Im new with NN and i have this problem:
I have a dataset with 300 rows and 33 columns. Each row has 3 more columns for the results.
Im trying to use MLP for trainning a model so that when i have a new row, it estimates those 3 result columns.
I can easily reduce the error during trainning to 0.001 but when i use cross validation it keep estimating very poorly.
It estimates correctly if i use the same entry it used to train, but if i use another values that werent used for trainning the results are very wrong
Im using two hidden layers with 20 neurons each, so my architecture is [33 20 20 3]
For activation function im using biporlarsigmoid function.
Do you guys have some suggestion on where i could try to change to improve this?
Overfitting
As mentioned in the comments, this perfectly describes overfitting.
I strongly suggest reading the wikipedia article on overfitting, as it well describes causes, but I'll summarize some key points here.
Model complexity
Overfitting often happens when you model is needlessly complex for the problem. I don't know anything about your dataset, but I'm guessing [33 20 20 3] is more parameters than necessary for predicting.
Try running your cross-validation methods again, this time with either fewer layers, or fewer nodes per layer. Right now you are using 33*20 + 20*20 + 20*3 = 1120 parameters (weights) to make your prediction, is this necessary?
Regularization
A common solution to overfitting is regularization. The driving principle is KISS (keep it simple, stupid).
By applying an L1 regularizer to your weights, you keep preference for the smallest number of weights to solve your problem. The network will pull many weights to 0 as they aren't need.
By applying an L2 regularizer to your weights, you keep preference for lower rank solutions to your problem. This means that your network will prefer weights matrices that span lower dimensions. Practically this means your weights will be smaller numbers, and are less likely to be able to "memorize" the data.
What is L1 and L2? These are types of vector norms. L1 is the sum of the absolute value of your weights. L2 is the sqrt of the sum of squares of your weights. (L3 is the cubed root of the sum of cubes of weights, L4 ...).
Distortions
Another commonly used technique is to augment your training data with distorted versions of your training samples. This only makes sense with certain types of data. For instance images can be rotated, scaled, shifted, add gaussian noise, etc. without dramatically changing the content of the image.
By adding distortions, your network will no longer memorize your data, but will also learn when things look similar to your data. The number 1 rotated 2 degrees still looks like a 1, so the network should be able to learn from both of these.
Only you know your data. If this is something that can be done with your data (even just adding a little gaussian noise to each feature), then maybe this is worth looking into. But do not use this blindly without considering the implications it may have on your dataset.
Careful analysis of data
I put this last because it is an indirect response to the overfitting problem. Check your data before pumping it through a black-box algorithm (like a neural network). Here are a few questions worth answering if your network doesn't work:
Are any of my features strongly correlated with each other?
How do baseline algorithms perform? (Linear regression, logistic regression, etc.)
How are my training samples distributed among classes? Do I have 298 samples of one class and 1 sample of the other two?
How similar are my samples within a class? Maybe I have 100 samples for this class, but all of them are the same (or nearly the same).
Related
Consider the training process of deep FF neural network using mini-batch gradient descent. As far as I understand, at each epoch of the training we have different random set of mini-batches. Then iterating over all mini batches and computing the gradients of the NN parameters we will get random gradients at each iteration and, therefore, random directions for the model parameters to minimize the cost function. Let's imagine we fixed the hyperparameters of the training algorithm and started the training process again and again, then we would end up with models, which completely differs from each other, because in those trainings the changes of model parameters were different.
1) Is it always the case when we use such random based training algorithms?
2) If it is so, where is the guaranty that training the NN one more time with the best hyperparameters found during the previous trainings and validations will yield us the best model again?
3) Is it possible to find such hyperparameters, which will always yield the best models?
Neural Network are solving a optimization problem, As long as it is computing a gradient in right direction but can be random, it doesn't hurt its objective to generalize over data. It can stuck in some local optima. But there are many good methods like Adam, RMSProp, momentum based etc, by which it can accomplish its objective.
