I've been trying to fit a sine curve with a keras (theano backend) model using pymc3. I've been using this [http://twiecki.github.io/blog/2016/07/05/bayesian-deep-learning/] as a reference point.
A Keras implementation alone fit using optimization does a good job, however Hamiltonian Monte Carlo and Variational sampling from pymc3 is not fitting the data. The trace is stuck at where the prior is initiated. When I move the prior the posterior moves to the same spot. The posterior predictive of the bayesian model in cell 59 is barely getting the sine wave, whereas the non-bayesian fit model gets it near perfect in cell 63. I created a notebook here: https://gist.github.com/tomc4yt/d2fb694247984b1f8e89cfd80aff8706 which shows the code and the results.
Here is a snippet of the model below...
class GaussWeights(object):
def __init__(self):
self.count = 0
def __call__(self, shape, name='w'):
return pm.Normal(
name, mu=0, sd=.1,
testval=np.random.normal(size=shape).astype(np.float32),
shape=shape)
def build_ann(x, y, init):
with pm.Model() as m:
i = Input(tensor=x, shape=x.get_value().shape[1:])
m = i
m = Dense(4, init=init, activation='tanh')(m)
m = Dense(1, init=init, activation='tanh')(m)
sigma = pm.Normal('sigma', 0, 1, transform=None)
out = pm.Normal('out',
m, 1,
observed=y, transform=None)
return out
with pm.Model() as neural_network:
likelihood = build_ann(input_var, target_var, GaussWeights())
# v_params = pm.variational.advi(
# n=300, learning_rate=.4
# )
# trace = pm.variational.sample_vp(v_params, draws=2000)
start = pm.find_MAP(fmin=scipy.optimize.fmin_powell)
step = pm.HamiltonianMC(scaling=start)
trace = pm.sample(1000, step, progressbar=True)
The model contains normal noise with a fixed std of 1:
out = pm.Normal('out', m, 1, observed=y)
but the dataset does not. It is only natural that the predictive posterior does not match the dataset, they were generated in a very different way. To make it more realistic you could add noise to your dataset, and then estimate sigma:
mu = pm.Deterministic('mu', m)
sigma = pm.HalfCauchy('sigma', beta=1)
pm.Normal('y', mu=mu, sd=sigma, observed=y)
What you are doing right now is similar to taking the output from the network and adding standard normal noise.
A couple of unrelated comments:
out is not the likelihood, it is just the dataset again.
If you use HamiltonianMC instead of NUTS, you need to set the step size and the integration time yourself. The defaults are not usually useful.
Seems like keras changed in 2.0 and this way of combining pymc3 and keras does not seem to work anymore.
Related
So. First of all, I am new to Neural Network (NN).
As part of my PhD, I am trying to solve some problem through NN.
For this, I have created a program that creates some data set made of
a collection of input vectors (each with 63 elements) and its corresponding
output vectors (each with 6 elements).
So, my program looks like this:
Nₜᵣ = 25; # number of inputs in the data set
xtrain, ytrain = dataset_generator(Nₜᵣ); # generates In/Out vectors: xtrain/ytrain
datatrain = zip(xtrain,ytrain); # ensamble my data
Now, both xtrain and ytrain are of type Array{Array{Float64,1},1}, meaning that
if (say)Nₜᵣ = 2, they look like:
julia> xtrain #same for ytrain
2-element Array{Array{Float64,1},1}:
[1.0, -0.062, -0.015, -1.0, 0.076, 0.19, -0.74, 0.057, 0.275, ....]
[0.39, -1.0, 0.12, -0.048, 0.476, 0.05, -0.086, 0.85, 0.292, ....]
The first 3 elements of each vector is normalized to unity (represents x,y,z coordinates), and the following 60 numbers are also normalized to unity and corresponds to some measurable attributes.
