputs: X_hat and loss, but I weight X_hat to have 0 weight and loss to have all the weight :
model = Model(input_sequence, [X_hat, loss])
model.compile(loss=mean_squared_error,
optimizer=optimizer,
loss_weights=[0., 1.])
When I train the model :
for i in range(epochs):
for j in range(num_data):
input_embedding = model.layers[1].get_weights()[0][[data[j:j+1]]]
y = [input_embedding, 0] #The embedding of the input
model.fit(data[j:j+1], y, batch_size=1, ...)
That way, the model is trained to tend loss toward 0, and when I want to use the trained model's prediction I use the first output which is the reconstruction X_hat

Accuracy goes to 0.0000 when training RNN with Keras?

I'm trying to use custom word-embeddings from Spacy for training a sequence -> label RNN query classifier. Here's my code:
word_vector_length = 300
dictionary_size = v.num_tokens + 1
word_vectors = v.get_word_vector_dictionary()
embedding_weights = np.zeros((dictionary_size, word_vector_length))
max_length = 186
for word, index in dictionary._get_raw_id_to_token().items():
if word in word_vectors:
embedding_weights[index,:] = word_vectors[word]
model = Sequential()
model.add(Embedding(input_dim=dictionary_size, output_dim=word_vector_length,
input_length= max_length, mask_zero=True, weights=[embedding_weights]))
model.add(Bidirectional(LSTM(128, activation= 'relu', return_sequences=False)))
model.add(Dense(v.num_labels, activation= 'sigmoid'))
model.compile(loss = 'binary_crossentropy',
optimizer = 'adam',
metrics = ['accuracy'])
model.fit(X_train, Y_train, batch_size=200, nb_epoch=20)
here the word_vectors are stripped from spacy.vectors and have length 300, the input is an np_array which looks like [0,0,12,15,0...] of dimension 186, where the integers are the token ids in the input, and I've constructed the embedded weight matrix accordingly. The output layer is [0,0,1,0,...0] of length 26 for each training sample, indicating the label that should go with this piece of vectorized text.
This looks like it should work, but during the first epoch the training accuracy is continually decreasing... and by the end of the first epoch/for the rest of training, it's exactly 0 and I'm not sure why this is happening. I've trained plenty of models with keras/TF before and never encountered this issue.
Any idea what might be happening here?
Are the labels always one-hot? Meaning only one of the elements of the label vector is one and the rest zero.
If so, then maybe try using a softmax activation with a categorical crossentropy loss like in the following official example:
https://github.com/fchollet/keras/blob/master/examples/babi_memnn.py#L202
This will help constraint the network to output probability distributions on the last layer (i.e. the softmax layer outputs sum up to 1).

Resources