Another reason, when you say mini-batch, there is at least some sample by which it can generalize over those sample, there can be fluctuation in the error rate, and but at least it can give us a local solution.
Even, at each random sampling, these mini-batch have different-2 sample, which helps in generalize well over the complete distribution.
For hyperparameter selection, you need to do tuning and validate result on unseen data, there is no straight forward method to choose these.
I am working on a Classification problem with 2 labels : 0 and 1. My training dataset is a very imbalanced dataset (and so will be the test set considering my problem).
The proportion of the imbalanced dataset is 1000:4 , with label '0' appearing 250 times more than label '1'. However, I have a lot of training samples : around 23 millions. So I should get around 100 000 samples for the label '1'.
Considering the big number of training samples I have, I didn't consider SVM. I also read about SMOTE for Random Forests. However, I was wondering whether NN could be efficient to handle this kind of imbalanced dataset with a large dataset ?
Also, as I am using Tensorflow to design the model, which characteristics should/could I tune to be able to handle this imbalanced situation ?
Thanks for your help !
Paul
Update :
Considering the number of answers, and that they are quite similar, I will answer all of them here, as a common answer.
1) I tried during this weekend the 1st option, increasing the cost for the positive label. Actually, with less unbalanced proportion (like 1/10, on another dataset), this seems to help a bit to get a better result, or at least to 'bias' the precision/recall scores proportion.
However, for my situation,
It seems to be very sensitive to the alpha number. With alpha = 250, which is the proportion of the unbalanced dataset, I have a precision of 0.006 and a recall score of 0.83, but the model is predicting way too many 1 that it should be - around 0.50 of label '1' ...
With alpha = 100, the model predicts only '0'. I guess I'll have to do some 'tuning' for this alpha parameter :/
I'll take a look at this function from TF too as I did it manually for now : tf.nn.weighted_cross_entropy_with_logitsthat
2) I will try to de-unbalance the dataset but I am afraid that I will lose a lot of info doing that, as I have millions of samples but only ~ 100k positive samples.
3) Using a smaller batch size seems indeed a good idea. I'll try it !
There are usually two common ways for imbanlanced dataset:
Online sampling as mentioned above. In each iteration you sample a class-balanced batch from the training set.
Re-weight the cost of two classes respectively. You'd want to give the loss on the dominant class a smaller weight. For example this is used in the paper Holistically-Nested Edge Detection
I will expand a bit on chasep's answer.
If you are using a neural network followed by softmax+cross-entropy or Hinge Loss you can as #chasep255 mentionned make it more costly for the network to misclassify the example that appear the less.
To do that simply split the cost into two parts and put more weights on the class that have fewer examples.
For simplicity if you say that the dominant class is labelled negative (neg) for softmax and the other the positive (pos) (for Hinge you could exactly the same):
L=L_{neg}+L_{pos} =>L=L_{neg}+\alpha*L_{pos}
With \alpha greater than 1.
Which would translate in tensorflow for the case of cross-entropy where the positives are labelled [1, 0] and the negatives [0,1] to something like :
cross_entropy_mean=-tf.reduce_mean(targets*tf.log(y_out)*tf.constant([alpha, 1.]))
Whatismore by digging a bit into Tensorflow API you seem to have a tensorflow function tf.nn.weighted_cross_entropy_with_logitsthat implements it did not read the details but look fairly straightforward.
Another way if you train your algorithm with mini-batch SGD would be make batches with a fixed proportion of positives.
I would go with the first option as it is slightly easier to do with TF.
One thing I might try is weighting the samples differently when calculating the cost. For instance maybe divide the cost by 250 if the expected result is a 0 and leave it alone if the expected result is a one. This way the more rare samples have more of an impact. You could also simply try training it without any changes and see if the nnet just happens to work. I would make sure to use a large batch size though so you always get at least one of the rare samples in each batch.