The program continues like:
layer1 = Dense(length(xtrain[1]),46,tanh); # setting 6 layers
layer2 = Dense(46,36,tanh) ;
layer3 = Dense(36,26,tanh) ;
layer4 = Dense(26,16,tanh) ;
layer5 = Dense(16,6,tanh) ;
layer6 = Dense(6,length(ytrain[1])) ;
m = Chain(layer1,layer2,layer3,layer4,layer5,layer6); # composing the layers
squaredCost(ym,y) = (1/2)*norm(y - ym).^2;
loss(x,y) = squaredCost(m(x),y); # define loss function
ps = Flux.params(m); # initializing mod.param.
opt = ADAM(0.01, (0.9, 0.8)); #
and finally:
trainmode!(m,true)
itermax = 700; # set max number of iterations
losses = [];
for iter in 1:itermax
Flux.train!(loss,ps,datatrain,opt);
push!(losses, sum(loss.(xtrain,ytrain)));
end
It runs perfectly, however, it comes to my attention that as I train my model with an increasing data set(Nₜᵣ = 10,15,25, etc...), the loss function seams to increase. See the image below:
Where: y1: Nₜᵣ=10, y2: Nₜᵣ=15, y3: Nₜᵣ=25.
So, my main question:
Why is this happening?. I can not see an explanation for this behavior. Is this somehow expected?
Remarks: Note that
All elements from the training data set (input and output) are normalized to [-1,1].
I have not tryed changing the activ. functions
I have not tryed changing the optimization method
Considerations: I need a training data set of near 10000 input vectors, and so I am expecting an even worse scenario...
Some personal thoughts:
Am I arranging my training dataset correctly?. Say, If every single data vector is made of 63 numbers, is it correctly to group them in an array? and then pile them into an ´´´Array{Array{Float64,1},1}´´´?. I have no experience using NN and flux. How can I made a data set of 10000 I/O vectors differently? Can this be the issue?. (I am very inclined to this)
Can this behavior be related to the chosen act. functions? (I am not inclined to this)
Can this behavior be related to the opt. algorithm? (I am not inclined to this)
Am I training my model wrong?. Is the iteration loop really iterations or are they epochs. I am struggling to put(differentiate) this concept of "epochs" and "iterations" into practice.
loss(x,y) = squaredCost(m(x),y); # define loss function
Your losses aren't normalized, so adding more data can only increase this cost function. However, the cost per data doesn't seem to be increasing. To get rid of this effect, you might want to use a normalized cost function by doing something like using the mean squared cost.
Out of curiosity I am trying to fit neural network with rectified linear units to polynomial functions.
For example, I would like to see how easy (or difficult) it is for a neural network to come up with an approximation for the function f(x) = x^2 + x. The following code should be able to do it, but seems to not learn anything. When I run
using Base.Iterators: repeated
ENV["JULIA_CUDA_SILENT"] = true
using Flux
using Flux: throttle
using Random
f(x) = x^2 + x
x_train = shuffle(1:1000)
y_train = f.(x_train)
x_train = hcat(x_train...)
m = Chain(
Dense(1, 45, relu),
Dense(45, 45, relu),
Dense(45, 1),
softmax
)
function loss(x, y)
Flux.mse(m(x), y)
end
evalcb = () -> #show(loss(x_train, y_train))
opt = ADAM()
#show loss(x_train, y_train)
dataset = repeated((x_train, y_train), 50)
Flux.train!(loss, params(m), dataset, opt, cb = throttle(evalcb, 10))
println("Training finished")
#show m([20])
it returns
loss(x_train, y_train) = 2.0100101f14
loss(x_train, y_train) = 2.0100101f14
loss(x_train, y_train) = 2.0100101f14
Training finished
m([20]) = Float32[1.0]
Anyone here sees how I could make the network fit f(x) = x^2 + x?
There seem to be couple of things wrong with your trial that have mostly to do with how you use your optimizer and treat your input -- nothing wrong with Julia or Flux. Provided solution does learn, but is by no means optimal.
It makes no sense to have softmax output activation on a regression problem. Softmax is used in classification problems where the output(s) of your model represent probabilities and therefore should be on the interval (0,1). It is clear your polynomial has values outside this interval. It is usual to have linear output activation in regression problems like these. This means in Flux no output activation should be defined on the output layer.
The shape of your data matters. train! computes gradients for loss(d...) where d is a batch in your data. In your case a minibatch consists of 1000 samples, and this same batch is repeated 50 times. Neural nets are often trained with smaller batches sizes, but a larger sample set. In the code I provided all batches consist of different data.
For training neural nets, in general, it is advised to normalize your input. Your input takes values from 1 to 1000. My example applies a simple linear transformation to get the input data in the right range.