Yes - neural network could help in your case. There are at least two approaches to such problem:
Leave your set not changed but decrease the size of batch and number of epochs. Apparently this might help better than keeping the batch size big. From my experience - in the beginning network is adjusting its weights to assign the most probable class to every example but after many epochs it will start to adjust itself to increase performance on all dataset. Using cross-entropy will give you additional information about probability of assigning 1 to a given example (assuming your network has sufficient capacity).
Balance your dataset and adjust your score during evaluation phase using Bayes rule:score_of_class_k ~ score_from_model_for_class_k / original_percentage_of_class_k.
You may reweight your classes in the cost function (as mentioned in one of the answers). Important thing then is to also reweight your scores in your final answer.
I'd suggest a slightly different approach. When it comes to image data, the deep learning community has already come up with a few ways to augment data. Similar to image augmentation, you could try to generate fake data to "balance" your dataset. The approach I tried was to use a Variational Autoencoder and then sample from the underlying distribution to generate fake data for the class you want. I tried it and the results are looking pretty cool: https://lschmiddey.github.io/fastpages_/2021/03/17/data-augmentation-tabular-data.html
I have a question regarding cross validation in Linear regression model.
From my understanding, in cross validation, we split the data into (say) 10 folds and train the data from 9 folds and the remaining folds we use for testing. We repeat this process until we test all of the folds, so that every folds are tested exactly once.
When we are training the model from 9 folds, should we not get a different model (may be slightly different from the model that we have created when using the whole dataset)? I know that we take an average of all the "n" performances.
But, what about the model? Shouldn't the resulting model also be taken as the average of all the "n" models? I see that the resulting model is same as the model which we created using whole of the dataset before cross-validation. If we are considering the overall model even after cross-validation (and not taking avg of all the models), then what's the point of calculating average performance from n different models (because they are trained from different folds of data and are supposed to be different, right?)
I apologize if my question is not clear or too funny.
Thanks for reading, though!
I think that there is some confusion in some of the answers proposed because of the use of the word "model" in the question asked. If I am guessing correctly, you are referring to the fact that in K-fold cross-validation we learn K-different predictors (or decision functions), which you call "model" (this is a bad idea because in machine learning we also do model selection which is choosing between families of predictors and this is something which can be done using cross-validation). Cross-validation is typically used for hyperparameter selection or to choose between different algorithms or different families of predictors. Once these chosen, the most common approach is to relearn a predictor with the selected hyperparameter and algorithm from all the data.
However, if the loss function which is optimized is convex with respect to the predictor, than it is possible to simply average the different predictors obtained from each fold.
This is because for a convex risk, the risk of the average of the predictor is always smaller than the average of the individual risks.
The PROs and CONs of averaging (vs retraining) are as follows
PROs: (1) In each fold, the evaluation that you made on the held out set gives you an unbiased estimate of the risk for those very predictors that you have obtained, and for these estimates the only source of uncertainty is due to the estimate of the empirical risk (the average of the loss function) on the held out data.
This should be contrasted with the logic which is used when you are retraining and which is that the cross-validation risk is an estimate of the "expected value of the risk of a given learning algorithm" (and not of a given predictor) so that if you relearn from data from the same distribution, you should have in average the same level of performance. But note that this is in average and when retraining from the whole data this could go up or down. In other words, there is an additional source of uncertainty due to the fact that you will retrain.
(2) The hyperparameters have been selected exactly for the number of datapoints that you used in each fold to learn. If you relearn from the whole dataset, the optimal value of the hyperparameter is in theory and in practice not the same anymore, and so in the idea of retraining, you really cross your fingers and hope that the hyperparameters that you have chosen are still fine for your larger dataset.
If you used leave-one-out, there is obviously no concern there, and if the number of data point is large with 10 fold-CV you should be fine. But if you are learning from 25 data points with 5 fold CV, the hyperparameters for 20 points are not really the same as for 25 points...
CONs: Well, intuitively you don't benefit from training with all the data at once
There are unfortunately very little thorough theory on this but the following two papers especially the second paper consider precisely the averaging or aggregation of the predictors from K-fold CV.
Jung, Y. (2016). Efficient Tuning Parameter Selection by Cross-Validated Score in High Dimensional Models. International Journal of Mathematical and Computational Sciences, 10(1), 19-25.
Maillard, G., Arlot, S., & Lerasle, M. (2019). Aggregated Hold-Out. arXiv preprint arXiv:1909.04890.
The answer is simple: you use the process of (repeated) cross validation (CV) to obtain a relatively stable performance estimate for a model instead of improving it.
Think of trying out different model types and parametrizations which are differently well suited for your problem. Using CV you obtain many different estimates on how each model type and parametrization would perform on unseen data. From those results you usually choose one well suited model type + parametrization which you will use, then train it again on all (training) data. The reason for doing this many times (different partitions with repeats, each using different partition splits) is to get a stable estimation of the performance - which will enable you to e.g. look at the mean/median performance and its spread (would give you information about how well the model usually performs and how likely it is to be lucky/unlucky and get better/worse results instead).
Two more things:
Usually, using CV will improve your results in the end - simply because you take a model that is better suited for the job.
You mentioned taking the "average" model. This actually exists as "model averaging", where you average the results of multiple, possibly differently trained models to obtain a single result. Its one way to use an ensemble of models instead of a single one. But also for those you want to use CV in the end for choosing reasonable model.
I like your thinking. I think you have just accidentally discovered Random Forest:
https://en.wikipedia.org/wiki/Random_forest
Without repeated cv your seemingly best model is likely to be only a mediocre model when you score it on new data...
I am using knn to do classification for a telecom problem. I splitted my data into 70% training and 30% validation. While the knn classifier is able to catch over 80% in 2 deciles in training, its performance in validation sample is as good as random 45 degree line. I am surprised how does KNN work that the model performance in training and validation are so different.
Any pointers ?
Reasonable pointers are hardly possible without more details. The behavior of your KNN depends on several aspects:
The parameter K defining the neighbors. If it is set to K=1, for example, you will get no training error at all, this showing that the consideration of training-to-validation-error may not be justified.
The parameter K is often found using cross validation. I would suggest you to do this as well.
The distance metric. Which function are you using, are there different units, length scales, etc.?
The noise of your data, the size of your data ... -- there simply exist data sets which are hard to describe.
By the way: can you tell what kind of data you want to describe, and, if possible, also provide some examples or show some scatter plot (data and your result)?
I use a neural network with 3 layers for categorization problem: 1) ~2k neurons 2) ~2k neurons 3) 20 neurons. My training set consists of 2 examples, most of the inputs in each example are zeros. For some reason after the backpropagation training the network gives virtually the same output for both examples (which is either valid for only 1 of examples or have 1.0 for outputs where one of example has 1s). It comes to this state after the first epoch and doesn't change much afterwards, even if learning rate is minimal double vale. I use sigmoid as activation function.
I thought it could be something wrong with my code so I've used AForge open source library, and seems like it suffers from the same issue.
What might be the problem here?
Solution: I've removed one layer and decreased the number of neurons in hidden layer to 800
2000 by 2000 by 20 is huge. That's approximately 4 million weights to determine, meaning the algorithm has to search a 4-million-dimensional space. Any optimization algorithm will be totally at a loss in this case. I'm assuming you're using gradient descent, which is not even that powerful, so likely the algorithm is stuck in a local optimum somewhere in this gigantic search space.
Simplify your model!
Added:
And please also describe in more detail what you're trying to do. Do you really have only 2 training examples? That's like trying to categorize 2 points using a 4-million-dimensional plane. It doesn't make sense to me.
You mentioned that most of the inputs are zero. To your reduce the size of your search space, try removing redundancy in your training examples. For instance if
trainingExample[0].inputValue[i] == trainingExample[1].inputValue[i]
then x.inputValue[i] has no information bearing data for the NN.
Also, perhaps it's not clear, but it seems that two training examples seem small.