Normalization can also apply to the output. If the outputs are large, this can result in (too) large gradients and weight updates. Another approach is to lower the learning rate a lot.
using Flux
using Flux: #epochs
using Random
normalize(x) = x/1000
function generate_data(n)
f(x) = x^2 + x
xs = reduce(hcat, rand(n)*1000)
ys = f.(xs)
(normalize(xs), normalize(ys))
end
batch_size = 32
num_batches = 10000
data_train = Iterators.repeated(generate_data(batch_size), num_batches)
data_test = generate_data(100)
model = Chain(Dense(1,40, relu), Dense(40,40, relu), Dense(40, 1))
loss(x,y) = Flux.mse(model(x), y)
opt = ADAM()
ps = Flux.params(model)
Flux.train!(loss, ps, data_train, opt , cb = () -> #show loss(data_test...))
A Triplet network (inspired by "Siamese network") is comprised of 3 instances of the same feed-forward network (with shared parameters). When fed with 3 samples, the network outputs 2 intermediate values - the L2 (Euclidean) distances between the embedded representation of two of its inputs from
the representation of the third.
I'm using pairs of three images for feeding the network (x = anchor image, a standard image, x+ = positive image, an image containing the same object as x - actually, x+ is same class as x, and x- = negative image, an image with different class than x.
I'm using the triplet loss cost function described here.
How do I determine the network's accuracy?
I am assuming that your are doing work for image retrieval or similar tasks.
You should first generate some triplet, either randomly or using some hard (semi-hard) negative mining method. Then you split your triplet into train and validation set.
If you do it this way, then you can define your validation accuracy as proportion of the number of triplet in which feature distance between anchor and positive is less than that between anchor and negative in your validation triplet. You can see an example here which is written in PyTorch.
As another way, you can directly measure in term of your final testing metric. For example, for image retrieval, typically, we measure the performance of model on test set using mean average precision. If you use this metric, you should first define some queries on your validation set and their corresponding ground truth image.
Either of the above two metric is fine. Choose whatever you think fit your case.
So I am performing a similar task of using Triplet loss for classification. Here is how I used the novel loss method with a classifier.
First, train your model using the standard triplet loss function for N epochs. Once you are sure that the model ( we shall refer to this as the embedding generator) is trained, save the weights as we shall be using these weights ahead.
Let's say that your embedding generator is defined as:
class EmbeddingNetwork(nn.Module):
def __init__(self):
super(EmbeddingNetwork, self).__init__()
self.conv1 = nn.Sequential(
nn.Conv2d(1, 64, (7,7), stride=(2,2), padding=(3,3)),
nn.BatchNorm2d(64),
nn.LeakyReLU(0.001),
nn.MaxPool2d((3, 3), 2, padding=(1,1))
)
self.conv2 = nn.Sequential(
nn.Conv2d(64,64,(1,1), stride=(1,1)),
nn.BatchNorm2d(64),
nn.LeakyReLU(0.001),
nn.Conv2d(64,192, (3,3), stride=(1,1), padding=(1,1)),
nn.BatchNorm2d(192),
nn.LeakyReLU(0.001),
nn.MaxPool2d((3,3),2, padding=(1,1))
)
self.fullyConnected = nn.Sequential(
nn.Linear(7*7*256,32*128),
nn.BatchNorm1d(32*128),
nn.LeakyReLU(0.001),
nn.Linear(32*128,128)
)
def forward(self,x):
x = self.conv1(x)
x = self.conv2(x)
x = self.fullyConnected(x)
return torch.nn.functional.normalize(x, p=2, dim=-1)
Now we shall using this embedding generator to create another classifier, fit the weights we saved before to this part of the network and then freeze this part so our classifier trainer does not interfere with the triplet model. This can be done as:
class classifierNet(nn.Module):
def __init__(self, EmbeddingNet):
super(classifierNet, self).__init__()
self.embeddingLayer = EmbeddingNet
self.classifierLayer = nn.Linear(128,62)
self.dropout = nn.Dropout(0.5)
def forward(self, x):
x = self.dropout(self.embeddingLayer(x))
x = self.classifierLayer(x)
return F.log_softmax(x, dim=1)
Now we shall load the weights we saved before and freeze them using:
embeddingNetwork = EmbeddingNetwork().to(device)
embeddingNetwork.load_state_dict(torch.load('embeddingNetwork.pt'))
classifierNetwork = classifierNet(embeddingNetwork)
Now train this classifier network using the standard classification losses like BinaryCrossEntropy or CrossEntropy.
I am new to Apache Spark and trying to use the machine learning library to predict some data. My dataset right now is only about 350 points. Here are 7 of those points:
"365","4",41401.387,5330569
"364","3",51517.886,5946290
"363","2",55059.838,6097388
"362","1",43780.977,5304694
"361","7",46447.196,5471836
"360","6",50656.121,5849862
"359","5",44494.476,5460289
Here's my code:
def parsePoint(line):
split = map(sanitize, line.split(','))
rev = split.pop(-2)
return LabeledPoint(rev, split)
def sanitize(value):
return float(value.strip('"'))
parsedData = textFile.map(parsePoint)
model = LinearRegressionWithSGD.train(parsedData, iterations=10)
print model.predict(parsedData.first().features)
The prediction is something totally crazy, like -6.92840330273e+136. If I don't set iterations in train(), then I get nan as a result. What am I doing wrong? Is it my data set (the size of it, maybe?) or my configuration?
The problem is that LinearRegressionWithSGD uses stochastic gradient descent (SGD) to optimize the weight vector of your linear model. SGD is really sensitive to the provided stepSize which is used to update the intermediate solution.
What SGD does is to calculate the gradient g of the cost function given a sample of the input points and the current weights w. In order to update the weights w you go for a certain distance in the opposite direction of g. The distance is your step size s.
w(i+1) = w(i) - s * g
Since you're not providing an explicit step size value, MLlib assumes stepSize = 1. This seems to not work for your use case. I'd recommend you to try different step sizes, usually lower values, to see how LinearRegressionWithSGD behaves:
LinearRegressionWithSGD.train(parsedData, numIterartions = 10, stepSize = 0.001)
I am trying to implement Naive Bayes Classifier using a dataset published by UCI machine learning team. I am new to machine learning and trying to understand techniques to use for my work related problems, so I thought it's better to get the theory understood first.
I am using pima dataset (Link to Data - UCI-ML), and my goal is to build Naive Bayes Univariate Gaussian Classifier for K class problem (Data is only there for K=2). I have done splitting data, and calculate the mean for each class, standard deviation, priors for each class, but after this I am kind of stuck because I am not sure what and how I should be doing after this. I have a feeling that I should be calculating posterior probability,
Here is my code, I am using percent as a vector, because I want to see the behavior as I increase the training data size from 80:20 split. Basically if you pass [10 20 30 40] it will take that percentage from 80:20 split, and use 10% of 80% as training.
function[classMean] = naivebayes(file, iter, percent)
dm = load(file);
for i=1:iter
idx = randperm(size(dm.data,1))
%Using same idx for data and labels
shuffledMatrix_data = dm.data(idx,:);
shuffledMatrix_label = dm.labels(idx,:);
percent_data_80 = round((0.8) * length(shuffledMatrix_data));
%Doing 80-20 split
train = shuffledMatrix_data(1:percent_data_80,:);
test = shuffledMatrix_data(percent_data_80+1:length(shuffledMatrix_data),:);
train_labels = shuffledMatrix_label(1:percent_data_80,:)
test_labels = shuffledMatrix_data(percent_data_80+1:length(shuffledMatrix_data),:);
%Getting the array of percents
for pRows = 1:length(percent)
percentOfRows = round((percent(pRows)/100) * length(train));
new_train = train(1:percentOfRows,:)
new_trin_label = shuffledMatrix_label(1:percentOfRows)
%get unique labels in training
numClasses = size(unique(new_trin_label),1)
classMean = zeros(numClasses,size(new_train,2));
for kclass=1:numClasses
classMean(kclass,:) = mean(new_train(new_trin_label == kclass,:))
std(new_train(new_trin_label == kclass,:))
priorClassforK = length(new_train(new_trin_label == kclass))/length(new_train)
priorClassforK_1 = 1 - priorClassforK
end
end
end
end
First, compute the probability of evey class label based on frequency counts. For a given sample of data and a given class in your data set, you compute the probability of evey feature. After that, multiply the conditional probability for all features in the sample by each other and by the probability of the considered class label. Finally, compare values of all class labels and you choose the label of the class with the maximum probability (Bayes classification rule).
For computing conditonal probability, you can simply use the Normal distribution function.